PREVIEW / futures_5min / 2023-08-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-21.parquet
  size:    321 KB
  rows:    19,069

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
2023-08-21 00:00:00	ES	Futures	4814.38	4814.93	4814.11	4814.11	276.0
2023-08-21 00:05:00	ES	Futures	4814.11	4814.38	4813.56	4813.83	277.0
2023-08-21 00:10:00	ES	Futures	4813.83	4814.93	4813.83	4814.66	184.0
2023-08-21 00:15:00	ES	Futures	4814.66	4815.48	4814.66	4814.93	185.0
2023-08-21 00:20:00	ES	Futures	4814.93	4814.93	4813.83	4814.11	152.0
2023-08-21 00:25:00	ES	Futures	4814.38	4814.93	4814.38	4814.38	159.0
2023-08-21 00:30:00	ES	Futures	4814.38	4814.66	4814.11	4814.11	233.0
2023-08-21 00:35:00	ES	Futures	4814.11	4814.11	4811.64	4813.83	679.0
2023-08-21 00:40:00	ES	Futures	4813.56	4814.11	4812.73	4813.01	381.0
2023-08-21 00:45:00	ES	Futures	4813.01	4813.28	4812.46	4812.73	120.0
2023-08-21 00:50:00	ES	Futures	4812.46	4813.01	4812.46	4812.46	201.0
2023-08-21 00:55:00	ES	Futures	4812.46	4813.01	4812.46	4812.46	156.0
2023-08-21 01:00:00	ES	Futures	4812.46	4813.28	4811.91	4813.01	635.0
2023-08-21 01:05:00	ES	Futures	4813.01	4814.93	4812.73	4812.73	517.0
2023-08-21 01:10:00	ES	Futures	4812.73	4812.73	4809.44	4809.71	867.0
2023-08-21 01:15:00	ES	Futures	4809.99	4810.54	4809.17	4809.71	784.0
2023-08-21 01:20:00	ES	Futures	4809.71	4810.26	4808.89	4809.17	565.0
2023-08-21 01:25:00	ES	Futures	4809.17	4809.71	4808.34	4808.62	699.0
2023-08-21 01:30:00	ES	Futures	4808.62	4809.44	4808.34	4809.17	430.0
2023-08-21 01:35:00	ES	Futures	4809.17	4809.17	4806.97	4808.62	991.0
2023-08-21 01:40:00	ES	Futures	4808.62	4809.17	4808.07	4809.17	400.0
2023-08-21 01:45:00	ES	Futures	4808.89	4809.71	4808.07	4808.89	535.0
2023-08-21 01:50:00	ES	Futures	4808.89	4809.17	4807.24	4807.79	1310.0
2023-08-21 01:55:00	ES	Futures	4808.07	4808.89	4807.79	4808.07	311.0
2023-08-21 02:00:00	ES	Futures	4808.34	4808.62	4806.42	4806.97	839.0
2023-08-21 02:05:00	ES	Futures	4806.97	4808.07	4806.15	4806.97	570.0
2023-08-21 02:10:00	ES	Futures	4806.97	4806.97	4804.77	4805.87	996.0
2023-08-21 02:15:00	ES	Futures	4806.15	4809.17	4806.15	4808.62	604.0
2023-08-21 02:20:00	ES	Futures	4808.34	4809.99	4808.34	4809.99	794.0
2023-08-21 02:25:00	ES	Futures	4809.99	4809.99	4809.17	4809.71	291.0
2023-08-21 02:30:00	ES	Futures	4809.99	4810.26	4808.62	4809.17	309.0
2023-08-21 02:35:00	ES	Futures	4808.89	4809.99	4808.89	4809.44	267.0
2023-08-21 02:40:00	ES	Futures	4809.44	4810.54	4809.17	4810.54	397.0
2023-08-21 02:45:00	ES	Futures	4810.54	4811.36	4809.71	4809.71	525.0
2023-08-21 02:50:00	ES	Futures	4809.71	4810.54	4809.44	4810.26	333.0
2023-08-21 02:55:00	ES	Futures	4810.26	4810.54	4807.79	4808.07	509.0
2023-08-21 03:00:00	ES	Futures	4808.07	4813.83	4807.79	4813.28	2146.0
2023-08-21 03:05:00	ES	Futures	4813.56	4816.85	4813.56	4815.75	1768.0
2023-08-21 03:10:00	ES	Futures	4815.75	4817.68	4815.2	4816.58	1707.0
2023-08-21 03:15:00	ES	Futures	4816.58	4816.85	4814.11	4816.03	1304.0
2023-08-21 03:20:00	ES	Futures	4816.03	4816.58	4813.56	4814.93	1407.0
2023-08-21 03:25:00	ES	Futures	4814.93	4817.4	4814.38	4817.4	1038.0
2023-08-21 03:30:00	ES	Futures	4817.13	4818.5	4815.2	4817.68	1650.0
2023-08-21 03:35:00	ES	Futures	4817.95	4819.32	4817.68	4818.5	1855.0
2023-08-21 03:40:00	ES	Futures	4818.5	4821.79	4818.5	4821.52	1841.0
2023-08-21 03:45:00	ES	Futures	4821.52	4823.44	4820.42	4822.89	1497.0
2023-08-21 03:50:00	ES	Futures	4822.89	4824.26	4822.07	4822.62	2054.0
2023-08-21 03:55:00	ES	Futures	4822.89	4829.75	4822.07	4828.11	3241.0
2023-08-21 04:00:00	ES	Futures	4827.83	4829.48	4826.73	4828.66	2014.0
2023-08-21 04:05:00	ES	Futures	4828.66	4829.48	4827.01	4827.56	1289.0

> showing 50 of 19,069 rows — these rows as CSV

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