PREVIEW / futures_5min / 2023-08-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-04.parquet
  size:    304 KB
  rows:    16,069

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
2023-08-04 00:00:00	ES	Futures	4981.01	4981.83	4980.73	4981.56	174.0
2023-08-04 00:05:00	ES	Futures	4981.83	4982.93	4981.56	4982.38	403.0
2023-08-04 00:10:00	ES	Futures	4982.38	4982.66	4982.11	4982.11	170.0
2023-08-04 00:15:00	ES	Futures	4982.11	4982.93	4981.56	4982.93	267.0
2023-08-04 00:20:00	ES	Futures	4982.93	4982.93	4981.28	4981.83	204.0
2023-08-04 00:25:00	ES	Futures	4981.83	4982.11	4981.56	4981.83	122.0
2023-08-04 00:30:00	ES	Futures	4981.83	4982.38	4981.83	4982.38	189.0
2023-08-04 00:35:00	ES	Futures	4982.38	4982.93	4982.11	4982.11	225.0
2023-08-04 00:40:00	ES	Futures	4981.83	4982.38	4981.56	4982.38	97.0
2023-08-04 00:45:00	ES	Futures	4982.38	4982.38	4981.83	4981.83	81.0
2023-08-04 00:50:00	ES	Futures	4982.11	4982.93	4982.11	4982.66	144.0
2023-08-04 00:55:00	ES	Futures	4982.38	4982.66	4982.38	4982.38	90.0
2023-08-04 01:00:00	ES	Futures	4982.11	4983.48	4981.28	4981.28	743.0
2023-08-04 01:05:00	ES	Futures	4981.28	4983.48	4981.01	4983.21	503.0
2023-08-04 01:10:00	ES	Futures	4983.48	4984.3	4982.66	4982.93	370.0
2023-08-04 01:15:00	ES	Futures	4982.93	4984.85	4982.93	4984.58	357.0
2023-08-04 01:20:00	ES	Futures	4984.3	4986.5	4984.3	4986.23	795.0
2023-08-04 01:25:00	ES	Futures	4985.95	4985.95	4984.3	4984.58	387.0
2023-08-04 01:30:00	ES	Futures	4984.58	4985.4	4983.75	4984.58	433.0
2023-08-04 01:35:00	ES	Futures	4984.85	4985.13	4984.3	4984.58	275.0
2023-08-04 01:40:00	ES	Futures	4984.58	4986.23	4984.3	4985.95	498.0
2023-08-04 01:45:00	ES	Futures	4986.23	4988.97	4986.23	4988.42	1140.0
2023-08-04 01:50:00	ES	Futures	4988.7	4990.62	4988.15	4989.52	1551.0
2023-08-04 01:55:00	ES	Futures	4989.24	4990.07	4988.42	4989.24	940.0
2023-08-04 02:00:00	ES	Futures	4989.24	4990.07	4987.6	4988.97	1388.0
2023-08-04 02:05:00	ES	Futures	4989.24	4989.52	4987.6	4988.15	1010.0
2023-08-04 02:10:00	ES	Futures	4987.87	4987.87	4986.5	4987.32	719.0
2023-08-04 02:15:00	ES	Futures	4987.32	4988.15	4986.77	4986.77	581.0
2023-08-04 02:20:00	ES	Futures	4986.5	4988.7	4986.5	4988.42	680.0
2023-08-04 02:25:00	ES	Futures	4988.42	4990.07	4988.15	4989.52	832.0
2023-08-04 02:30:00	ES	Futures	4989.52	4989.52	4987.87	4988.15	671.0
2023-08-04 02:35:00	ES	Futures	4987.87	4988.15	4986.77	4987.6	354.0
2023-08-04 02:40:00	ES	Futures	4987.32	4987.32	4985.13	4986.5	1209.0
2023-08-04 02:45:00	ES	Futures	4986.5	4987.05	4985.68	4986.5	639.0
2023-08-04 02:50:00	ES	Futures	4986.5	4986.5	4985.4	4986.23	369.0
2023-08-04 02:55:00	ES	Futures	4986.23	4986.77	4985.95	4985.95	625.0
2023-08-04 03:00:00	ES	Futures	4985.95	4985.95	4978.54	4979.64	4068.0
2023-08-04 03:05:00	ES	Futures	4979.64	4980.19	4974.42	4975.79	3144.0
2023-08-04 03:10:00	ES	Futures	4976.07	4977.17	4974.42	4975.52	2723.0
2023-08-04 03:15:00	ES	Futures	4975.24	4979.91	4974.42	4978.81	1928.0
2023-08-04 03:20:00	ES	Futures	4978.81	4980.19	4978.26	4979.36	1254.0
2023-08-04 03:25:00	ES	Futures	4979.64	4979.64	4976.62	4977.72	1481.0
2023-08-04 03:30:00	ES	Futures	4977.72	4981.28	4977.44	4980.73	1936.0
2023-08-04 03:35:00	ES	Futures	4980.46	4981.56	4979.09	4981.01	1565.0
2023-08-04 03:40:00	ES	Futures	4981.01	4981.01	4978.26	4978.26	1143.0
2023-08-04 03:45:00	ES	Futures	4978.26	4983.48	4977.17	4983.21	1523.0
2023-08-04 03:50:00	ES	Futures	4983.21	4985.4	4983.21	4985.4	1281.0
2023-08-04 03:55:00	ES	Futures	4985.4	4987.6	4984.85	4986.77	1919.0
2023-08-04 04:00:00	ES	Futures	4986.77	4991.17	4986.77	4990.89	2646.0
2023-08-04 04:05:00	ES	Futures	4990.89	4992.54	4990.07	4991.72	2332.0

> showing 50 of 16,069 rows — these rows as CSV

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