PREVIEW / futures_5min / 2023-08-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-08.parquet
  size:    353 KB
  rows:    19,830

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
2023-08-08 00:00:00	ES	Futures	4971.4	4971.68	4970.85	4971.13	278.0
2023-08-08 00:05:00	ES	Futures	4971.13	4971.95	4970.58	4971.95	310.0
2023-08-08 00:10:00	ES	Futures	4971.95	4972.22	4971.4	4971.68	364.0
2023-08-08 00:15:00	ES	Futures	4971.68	4972.5	4971.4	4972.22	252.0
2023-08-08 00:20:00	ES	Futures	4972.22	4972.5	4971.95	4972.22	108.0
2023-08-08 00:25:00	ES	Futures	4971.95	4972.77	4971.95	4972.5	139.0
2023-08-08 00:30:00	ES	Futures	4972.77	4973.6	4972.5	4972.77	475.0
2023-08-08 00:35:00	ES	Futures	4972.77	4973.32	4972.5	4972.77	156.0
2023-08-08 00:40:00	ES	Futures	4973.05	4973.87	4973.05	4973.6	209.0
2023-08-08 00:45:00	ES	Futures	4973.6	4973.6	4973.05	4973.32	79.0
2023-08-08 00:50:00	ES	Futures	4973.32	4974.15	4973.05	4974.15	358.0
2023-08-08 00:55:00	ES	Futures	4974.42	4974.42	4973.32	4973.32	198.0
2023-08-08 01:00:00	ES	Futures	4973.6	4974.15	4972.5	4974.15	568.0
2023-08-08 01:05:00	ES	Futures	4974.15	4974.42	4973.6	4973.6	263.0
2023-08-08 01:10:00	ES	Futures	4973.87	4974.15	4973.32	4973.87	195.0
2023-08-08 01:15:00	ES	Futures	4973.87	4974.15	4973.05	4973.6	235.0
2023-08-08 01:20:00	ES	Futures	4973.6	4974.15	4971.95	4972.22	294.0
2023-08-08 01:25:00	ES	Futures	4972.22	4973.6	4972.22	4972.5	255.0
2023-08-08 01:30:00	ES	Futures	4972.5	4972.77	4971.95	4971.95	466.0
2023-08-08 01:35:00	ES	Futures	4971.95	4973.05	4971.68	4972.77	357.0
2023-08-08 01:40:00	ES	Futures	4972.77	4973.05	4972.22	4972.77	459.0
2023-08-08 01:45:00	ES	Futures	4972.5	4972.77	4971.68	4971.68	326.0
2023-08-08 01:50:00	ES	Futures	4971.68	4971.95	4969.21	4969.21	1215.0
2023-08-08 01:55:00	ES	Futures	4969.21	4969.21	4965.91	4967.01	2375.0
2023-08-08 02:00:00	ES	Futures	4967.01	4967.56	4965.09	4965.91	2433.0
2023-08-08 02:05:00	ES	Futures	4965.91	4965.91	4963.72	4964.81	1767.0
2023-08-08 02:10:00	ES	Futures	4964.81	4966.46	4964.26	4966.46	1159.0
2023-08-08 02:15:00	ES	Futures	4966.19	4967.01	4965.91	4966.73	1116.0
2023-08-08 02:20:00	ES	Futures	4966.73	4967.56	4966.46	4967.01	717.0
2023-08-08 02:25:00	ES	Futures	4966.73	4967.01	4965.64	4965.91	608.0
2023-08-08 02:30:00	ES	Futures	4965.64	4967.01	4965.09	4966.73	579.0
2023-08-08 02:35:00	ES	Futures	4966.73	4967.28	4966.46	4967.01	345.0
2023-08-08 02:40:00	ES	Futures	4967.28	4967.28	4966.73	4966.73	478.0
2023-08-08 02:45:00	ES	Futures	4966.73	4966.73	4964.54	4965.91	853.0
2023-08-08 02:50:00	ES	Futures	4965.64	4967.01	4964.54	4965.09	1170.0
2023-08-08 02:55:00	ES	Futures	4965.09	4965.64	4964.26	4965.64	1142.0
2023-08-08 03:00:00	ES	Futures	4965.64	4968.38	4964.54	4968.38	3079.0
2023-08-08 03:05:00	ES	Futures	4968.66	4968.66	4965.91	4967.83	2170.0
2023-08-08 03:10:00	ES	Futures	4967.83	4970.03	4966.19	4966.19	2310.0
2023-08-08 03:15:00	ES	Futures	4966.19	4966.73	4963.17	4965.91	2332.0
2023-08-08 03:20:00	ES	Futures	4965.91	4966.46	4963.72	4964.81	1675.0
2023-08-08 03:25:00	ES	Futures	4964.81	4967.01	4963.44	4966.46	1679.0
2023-08-08 03:30:00	ES	Futures	4966.46	4969.21	4965.64	4968.93	1474.0
2023-08-08 03:35:00	ES	Futures	4968.93	4969.21	4965.36	4965.64	1293.0
2023-08-08 03:40:00	ES	Futures	4965.91	4967.28	4963.17	4967.28	1521.0
2023-08-08 03:45:00	ES	Futures	4967.28	4969.75	4967.28	4969.48	1335.0
2023-08-08 03:50:00	ES	Futures	4969.48	4969.75	4967.56	4969.21	1262.0
2023-08-08 03:55:00	ES	Futures	4968.93	4972.5	4968.93	4972.22	1723.0
2023-08-08 04:00:00	ES	Futures	4972.22	4973.32	4969.75	4970.3	1849.0
2023-08-08 04:05:00	ES	Futures	4970.3	4971.4	4967.01	4967.56	1567.0

> showing 50 of 19,830 rows — these rows as CSV

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