PREVIEW / futures_5min / 2023-08-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-01.parquet
  size:    359 KB
  rows:    20,144

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
2023-08-01 00:00:00	ES	Futures	5070.23	5071.05	5070.23	5071.05	245.0
2023-08-01 00:05:00	ES	Futures	5071.05	5071.05	5070.23	5070.5	209.0
2023-08-01 00:10:00	ES	Futures	5070.23	5070.5	5069.95	5069.95	291.0
2023-08-01 00:15:00	ES	Futures	5069.95	5070.5	5069.68	5069.68	197.0
2023-08-01 00:20:00	ES	Futures	5069.68	5070.5	5069.68	5070.5	131.0
2023-08-01 00:25:00	ES	Futures	5070.23	5070.77	5069.95	5070.5	322.0
2023-08-01 00:30:00	ES	Futures	5070.5	5071.87	5070.5	5071.6	636.0
2023-08-01 00:35:00	ES	Futures	5071.6	5071.87	5071.05	5071.32	203.0
2023-08-01 00:40:00	ES	Futures	5071.05	5071.05	5069.95	5070.23	350.0
2023-08-01 00:45:00	ES	Futures	5070.23	5070.77	5070.23	5070.23	244.0
2023-08-01 00:50:00	ES	Futures	5070.23	5071.32	5070.23	5070.77	208.0
2023-08-01 00:55:00	ES	Futures	5070.77	5071.05	5070.23	5070.5	158.0
2023-08-01 01:00:00	ES	Futures	5070.23	5071.32	5069.68	5070.5	927.0
2023-08-01 01:05:00	ES	Futures	5070.23	5070.77	5069.4	5069.4	409.0
2023-08-01 01:10:00	ES	Futures	5069.4	5069.68	5069.13	5069.4	460.0
2023-08-01 01:15:00	ES	Futures	5069.4	5069.4	5068.58	5068.85	422.0
2023-08-01 01:20:00	ES	Futures	5068.85	5069.13	5068.58	5068.58	540.0
2023-08-01 01:25:00	ES	Futures	5068.58	5069.4	5068.58	5069.4	437.0
2023-08-01 01:30:00	ES	Futures	5069.13	5069.4	5068.58	5068.85	230.0
2023-08-01 01:35:00	ES	Futures	5068.85	5069.13	5068.58	5068.85	268.0
2023-08-01 01:40:00	ES	Futures	5068.58	5068.85	5067.48	5067.75	513.0
2023-08-01 01:45:00	ES	Futures	5067.75	5068.3	5067.48	5068.03	194.0
2023-08-01 01:50:00	ES	Futures	5068.03	5068.3	5067.75	5067.75	279.0
2023-08-01 01:55:00	ES	Futures	5067.75	5068.85	5067.75	5068.58	357.0
2023-08-01 02:00:00	ES	Futures	5068.58	5068.58	5067.48	5067.48	485.0
2023-08-01 02:05:00	ES	Futures	5067.75	5068.03	5066.38	5067.21	1231.0
2023-08-01 02:10:00	ES	Futures	5067.21	5068.3	5066.93	5067.48	373.0
2023-08-01 02:15:00	ES	Futures	5067.48	5067.75	5066.66	5066.93	537.0
2023-08-01 02:20:00	ES	Futures	5066.93	5067.48	5066.38	5067.48	436.0
2023-08-01 02:25:00	ES	Futures	5067.21	5067.75	5066.66	5066.66	402.0
2023-08-01 02:30:00	ES	Futures	5066.66	5067.48	5066.38	5067.21	454.0
2023-08-01 02:35:00	ES	Futures	5067.48	5067.48	5066.38	5066.38	798.0
2023-08-01 02:40:00	ES	Futures	5066.38	5066.93	5066.38	5066.38	267.0
2023-08-01 02:45:00	ES	Futures	5066.38	5066.93	5065.56	5065.83	540.0
2023-08-01 02:50:00	ES	Futures	5065.83	5066.38	5065.56	5065.83	334.0
2023-08-01 02:55:00	ES	Futures	5065.83	5066.11	5064.74	5065.56	1322.0
2023-08-01 03:00:00	ES	Futures	5065.56	5066.38	5064.74	5065.83	3066.0
2023-08-01 03:05:00	ES	Futures	5066.11	5066.11	5062.54	5063.09	2340.0
2023-08-01 03:10:00	ES	Futures	5063.09	5063.64	5062.26	5062.26	1151.0
2023-08-01 03:15:00	ES	Futures	5062.54	5063.09	5061.99	5061.99	1277.0
2023-08-01 03:20:00	ES	Futures	5061.99	5063.09	5061.99	5063.09	1874.0
2023-08-01 03:25:00	ES	Futures	5063.09	5064.46	5062.54	5063.09	1692.0
2023-08-01 03:30:00	ES	Futures	5063.09	5063.64	5061.99	5062.54	2089.0
2023-08-01 03:35:00	ES	Futures	5062.26	5063.91	5062.26	5063.09	1047.0
2023-08-01 03:40:00	ES	Futures	5063.36	5064.74	5063.09	5064.19	1366.0
2023-08-01 03:45:00	ES	Futures	5064.46	5064.74	5062.81	5062.81	735.0
2023-08-01 03:50:00	ES	Futures	5062.81	5063.09	5060.89	5060.89	1347.0
2023-08-01 03:55:00	ES	Futures	5060.89	5060.89	5059.25	5060.89	2175.0
2023-08-01 04:00:00	ES	Futures	5060.89	5061.17	5059.79	5060.07	1409.0
2023-08-01 04:05:00	ES	Futures	5060.07	5060.34	5057.87	5058.15	2008.0

> showing 50 of 20,144 rows — these rows as CSV

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