PREVIEW / futures_5min / 2023-08-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-15.parquet
  size:    336 KB
  rows:    19,560

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
2023-08-15 00:00:00	ES	Futures	4957.4	4958.77	4956.85	4958.77	660.0
2023-08-15 00:05:00	ES	Futures	4958.77	4959.05	4957.95	4958.22	266.0
2023-08-15 00:10:00	ES	Futures	4958.22	4958.22	4957.4	4957.4	188.0
2023-08-15 00:15:00	ES	Futures	4957.4	4957.68	4957.13	4957.68	117.0
2023-08-15 00:20:00	ES	Futures	4957.4	4957.68	4957.13	4957.4	87.0
2023-08-15 00:25:00	ES	Futures	4957.4	4958.22	4957.4	4957.68	113.0
2023-08-15 00:30:00	ES	Futures	4957.68	4957.68	4956.58	4956.85	231.0
2023-08-15 00:35:00	ES	Futures	4957.13	4957.13	4956.58	4956.58	129.0
2023-08-15 00:40:00	ES	Futures	4956.58	4956.85	4956.03	4956.58	233.0
2023-08-15 00:45:00	ES	Futures	4956.58	4957.4	4956.58	4957.13	145.0
2023-08-15 00:50:00	ES	Futures	4956.85	4957.95	4956.85	4957.68	175.0
2023-08-15 00:55:00	ES	Futures	4957.4	4957.95	4956.85	4956.85	127.0
2023-08-15 01:00:00	ES	Futures	4957.13	4957.13	4955.75	4956.03	423.0
2023-08-15 01:05:00	ES	Futures	4956.3	4956.3	4955.21	4955.75	399.0
2023-08-15 01:10:00	ES	Futures	4955.48	4956.85	4954.93	4956.3	399.0
2023-08-15 01:15:00	ES	Futures	4956.3	4958.5	4955.75	4958.5	457.0
2023-08-15 01:20:00	ES	Futures	4958.22	4958.22	4956.03	4957.13	994.0
2023-08-15 01:25:00	ES	Futures	4957.13	4957.4	4956.03	4956.3	223.0
2023-08-15 01:30:00	ES	Futures	4956.3	4956.3	4954.93	4955.21	400.0
2023-08-15 01:35:00	ES	Futures	4954.93	4955.21	4952.46	4952.73	665.0
2023-08-15 01:40:00	ES	Futures	4952.73	4954.93	4952.46	4954.66	794.0
2023-08-15 01:45:00	ES	Futures	4954.66	4955.21	4953.83	4954.38	428.0
2023-08-15 01:50:00	ES	Futures	4954.11	4955.75	4953.83	4955.48	519.0
2023-08-15 01:55:00	ES	Futures	4955.21	4955.75	4954.38	4954.93	520.0
2023-08-15 02:00:00	ES	Futures	4954.93	4958.77	4954.93	4956.58	3312.0
2023-08-15 02:05:00	ES	Futures	4956.58	4957.13	4953.56	4953.56	1012.0
2023-08-15 02:10:00	ES	Futures	4953.83	4954.93	4953.56	4954.38	743.0
2023-08-15 02:15:00	ES	Futures	4954.38	4954.93	4952.73	4954.38	362.0
2023-08-15 02:20:00	ES	Futures	4954.38	4956.3	4954.11	4955.21	391.0
2023-08-15 02:25:00	ES	Futures	4955.48	4955.48	4954.38	4954.66	337.0
2023-08-15 02:30:00	ES	Futures	4954.66	4954.66	4952.73	4953.83	550.0
2023-08-15 02:35:00	ES	Futures	4953.56	4953.83	4951.64	4952.19	669.0
2023-08-15 02:40:00	ES	Futures	4951.91	4952.19	4949.99	4949.99	1222.0
2023-08-15 02:45:00	ES	Futures	4950.26	4950.81	4949.72	4950.54	572.0
2023-08-15 02:50:00	ES	Futures	4950.54	4951.09	4949.99	4949.99	332.0
2023-08-15 02:55:00	ES	Futures	4950.26	4950.54	4948.89	4948.89	598.0
2023-08-15 03:00:00	ES	Futures	4949.17	4951.64	4948.62	4951.64	3106.0
2023-08-15 03:05:00	ES	Futures	4951.36	4952.46	4949.17	4951.36	3002.0
2023-08-15 03:10:00	ES	Futures	4951.09	4951.09	4948.07	4949.17	1960.0
2023-08-15 03:15:00	ES	Futures	4949.17	4950.81	4948.62	4949.72	1123.0
2023-08-15 03:20:00	ES	Futures	4949.44	4949.44	4941.48	4942.03	3693.0
2023-08-15 03:25:00	ES	Futures	4942.03	4942.03	4936.54	4937.64	4992.0
2023-08-15 03:30:00	ES	Futures	4937.64	4937.91	4929.68	4929.95	8771.0
2023-08-15 03:35:00	ES	Futures	4929.68	4932.42	4926.66	4928.85	4762.0
2023-08-15 03:40:00	ES	Futures	4928.85	4931.87	4926.93	4929.4	3469.0
2023-08-15 03:45:00	ES	Futures	4929.68	4931.05	4927.48	4929.68	3105.0
2023-08-15 03:50:00	ES	Futures	4929.68	4930.5	4925.01	4925.83	2825.0
2023-08-15 03:55:00	ES	Futures	4925.56	4926.38	4924.19	4924.46	2728.0
2023-08-15 04:00:00	ES	Futures	4924.73	4925.28	4920.89	4922.26	4345.0
2023-08-15 04:05:00	ES	Futures	4922.26	4923.36	4919.79	4923.09	2751.0

> showing 50 of 19,560 rows — these rows as CSV

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