PREVIEW / futures_5min / 2023-08-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-03.parquet
  size:    345 KB
  rows:    19,964

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
2023-08-03 00:00:00	ES	Futures	4987.87	4987.87	4987.05	4987.6	585.0
2023-08-03 00:05:00	ES	Futures	4987.6	4987.87	4987.05	4987.6	356.0
2023-08-03 00:10:00	ES	Futures	4987.6	4987.6	4985.4	4985.4	505.0
2023-08-03 00:15:00	ES	Futures	4985.4	4985.68	4984.58	4985.4	501.0
2023-08-03 00:20:00	ES	Futures	4985.4	4985.68	4984.3	4984.3	277.0
2023-08-03 00:25:00	ES	Futures	4984.3	4984.58	4983.48	4983.75	430.0
2023-08-03 00:30:00	ES	Futures	4983.75	4984.03	4983.48	4983.75	352.0
2023-08-03 00:35:00	ES	Futures	4983.75	4984.03	4982.11	4982.93	667.0
2023-08-03 00:40:00	ES	Futures	4983.21	4984.03	4983.21	4983.21	213.0
2023-08-03 00:45:00	ES	Futures	4983.48	4983.48	4982.38	4982.66	241.0
2023-08-03 00:50:00	ES	Futures	4982.66	4982.93	4980.73	4981.01	762.0
2023-08-03 00:55:00	ES	Futures	4981.01	4981.83	4980.73	4981.83	284.0
2023-08-03 01:00:00	ES	Futures	4981.56	4982.66	4981.01	4981.01	858.0
2023-08-03 01:05:00	ES	Futures	4981.01	4983.21	4980.73	4981.56	713.0
2023-08-03 01:10:00	ES	Futures	4981.56	4982.38	4981.56	4982.38	303.0
2023-08-03 01:15:00	ES	Futures	4982.38	4984.3	4981.83	4984.03	657.0
2023-08-03 01:20:00	ES	Futures	4984.03	4986.5	4983.75	4986.23	893.0
2023-08-03 01:25:00	ES	Futures	4986.23	4986.23	4984.85	4985.13	958.0
2023-08-03 01:30:00	ES	Futures	4985.13	4985.68	4984.03	4984.58	544.0
2023-08-03 01:35:00	ES	Futures	4984.85	4985.13	4981.83	4981.83	1061.0
2023-08-03 01:40:00	ES	Futures	4981.83	4981.83	4978.81	4980.19	2355.0
2023-08-03 01:45:00	ES	Futures	4979.91	4981.28	4978.26	4980.19	1616.0
2023-08-03 01:50:00	ES	Futures	4980.46	4983.48	4979.64	4982.11	1395.0
2023-08-03 01:55:00	ES	Futures	4982.11	4982.93	4981.01	4982.38	790.0
2023-08-03 02:00:00	ES	Futures	4982.11	4983.48	4980.19	4981.83	1157.0
2023-08-03 02:05:00	ES	Futures	4982.11	4982.93	4980.73	4982.66	701.0
2023-08-03 02:10:00	ES	Futures	4982.38	4982.66	4981.01	4981.56	741.0
2023-08-03 02:15:00	ES	Futures	4981.56	4983.21	4981.28	4982.66	1073.0
2023-08-03 02:20:00	ES	Futures	4982.38	4982.66	4980.73	4981.28	483.0
2023-08-03 02:25:00	ES	Futures	4981.56	4981.83	4980.73	4981.28	516.0
2023-08-03 02:30:00	ES	Futures	4981.28	4981.56	4979.91	4980.46	710.0
2023-08-03 02:35:00	ES	Futures	4980.46	4981.56	4980.19	4980.19	380.0
2023-08-03 02:40:00	ES	Futures	4980.46	4981.01	4978.81	4979.09	450.0
2023-08-03 02:45:00	ES	Futures	4979.09	4979.36	4976.07	4976.34	1556.0
2023-08-03 02:50:00	ES	Futures	4976.07	4976.07	4970.3	4970.85	3439.0
2023-08-03 02:55:00	ES	Futures	4970.85	4973.05	4968.66	4968.93	2623.0
2023-08-03 03:00:00	ES	Futures	4968.93	4971.4	4967.01	4968.93	8406.0
2023-08-03 03:05:00	ES	Futures	4968.66	4971.4	4968.66	4968.93	3762.0
2023-08-03 03:10:00	ES	Futures	4968.66	4970.58	4967.56	4968.38	2638.0
2023-08-03 03:15:00	ES	Futures	4968.38	4968.93	4963.72	4965.64	4429.0
2023-08-03 03:20:00	ES	Futures	4965.91	4966.46	4962.34	4963.72	4474.0
2023-08-03 03:25:00	ES	Futures	4963.72	4963.99	4960.42	4961.52	3218.0
2023-08-03 03:30:00	ES	Futures	4961.24	4961.52	4956.03	4956.3	6035.0
2023-08-03 03:35:00	ES	Futures	4956.3	4959.6	4953.83	4954.93	4230.0
2023-08-03 03:40:00	ES	Futures	4954.93	4959.05	4954.93	4959.05	3777.0
2023-08-03 03:45:00	ES	Futures	4958.77	4967.01	4957.4	4957.68	6801.0
2023-08-03 03:50:00	ES	Futures	4957.68	4959.05	4954.66	4957.68	4833.0
2023-08-03 03:55:00	ES	Futures	4957.95	4957.95	4952.46	4953.28	3613.0
2023-08-03 04:00:00	ES	Futures	4953.28	4958.22	4953.28	4958.22	3710.0
2023-08-03 04:05:00	ES	Futures	4958.22	4960.97	4956.3	4957.95	3479.0

> showing 50 of 19,964 rows — these rows as CSV

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