PREVIEW / futures_5min / 2023-07-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-30.parquet
  size:    80 KB
  rows:    3,866

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-07-30 18:00:00	ES	Futures	5060.62	5065.01	5059.79	5062.26	2305.0
2023-07-30 18:05:00	ES	Futures	5062.54	5063.91	5061.99	5063.36	714.0
2023-07-30 18:10:00	ES	Futures	5063.36	5065.01	5062.81	5064.74	806.0
2023-07-30 18:15:00	ES	Futures	5064.74	5066.93	5063.64	5066.11	1018.0
2023-07-30 18:20:00	ES	Futures	5065.83	5066.93	5065.56	5065.83	806.0
2023-07-30 18:25:00	ES	Futures	5065.56	5066.93	5065.28	5066.66	750.0
2023-07-30 18:30:00	ES	Futures	5066.93	5067.21	5066.38	5066.66	514.0
2023-07-30 18:35:00	ES	Futures	5066.38	5068.85	5065.83	5068.58	1638.0
2023-07-30 18:40:00	ES	Futures	5068.58	5070.77	5068.58	5069.13	1505.0
2023-07-30 18:45:00	ES	Futures	5069.13	5070.23	5069.13	5069.4	460.0
2023-07-30 18:50:00	ES	Futures	5069.4	5069.4	5067.48	5067.48	474.0
2023-07-30 18:55:00	ES	Futures	5067.48	5068.03	5066.66	5067.75	624.0
2023-07-30 19:00:00	ES	Futures	5068.03	5068.3	5066.38	5066.66	533.0
2023-07-30 19:05:00	ES	Futures	5066.38	5067.21	5066.38	5066.66	346.0
2023-07-30 19:10:00	ES	Futures	5066.38	5068.03	5066.38	5067.21	456.0
2023-07-30 19:15:00	ES	Futures	5067.21	5067.21	5066.66	5066.66	211.0
2023-07-30 19:20:00	ES	Futures	5066.93	5069.13	5066.38	5068.03	496.0
2023-07-30 19:25:00	ES	Futures	5068.03	5068.3	5066.93	5067.21	214.0
2023-07-30 19:30:00	ES	Futures	5067.48	5068.58	5065.83	5066.38	632.0
2023-07-30 19:35:00	ES	Futures	5066.38	5066.93	5066.11	5066.66	306.0
2023-07-30 19:40:00	ES	Futures	5066.38	5066.93	5066.11	5066.66	168.0
2023-07-30 19:45:00	ES	Futures	5066.93	5067.21	5065.28	5066.11	623.0
2023-07-30 19:50:00	ES	Futures	5066.11	5066.38	5064.74	5065.01	866.0
2023-07-30 19:55:00	ES	Futures	5065.28	5065.56	5063.91	5064.46	654.0
2023-07-30 20:00:00	ES	Futures	5064.46	5064.74	5062.54	5062.81	1470.0
2023-07-30 20:05:00	ES	Futures	5062.81	5063.09	5061.72	5062.26	1099.0
2023-07-30 20:10:00	ES	Futures	5062.54	5062.81	5061.17	5061.99	657.0
2023-07-30 20:15:00	ES	Futures	5062.26	5062.54	5061.44	5062.54	674.0
2023-07-30 20:20:00	ES	Futures	5062.54	5063.09	5061.72	5061.99	558.0
2023-07-30 20:25:00	ES	Futures	5062.26	5062.81	5061.44	5061.44	435.0
2023-07-30 20:30:00	ES	Futures	5061.72	5061.99	5060.62	5061.72	722.0
2023-07-30 20:35:00	ES	Futures	5061.72	5062.26	5061.72	5061.99	454.0
2023-07-30 20:40:00	ES	Futures	5061.99	5061.99	5061.17	5061.72	469.0
2023-07-30 20:45:00	ES	Futures	5061.72	5063.09	5061.44	5061.72	833.0
2023-07-30 20:50:00	ES	Futures	5061.72	5061.72	5060.07	5060.34	587.0
2023-07-30 20:55:00	ES	Futures	5060.34	5061.17	5059.79	5060.62	434.0
2023-07-30 21:00:00	ES	Futures	5060.62	5061.44	5059.25	5059.79	980.0
2023-07-30 21:05:00	ES	Futures	5059.79	5060.07	5057.32	5057.32	1523.0
2023-07-30 21:10:00	ES	Futures	5057.6	5058.15	5055.95	5057.6	1471.0
2023-07-30 21:15:00	ES	Futures	5057.6	5058.42	5056.77	5057.87	959.0
2023-07-30 21:20:00	ES	Futures	5057.87	5059.52	5057.6	5059.25	660.0
2023-07-30 21:25:00	ES	Futures	5058.97	5059.52	5058.97	5059.52	448.0
2023-07-30 21:30:00	ES	Futures	5059.52	5060.34	5058.7	5060.34	1030.0
2023-07-30 21:35:00	ES	Futures	5060.34	5063.64	5060.07	5061.44	1718.0
2023-07-30 21:40:00	ES	Futures	5061.44	5063.09	5059.52	5059.52	1016.0
2023-07-30 21:45:00	ES	Futures	5059.79	5060.34	5055.4	5055.95	1425.0
2023-07-30 21:50:00	ES	Futures	5055.95	5056.77	5053.21	5054.85	1462.0
2023-07-30 21:55:00	ES	Futures	5054.85	5055.68	5052.93	5053.75	1137.0
2023-07-30 22:00:00	ES	Futures	5053.75	5056.23	5052.11	5055.95	1342.0
2023-07-30 22:05:00	ES	Futures	5056.23	5056.23	5054.58	5055.13	913.0

> showing 50 of 3,866 rows — these rows as CSV

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