PREVIEW / futures_5min / 2023-08-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-25.parquet
  size:    273 KB
  rows:    15,432

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
2023-08-25 00:00:00	ES	Futures	4817.4	4818.22	4817.13	4817.95	310.0
2023-08-25 00:05:00	ES	Futures	4817.95	4818.5	4817.68	4818.22	205.0
2023-08-25 00:10:00	ES	Futures	4818.22	4818.77	4817.95	4817.95	257.0
2023-08-25 00:15:00	ES	Futures	4817.95	4818.5	4817.68	4818.22	241.0
2023-08-25 00:20:00	ES	Futures	4818.22	4818.22	4817.13	4817.13	265.0
2023-08-25 00:25:00	ES	Futures	4817.13	4818.77	4817.13	4818.5	291.0
2023-08-25 00:30:00	ES	Futures	4818.5	4819.6	4818.22	4818.77	537.0
2023-08-25 00:35:00	ES	Futures	4818.77	4819.05	4817.95	4818.22	303.0
2023-08-25 00:40:00	ES	Futures	4818.22	4818.22	4817.13	4817.4	230.0
2023-08-25 00:45:00	ES	Futures	4817.68	4817.95	4817.4	4817.68	189.0
2023-08-25 00:50:00	ES	Futures	4817.68	4817.68	4817.13	4817.4	156.0
2023-08-25 00:55:00	ES	Futures	4817.4	4817.95	4817.13	4817.13	280.0
2023-08-25 01:00:00	ES	Futures	4817.4	4818.5	4816.85	4818.22	681.0
2023-08-25 01:05:00	ES	Futures	4818.22	4818.22	4816.58	4816.58	379.0
2023-08-25 01:10:00	ES	Futures	4816.58	4818.22	4816.58	4817.95	356.0
2023-08-25 01:15:00	ES	Futures	4817.95	4818.5	4816.58	4816.85	618.0
2023-08-25 01:20:00	ES	Futures	4817.13	4817.13	4815.48	4815.75	504.0
2023-08-25 01:25:00	ES	Futures	4815.75	4816.3	4814.93	4815.48	324.0
2023-08-25 01:30:00	ES	Futures	4815.48	4815.75	4814.38	4814.66	417.0
2023-08-25 01:35:00	ES	Futures	4814.66	4816.58	4814.38	4816.03	697.0
2023-08-25 01:40:00	ES	Futures	4816.3	4816.58	4815.48	4815.75	582.0
2023-08-25 01:45:00	ES	Futures	4816.03	4816.03	4814.93	4814.93	531.0
2023-08-25 01:50:00	ES	Futures	4815.2	4821.52	4814.93	4819.87	2297.0
2023-08-25 01:55:00	ES	Futures	4819.87	4820.42	4817.68	4820.15	1093.0
2023-08-25 02:00:00	ES	Futures	4820.15	4821.24	4819.05	4820.15	1761.0
2023-08-25 02:05:00	ES	Futures	4820.15	4820.42	4817.95	4818.5	1195.0
2023-08-25 02:10:00	ES	Futures	4818.5	4819.87	4817.4	4819.87	569.0
2023-08-25 02:15:00	ES	Futures	4819.87	4820.69	4819.32	4819.32	551.0
2023-08-25 02:20:00	ES	Futures	4819.32	4819.6	4817.13	4817.68	735.0
2023-08-25 02:25:00	ES	Futures	4817.68	4818.22	4813.01	4813.56	2287.0
2023-08-25 02:30:00	ES	Futures	4813.56	4814.38	4811.64	4813.01	1362.0
2023-08-25 02:35:00	ES	Futures	4813.01	4813.01	4808.89	4809.71	2220.0
2023-08-25 02:40:00	ES	Futures	4809.71	4811.64	4809.44	4811.36	830.0
2023-08-25 02:45:00	ES	Futures	4811.36	4813.28	4811.09	4811.64	836.0
2023-08-25 02:50:00	ES	Futures	4811.91	4812.18	4811.09	4811.09	492.0
2023-08-25 02:55:00	ES	Futures	4810.81	4812.18	4809.99	4811.91	881.0
2023-08-25 03:00:00	ES	Futures	4812.18	4817.68	4812.18	4816.85	2538.0
2023-08-25 03:05:00	ES	Futures	4817.13	4821.24	4816.85	4820.69	2628.0
2023-08-25 03:10:00	ES	Futures	4820.69	4822.07	4819.32	4820.15	1856.0
2023-08-25 03:15:00	ES	Futures	4820.15	4822.89	4819.87	4820.97	2746.0
2023-08-25 03:20:00	ES	Futures	4820.97	4821.52	4819.87	4821.24	1501.0
2023-08-25 03:25:00	ES	Futures	4821.24	4823.44	4820.69	4822.62	1523.0
2023-08-25 03:30:00	ES	Futures	4822.34	4823.44	4821.24	4823.17	1698.0
2023-08-25 03:35:00	ES	Futures	4823.17	4824.54	4822.62	4823.17	1824.0
2023-08-25 03:40:00	ES	Futures	4823.17	4823.44	4820.69	4821.24	1497.0
2023-08-25 03:45:00	ES	Futures	4821.24	4822.07	4820.15	4820.69	1245.0
2023-08-25 03:50:00	ES	Futures	4820.69	4821.24	4819.87	4819.87	963.0
2023-08-25 03:55:00	ES	Futures	4819.87	4821.79	4819.32	4820.15	891.0
2023-08-25 04:00:00	ES	Futures	4820.42	4825.09	4820.42	4824.26	2129.0
2023-08-25 04:05:00	ES	Futures	4824.26	4825.36	4821.52	4823.17	2095.0

> showing 50 of 15,432 rows — these rows as CSV

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