PREVIEW / futures_5min / 2023-08-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-22.parquet
  size:    316 KB
  rows:    18,910

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
2023-08-22 00:00:00	ES	Futures	4842.66	4842.93	4841.28	4841.28	333.0
2023-08-22 00:05:00	ES	Futures	4841.28	4842.38	4841.28	4842.11	235.0
2023-08-22 00:10:00	ES	Futures	4842.38	4842.38	4841.83	4842.38	127.0
2023-08-22 00:15:00	ES	Futures	4842.38	4842.93	4841.83	4842.38	295.0
2023-08-22 00:20:00	ES	Futures	4842.38	4842.38	4841.56	4841.83	138.0
2023-08-22 00:25:00	ES	Futures	4842.11	4842.38	4842.11	4842.11	69.0
2023-08-22 00:30:00	ES	Futures	4842.11	4842.11	4841.01	4841.56	203.0
2023-08-22 00:35:00	ES	Futures	4841.56	4841.83	4840.46	4840.73	351.0
2023-08-22 00:40:00	ES	Futures	4841.01	4841.28	4840.73	4841.28	162.0
2023-08-22 00:45:00	ES	Futures	4841.01	4841.56	4840.46	4840.46	126.0
2023-08-22 00:50:00	ES	Futures	4840.19	4840.46	4839.91	4840.19	212.0
2023-08-22 00:55:00	ES	Futures	4840.19	4840.46	4839.64	4839.91	250.0
2023-08-22 01:00:00	ES	Futures	4839.91	4840.73	4839.64	4840.46	373.0
2023-08-22 01:05:00	ES	Futures	4840.46	4842.38	4838.26	4838.54	844.0
2023-08-22 01:10:00	ES	Futures	4838.54	4840.73	4838.26	4840.73	526.0
2023-08-22 01:15:00	ES	Futures	4841.01	4841.01	4839.09	4839.36	487.0
2023-08-22 01:20:00	ES	Futures	4839.36	4839.91	4839.09	4839.64	170.0
2023-08-22 01:25:00	ES	Futures	4839.91	4840.73	4839.36	4840.46	231.0
2023-08-22 01:30:00	ES	Futures	4840.46	4840.46	4837.44	4837.99	600.0
2023-08-22 01:35:00	ES	Futures	4837.99	4839.09	4837.71	4838.54	528.0
2023-08-22 01:40:00	ES	Futures	4838.81	4840.46	4838.26	4839.64	395.0
2023-08-22 01:45:00	ES	Futures	4839.64	4841.01	4839.36	4840.46	700.0
2023-08-22 01:50:00	ES	Futures	4840.46	4841.56	4839.91	4840.73	490.0
2023-08-22 01:55:00	ES	Futures	4840.73	4841.83	4840.46	4841.56	761.0
2023-08-22 02:00:00	ES	Futures	4841.56	4841.83	4839.64	4841.56	966.0
2023-08-22 02:05:00	ES	Futures	4841.56	4844.58	4841.28	4844.03	1247.0
2023-08-22 02:10:00	ES	Futures	4843.75	4846.22	4843.75	4846.22	992.0
2023-08-22 02:15:00	ES	Futures	4846.22	4847.87	4845.4	4847.87	1223.0
2023-08-22 02:20:00	ES	Futures	4847.87	4848.97	4847.05	4847.87	1208.0
2023-08-22 02:25:00	ES	Futures	4847.87	4847.87	4846.5	4847.32	574.0
2023-08-22 02:30:00	ES	Futures	4847.32	4847.87	4846.22	4846.77	716.0
2023-08-22 02:35:00	ES	Futures	4846.77	4847.05	4846.22	4847.05	545.0
2023-08-22 02:40:00	ES	Futures	4847.05	4848.42	4846.5	4847.87	484.0
2023-08-22 02:45:00	ES	Futures	4847.6	4847.87	4845.4	4846.22	529.0
2023-08-22 02:50:00	ES	Futures	4846.5	4847.87	4846.22	4847.32	277.0
2023-08-22 02:55:00	ES	Futures	4847.05	4848.42	4846.5	4848.15	553.0
2023-08-22 03:00:00	ES	Futures	4847.87	4849.79	4847.32	4849.52	3380.0
2023-08-22 03:05:00	ES	Futures	4849.52	4852.81	4849.52	4852.81	3028.0
2023-08-22 03:10:00	ES	Futures	4852.54	4853.64	4851.71	4852.26	2092.0
2023-08-22 03:15:00	ES	Futures	4852.26	4853.91	4851.99	4853.36	1868.0
2023-08-22 03:20:00	ES	Futures	4853.36	4855.56	4852.26	4852.81	2744.0
2023-08-22 03:25:00	ES	Futures	4852.81	4853.09	4846.77	4849.79	2977.0
2023-08-22 03:30:00	ES	Futures	4849.52	4853.64	4848.69	4853.36	1694.0
2023-08-22 03:35:00	ES	Futures	4853.64	4857.48	4853.36	4856.93	2048.0
2023-08-22 03:40:00	ES	Futures	4856.93	4858.58	4855.56	4858.3	2075.0
2023-08-22 03:45:00	ES	Futures	4858.3	4859.4	4856.38	4859.13	1897.0
2023-08-22 03:50:00	ES	Futures	4859.4	4859.95	4857.2	4857.75	2115.0
2023-08-22 03:55:00	ES	Futures	4857.75	4859.68	4857.48	4858.3	1375.0
2023-08-22 04:00:00	ES	Futures	4858.3	4860.77	4858.03	4860.22	2372.0
2023-08-22 04:05:00	ES	Futures	4860.5	4861.05	4858.58	4860.22	1889.0

> showing 50 of 18,910 rows — these rows as CSV

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