PREVIEW / futures_5min / 2023-08-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-23.parquet
  size:    342 KB
  rows:    19,238

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
2023-08-23 00:00:00	ES	Futures	4843.75	4843.75	4842.93	4843.48	129.0
2023-08-23 00:05:00	ES	Futures	4843.48	4844.03	4843.2	4843.75	142.0
2023-08-23 00:10:00	ES	Futures	4843.75	4843.75	4842.11	4842.11	360.0
2023-08-23 00:15:00	ES	Futures	4842.38	4842.93	4841.83	4842.38	252.0
2023-08-23 00:20:00	ES	Futures	4842.11	4842.66	4841.83	4842.11	172.0
2023-08-23 00:25:00	ES	Futures	4841.83	4842.93	4841.28	4842.93	297.0
2023-08-23 00:30:00	ES	Futures	4842.93	4842.93	4842.38	4842.66	133.0
2023-08-23 00:35:00	ES	Futures	4842.66	4843.2	4842.66	4842.93	148.0
2023-08-23 00:40:00	ES	Futures	4842.93	4843.48	4842.66	4843.48	108.0
2023-08-23 00:45:00	ES	Futures	4843.48	4843.48	4842.66	4843.48	195.0
2023-08-23 00:50:00	ES	Futures	4843.48	4843.75	4843.2	4843.48	91.0
2023-08-23 00:55:00	ES	Futures	4843.48	4844.58	4843.48	4843.75	226.0
2023-08-23 01:00:00	ES	Futures	4843.75	4844.03	4842.93	4843.48	321.0
2023-08-23 01:05:00	ES	Futures	4843.75	4844.03	4842.93	4842.93	240.0
2023-08-23 01:10:00	ES	Futures	4843.2	4844.58	4843.2	4844.3	339.0
2023-08-23 01:15:00	ES	Futures	4844.58	4845.13	4844.58	4844.58	373.0
2023-08-23 01:20:00	ES	Futures	4844.58	4844.58	4842.66	4843.75	403.0
2023-08-23 01:25:00	ES	Futures	4843.48	4845.68	4843.2	4844.85	816.0
2023-08-23 01:30:00	ES	Futures	4844.85	4845.68	4844.85	4845.68	420.0
2023-08-23 01:35:00	ES	Futures	4845.68	4845.68	4844.58	4844.85	265.0
2023-08-23 01:40:00	ES	Futures	4844.85	4846.5	4844.85	4846.22	692.0
2023-08-23 01:45:00	ES	Futures	4846.5	4846.5	4845.68	4846.22	456.0
2023-08-23 01:50:00	ES	Futures	4846.22	4848.69	4845.95	4848.15	1016.0
2023-08-23 01:55:00	ES	Futures	4848.15	4848.69	4847.87	4847.87	670.0
2023-08-23 02:00:00	ES	Futures	4847.87	4848.42	4846.22	4846.77	1709.0
2023-08-23 02:05:00	ES	Futures	4846.77	4847.05	4845.13	4846.22	548.0
2023-08-23 02:10:00	ES	Futures	4846.22	4847.32	4845.68	4847.05	371.0
2023-08-23 02:15:00	ES	Futures	4847.05	4847.05	4846.22	4847.05	345.0
2023-08-23 02:20:00	ES	Futures	4847.05	4847.87	4847.05	4847.32	347.0
2023-08-23 02:25:00	ES	Futures	4847.32	4848.15	4846.77	4847.05	432.0
2023-08-23 02:30:00	ES	Futures	4847.05	4847.32	4845.13	4845.68	531.0
2023-08-23 02:35:00	ES	Futures	4845.4	4846.77	4845.4	4846.77	517.0
2023-08-23 02:40:00	ES	Futures	4846.77	4849.24	4846.77	4848.69	802.0
2023-08-23 02:45:00	ES	Futures	4848.69	4849.52	4847.87	4848.69	709.0
2023-08-23 02:50:00	ES	Futures	4848.69	4848.69	4847.05	4847.87	520.0
2023-08-23 02:55:00	ES	Futures	4847.87	4847.87	4846.22	4846.5	549.0
2023-08-23 03:00:00	ES	Futures	4846.77	4848.15	4846.5	4848.15	1948.0
2023-08-23 03:05:00	ES	Futures	4848.15	4851.17	4847.87	4851.17	2389.0
2023-08-23 03:10:00	ES	Futures	4850.89	4851.71	4850.34	4851.71	1433.0
2023-08-23 03:15:00	ES	Futures	4851.71	4852.81	4851.17	4852.26	1898.0
2023-08-23 03:20:00	ES	Futures	4852.26	4853.09	4851.17	4852.81	1427.0
2023-08-23 03:25:00	ES	Futures	4852.81	4856.11	4852.54	4854.73	2766.0
2023-08-23 03:30:00	ES	Futures	4854.73	4855.83	4850.62	4852.26	3655.0
2023-08-23 03:35:00	ES	Futures	4852.26	4852.81	4850.34	4850.89	1673.0
2023-08-23 03:40:00	ES	Futures	4850.89	4850.89	4847.05	4848.69	2214.0
2023-08-23 03:45:00	ES	Futures	4848.69	4853.36	4848.42	4852.26	1861.0
2023-08-23 03:50:00	ES	Futures	4852.26	4852.81	4849.52	4851.71	1416.0
2023-08-23 03:55:00	ES	Futures	4851.44	4851.71	4849.52	4849.52	613.0
2023-08-23 04:00:00	ES	Futures	4849.52	4851.99	4849.24	4851.17	1369.0
2023-08-23 04:05:00	ES	Futures	4851.17	4854.46	4850.62	4854.19	1652.0

> showing 50 of 19,238 rows — these rows as CSV

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