PREVIEW / futures_5min / 2023-08-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-20.parquet
  size:    72 KB
  rows:    3,689

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
2023-08-20 18:00:00	ES	Futures	4812.18	4815.75	4811.36	4814.66	2249.0
2023-08-20 18:05:00	ES	Futures	4814.66	4817.13	4813.83	4816.03	822.0
2023-08-20 18:10:00	ES	Futures	4816.3	4817.68	4816.03	4817.4	611.0
2023-08-20 18:15:00	ES	Futures	4817.4	4817.95	4816.58	4817.4	487.0
2023-08-20 18:20:00	ES	Futures	4817.68	4817.68	4815.75	4816.03	503.0
2023-08-20 18:25:00	ES	Futures	4816.03	4816.85	4815.75	4816.03	288.0
2023-08-20 18:30:00	ES	Futures	4816.03	4816.85	4815.75	4816.3	201.0
2023-08-20 18:35:00	ES	Futures	4816.3	4816.58	4816.03	4816.3	202.0
2023-08-20 18:40:00	ES	Futures	4816.3	4816.3	4813.28	4814.38	1094.0
2023-08-20 18:45:00	ES	Futures	4814.11	4815.2	4814.11	4814.93	172.0
2023-08-20 18:50:00	ES	Futures	4814.93	4814.93	4813.83	4814.11	240.0
2023-08-20 18:55:00	ES	Futures	4814.38	4814.66	4814.11	4814.38	104.0
2023-08-20 19:00:00	ES	Futures	4814.38	4814.38	4813.28	4813.56	344.0
2023-08-20 19:05:00	ES	Futures	4813.56	4813.56	4811.64	4812.46	646.0
2023-08-20 19:10:00	ES	Futures	4812.46	4813.56	4812.18	4812.73	381.0
2023-08-20 19:15:00	ES	Futures	4812.46	4812.73	4811.36	4812.18	365.0
2023-08-20 19:20:00	ES	Futures	4812.18	4814.66	4811.91	4814.11	390.0
2023-08-20 19:25:00	ES	Futures	4814.11	4814.38	4813.56	4813.56	323.0
2023-08-20 19:30:00	ES	Futures	4813.83	4814.38	4813.56	4813.83	229.0
2023-08-20 19:35:00	ES	Futures	4813.83	4814.38	4813.83	4813.83	207.0
2023-08-20 19:40:00	ES	Futures	4814.11	4814.66	4813.56	4813.83	425.0
2023-08-20 19:45:00	ES	Futures	4814.11	4815.75	4813.28	4815.48	528.0
2023-08-20 19:50:00	ES	Futures	4815.48	4816.03	4814.93	4816.03	366.0
2023-08-20 19:55:00	ES	Futures	4816.03	4816.58	4815.75	4816.3	401.0
2023-08-20 20:00:00	ES	Futures	4816.3	4816.58	4814.11	4814.66	936.0
2023-08-20 20:05:00	ES	Futures	4814.93	4816.03	4814.66	4815.75	448.0
2023-08-20 20:10:00	ES	Futures	4815.75	4818.22	4815.48	4817.4	931.0
2023-08-20 20:15:00	ES	Futures	4817.4	4817.4	4815.75	4817.13	1193.0
2023-08-20 20:20:00	ES	Futures	4817.13	4818.22	4816.85	4818.22	366.0
2023-08-20 20:25:00	ES	Futures	4818.22	4819.6	4817.95	4819.05	582.0
2023-08-20 20:30:00	ES	Futures	4819.05	4819.32	4818.5	4819.05	540.0
2023-08-20 20:35:00	ES	Futures	4819.05	4819.32	4818.22	4819.05	416.0
2023-08-20 20:40:00	ES	Futures	4819.05	4819.05	4817.68	4817.68	426.0
2023-08-20 20:45:00	ES	Futures	4817.95	4818.77	4817.95	4818.22	226.0
2023-08-20 20:50:00	ES	Futures	4818.22	4820.15	4817.68	4820.15	657.0
2023-08-20 20:55:00	ES	Futures	4820.15	4820.69	4818.22	4819.05	690.0
2023-08-20 21:00:00	ES	Futures	4818.77	4818.77	4816.03	4816.58	1099.0
2023-08-20 21:05:00	ES	Futures	4816.85	4817.95	4816.58	4817.13	611.0
2023-08-20 21:10:00	ES	Futures	4817.13	4818.22	4816.85	4818.22	364.0
2023-08-20 21:15:00	ES	Futures	4817.95	4818.22	4807.79	4813.01	4436.0
2023-08-20 21:20:00	ES	Futures	4813.28	4815.48	4813.28	4813.28	1577.0
2023-08-20 21:25:00	ES	Futures	4813.28	4815.48	4812.46	4814.66	941.0
2023-08-20 21:30:00	ES	Futures	4814.66	4815.48	4813.28	4813.83	1032.0
2023-08-20 21:35:00	ES	Futures	4813.83	4815.2	4812.46	4813.83	1201.0
2023-08-20 21:40:00	ES	Futures	4813.56	4816.58	4813.56	4814.11	1290.0
2023-08-20 21:45:00	ES	Futures	4814.11	4814.93	4812.46	4813.01	858.0
2023-08-20 21:50:00	ES	Futures	4813.01	4814.38	4811.09	4811.91	1789.0
2023-08-20 21:55:00	ES	Futures	4812.18	4813.83	4811.64	4813.56	1012.0
2023-08-20 22:00:00	ES	Futures	4813.28	4813.83	4812.46	4813.01	594.0
2023-08-20 22:05:00	ES	Futures	4813.28	4815.75	4813.28	4815.75	1058.0

> showing 50 of 3,689 rows — these rows as CSV

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