PREVIEW / futures_5min / 2023-08-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-02.parquet
  size:    358 KB
  rows:    20,189

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
2023-08-02 00:00:00	ES	Futures	5029.6	5029.87	5028.5	5029.05	863.0
2023-08-02 00:05:00	ES	Futures	5029.05	5029.87	5028.77	5029.05	404.0
2023-08-02 00:10:00	ES	Futures	5029.05	5029.6	5028.77	5029.32	326.0
2023-08-02 00:15:00	ES	Futures	5029.32	5029.32	5028.5	5028.5	289.0
2023-08-02 00:20:00	ES	Futures	5028.77	5029.32	5028.5	5028.5	445.0
2023-08-02 00:25:00	ES	Futures	5028.77	5029.87	5028.77	5029.32	912.0
2023-08-02 00:30:00	ES	Futures	5029.32	5029.6	5029.05	5029.05	435.0
2023-08-02 00:35:00	ES	Futures	5028.77	5030.42	5027.4	5029.6	1397.0
2023-08-02 00:40:00	ES	Futures	5029.6	5029.6	5027.95	5027.95	597.0
2023-08-02 00:45:00	ES	Futures	5027.95	5028.23	5027.4	5027.95	910.0
2023-08-02 00:50:00	ES	Futures	5027.95	5029.05	5026.85	5028.5	1545.0
2023-08-02 00:55:00	ES	Futures	5028.23	5029.05	5027.4	5027.68	627.0
2023-08-02 01:00:00	ES	Futures	5027.95	5028.77	5027.13	5027.68	942.0
2023-08-02 01:05:00	ES	Futures	5027.68	5028.23	5026.03	5027.4	2183.0
2023-08-02 01:10:00	ES	Futures	5027.4	5028.23	5027.4	5028.23	1034.0
2023-08-02 01:15:00	ES	Futures	5027.95	5030.97	5027.4	5028.23	1763.0
2023-08-02 01:20:00	ES	Futures	5028.5	5028.77	5027.68	5028.5	436.0
2023-08-02 01:25:00	ES	Futures	5028.77	5030.7	5028.77	5030.42	800.0
2023-08-02 01:30:00	ES	Futures	5030.42	5030.7	5029.05	5029.6	836.0
2023-08-02 01:35:00	ES	Futures	5029.32	5031.79	5029.32	5031.79	663.0
2023-08-02 01:40:00	ES	Futures	5031.52	5033.72	5029.05	5029.32	1624.0
2023-08-02 01:45:00	ES	Futures	5029.6	5029.87	5027.4	5027.95	1312.0
2023-08-02 01:50:00	ES	Futures	5027.95	5029.6	5027.95	5029.32	832.0
2023-08-02 01:55:00	ES	Futures	5029.32	5029.6	5028.23	5029.6	651.0
2023-08-02 02:00:00	ES	Futures	5029.32	5029.87	5027.4	5027.95	2093.0
2023-08-02 02:05:00	ES	Futures	5028.23	5028.5	5026.85	5027.4	1228.0
2023-08-02 02:10:00	ES	Futures	5027.68	5027.95	5026.58	5027.4	1668.0
2023-08-02 02:15:00	ES	Futures	5027.4	5027.95	5026.58	5027.68	923.0
2023-08-02 02:20:00	ES	Futures	5027.4	5027.68	5026.03	5026.03	2043.0
2023-08-02 02:25:00	ES	Futures	5026.3	5027.13	5026.03	5026.03	1608.0
2023-08-02 02:30:00	ES	Futures	5026.03	5027.13	5024.66	5025.21	2623.0
2023-08-02 02:35:00	ES	Futures	5025.48	5026.85	5024.38	5025.48	2957.0
2023-08-02 02:40:00	ES	Futures	5025.48	5025.75	5023.56	5024.66	1369.0
2023-08-02 02:45:00	ES	Futures	5024.38	5025.48	5024.11	5024.11	1814.0
2023-08-02 02:50:00	ES	Futures	5024.11	5024.38	5023.28	5024.38	1575.0
2023-08-02 02:55:00	ES	Futures	5024.38	5024.93	5023.01	5024.38	2901.0
2023-08-02 03:00:00	ES	Futures	5024.38	5024.66	5020.81	5021.36	5228.0
2023-08-02 03:05:00	ES	Futures	5021.36	5024.93	5021.09	5023.83	3841.0
2023-08-02 03:10:00	ES	Futures	5023.56	5024.38	5021.09	5024.38	2596.0
2023-08-02 03:15:00	ES	Futures	5024.38	5026.3	5022.46	5023.28	3732.0
2023-08-02 03:20:00	ES	Futures	5023.56	5025.21	5022.19	5022.74	2164.0
2023-08-02 03:25:00	ES	Futures	5022.74	5022.74	5020.81	5021.91	2661.0
2023-08-02 03:30:00	ES	Futures	5021.64	5023.28	5021.36	5022.19	2529.0
2023-08-02 03:35:00	ES	Futures	5022.46	5024.38	5022.46	5023.01	2145.0
2023-08-02 03:40:00	ES	Futures	5023.01	5023.28	5020.81	5020.81	2180.0
2023-08-02 03:45:00	ES	Futures	5020.81	5022.19	5020.81	5021.09	1889.0
2023-08-02 03:50:00	ES	Futures	5021.09	5021.09	5009.83	5010.38	9902.0
2023-08-02 03:55:00	ES	Futures	5010.38	5011.75	5008.74	5009.01	4206.0
2023-08-02 04:00:00	ES	Futures	5008.74	5010.11	5004.34	5005.72	6906.0
2023-08-02 04:05:00	ES	Futures	5005.44	5007.09	5004.89	5005.17	3817.0

> showing 50 of 20,189 rows — these rows as CSV

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