PREVIEW / futures_5min / 2023-08-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-07.parquet
  size:    327 KB
  rows:    19,484

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
2023-08-07 00:00:00	ES	Futures	4958.22	4958.22	4956.58	4957.13	740.0
2023-08-07 00:05:00	ES	Futures	4957.13	4957.95	4956.85	4957.13	380.0
2023-08-07 00:10:00	ES	Futures	4957.4	4957.68	4956.58	4956.85	195.0
2023-08-07 00:15:00	ES	Futures	4956.85	4957.13	4954.66	4954.66	870.0
2023-08-07 00:20:00	ES	Futures	4954.66	4955.75	4954.66	4955.75	291.0
2023-08-07 00:25:00	ES	Futures	4955.48	4956.03	4955.48	4955.75	209.0
2023-08-07 00:30:00	ES	Futures	4955.75	4956.85	4955.75	4956.3	264.0
2023-08-07 00:35:00	ES	Futures	4956.3	4957.68	4956.3	4957.4	446.0
2023-08-07 00:40:00	ES	Futures	4957.4	4957.4	4956.85	4957.13	230.0
2023-08-07 00:45:00	ES	Futures	4957.13	4957.4	4956.85	4957.13	178.0
2023-08-07 00:50:00	ES	Futures	4957.13	4957.4	4956.3	4956.58	205.0
2023-08-07 00:55:00	ES	Futures	4956.58	4957.13	4956.03	4956.3	295.0
2023-08-07 01:00:00	ES	Futures	4956.03	4957.13	4955.48	4955.48	459.0
2023-08-07 01:05:00	ES	Futures	4955.48	4955.75	4953.83	4954.66	546.0
2023-08-07 01:10:00	ES	Futures	4954.66	4955.48	4954.38	4955.48	369.0
2023-08-07 01:15:00	ES	Futures	4955.21	4956.3	4954.66	4956.3	439.0
2023-08-07 01:20:00	ES	Futures	4956.58	4956.85	4956.3	4956.58	214.0
2023-08-07 01:25:00	ES	Futures	4956.3	4958.22	4956.3	4957.95	637.0
2023-08-07 01:30:00	ES	Futures	4957.68	4958.22	4956.85	4957.13	723.0
2023-08-07 01:35:00	ES	Futures	4957.13	4957.4	4954.11	4954.38	1000.0
2023-08-07 01:40:00	ES	Futures	4954.38	4956.03	4953.83	4955.75	538.0
2023-08-07 01:45:00	ES	Futures	4955.48	4957.13	4955.48	4956.85	308.0
2023-08-07 01:50:00	ES	Futures	4957.13	4958.77	4957.13	4958.77	974.0
2023-08-07 01:55:00	ES	Futures	4958.77	4959.05	4957.13	4957.68	993.0
2023-08-07 02:00:00	ES	Futures	4957.68	4959.32	4956.85	4957.68	1335.0
2023-08-07 02:05:00	ES	Futures	4957.68	4957.95	4955.75	4957.13	695.0
2023-08-07 02:10:00	ES	Futures	4956.85	4958.77	4956.58	4957.13	961.0
2023-08-07 02:15:00	ES	Futures	4957.13	4958.5	4956.85	4958.5	396.0
2023-08-07 02:20:00	ES	Futures	4958.5	4958.77	4956.58	4956.58	639.0
2023-08-07 02:25:00	ES	Futures	4956.58	4956.58	4953.01	4953.01	1681.0
2023-08-07 02:30:00	ES	Futures	4953.28	4953.83	4951.64	4951.91	1389.0
2023-08-07 02:35:00	ES	Futures	4951.91	4953.01	4951.64	4952.46	759.0
2023-08-07 02:40:00	ES	Futures	4952.46	4954.93	4952.46	4954.93	712.0
2023-08-07 02:45:00	ES	Futures	4954.66	4955.75	4954.38	4955.21	632.0
2023-08-07 02:50:00	ES	Futures	4955.21	4955.48	4953.83	4954.38	474.0
2023-08-07 02:55:00	ES	Futures	4954.11	4954.93	4952.73	4954.11	811.0
2023-08-07 03:00:00	ES	Futures	4954.11	4956.58	4952.73	4953.83	2478.0
2023-08-07 03:05:00	ES	Futures	4954.11	4961.24	4953.83	4960.97	3783.0
2023-08-07 03:10:00	ES	Futures	4960.97	4962.07	4959.87	4960.7	2841.0
2023-08-07 03:15:00	ES	Futures	4960.97	4962.07	4960.7	4961.79	1487.0
2023-08-07 03:20:00	ES	Futures	4961.79	4963.99	4960.7	4961.79	2978.0
2023-08-07 03:25:00	ES	Futures	4961.79	4963.17	4960.42	4961.79	1636.0
2023-08-07 03:30:00	ES	Futures	4961.79	4963.44	4960.97	4963.44	1453.0
2023-08-07 03:35:00	ES	Futures	4963.17	4964.81	4961.24	4964.54	2051.0
2023-08-07 03:40:00	ES	Futures	4964.26	4965.36	4963.44	4963.44	2395.0
2023-08-07 03:45:00	ES	Futures	4963.72	4964.81	4961.52	4962.34	1457.0
2023-08-07 03:50:00	ES	Futures	4962.07	4962.62	4961.52	4962.62	1021.0
2023-08-07 03:55:00	ES	Futures	4962.34	4965.36	4962.07	4964.81	1036.0
2023-08-07 04:00:00	ES	Futures	4964.81	4964.81	4962.07	4962.34	1913.0
2023-08-07 04:05:00	ES	Futures	4962.34	4963.99	4960.97	4961.79	1763.0

> showing 50 of 19,484 rows — these rows as CSV

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