PREVIEW / futures_5min / 2023-08-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-13.parquet
  size:    80 KB
  rows:    3,933

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
2023-08-13 18:00:00	ES	Futures	4924.73	4931.87	4922.54	4929.13	2882.0
2023-08-13 18:05:00	ES	Futures	4929.4	4929.4	4926.38	4927.75	971.0
2023-08-13 18:10:00	ES	Futures	4927.75	4929.95	4926.66	4929.95	800.0
2023-08-13 18:15:00	ES	Futures	4929.95	4930.5	4928.58	4928.85	858.0
2023-08-13 18:20:00	ES	Futures	4929.13	4931.32	4928.58	4931.32	592.0
2023-08-13 18:25:00	ES	Futures	4931.32	4931.87	4930.5	4931.32	485.0
2023-08-13 18:30:00	ES	Futures	4931.32	4931.6	4930.22	4930.5	267.0
2023-08-13 18:35:00	ES	Futures	4930.5	4930.77	4929.95	4930.22	259.0
2023-08-13 18:40:00	ES	Futures	4930.22	4930.77	4929.68	4930.22	201.0
2023-08-13 18:45:00	ES	Futures	4929.95	4931.05	4929.4	4929.95	269.0
2023-08-13 18:50:00	ES	Futures	4929.68	4930.5	4929.68	4929.95	225.0
2023-08-13 18:55:00	ES	Futures	4929.95	4930.77	4928.85	4929.68	566.0
2023-08-13 19:00:00	ES	Futures	4929.68	4929.68	4927.48	4928.3	571.0
2023-08-13 19:05:00	ES	Futures	4928.03	4928.85	4928.03	4928.85	283.0
2023-08-13 19:10:00	ES	Futures	4928.85	4931.32	4928.85	4930.22	469.0
2023-08-13 19:15:00	ES	Futures	4930.22	4931.6	4930.22	4931.32	277.0
2023-08-13 19:20:00	ES	Futures	4931.32	4931.32	4930.22	4930.22	130.0
2023-08-13 19:25:00	ES	Futures	4930.5	4930.5	4929.68	4930.5	191.0
2023-08-13 19:30:00	ES	Futures	4930.5	4931.05	4929.95	4929.95	198.0
2023-08-13 19:35:00	ES	Futures	4929.95	4930.5	4929.4	4929.4	232.0
2023-08-13 19:40:00	ES	Futures	4929.4	4930.22	4929.4	4929.95	145.0
2023-08-13 19:45:00	ES	Futures	4929.95	4930.77	4928.85	4928.85	333.0
2023-08-13 19:50:00	ES	Futures	4928.85	4929.13	4928.58	4928.85	259.0
2023-08-13 19:55:00	ES	Futures	4928.85	4929.95	4928.85	4929.13	262.0
2023-08-13 20:00:00	ES	Futures	4929.4	4930.22	4926.93	4927.48	1684.0
2023-08-13 20:05:00	ES	Futures	4927.48	4930.77	4926.93	4930.77	1070.0
2023-08-13 20:10:00	ES	Futures	4930.5	4930.77	4928.58	4929.95	657.0
2023-08-13 20:15:00	ES	Futures	4930.22	4930.5	4927.21	4928.3	980.0
2023-08-13 20:20:00	ES	Futures	4928.3	4929.68	4928.3	4929.68	717.0
2023-08-13 20:25:00	ES	Futures	4929.4	4930.5	4929.4	4929.95	537.0
2023-08-13 20:30:00	ES	Futures	4929.95	4930.22	4927.48	4928.58	581.0
2023-08-13 20:35:00	ES	Futures	4928.3	4928.85	4925.83	4926.38	934.0
2023-08-13 20:40:00	ES	Futures	4926.66	4926.66	4924.46	4924.73	782.0
2023-08-13 20:45:00	ES	Futures	4924.73	4925.01	4923.09	4923.91	814.0
2023-08-13 20:50:00	ES	Futures	4923.91	4924.46	4923.36	4923.64	620.0
2023-08-13 20:55:00	ES	Futures	4923.36	4923.64	4921.71	4922.54	866.0
2023-08-13 21:00:00	ES	Futures	4922.54	4923.09	4921.17	4921.99	935.0
2023-08-13 21:05:00	ES	Futures	4921.99	4924.73	4921.71	4924.19	686.0
2023-08-13 21:10:00	ES	Futures	4923.91	4924.19	4922.81	4923.09	396.0
2023-08-13 21:15:00	ES	Futures	4923.09	4924.46	4921.99	4922.26	733.0
2023-08-13 21:20:00	ES	Futures	4922.54	4922.81	4916.5	4918.97	2693.0
2023-08-13 21:25:00	ES	Futures	4918.97	4920.62	4918.42	4920.62	911.0
2023-08-13 21:30:00	ES	Futures	4920.34	4920.62	4916.77	4917.05	1114.0
2023-08-13 21:35:00	ES	Futures	4916.77	4918.42	4914.03	4916.22	2714.0
2023-08-13 21:40:00	ES	Futures	4916.5	4920.89	4916.5	4920.07	1158.0
2023-08-13 21:45:00	ES	Futures	4920.07	4920.89	4917.87	4918.7	881.0
2023-08-13 21:50:00	ES	Futures	4918.97	4922.26	4918.15	4918.42	2000.0
2023-08-13 21:55:00	ES	Futures	4918.7	4920.34	4918.7	4919.24	612.0
2023-08-13 22:00:00	ES	Futures	4919.24	4919.52	4915.68	4916.22	1631.0
2023-08-13 22:05:00	ES	Futures	4916.22	4918.97	4915.95	4916.5	838.0

> showing 50 of 3,933 rows — these rows as CSV

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