PREVIEW / futures_5min / 2023-08-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-11.parquet
  size:    275 KB
  rows:    15,474

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
2023-08-11 00:00:00	ES	Futures	4924.73	4925.01	4922.81	4923.64	666.0
2023-08-11 00:05:00	ES	Futures	4923.36	4924.46	4923.09	4924.19	362.0
2023-08-11 00:10:00	ES	Futures	4924.19	4924.19	4922.54	4922.81	329.0
2023-08-11 00:15:00	ES	Futures	4922.81	4923.64	4922.26	4923.09	325.0
2023-08-11 00:20:00	ES	Futures	4922.81	4923.64	4922.81	4923.36	162.0
2023-08-11 00:25:00	ES	Futures	4923.36	4923.91	4923.09	4923.91	113.0
2023-08-11 00:30:00	ES	Futures	4923.64	4924.46	4923.64	4923.64	182.0
2023-08-11 00:35:00	ES	Futures	4923.64	4923.64	4922.81	4923.64	194.0
2023-08-11 00:40:00	ES	Futures	4923.64	4924.19	4923.64	4923.64	153.0
2023-08-11 00:45:00	ES	Futures	4923.64	4923.91	4922.81	4923.09	315.0
2023-08-11 00:50:00	ES	Futures	4923.09	4923.09	4922.26	4922.54	546.0
2023-08-11 00:55:00	ES	Futures	4922.54	4923.91	4922.54	4923.91	232.0
2023-08-11 01:00:00	ES	Futures	4923.64	4924.19	4921.99	4923.64	642.0
2023-08-11 01:05:00	ES	Futures	4923.64	4923.91	4921.99	4922.81	453.0
2023-08-11 01:10:00	ES	Futures	4922.81	4923.09	4922.26	4922.54	169.0
2023-08-11 01:15:00	ES	Futures	4922.26	4923.64	4921.99	4923.64	342.0
2023-08-11 01:20:00	ES	Futures	4923.64	4926.38	4923.64	4926.11	820.0
2023-08-11 01:25:00	ES	Futures	4925.83	4926.11	4925.01	4925.83	380.0
2023-08-11 01:30:00	ES	Futures	4926.11	4927.48	4925.28	4927.21	697.0
2023-08-11 01:35:00	ES	Futures	4927.21	4927.48	4926.38	4926.66	251.0
2023-08-11 01:40:00	ES	Futures	4926.93	4927.21	4926.38	4926.66	218.0
2023-08-11 01:45:00	ES	Futures	4926.66	4929.68	4926.38	4928.58	719.0
2023-08-11 01:50:00	ES	Futures	4928.58	4929.4	4928.3	4928.85	230.0
2023-08-11 01:55:00	ES	Futures	4928.58	4929.4	4928.3	4928.85	378.0
2023-08-11 02:00:00	ES	Futures	4928.85	4929.4	4925.01	4925.28	1757.0
2023-08-11 02:05:00	ES	Futures	4925.28	4925.83	4923.91	4925.83	748.0
2023-08-11 02:10:00	ES	Futures	4925.83	4928.85	4925.83	4928.03	684.0
2023-08-11 02:15:00	ES	Futures	4928.03	4928.58	4927.21	4927.21	666.0
2023-08-11 02:20:00	ES	Futures	4927.21	4928.58	4926.66	4927.21	511.0
2023-08-11 02:25:00	ES	Futures	4927.21	4928.58	4926.93	4928.58	289.0
2023-08-11 02:30:00	ES	Futures	4928.58	4929.95	4927.48	4929.68	777.0
2023-08-11 02:35:00	ES	Futures	4929.4	4930.5	4928.85	4929.4	563.0
2023-08-11 02:40:00	ES	Futures	4929.4	4929.4	4927.48	4928.85	527.0
2023-08-11 02:45:00	ES	Futures	4928.85	4930.22	4928.85	4929.68	554.0
2023-08-11 02:50:00	ES	Futures	4929.68	4930.5	4929.4	4930.5	532.0
2023-08-11 02:55:00	ES	Futures	4930.22	4931.32	4929.68	4930.22	713.0
2023-08-11 03:00:00	ES	Futures	4929.95	4930.77	4927.48	4930.5	1674.0
2023-08-11 03:05:00	ES	Futures	4930.5	4932.42	4929.4	4931.32	1323.0
2023-08-11 03:10:00	ES	Futures	4931.32	4934.34	4931.32	4934.07	1686.0
2023-08-11 03:15:00	ES	Futures	4934.07	4934.62	4932.42	4932.97	1212.0
2023-08-11 03:20:00	ES	Futures	4932.97	4934.62	4931.6	4934.34	1135.0
2023-08-11 03:25:00	ES	Futures	4934.07	4934.89	4933.24	4934.34	1171.0
2023-08-11 03:30:00	ES	Futures	4934.34	4935.17	4931.87	4933.79	3037.0
2023-08-11 03:35:00	ES	Futures	4933.79	4933.79	4931.87	4932.7	586.0
2023-08-11 03:40:00	ES	Futures	4932.7	4933.24	4931.6	4932.15	868.0
2023-08-11 03:45:00	ES	Futures	4932.42	4933.79	4931.32	4933.52	1196.0
2023-08-11 03:50:00	ES	Futures	4933.52	4933.52	4930.5	4930.5	936.0
2023-08-11 03:55:00	ES	Futures	4930.5	4930.5	4928.58	4928.58	1534.0
2023-08-11 04:00:00	ES	Futures	4928.85	4929.13	4927.21	4928.03	2537.0
2023-08-11 04:05:00	ES	Futures	4927.75	4928.03	4924.19	4924.46	2089.0

> showing 50 of 15,474 rows — these rows as CSV

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