PREVIEW / futures_5min / 2023-08-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-24.parquet
  size:    341 KB
  rows:    19,174

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
2023-08-24 00:00:00	ES	Futures	4916.22	4916.22	4914.85	4915.13	354.0
2023-08-24 00:05:00	ES	Futures	4915.4	4916.22	4915.4	4916.22	375.0
2023-08-24 00:10:00	ES	Futures	4916.22	4917.6	4915.95	4916.77	417.0
2023-08-24 00:15:00	ES	Futures	4916.5	4917.05	4915.95	4916.5	228.0
2023-08-24 00:20:00	ES	Futures	4916.5	4916.5	4915.95	4916.22	123.0
2023-08-24 00:25:00	ES	Futures	4916.22	4917.05	4916.22	4916.77	86.0
2023-08-24 00:30:00	ES	Futures	4916.77	4917.32	4915.4	4915.68	430.0
2023-08-24 00:35:00	ES	Futures	4915.4	4916.22	4915.4	4915.95	307.0
2023-08-24 00:40:00	ES	Futures	4916.22	4916.5	4915.68	4916.22	203.0
2023-08-24 00:45:00	ES	Futures	4916.22	4917.6	4916.22	4917.6	370.0
2023-08-24 00:50:00	ES	Futures	4917.6	4918.42	4917.32	4918.42	477.0
2023-08-24 00:55:00	ES	Futures	4918.42	4919.52	4917.87	4918.97	682.0
2023-08-24 01:00:00	ES	Futures	4919.24	4923.09	4918.7	4919.52	2039.0
2023-08-24 01:05:00	ES	Futures	4919.52	4919.79	4918.7	4919.24	682.0
2023-08-24 01:10:00	ES	Futures	4919.24	4919.52	4918.15	4918.42	374.0
2023-08-24 01:15:00	ES	Futures	4918.42	4918.97	4918.15	4918.7	245.0
2023-08-24 01:20:00	ES	Futures	4918.7	4920.07	4918.15	4919.79	524.0
2023-08-24 01:25:00	ES	Futures	4919.79	4920.62	4918.7	4920.07	731.0
2023-08-24 01:30:00	ES	Futures	4920.07	4921.99	4919.79	4921.71	702.0
2023-08-24 01:35:00	ES	Futures	4921.44	4921.71	4920.07	4920.34	383.0
2023-08-24 01:40:00	ES	Futures	4920.34	4920.62	4918.7	4918.97	739.0
2023-08-24 01:45:00	ES	Futures	4918.7	4919.79	4918.15	4919.24	717.0
2023-08-24 01:50:00	ES	Futures	4919.24	4919.79	4918.7	4919.24	651.0
2023-08-24 01:55:00	ES	Futures	4919.52	4921.71	4919.52	4920.62	904.0
2023-08-24 02:00:00	ES	Futures	4920.34	4920.89	4916.77	4917.05	1708.0
2023-08-24 02:05:00	ES	Futures	4916.77	4917.32	4914.85	4916.5	1218.0
2023-08-24 02:10:00	ES	Futures	4916.5	4917.6	4916.5	4917.05	768.0
2023-08-24 02:15:00	ES	Futures	4917.05	4917.87	4915.4	4915.95	732.0
2023-08-24 02:20:00	ES	Futures	4915.95	4917.32	4915.95	4916.77	406.0
2023-08-24 02:25:00	ES	Futures	4916.5	4917.87	4915.95	4915.95	601.0
2023-08-24 02:30:00	ES	Futures	4915.95	4917.32	4915.4	4915.95	1088.0
2023-08-24 02:35:00	ES	Futures	4915.95	4918.15	4915.68	4917.32	816.0
2023-08-24 02:40:00	ES	Futures	4917.6	4917.87	4916.77	4917.87	840.0
2023-08-24 02:45:00	ES	Futures	4917.6	4917.6	4916.5	4917.6	815.0
2023-08-24 02:50:00	ES	Futures	4917.32	4918.7	4917.05	4917.6	887.0
2023-08-24 02:55:00	ES	Futures	4917.6	4917.6	4915.4	4916.22	1123.0
2023-08-24 03:00:00	ES	Futures	4916.22	4922.54	4916.22	4922.26	4032.0
2023-08-24 03:05:00	ES	Futures	4922.26	4925.28	4920.34	4921.44	5871.0
2023-08-24 03:10:00	ES	Futures	4921.17	4921.44	4914.58	4915.68	4695.0
2023-08-24 03:15:00	ES	Futures	4915.95	4916.22	4909.36	4911.01	5434.0
2023-08-24 03:20:00	ES	Futures	4911.28	4916.5	4910.46	4916.5	3192.0
2023-08-24 03:25:00	ES	Futures	4916.77	4919.52	4915.4	4916.77	2904.0
2023-08-24 03:30:00	ES	Futures	4916.77	4917.05	4912.38	4913.21	2171.0
2023-08-24 03:35:00	ES	Futures	4912.93	4914.03	4911.83	4912.38	1548.0
2023-08-24 03:40:00	ES	Futures	4912.66	4915.68	4912.38	4914.58	2189.0
2023-08-24 03:45:00	ES	Futures	4914.58	4916.5	4912.93	4913.48	1373.0
2023-08-24 03:50:00	ES	Futures	4913.48	4913.75	4911.01	4911.56	1772.0
2023-08-24 03:55:00	ES	Futures	4911.56	4913.48	4911.56	4912.66	943.0
2023-08-24 04:00:00	ES	Futures	4912.66	4919.24	4911.83	4918.7	2169.0
2023-08-24 04:05:00	ES	Futures	4918.7	4919.52	4915.95	4916.22	1793.0

> showing 50 of 19,174 rows — these rows as CSV

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