PREVIEW / futures_5min / 2023-08-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-28.parquet
  size:    286 KB
  rows:    17,773

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
2023-08-28 00:00:00	ES	Futures	4848.69	4850.07	4848.69	4849.79	414.0
2023-08-28 00:05:00	ES	Futures	4849.52	4849.79	4848.97	4849.79	209.0
2023-08-28 00:10:00	ES	Futures	4850.07	4850.34	4849.52	4850.34	246.0
2023-08-28 00:15:00	ES	Futures	4850.34	4850.34	4849.79	4849.79	225.0
2023-08-28 00:20:00	ES	Futures	4849.79	4850.62	4849.79	4850.34	132.0
2023-08-28 00:25:00	ES	Futures	4850.62	4850.62	4849.79	4850.07	116.0
2023-08-28 00:30:00	ES	Futures	4850.07	4850.62	4850.07	4850.62	142.0
2023-08-28 00:35:00	ES	Futures	4850.62	4850.89	4850.07	4850.62	220.0
2023-08-28 00:40:00	ES	Futures	4850.89	4850.89	4849.52	4850.34	266.0
2023-08-28 00:45:00	ES	Futures	4850.34	4850.62	4850.34	4850.34	213.0
2023-08-28 00:50:00	ES	Futures	4850.34	4850.62	4850.34	4850.34	168.0
2023-08-28 00:55:00	ES	Futures	4850.07	4850.89	4849.79	4850.89	256.0
2023-08-28 01:00:00	ES	Futures	4850.62	4850.89	4848.97	4849.79	303.0
2023-08-28 01:05:00	ES	Futures	4850.07	4850.34	4849.24	4849.79	381.0
2023-08-28 01:10:00	ES	Futures	4849.79	4850.07	4848.97	4849.24	426.0
2023-08-28 01:15:00	ES	Futures	4849.24	4850.07	4848.97	4850.07	405.0
2023-08-28 01:20:00	ES	Futures	4850.07	4850.07	4849.52	4849.79	187.0
2023-08-28 01:25:00	ES	Futures	4849.79	4849.79	4848.97	4849.24	311.0
2023-08-28 01:30:00	ES	Futures	4849.24	4851.71	4849.24	4851.71	689.0
2023-08-28 01:35:00	ES	Futures	4851.71	4852.54	4851.44	4852.26	465.0
2023-08-28 01:40:00	ES	Futures	4852.26	4853.36	4852.26	4852.81	433.0
2023-08-28 01:45:00	ES	Futures	4852.81	4856.66	4852.26	4855.28	1962.0
2023-08-28 01:50:00	ES	Futures	4855.28	4855.28	4854.46	4854.46	467.0
2023-08-28 01:55:00	ES	Futures	4854.73	4856.66	4854.46	4856.38	683.0
2023-08-28 02:00:00	ES	Futures	4856.11	4856.93	4853.91	4856.11	1412.0
2023-08-28 02:05:00	ES	Futures	4856.11	4857.2	4855.83	4856.66	740.0
2023-08-28 02:10:00	ES	Futures	4856.66	4857.48	4856.11	4856.66	476.0
2023-08-28 02:15:00	ES	Futures	4856.66	4857.48	4856.11	4856.38	501.0
2023-08-28 02:20:00	ES	Futures	4856.66	4856.66	4855.56	4855.83	328.0
2023-08-28 02:25:00	ES	Futures	4855.83	4856.66	4855.56	4856.11	489.0
2023-08-28 02:30:00	ES	Futures	4856.38	4857.48	4856.38	4856.66	426.0
2023-08-28 02:35:00	ES	Futures	4856.66	4857.48	4856.38	4856.66	429.0
2023-08-28 02:40:00	ES	Futures	4856.66	4857.48	4856.66	4857.48	268.0
2023-08-28 02:45:00	ES	Futures	4857.48	4857.48	4855.56	4855.83	293.0
2023-08-28 02:50:00	ES	Futures	4855.56	4855.83	4853.91	4854.46	493.0
2023-08-28 02:55:00	ES	Futures	4854.46	4855.01	4853.91	4854.73	245.0
2023-08-28 03:00:00	ES	Futures	4854.73	4855.01	4852.26	4853.09	1795.0
2023-08-28 03:05:00	ES	Futures	4853.36	4856.38	4853.09	4855.83	1207.0
2023-08-28 03:10:00	ES	Futures	4856.11	4856.38	4853.36	4854.19	1022.0
2023-08-28 03:15:00	ES	Futures	4853.91	4856.11	4853.91	4855.56	1034.0
2023-08-28 03:20:00	ES	Futures	4855.83	4857.2	4854.73	4855.28	902.0
2023-08-28 03:25:00	ES	Futures	4855.28	4855.83	4853.91	4855.56	485.0
2023-08-28 03:30:00	ES	Futures	4855.56	4857.48	4855.28	4857.2	689.0
2023-08-28 03:35:00	ES	Futures	4856.93	4857.48	4855.01	4855.28	723.0
2023-08-28 03:40:00	ES	Futures	4855.01	4855.01	4850.89	4851.44	1327.0
2023-08-28 03:45:00	ES	Futures	4851.71	4852.81	4848.42	4852.26	1850.0
2023-08-28 03:50:00	ES	Futures	4852.26	4853.09	4851.17	4852.26	867.0
2023-08-28 03:55:00	ES	Futures	4852.54	4852.54	4850.62	4851.17	1018.0
2023-08-28 04:00:00	ES	Futures	4851.17	4853.09	4850.62	4851.99	1186.0
2023-08-28 04:05:00	ES	Futures	4851.99	4855.01	4851.44	4855.01	1197.0

> showing 50 of 17,773 rows — these rows as CSV

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