PREVIEW / futures_5min / 2023-08-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-14.parquet
  size:    323 KB
  rows:    19,317

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
2023-08-14 00:00:00	ES	Futures	4908.81	4909.64	4907.17	4908.81	824.0
2023-08-14 00:05:00	ES	Futures	4908.81	4909.09	4907.44	4907.99	470.0
2023-08-14 00:10:00	ES	Futures	4907.99	4909.91	4907.71	4909.91	902.0
2023-08-14 00:15:00	ES	Futures	4909.64	4910.19	4907.44	4909.91	866.0
2023-08-14 00:20:00	ES	Futures	4909.91	4910.46	4909.36	4909.64	436.0
2023-08-14 00:25:00	ES	Futures	4909.64	4910.46	4909.36	4910.46	384.0
2023-08-14 00:30:00	ES	Futures	4910.19	4911.01	4909.64	4910.46	422.0
2023-08-14 00:35:00	ES	Futures	4910.46	4911.01	4910.46	4910.73	731.0
2023-08-14 00:40:00	ES	Futures	4910.73	4911.28	4910.19	4911.01	745.0
2023-08-14 00:45:00	ES	Futures	4911.01	4911.01	4910.19	4911.01	610.0
2023-08-14 00:50:00	ES	Futures	4911.01	4911.28	4909.64	4909.91	570.0
2023-08-14 00:55:00	ES	Futures	4909.91	4910.19	4907.17	4907.44	977.0
2023-08-14 01:00:00	ES	Futures	4907.44	4909.36	4907.44	4909.36	710.0
2023-08-14 01:05:00	ES	Futures	4909.09	4909.91	4909.09	4909.09	757.0
2023-08-14 01:10:00	ES	Futures	4909.09	4911.56	4909.09	4911.56	624.0
2023-08-14 01:15:00	ES	Futures	4911.28	4911.56	4909.91	4910.73	567.0
2023-08-14 01:20:00	ES	Futures	4910.46	4912.66	4910.46	4911.56	614.0
2023-08-14 01:25:00	ES	Futures	4911.56	4912.93	4911.01	4912.66	634.0
2023-08-14 01:30:00	ES	Futures	4912.93	4913.21	4911.28	4911.83	525.0
2023-08-14 01:35:00	ES	Futures	4911.83	4913.48	4911.83	4912.93	623.0
2023-08-14 01:40:00	ES	Futures	4913.21	4914.85	4912.93	4913.21	986.0
2023-08-14 01:45:00	ES	Futures	4913.48	4913.48	4912.11	4913.48	421.0
2023-08-14 01:50:00	ES	Futures	4913.48	4915.13	4912.11	4912.66	903.0
2023-08-14 01:55:00	ES	Futures	4912.38	4913.75	4912.11	4913.75	853.0
2023-08-14 02:00:00	ES	Futures	4913.75	4914.58	4912.38	4912.38	1323.0
2023-08-14 02:05:00	ES	Futures	4912.38	4913.21	4911.01	4912.38	856.0
2023-08-14 02:10:00	ES	Futures	4912.38	4914.3	4911.01	4913.75	744.0
2023-08-14 02:15:00	ES	Futures	4913.75	4916.22	4913.75	4915.4	1053.0
2023-08-14 02:20:00	ES	Futures	4915.4	4916.5	4913.21	4914.3	1383.0
2023-08-14 02:25:00	ES	Futures	4914.3	4915.68	4914.3	4915.4	852.0
2023-08-14 02:30:00	ES	Futures	4915.13	4916.5	4914.3	4916.22	664.0
2023-08-14 02:35:00	ES	Futures	4916.22	4916.5	4914.3	4914.3	488.0
2023-08-14 02:40:00	ES	Futures	4914.3	4915.68	4914.03	4914.85	350.0
2023-08-14 02:45:00	ES	Futures	4914.85	4915.95	4914.3	4915.68	309.0
2023-08-14 02:50:00	ES	Futures	4915.95	4917.32	4915.68	4916.77	590.0
2023-08-14 02:55:00	ES	Futures	4916.77	4918.42	4916.22	4916.77	750.0
2023-08-14 03:00:00	ES	Futures	4916.77	4917.32	4914.3	4915.4	1680.0
2023-08-14 03:05:00	ES	Futures	4915.4	4918.42	4914.85	4917.32	1540.0
2023-08-14 03:10:00	ES	Futures	4917.6	4918.7	4914.85	4917.05	1318.0
2023-08-14 03:15:00	ES	Futures	4917.05	4918.42	4916.5	4917.87	1401.0
2023-08-14 03:20:00	ES	Futures	4918.15	4921.71	4917.6	4921.17	1931.0
2023-08-14 03:25:00	ES	Futures	4921.44	4922.26	4919.79	4920.34	1280.0
2023-08-14 03:30:00	ES	Futures	4920.07	4922.54	4920.07	4921.99	1365.0
2023-08-14 03:35:00	ES	Futures	4921.99	4922.26	4920.62	4920.89	660.0
2023-08-14 03:40:00	ES	Futures	4921.17	4921.71	4917.6	4917.87	1051.0
2023-08-14 03:45:00	ES	Futures	4917.87	4918.97	4917.05	4918.7	932.0
2023-08-14 03:50:00	ES	Futures	4918.7	4927.75	4918.7	4927.21	2764.0
2023-08-14 03:55:00	ES	Futures	4927.21	4942.58	4927.21	4937.64	13857.0
2023-08-14 04:00:00	ES	Futures	4937.36	4940.11	4934.34	4935.71	5506.0
2023-08-14 04:05:00	ES	Futures	4935.44	4939.56	4934.62	4939.28	3033.0

> showing 50 of 19,317 rows — these rows as CSV

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