PREVIEW / futures_5min / 2023-08-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-17.parquet
  size:    349 KB
  rows:    19,899

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
2023-08-17 00:00:00	ES	Futures	4856.66	4856.93	4855.28	4855.83	764.0
2023-08-17 00:05:00	ES	Futures	4856.11	4857.48	4855.83	4856.93	566.0
2023-08-17 00:10:00	ES	Futures	4856.93	4856.93	4856.38	4856.38	365.0
2023-08-17 00:15:00	ES	Futures	4856.66	4857.75	4856.66	4857.48	282.0
2023-08-17 00:20:00	ES	Futures	4857.48	4858.03	4857.2	4857.2	363.0
2023-08-17 00:25:00	ES	Futures	4857.2	4857.48	4856.11	4856.93	518.0
2023-08-17 00:30:00	ES	Futures	4857.2	4857.75	4856.66	4856.66	465.0
2023-08-17 00:35:00	ES	Futures	4856.66	4856.93	4856.38	4856.66	299.0
2023-08-17 00:40:00	ES	Futures	4856.66	4856.93	4856.38	4856.66	325.0
2023-08-17 00:45:00	ES	Futures	4856.66	4856.93	4856.66	4856.66	197.0
2023-08-17 00:50:00	ES	Futures	4856.66	4856.93	4856.38	4856.93	156.0
2023-08-17 00:55:00	ES	Futures	4856.93	4856.93	4855.28	4855.28	586.0
2023-08-17 01:00:00	ES	Futures	4855.56	4855.83	4853.91	4853.91	581.0
2023-08-17 01:05:00	ES	Futures	4853.91	4854.73	4853.36	4853.91	613.0
2023-08-17 01:10:00	ES	Futures	4854.19	4855.01	4853.91	4855.01	324.0
2023-08-17 01:15:00	ES	Futures	4855.01	4855.01	4852.26	4852.81	599.0
2023-08-17 01:20:00	ES	Futures	4852.81	4853.64	4852.54	4852.54	574.0
2023-08-17 01:25:00	ES	Futures	4852.81	4853.64	4851.17	4851.71	566.0
2023-08-17 01:30:00	ES	Futures	4851.99	4852.54	4849.52	4849.79	1063.0
2023-08-17 01:35:00	ES	Futures	4850.07	4850.62	4848.15	4848.97	985.0
2023-08-17 01:40:00	ES	Futures	4848.69	4850.07	4848.42	4849.52	980.0
2023-08-17 01:45:00	ES	Futures	4849.52	4850.34	4846.77	4846.77	1073.0
2023-08-17 01:50:00	ES	Futures	4846.77	4850.07	4846.22	4849.79	943.0
2023-08-17 01:55:00	ES	Futures	4849.52	4851.44	4849.52	4851.17	552.0
2023-08-17 02:00:00	ES	Futures	4851.17	4852.26	4850.34	4851.99	986.0
2023-08-17 02:05:00	ES	Futures	4851.71	4853.91	4851.44	4853.91	881.0
2023-08-17 02:10:00	ES	Futures	4853.91	4853.91	4852.54	4852.81	603.0
2023-08-17 02:15:00	ES	Futures	4852.81	4854.73	4850.89	4854.73	2105.0
2023-08-17 02:20:00	ES	Futures	4854.73	4856.11	4853.91	4855.83	746.0
2023-08-17 02:25:00	ES	Futures	4855.83	4857.75	4855.28	4857.2	1206.0
2023-08-17 02:30:00	ES	Futures	4857.2	4858.03	4856.93	4858.03	649.0
2023-08-17 02:35:00	ES	Futures	4858.03	4859.68	4857.75	4859.13	1038.0
2023-08-17 02:40:00	ES	Futures	4859.13	4859.68	4857.75	4859.4	764.0
2023-08-17 02:45:00	ES	Futures	4859.68	4859.95	4857.2	4858.3	843.0
2023-08-17 02:50:00	ES	Futures	4858.3	4859.95	4857.2	4858.85	773.0
2023-08-17 02:55:00	ES	Futures	4858.85	4860.77	4858.3	4859.4	1052.0
2023-08-17 03:00:00	ES	Futures	4859.68	4862.97	4859.4	4862.15	3497.0
2023-08-17 03:05:00	ES	Futures	4862.42	4862.69	4859.95	4861.05	1922.0
2023-08-17 03:10:00	ES	Futures	4861.05	4861.6	4858.58	4859.68	1927.0
2023-08-17 03:15:00	ES	Futures	4859.4	4860.77	4858.58	4859.95	1510.0
2023-08-17 03:20:00	ES	Futures	4859.95	4859.95	4856.38	4858.3	2004.0
2023-08-17 03:25:00	ES	Futures	4858.03	4858.3	4856.11	4856.93	1571.0
2023-08-17 03:30:00	ES	Futures	4856.93	4859.68	4856.11	4858.58	1306.0
2023-08-17 03:35:00	ES	Futures	4858.3	4860.77	4857.2	4859.95	1545.0
2023-08-17 03:40:00	ES	Futures	4859.95	4860.5	4855.28	4856.11	1414.0
2023-08-17 03:45:00	ES	Futures	4856.11	4856.38	4854.73	4855.28	898.0
2023-08-17 03:50:00	ES	Futures	4855.28	4855.56	4852.81	4852.81	952.0
2023-08-17 03:55:00	ES	Futures	4853.09	4858.58	4852.54	4857.75	1640.0
2023-08-17 04:00:00	ES	Futures	4858.03	4859.95	4856.66	4859.13	1411.0
2023-08-17 04:05:00	ES	Futures	4858.85	4861.32	4858.03	4858.03	1261.0

> showing 50 of 19,899 rows — these rows as CSV

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