PREVIEW / futures_5min / 2023-08-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-08-31.parquet
  size:    313 KB
  rows:    18,531

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
2023-08-31 00:00:00	ES	Futures	4971.68	4972.5	4971.4	4972.22	376.0
2023-08-31 00:05:00	ES	Futures	4972.22	4972.77	4971.68	4972.77	356.0
2023-08-31 00:10:00	ES	Futures	4972.77	4973.05	4972.5	4972.77	167.0
2023-08-31 00:15:00	ES	Futures	4972.77	4973.6	4972.5	4973.32	332.0
2023-08-31 00:20:00	ES	Futures	4973.32	4973.32	4972.77	4973.32	375.0
2023-08-31 00:25:00	ES	Futures	4973.05	4973.05	4972.5	4972.77	296.0
2023-08-31 00:30:00	ES	Futures	4972.77	4973.6	4972.77	4973.6	119.0
2023-08-31 00:35:00	ES	Futures	4973.32	4973.6	4972.5	4972.77	266.0
2023-08-31 00:40:00	ES	Futures	4973.05	4973.05	4971.95	4972.22	292.0
2023-08-31 00:45:00	ES	Futures	4971.95	4972.5	4971.95	4972.22	480.0
2023-08-31 00:50:00	ES	Futures	4972.22	4972.22	4971.4	4971.68	235.0
2023-08-31 00:55:00	ES	Futures	4971.68	4971.95	4971.4	4971.68	230.0
2023-08-31 01:00:00	ES	Futures	4971.4	4971.68	4970.58	4971.13	577.0
2023-08-31 01:05:00	ES	Futures	4971.4	4971.95	4971.13	4971.13	401.0
2023-08-31 01:10:00	ES	Futures	4971.13	4971.68	4970.85	4971.68	299.0
2023-08-31 01:15:00	ES	Futures	4971.4	4971.4	4970.03	4970.03	616.0
2023-08-31 01:20:00	ES	Futures	4970.3	4970.85	4967.83	4969.21	2081.0
2023-08-31 01:25:00	ES	Futures	4969.21	4969.48	4968.66	4968.93	540.0
2023-08-31 01:30:00	ES	Futures	4968.93	4969.48	4968.38	4968.93	634.0
2023-08-31 01:35:00	ES	Futures	4969.21	4970.03	4969.21	4969.48	450.0
2023-08-31 01:40:00	ES	Futures	4969.48	4969.75	4969.21	4969.75	347.0
2023-08-31 01:45:00	ES	Futures	4969.75	4971.4	4969.75	4971.4	534.0
2023-08-31 01:50:00	ES	Futures	4971.4	4971.4	4970.3	4971.13	349.0
2023-08-31 01:55:00	ES	Futures	4970.85	4972.22	4970.58	4971.68	734.0
2023-08-31 02:00:00	ES	Futures	4971.95	4972.5	4970.3	4970.58	2518.0
2023-08-31 02:05:00	ES	Futures	4970.58	4970.85	4969.21	4969.48	643.0
2023-08-31 02:10:00	ES	Futures	4969.48	4970.03	4968.38	4969.75	1071.0
2023-08-31 02:15:00	ES	Futures	4969.75	4971.68	4969.75	4971.4	596.0
2023-08-31 02:20:00	ES	Futures	4971.4	4972.22	4971.13	4971.4	534.0
2023-08-31 02:25:00	ES	Futures	4971.13	4971.68	4970.03	4970.3	574.0
2023-08-31 02:30:00	ES	Futures	4970.3	4971.13	4969.48	4971.13	398.0
2023-08-31 02:35:00	ES	Futures	4971.13	4971.68	4971.13	4971.68	174.0
2023-08-31 02:40:00	ES	Futures	4971.4	4971.68	4970.3	4970.3	376.0
2023-08-31 02:45:00	ES	Futures	4970.3	4971.68	4969.21	4971.4	953.0
2023-08-31 02:50:00	ES	Futures	4971.4	4971.4	4969.21	4969.21	430.0
2023-08-31 02:55:00	ES	Futures	4969.21	4969.75	4968.38	4968.93	797.0
2023-08-31 03:00:00	ES	Futures	4968.93	4973.32	4968.93	4969.75	4529.0
2023-08-31 03:05:00	ES	Futures	4969.75	4971.95	4967.83	4970.85	2592.0
2023-08-31 03:10:00	ES	Futures	4970.85	4970.85	4968.93	4969.48	1223.0
2023-08-31 03:15:00	ES	Futures	4969.48	4971.95	4968.38	4970.85	1753.0
2023-08-31 03:20:00	ES	Futures	4971.13	4971.4	4969.48	4970.85	1097.0
2023-08-31 03:25:00	ES	Futures	4970.58	4972.77	4970.58	4972.77	1470.0
2023-08-31 03:30:00	ES	Futures	4972.5	4974.42	4972.22	4973.6	2051.0
2023-08-31 03:35:00	ES	Futures	4973.6	4974.7	4973.32	4974.42	1699.0
2023-08-31 03:40:00	ES	Futures	4974.42	4974.7	4972.5	4973.32	1418.0
2023-08-31 03:45:00	ES	Futures	4973.6	4974.7	4973.6	4974.15	1265.0
2023-08-31 03:50:00	ES	Futures	4974.42	4974.7	4973.6	4974.7	1111.0
2023-08-31 03:55:00	ES	Futures	4974.7	4976.07	4973.87	4975.52	1538.0
2023-08-31 04:00:00	ES	Futures	4975.52	4975.52	4972.5	4973.05	2021.0
2023-08-31 04:05:00	ES	Futures	4973.32	4974.97	4973.05	4974.15	1377.0

> showing 50 of 18,531 rows — these rows as CSV

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