PREVIEW / futures_5min / 2023-08-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-18.parquet
  size:    280 KB
  rows:    15,964

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
2023-08-18 00:00:00	ES	Futures	4814.38	4815.2	4814.11	4814.38	262.0
2023-08-18 00:05:00	ES	Futures	4814.11	4815.48	4813.83	4815.48	542.0
2023-08-18 00:10:00	ES	Futures	4815.2	4816.3	4814.11	4814.38	495.0
2023-08-18 00:15:00	ES	Futures	4814.38	4814.93	4812.73	4813.28	327.0
2023-08-18 00:20:00	ES	Futures	4813.56	4814.38	4813.56	4814.11	201.0
2023-08-18 00:25:00	ES	Futures	4813.83	4813.83	4813.01	4813.28	196.0
2023-08-18 00:30:00	ES	Futures	4813.28	4815.2	4813.28	4814.66	234.0
2023-08-18 00:35:00	ES	Futures	4814.66	4814.93	4813.83	4814.66	273.0
2023-08-18 00:40:00	ES	Futures	4814.38	4814.93	4814.11	4814.11	136.0
2023-08-18 00:45:00	ES	Futures	4814.11	4814.38	4813.56	4814.11	261.0
2023-08-18 00:50:00	ES	Futures	4814.11	4814.11	4813.01	4813.28	210.0
2023-08-18 00:55:00	ES	Futures	4813.28	4814.93	4813.28	4814.38	175.0
2023-08-18 01:00:00	ES	Futures	4814.38	4814.66	4812.46	4813.56	560.0
2023-08-18 01:05:00	ES	Futures	4813.28	4813.83	4811.91	4812.46	340.0
2023-08-18 01:10:00	ES	Futures	4812.18	4812.73	4810.26	4810.81	835.0
2023-08-18 01:15:00	ES	Futures	4811.09	4811.36	4809.17	4809.99	831.0
2023-08-18 01:20:00	ES	Futures	4809.99	4810.81	4809.71	4810.81	558.0
2023-08-18 01:25:00	ES	Futures	4811.09	4812.18	4810.54	4811.91	573.0
2023-08-18 01:30:00	ES	Futures	4811.91	4812.46	4811.09	4811.36	708.0
2023-08-18 01:35:00	ES	Futures	4811.64	4813.56	4811.64	4812.73	642.0
2023-08-18 01:40:00	ES	Futures	4812.73	4813.28	4811.91	4812.73	384.0
2023-08-18 01:45:00	ES	Futures	4812.73	4813.83	4812.18	4812.46	330.0
2023-08-18 01:50:00	ES	Futures	4812.46	4813.01	4811.36	4812.18	316.0
2023-08-18 01:55:00	ES	Futures	4812.46	4814.11	4812.18	4814.11	477.0
2023-08-18 02:00:00	ES	Futures	4814.11	4817.13	4813.28	4816.03	1349.0
2023-08-18 02:05:00	ES	Futures	4815.75	4816.03	4814.38	4814.66	1233.0
2023-08-18 02:10:00	ES	Futures	4814.66	4816.58	4814.11	4816.58	1028.0
2023-08-18 02:15:00	ES	Futures	4816.3	4816.58	4815.48	4815.48	585.0
2023-08-18 02:20:00	ES	Futures	4815.48	4817.68	4815.48	4817.68	621.0
2023-08-18 02:25:00	ES	Futures	4817.95	4818.5	4816.85	4817.68	857.0
2023-08-18 02:30:00	ES	Futures	4817.68	4818.22	4816.3	4817.4	757.0
2023-08-18 02:35:00	ES	Futures	4817.13	4818.22	4816.58	4818.22	751.0
2023-08-18 02:40:00	ES	Futures	4818.22	4818.5	4817.13	4818.22	779.0
2023-08-18 02:45:00	ES	Futures	4818.5	4819.05	4817.13	4817.68	908.0
2023-08-18 02:50:00	ES	Futures	4817.4	4818.77	4817.13	4817.95	667.0
2023-08-18 02:55:00	ES	Futures	4818.22	4818.22	4816.58	4817.13	703.0
2023-08-18 03:00:00	ES	Futures	4816.85	4817.95	4811.64	4812.18	3094.0
2023-08-18 03:05:00	ES	Futures	4812.46	4818.22	4811.91	4817.13	3038.0
2023-08-18 03:10:00	ES	Futures	4817.13	4818.22	4815.2	4816.58	1379.0
2023-08-18 03:15:00	ES	Futures	4816.85	4818.5	4814.66	4817.95	1625.0
2023-08-18 03:20:00	ES	Futures	4817.95	4819.05	4814.93	4815.2	1453.0
2023-08-18 03:25:00	ES	Futures	4814.93	4815.48	4810.54	4812.18	1550.0
2023-08-18 03:30:00	ES	Futures	4812.18	4812.46	4806.69	4806.69	2567.0
2023-08-18 03:35:00	ES	Futures	4806.69	4808.89	4805.6	4806.15	2184.0
2023-08-18 03:40:00	ES	Futures	4805.87	4807.52	4804.77	4806.69	2762.0
2023-08-18 03:45:00	ES	Futures	4806.69	4810.26	4806.69	4808.89	1532.0
2023-08-18 03:50:00	ES	Futures	4808.89	4809.71	4806.69	4809.71	1691.0
2023-08-18 03:55:00	ES	Futures	4809.71	4810.26	4807.52	4808.34	1498.0
2023-08-18 04:00:00	ES	Futures	4808.62	4813.28	4807.79	4813.01	1849.0
2023-08-18 04:05:00	ES	Futures	4813.01	4814.38	4810.26	4810.54	1999.0

> showing 50 of 15,964 rows — these rows as CSV

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