PREVIEW / futures_5min / 2023-08-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-29.parquet
  size:    338 KB
  rows:    19,245

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
2023-08-29 00:00:00	ES	Futures	4880.54	4881.36	4880.54	4880.54	142.0
2023-08-29 00:05:00	ES	Futures	4880.81	4881.09	4880.26	4880.54	151.0
2023-08-29 00:10:00	ES	Futures	4880.26	4880.54	4879.99	4880.26	115.0
2023-08-29 00:15:00	ES	Futures	4880.26	4880.81	4880.26	4880.54	108.0
2023-08-29 00:20:00	ES	Futures	4880.26	4881.09	4880.26	4881.09	147.0
2023-08-29 00:25:00	ES	Futures	4881.09	4882.19	4881.09	4881.36	394.0
2023-08-29 00:30:00	ES	Futures	4881.36	4881.36	4881.09	4881.09	154.0
2023-08-29 00:35:00	ES	Futures	4881.09	4881.09	4880.26	4880.54	354.0
2023-08-29 00:40:00	ES	Futures	4880.54	4880.81	4879.99	4879.99	231.0
2023-08-29 00:45:00	ES	Futures	4879.99	4880.26	4879.71	4880.26	83.0
2023-08-29 00:50:00	ES	Futures	4879.99	4880.54	4879.99	4880.26	71.0
2023-08-29 00:55:00	ES	Futures	4879.99	4880.54	4879.99	4880.26	130.0
2023-08-29 01:00:00	ES	Futures	4880.26	4880.81	4879.99	4880.54	247.0
2023-08-29 01:05:00	ES	Futures	4880.54	4882.19	4880.26	4882.19	507.0
2023-08-29 01:10:00	ES	Futures	4881.91	4883.83	4881.91	4883.28	860.0
2023-08-29 01:15:00	ES	Futures	4883.28	4883.56	4882.73	4883.56	390.0
2023-08-29 01:20:00	ES	Futures	4883.56	4884.66	4883.28	4884.11	800.0
2023-08-29 01:25:00	ES	Futures	4883.83	4884.66	4883.83	4884.11	317.0
2023-08-29 01:30:00	ES	Futures	4884.11	4884.11	4883.28	4883.83	244.0
2023-08-29 01:35:00	ES	Futures	4884.11	4884.38	4883.83	4884.11	291.0
2023-08-29 01:40:00	ES	Futures	4884.11	4884.11	4883.28	4883.28	274.0
2023-08-29 01:45:00	ES	Futures	4883.56	4884.66	4883.28	4884.38	438.0
2023-08-29 01:50:00	ES	Futures	4884.38	4884.66	4883.83	4884.38	328.0
2023-08-29 01:55:00	ES	Futures	4884.11	4885.2	4883.56	4884.66	599.0
2023-08-29 02:00:00	ES	Futures	4884.66	4885.48	4884.11	4884.93	1347.0
2023-08-29 02:05:00	ES	Futures	4885.2	4886.03	4884.93	4885.2	848.0
2023-08-29 02:10:00	ES	Futures	4885.2	4885.75	4883.01	4883.56	587.0
2023-08-29 02:15:00	ES	Futures	4883.56	4884.66	4883.56	4883.83	415.0
2023-08-29 02:20:00	ES	Futures	4883.83	4884.38	4883.56	4883.56	284.0
2023-08-29 02:25:00	ES	Futures	4883.56	4883.83	4883.28	4883.83	431.0
2023-08-29 02:30:00	ES	Futures	4883.83	4884.93	4883.56	4884.38	460.0
2023-08-29 02:35:00	ES	Futures	4884.38	4886.03	4884.38	4884.93	451.0
2023-08-29 02:40:00	ES	Futures	4884.93	4887.13	4884.93	4885.75	1218.0
2023-08-29 02:45:00	ES	Futures	4885.48	4885.48	4884.11	4884.38	367.0
2023-08-29 02:50:00	ES	Futures	4884.11	4884.38	4882.19	4882.46	826.0
2023-08-29 02:55:00	ES	Futures	4882.46	4883.01	4881.91	4882.73	577.0
2023-08-29 03:00:00	ES	Futures	4883.01	4884.66	4882.19	4883.56	1844.0
2023-08-29 03:05:00	ES	Futures	4883.28	4884.38	4881.91	4883.83	943.0
2023-08-29 03:10:00	ES	Futures	4883.83	4883.83	4882.19	4882.73	1136.0
2023-08-29 03:15:00	ES	Futures	4882.73	4883.83	4882.46	4883.01	782.0
2023-08-29 03:20:00	ES	Futures	4883.28	4885.75	4882.73	4885.75	941.0
2023-08-29 03:25:00	ES	Futures	4885.75	4888.77	4885.48	4888.22	1514.0
2023-08-29 03:30:00	ES	Futures	4888.22	4890.97	4887.95	4889.05	2649.0
2023-08-29 03:35:00	ES	Futures	4888.77	4889.32	4887.68	4888.5	1530.0
2023-08-29 03:40:00	ES	Futures	4888.5	4888.5	4885.75	4886.3	1637.0
2023-08-29 03:45:00	ES	Futures	4886.58	4886.85	4884.66	4884.66	810.0
2023-08-29 03:50:00	ES	Futures	4884.93	4885.2	4876.15	4877.24	4324.0
2023-08-29 03:55:00	ES	Futures	4877.24	4877.52	4874.77	4875.87	3976.0
2023-08-29 04:00:00	ES	Futures	4875.6	4878.34	4874.77	4876.7	1953.0
2023-08-29 04:05:00	ES	Futures	4876.42	4878.07	4875.87	4876.97	1696.0

> showing 50 of 19,245 rows — these rows as CSV

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