PREVIEW / futures_5min / 2023-08-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-16.parquet
  size:    342 KB
  rows:    19,589

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
2023-08-16 00:00:00	ES	Futures	4892.89	4893.17	4892.62	4893.17	277.0
2023-08-16 00:05:00	ES	Futures	4893.17	4893.17	4889.05	4889.32	926.0
2023-08-16 00:10:00	ES	Futures	4889.6	4891.52	4889.32	4890.97	527.0
2023-08-16 00:15:00	ES	Futures	4890.97	4891.52	4890.15	4890.42	219.0
2023-08-16 00:20:00	ES	Futures	4890.42	4890.7	4889.87	4890.42	307.0
2023-08-16 00:25:00	ES	Futures	4890.15	4890.97	4889.32	4889.32	482.0
2023-08-16 00:30:00	ES	Futures	4889.32	4890.15	4888.77	4889.87	402.0
2023-08-16 00:35:00	ES	Futures	4889.87	4890.7	4889.32	4890.15	172.0
2023-08-16 00:40:00	ES	Futures	4890.15	4890.7	4889.87	4890.42	154.0
2023-08-16 00:45:00	ES	Futures	4890.42	4890.42	4889.87	4890.15	92.0
2023-08-16 00:50:00	ES	Futures	4890.15	4891.24	4889.87	4890.97	162.0
2023-08-16 00:55:00	ES	Futures	4890.97	4891.24	4890.42	4890.42	165.0
2023-08-16 01:00:00	ES	Futures	4890.7	4892.07	4890.42	4890.97	576.0
2023-08-16 01:05:00	ES	Futures	4890.97	4891.24	4890.15	4890.97	240.0
2023-08-16 01:10:00	ES	Futures	4890.97	4891.79	4890.42	4890.97	248.0
2023-08-16 01:15:00	ES	Futures	4890.7	4890.97	4889.05	4889.32	331.0
2023-08-16 01:20:00	ES	Futures	4889.32	4889.87	4888.5	4889.87	484.0
2023-08-16 01:25:00	ES	Futures	4889.87	4891.79	4889.32	4891.24	480.0
2023-08-16 01:30:00	ES	Futures	4891.24	4892.34	4890.97	4890.97	563.0
2023-08-16 01:35:00	ES	Futures	4890.7	4891.24	4890.15	4890.7	314.0
2023-08-16 01:40:00	ES	Futures	4890.42	4890.97	4889.87	4890.15	355.0
2023-08-16 01:45:00	ES	Futures	4890.42	4891.52	4889.87	4890.15	345.0
2023-08-16 01:50:00	ES	Futures	4890.15	4890.15	4888.5	4889.32	540.0
2023-08-16 01:55:00	ES	Futures	4889.6	4890.7	4889.32	4889.6	560.0
2023-08-16 02:00:00	ES	Futures	4889.6	4890.97	4886.58	4886.58	1957.0
2023-08-16 02:05:00	ES	Futures	4886.85	4888.22	4884.38	4887.13	1870.0
2023-08-16 02:10:00	ES	Futures	4887.13	4889.05	4886.85	4887.68	853.0
2023-08-16 02:15:00	ES	Futures	4887.95	4891.79	4887.95	4891.24	828.0
2023-08-16 02:20:00	ES	Futures	4890.97	4891.79	4889.87	4890.97	792.0
2023-08-16 02:25:00	ES	Futures	4891.24	4891.79	4890.7	4891.52	815.0
2023-08-16 02:30:00	ES	Futures	4891.52	4892.07	4889.6	4891.79	808.0
2023-08-16 02:35:00	ES	Futures	4891.79	4892.07	4890.97	4891.52	499.0
2023-08-16 02:40:00	ES	Futures	4891.79	4891.79	4889.32	4889.6	646.0
2023-08-16 02:45:00	ES	Futures	4889.87	4890.97	4889.32	4890.7	556.0
2023-08-16 02:50:00	ES	Futures	4890.7	4891.52	4890.7	4890.7	216.0
2023-08-16 02:55:00	ES	Futures	4890.97	4892.07	4890.97	4891.24	626.0
2023-08-16 03:00:00	ES	Futures	4891.52	4894.81	4890.97	4894.54	2515.0
2023-08-16 03:05:00	ES	Futures	4894.54	4894.81	4892.62	4892.89	1407.0
2023-08-16 03:10:00	ES	Futures	4892.62	4893.44	4890.42	4890.7	1341.0
2023-08-16 03:15:00	ES	Futures	4890.7	4895.09	4890.42	4894.81	1164.0
2023-08-16 03:20:00	ES	Futures	4894.81	4895.64	4893.99	4894.81	1390.0
2023-08-16 03:25:00	ES	Futures	4895.09	4895.64	4894.54	4895.36	1395.0
2023-08-16 03:30:00	ES	Futures	4895.09	4897.83	4894.26	4897.83	2095.0
2023-08-16 03:35:00	ES	Futures	4897.83	4899.48	4897.28	4898.38	1880.0
2023-08-16 03:40:00	ES	Futures	4898.38	4900.3	4898.11	4899.2	1862.0
2023-08-16 03:45:00	ES	Futures	4899.48	4901.4	4899.48	4900.58	1780.0
2023-08-16 03:50:00	ES	Futures	4900.58	4900.85	4898.38	4898.93	1111.0
2023-08-16 03:55:00	ES	Futures	4898.93	4900.03	4897.83	4897.83	1004.0
2023-08-16 04:00:00	ES	Futures	4898.11	4900.58	4897.83	4900.58	1213.0
2023-08-16 04:05:00	ES	Futures	4900.58	4900.85	4898.66	4900.03	1396.0

> showing 50 of 19,589 rows — these rows as CSV

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