PREVIEW / futures_5min / 2023-07-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-07-31.parquet
  size:    326 KB
  rows:    19,352

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
2023-07-31 00:00:00	ES	Futures	5048.81	5049.09	5045.79	5048.54	1452.0
2023-07-31 00:05:00	ES	Futures	5048.54	5048.81	5047.44	5047.99	333.0
2023-07-31 00:10:00	ES	Futures	5047.99	5048.26	5047.17	5047.99	355.0
2023-07-31 00:15:00	ES	Futures	5047.99	5048.54	5047.72	5047.99	371.0
2023-07-31 00:20:00	ES	Futures	5048.26	5049.36	5048.26	5049.09	512.0
2023-07-31 00:25:00	ES	Futures	5049.09	5049.09	5047.99	5048.54	406.0
2023-07-31 00:30:00	ES	Futures	5048.54	5048.81	5047.99	5048.26	306.0
2023-07-31 00:35:00	ES	Futures	5048.26	5048.26	5046.89	5046.89	323.0
2023-07-31 00:40:00	ES	Futures	5047.17	5048.81	5047.17	5048.26	358.0
2023-07-31 00:45:00	ES	Futures	5048.26	5049.36	5047.99	5049.36	256.0
2023-07-31 00:50:00	ES	Futures	5049.36	5049.91	5049.36	5049.36	299.0
2023-07-31 00:55:00	ES	Futures	5049.64	5049.91	5048.81	5048.81	206.0
2023-07-31 01:00:00	ES	Futures	5048.81	5049.36	5047.99	5048.26	608.0
2023-07-31 01:05:00	ES	Futures	5048.26	5049.91	5047.17	5048.54	736.0
2023-07-31 01:10:00	ES	Futures	5048.54	5051.56	5048.54	5050.74	1215.0
2023-07-31 01:15:00	ES	Futures	5051.01	5052.11	5050.46	5051.83	503.0
2023-07-31 01:20:00	ES	Futures	5052.11	5052.11	5050.74	5051.56	462.0
2023-07-31 01:25:00	ES	Futures	5051.56	5052.11	5050.74	5051.01	449.0
2023-07-31 01:30:00	ES	Futures	5051.01	5052.66	5050.46	5052.38	587.0
2023-07-31 01:35:00	ES	Futures	5052.66	5053.48	5052.11	5052.38	957.0
2023-07-31 01:40:00	ES	Futures	5052.38	5052.66	5051.56	5051.56	565.0
2023-07-31 01:45:00	ES	Futures	5052.11	5052.66	5051.83	5052.66	283.0
2023-07-31 01:50:00	ES	Futures	5052.66	5054.3	5052.66	5053.75	655.0
2023-07-31 01:55:00	ES	Futures	5053.75	5054.3	5052.66	5052.66	384.0
2023-07-31 02:00:00	ES	Futures	5052.93	5054.85	5051.01	5053.48	1715.0
2023-07-31 02:05:00	ES	Futures	5053.48	5055.95	5053.48	5055.95	939.0
2023-07-31 02:10:00	ES	Futures	5055.95	5058.42	5054.85	5057.87	1492.0
2023-07-31 02:15:00	ES	Futures	5058.15	5058.97	5057.6	5058.42	1110.0
2023-07-31 02:20:00	ES	Futures	5058.7	5058.7	5057.6	5057.6	598.0
2023-07-31 02:25:00	ES	Futures	5057.87	5058.7	5057.6	5057.87	467.0
2023-07-31 02:30:00	ES	Futures	5057.87	5057.87	5056.77	5056.77	481.0
2023-07-31 02:35:00	ES	Futures	5057.05	5057.87	5056.77	5057.32	389.0
2023-07-31 02:40:00	ES	Futures	5057.05	5057.87	5056.5	5057.32	512.0
2023-07-31 02:45:00	ES	Futures	5057.32	5057.32	5055.13	5056.77	887.0
2023-07-31 02:50:00	ES	Futures	5056.5	5057.32	5054.3	5054.85	694.0
2023-07-31 02:55:00	ES	Futures	5054.58	5054.58	5052.38	5054.3	1191.0
2023-07-31 03:00:00	ES	Futures	5054.03	5055.68	5052.66	5055.13	2241.0
2023-07-31 03:05:00	ES	Futures	5055.13	5055.68	5052.38	5053.21	1485.0
2023-07-31 03:10:00	ES	Futures	5052.93	5055.4	5052.66	5054.85	1775.0
2023-07-31 03:15:00	ES	Futures	5055.13	5058.42	5055.13	5057.6	2194.0
2023-07-31 03:20:00	ES	Futures	5057.87	5058.42	5056.5	5057.87	1503.0
2023-07-31 03:25:00	ES	Futures	5057.87	5059.25	5057.05	5058.97	1624.0
2023-07-31 03:30:00	ES	Futures	5058.97	5060.34	5058.7	5060.34	1481.0
2023-07-31 03:35:00	ES	Futures	5060.34	5060.34	5055.68	5055.95	1594.0
2023-07-31 03:40:00	ES	Futures	5055.95	5055.95	5054.3	5054.85	1032.0
2023-07-31 03:45:00	ES	Futures	5054.85	5055.4	5051.83	5052.66	2095.0
2023-07-31 03:50:00	ES	Futures	5052.66	5055.13	5052.66	5055.13	978.0
2023-07-31 03:55:00	ES	Futures	5055.13	5056.5	5054.58	5054.85	810.0
2023-07-31 04:00:00	ES	Futures	5055.13	5057.6	5055.13	5057.05	1836.0
2023-07-31 04:05:00	ES	Futures	5057.32	5059.79	5057.32	5059.79	1327.0

> showing 50 of 19,352 rows — these rows as CSV

> unlock the full archive -- $79 one-time