PREVIEW / futures_5min / 2023-08-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-10.parquet
  size:    342 KB
  rows:    19,483

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
2023-08-10 00:00:00	ES	Futures	4944.22	4945.05	4943.95	4944.77	317.0
2023-08-10 00:05:00	ES	Futures	4945.05	4945.87	4944.77	4945.6	257.0
2023-08-10 00:10:00	ES	Futures	4945.6	4945.6	4944.77	4944.77	212.0
2023-08-10 00:15:00	ES	Futures	4944.77	4945.05	4944.22	4944.77	322.0
2023-08-10 00:20:00	ES	Futures	4944.77	4944.77	4944.5	4944.5	139.0
2023-08-10 00:25:00	ES	Futures	4944.5	4944.77	4943.95	4943.95	255.0
2023-08-10 00:30:00	ES	Futures	4943.95	4944.22	4943.68	4943.95	240.0
2023-08-10 00:35:00	ES	Futures	4943.95	4944.22	4943.13	4943.13	170.0
2023-08-10 00:40:00	ES	Futures	4943.4	4943.4	4942.85	4943.13	249.0
2023-08-10 00:45:00	ES	Futures	4943.13	4943.4	4942.85	4943.13	189.0
2023-08-10 00:50:00	ES	Futures	4942.85	4943.4	4942.58	4943.13	251.0
2023-08-10 00:55:00	ES	Futures	4943.13	4943.13	4942.3	4942.3	266.0
2023-08-10 01:00:00	ES	Futures	4942.3	4942.3	4940.38	4940.93	892.0
2023-08-10 01:05:00	ES	Futures	4940.66	4941.48	4940.11	4940.38	952.0
2023-08-10 01:10:00	ES	Futures	4940.66	4940.66	4939.01	4940.11	721.0
2023-08-10 01:15:00	ES	Futures	4940.11	4940.93	4939.28	4940.93	233.0
2023-08-10 01:20:00	ES	Futures	4940.93	4942.85	4940.93	4942.58	315.0
2023-08-10 01:25:00	ES	Futures	4942.85	4943.13	4942.3	4942.58	289.0
2023-08-10 01:30:00	ES	Futures	4942.58	4944.77	4941.75	4943.95	766.0
2023-08-10 01:35:00	ES	Futures	4944.22	4945.05	4943.95	4943.95	522.0
2023-08-10 01:40:00	ES	Futures	4944.22	4944.77	4943.95	4944.5	198.0
2023-08-10 01:45:00	ES	Futures	4944.5	4944.77	4944.22	4944.22	283.0
2023-08-10 01:50:00	ES	Futures	4944.22	4945.05	4944.22	4944.5	398.0
2023-08-10 01:55:00	ES	Futures	4944.5	4945.05	4944.22	4945.05	569.0
2023-08-10 02:00:00	ES	Futures	4945.05	4946.97	4943.95	4946.42	1373.0
2023-08-10 02:05:00	ES	Futures	4946.15	4947.79	4945.87	4947.52	814.0
2023-08-10 02:10:00	ES	Futures	4947.52	4948.34	4946.97	4947.79	1061.0
2023-08-10 02:15:00	ES	Futures	4948.07	4948.07	4946.97	4947.24	468.0
2023-08-10 02:20:00	ES	Futures	4947.24	4947.79	4946.97	4947.24	366.0
2023-08-10 02:25:00	ES	Futures	4946.97	4947.79	4946.7	4947.79	579.0
2023-08-10 02:30:00	ES	Futures	4947.79	4947.79	4946.42	4946.97	551.0
2023-08-10 02:35:00	ES	Futures	4947.24	4947.79	4945.87	4946.7	1228.0
2023-08-10 02:40:00	ES	Futures	4946.7	4946.7	4943.95	4944.22	1062.0
2023-08-10 02:45:00	ES	Futures	4944.22	4945.6	4943.95	4944.5	891.0
2023-08-10 02:50:00	ES	Futures	4944.5	4945.6	4943.4	4945.32	355.0
2023-08-10 02:55:00	ES	Futures	4945.05	4945.87	4943.4	4943.4	748.0
2023-08-10 03:00:00	ES	Futures	4943.13	4948.89	4943.13	4948.89	2380.0
2023-08-10 03:05:00	ES	Futures	4948.62	4950.81	4948.62	4949.99	2873.0
2023-08-10 03:10:00	ES	Futures	4949.99	4952.19	4949.99	4951.64	2625.0
2023-08-10 03:15:00	ES	Futures	4951.64	4956.85	4951.09	4956.85	3674.0
2023-08-10 03:20:00	ES	Futures	4956.85	4957.68	4955.75	4956.03	3141.0
2023-08-10 03:25:00	ES	Futures	4956.3	4958.77	4955.48	4956.3	1926.0
2023-08-10 03:30:00	ES	Futures	4956.58	4958.22	4956.03	4957.68	2029.0
2023-08-10 03:35:00	ES	Futures	4957.68	4958.77	4954.93	4954.93	1691.0
2023-08-10 03:40:00	ES	Futures	4954.93	4956.85	4954.11	4955.75	1741.0
2023-08-10 03:45:00	ES	Futures	4955.75	4957.95	4954.66	4955.48	1685.0
2023-08-10 03:50:00	ES	Futures	4955.48	4957.95	4955.48	4955.75	1764.0
2023-08-10 03:55:00	ES	Futures	4955.75	4956.3	4953.83	4954.66	1375.0
2023-08-10 04:00:00	ES	Futures	4954.38	4954.93	4951.64	4951.64	2580.0
2023-08-10 04:05:00	ES	Futures	4951.64	4953.28	4950.54	4950.81	1509.0

> showing 50 of 19,483 rows — these rows as CSV

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