PREVIEW / futures_5min / 2023-08-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-06.parquet
  size:    75 KB
  rows:    3,840

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
2023-08-06 18:00:00	ES	Futures	4941.75	4947.24	4941.75	4945.05	3800.0
2023-08-06 18:05:00	ES	Futures	4945.05	4947.79	4944.77	4946.97	2031.0
2023-08-06 18:10:00	ES	Futures	4946.7	4948.34	4946.7	4947.79	1659.0
2023-08-06 18:15:00	ES	Futures	4947.79	4948.62	4947.24	4948.62	604.0
2023-08-06 18:20:00	ES	Futures	4948.62	4949.17	4947.52	4948.34	740.0
2023-08-06 18:25:00	ES	Futures	4948.34	4948.89	4947.52	4947.79	873.0
2023-08-06 18:30:00	ES	Futures	4947.52	4948.07	4946.42	4946.7	529.0
2023-08-06 18:35:00	ES	Futures	4946.97	4947.24	4945.87	4946.7	631.0
2023-08-06 18:40:00	ES	Futures	4946.7	4946.97	4945.87	4946.7	563.0
2023-08-06 18:45:00	ES	Futures	4946.42	4947.24	4946.42	4946.97	482.0
2023-08-06 18:50:00	ES	Futures	4946.7	4947.24	4946.7	4947.24	249.0
2023-08-06 18:55:00	ES	Futures	4947.24	4948.62	4947.24	4948.62	592.0
2023-08-06 19:00:00	ES	Futures	4948.62	4948.62	4947.52	4948.07	476.0
2023-08-06 19:05:00	ES	Futures	4947.79	4948.07	4947.24	4947.79	452.0
2023-08-06 19:10:00	ES	Futures	4947.52	4948.07	4947.52	4948.07	182.0
2023-08-06 19:15:00	ES	Futures	4947.79	4948.89	4947.79	4948.62	295.0
2023-08-06 19:20:00	ES	Futures	4948.62	4948.89	4946.97	4947.52	505.0
2023-08-06 19:25:00	ES	Futures	4947.24	4947.52	4946.97	4947.24	115.0
2023-08-06 19:30:00	ES	Futures	4947.24	4948.07	4945.05	4945.87	1352.0
2023-08-06 19:35:00	ES	Futures	4945.87	4946.7	4944.77	4946.42	796.0
2023-08-06 19:40:00	ES	Futures	4946.42	4947.52	4946.42	4947.52	309.0
2023-08-06 19:45:00	ES	Futures	4947.24	4949.44	4946.97	4948.62	1233.0
2023-08-06 19:50:00	ES	Futures	4948.62	4948.89	4947.79	4948.34	529.0
2023-08-06 19:55:00	ES	Futures	4948.34	4948.89	4947.79	4948.89	309.0
2023-08-06 20:00:00	ES	Futures	4949.17	4950.54	4948.62	4950.26	1375.0
2023-08-06 20:05:00	ES	Futures	4950.26	4951.36	4949.99	4950.54	1059.0
2023-08-06 20:10:00	ES	Futures	4950.81	4952.46	4950.54	4951.91	992.0
2023-08-06 20:15:00	ES	Futures	4951.91	4953.83	4951.64	4953.56	1369.0
2023-08-06 20:20:00	ES	Futures	4953.28	4953.28	4952.46	4953.01	839.0
2023-08-06 20:25:00	ES	Futures	4953.01	4953.56	4951.36	4951.91	836.0
2023-08-06 20:30:00	ES	Futures	4952.19	4952.46	4951.64	4951.64	470.0
2023-08-06 20:35:00	ES	Futures	4951.64	4952.73	4951.64	4952.73	405.0
2023-08-06 20:40:00	ES	Futures	4952.73	4954.38	4952.46	4954.38	1085.0
2023-08-06 20:45:00	ES	Futures	4954.66	4955.21	4953.56	4953.83	813.0
2023-08-06 20:50:00	ES	Futures	4953.56	4954.66	4953.56	4954.66	537.0
2023-08-06 20:55:00	ES	Futures	4954.93	4955.48	4954.66	4955.21	616.0
2023-08-06 21:00:00	ES	Futures	4954.93	4955.48	4952.73	4953.56	979.0
2023-08-06 21:05:00	ES	Futures	4953.56	4954.93	4953.28	4953.56	701.0
2023-08-06 21:10:00	ES	Futures	4953.56	4954.38	4953.01	4954.11	902.0
2023-08-06 21:15:00	ES	Futures	4953.83	4954.93	4953.01	4954.93	736.0
2023-08-06 21:20:00	ES	Futures	4954.93	4955.21	4954.38	4954.66	424.0
2023-08-06 21:25:00	ES	Futures	4954.93	4955.48	4953.01	4953.01	789.0
2023-08-06 21:30:00	ES	Futures	4953.28	4953.56	4951.91	4952.19	1347.0
2023-08-06 21:35:00	ES	Futures	4951.91	4955.21	4951.36	4953.56	1312.0
2023-08-06 21:40:00	ES	Futures	4953.56	4954.66	4953.01	4953.56	576.0
2023-08-06 21:45:00	ES	Futures	4953.56	4955.21	4953.56	4954.66	793.0
2023-08-06 21:50:00	ES	Futures	4954.66	4956.85	4954.66	4956.58	951.0
2023-08-06 21:55:00	ES	Futures	4956.58	4957.13	4956.03	4956.58	696.0
2023-08-06 22:00:00	ES	Futures	4956.58	4958.22	4956.58	4957.13	1049.0
2023-08-06 22:05:00	ES	Futures	4956.85	4957.4	4956.3	4956.58	728.0

> showing 50 of 3,840 rows — these rows as CSV

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