PREVIEW / futures_5min / 2023-08-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-27.parquet
  size:    67 KB
  rows:    3,513

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
2023-08-27 18:00:00	ES	Futures	4851.17	4857.48	4849.24	4857.48	1984.0
2023-08-27 18:05:00	ES	Futures	4857.2	4858.3	4856.11	4857.48	941.0
2023-08-27 18:10:00	ES	Futures	4857.75	4858.03	4856.11	4856.93	549.0
2023-08-27 18:15:00	ES	Futures	4856.93	4857.2	4855.01	4856.93	530.0
2023-08-27 18:20:00	ES	Futures	4856.93	4858.58	4856.66	4857.2	645.0
2023-08-27 18:25:00	ES	Futures	4857.2	4857.2	4855.83	4856.38	310.0
2023-08-27 18:30:00	ES	Futures	4856.11	4856.11	4854.46	4855.01	437.0
2023-08-27 18:35:00	ES	Futures	4855.01	4855.56	4854.46	4855.01	195.0
2023-08-27 18:40:00	ES	Futures	4855.01	4855.56	4853.64	4854.46	298.0
2023-08-27 18:45:00	ES	Futures	4854.19	4854.73	4853.64	4854.46	180.0
2023-08-27 18:50:00	ES	Futures	4854.46	4854.73	4854.19	4854.73	195.0
2023-08-27 18:55:00	ES	Futures	4855.01	4855.56	4854.19	4854.46	268.0
2023-08-27 19:00:00	ES	Futures	4854.73	4854.73	4852.81	4853.36	842.0
2023-08-27 19:05:00	ES	Futures	4853.36	4853.64	4853.09	4853.36	217.0
2023-08-27 19:10:00	ES	Futures	4853.36	4856.66	4853.09	4856.38	553.0
2023-08-27 19:15:00	ES	Futures	4856.11	4856.38	4854.73	4855.01	433.0
2023-08-27 19:20:00	ES	Futures	4855.01	4855.01	4853.91	4854.46	261.0
2023-08-27 19:25:00	ES	Futures	4854.46	4854.46	4853.91	4853.91	112.0
2023-08-27 19:30:00	ES	Futures	4854.19	4855.01	4853.91	4854.46	311.0
2023-08-27 19:35:00	ES	Futures	4854.46	4854.73	4854.46	4854.73	148.0
2023-08-27 19:40:00	ES	Futures	4855.01	4855.83	4855.01	4855.56	252.0
2023-08-27 19:45:00	ES	Futures	4855.56	4856.11	4854.19	4855.28	278.0
2023-08-27 19:50:00	ES	Futures	4855.01	4855.28	4854.46	4855.28	356.0
2023-08-27 19:55:00	ES	Futures	4855.28	4855.56	4854.73	4855.01	218.0
2023-08-27 20:00:00	ES	Futures	4855.01	4855.28	4850.34	4850.89	1632.0
2023-08-27 20:05:00	ES	Futures	4850.89	4851.99	4850.34	4851.17	947.0
2023-08-27 20:10:00	ES	Futures	4851.17	4851.71	4849.52	4850.07	936.0
2023-08-27 20:15:00	ES	Futures	4850.07	4850.89	4850.07	4850.34	564.0
2023-08-27 20:20:00	ES	Futures	4850.62	4850.62	4848.97	4849.52	750.0
2023-08-27 20:25:00	ES	Futures	4849.79	4850.07	4848.15	4848.97	625.0
2023-08-27 20:30:00	ES	Futures	4848.69	4848.97	4847.32	4848.15	811.0
2023-08-27 20:35:00	ES	Futures	4848.15	4848.97	4847.6	4848.69	516.0
2023-08-27 20:40:00	ES	Futures	4848.42	4849.52	4848.15	4849.24	480.0
2023-08-27 20:45:00	ES	Futures	4849.24	4850.62	4848.97	4850.07	852.0
2023-08-27 20:50:00	ES	Futures	4850.34	4850.62	4847.87	4847.87	727.0
2023-08-27 20:55:00	ES	Futures	4847.87	4849.79	4847.87	4848.97	452.0
2023-08-27 21:00:00	ES	Futures	4849.24	4852.54	4849.24	4851.71	1588.0
2023-08-27 21:05:00	ES	Futures	4851.71	4852.81	4851.17	4851.99	520.0
2023-08-27 21:10:00	ES	Futures	4852.26	4852.26	4850.34	4850.89	557.0
2023-08-27 21:15:00	ES	Futures	4850.62	4852.81	4850.34	4852.26	1106.0
2023-08-27 21:20:00	ES	Futures	4852.54	4855.56	4852.54	4854.73	1609.0
2023-08-27 21:25:00	ES	Futures	4854.73	4855.28	4853.91	4855.01	609.0
2023-08-27 21:30:00	ES	Futures	4855.01	4855.56	4851.44	4851.71	1542.0
2023-08-27 21:35:00	ES	Futures	4851.71	4853.91	4851.44	4853.64	947.0
2023-08-27 21:40:00	ES	Futures	4853.64	4854.19	4852.81	4853.36	671.0
2023-08-27 21:45:00	ES	Futures	4853.64	4854.46	4852.26	4852.26	629.0
2023-08-27 21:50:00	ES	Futures	4852.26	4853.36	4851.71	4853.09	435.0
2023-08-27 21:55:00	ES	Futures	4853.09	4853.64	4852.81	4853.09	485.0
2023-08-27 22:00:00	ES	Futures	4853.09	4853.91	4852.26	4853.36	430.0
2023-08-27 22:05:00	ES	Futures	4853.36	4854.19	4851.71	4851.71	653.0

> showing 50 of 3,513 rows — these rows as CSV

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