PREVIEW / futures_5min / 2023-08-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-09.parquet
  size:    327 KB
  rows:    19,340

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
2023-08-09 00:00:00	ES	Futures	4963.99	4964.54	4963.99	4964.54	206.0
2023-08-09 00:05:00	ES	Futures	4964.54	4965.64	4964.54	4965.36	398.0
2023-08-09 00:10:00	ES	Futures	4965.36	4965.36	4963.99	4963.99	82.0
2023-08-09 00:15:00	ES	Futures	4963.99	4964.54	4963.72	4963.99	145.0
2023-08-09 00:20:00	ES	Futures	4963.99	4964.26	4963.17	4963.44	171.0
2023-08-09 00:25:00	ES	Futures	4963.44	4963.72	4963.17	4963.72	154.0
2023-08-09 00:30:00	ES	Futures	4963.99	4964.26	4963.72	4963.99	109.0
2023-08-09 00:35:00	ES	Futures	4963.99	4965.36	4963.99	4965.09	235.0
2023-08-09 00:40:00	ES	Futures	4965.36	4966.19	4965.09	4965.64	253.0
2023-08-09 00:45:00	ES	Futures	4965.64	4965.91	4965.36	4965.64	250.0
2023-08-09 00:50:00	ES	Futures	4965.64	4965.91	4965.36	4965.36	166.0
2023-08-09 00:55:00	ES	Futures	4965.36	4965.91	4965.09	4965.91	191.0
2023-08-09 01:00:00	ES	Futures	4965.91	4966.19	4965.64	4966.19	310.0
2023-08-09 01:05:00	ES	Futures	4966.46	4966.73	4965.91	4965.91	312.0
2023-08-09 01:10:00	ES	Futures	4965.91	4966.46	4965.64	4966.46	148.0
2023-08-09 01:15:00	ES	Futures	4966.46	4967.83	4966.46	4967.83	381.0
2023-08-09 01:20:00	ES	Futures	4967.83	4968.11	4966.73	4966.73	387.0
2023-08-09 01:25:00	ES	Futures	4966.73	4967.56	4966.19	4967.28	207.0
2023-08-09 01:30:00	ES	Futures	4967.28	4967.56	4965.64	4965.91	251.0
2023-08-09 01:35:00	ES	Futures	4965.91	4966.46	4965.91	4965.91	167.0
2023-08-09 01:40:00	ES	Futures	4965.91	4967.01	4965.91	4966.73	222.0
2023-08-09 01:45:00	ES	Futures	4966.73	4968.11	4966.46	4968.11	443.0
2023-08-09 01:50:00	ES	Futures	4968.11	4970.03	4967.83	4968.66	909.0
2023-08-09 01:55:00	ES	Futures	4968.66	4968.93	4967.28	4967.56	579.0
2023-08-09 02:00:00	ES	Futures	4967.56	4967.83	4966.46	4967.28	643.0
2023-08-09 02:05:00	ES	Futures	4967.28	4969.75	4967.28	4969.48	802.0
2023-08-09 02:10:00	ES	Futures	4969.48	4969.48	4968.38	4969.48	594.0
2023-08-09 02:15:00	ES	Futures	4969.21	4969.21	4967.01	4967.28	396.0
2023-08-09 02:20:00	ES	Futures	4967.56	4968.38	4966.73	4967.56	405.0
2023-08-09 02:25:00	ES	Futures	4967.56	4968.38	4967.01	4967.56	598.0
2023-08-09 02:30:00	ES	Futures	4967.83	4968.11	4965.91	4967.01	665.0
2023-08-09 02:35:00	ES	Futures	4967.01	4969.21	4967.01	4968.93	548.0
2023-08-09 02:40:00	ES	Futures	4969.21	4971.13	4969.21	4970.03	1161.0
2023-08-09 02:45:00	ES	Futures	4970.03	4970.85	4968.93	4969.21	597.0
2023-08-09 02:50:00	ES	Futures	4969.21	4970.3	4968.93	4970.03	491.0
2023-08-09 02:55:00	ES	Futures	4970.03	4971.4	4970.03	4970.03	722.0
2023-08-09 03:00:00	ES	Futures	4970.3	4978.81	4970.03	4976.07	7446.0
2023-08-09 03:05:00	ES	Futures	4976.07	4976.07	4971.95	4973.05	3114.0
2023-08-09 03:10:00	ES	Futures	4973.32	4973.6	4968.93	4969.21	1865.0
2023-08-09 03:15:00	ES	Futures	4969.21	4969.48	4967.01	4968.93	2165.0
2023-08-09 03:20:00	ES	Futures	4968.93	4971.13	4966.46	4971.13	2179.0
2023-08-09 03:25:00	ES	Futures	4971.13	4972.77	4968.66	4972.22	1785.0
2023-08-09 03:30:00	ES	Futures	4972.22	4974.15	4972.22	4973.87	1427.0
2023-08-09 03:35:00	ES	Futures	4974.15	4975.24	4973.6	4974.42	1595.0
2023-08-09 03:40:00	ES	Futures	4974.42	4974.97	4973.32	4974.42	1268.0
2023-08-09 03:45:00	ES	Futures	4974.42	4975.24	4973.05	4973.6	1023.0
2023-08-09 03:50:00	ES	Futures	4973.87	4974.7	4971.4	4971.68	1201.0
2023-08-09 03:55:00	ES	Futures	4971.68	4974.7	4971.68	4973.6	773.0
2023-08-09 04:00:00	ES	Futures	4973.6	4975.79	4973.32	4975.79	1771.0
2023-08-09 04:05:00	ES	Futures	4975.79	4976.62	4975.24	4976.07	1626.0

> showing 50 of 19,340 rows — these rows as CSV

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