PREVIEW / futures_5min / 2023-09-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-06.parquet
  size:    307 KB
  rows:    18,346

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
2023-09-06 00:00:00	ES	Futures	4938.19	4938.46	4937.91	4938.46	185.0
2023-09-06 00:05:00	ES	Futures	4938.46	4939.28	4938.46	4939.01	219.0
2023-09-06 00:10:00	ES	Futures	4939.28	4939.56	4939.01	4939.28	200.0
2023-09-06 00:15:00	ES	Futures	4939.01	4939.28	4938.73	4939.01	201.0
2023-09-06 00:20:00	ES	Futures	4938.73	4939.56	4938.73	4939.56	139.0
2023-09-06 00:25:00	ES	Futures	4939.56	4939.83	4939.01	4939.56	223.0
2023-09-06 00:30:00	ES	Futures	4939.56	4941.75	4939.56	4940.93	806.0
2023-09-06 00:35:00	ES	Futures	4940.66	4940.93	4939.83	4940.11	269.0
2023-09-06 00:40:00	ES	Futures	4940.11	4940.38	4939.83	4939.83	131.0
2023-09-06 00:45:00	ES	Futures	4940.11	4940.11	4939.28	4940.11	266.0
2023-09-06 00:50:00	ES	Futures	4939.83	4939.83	4939.01	4939.01	222.0
2023-09-06 00:55:00	ES	Futures	4939.28	4939.83	4938.73	4939.28	198.0
2023-09-06 01:00:00	ES	Futures	4939.56	4939.83	4939.01	4939.01	373.0
2023-09-06 01:05:00	ES	Futures	4939.28	4939.28	4936.26	4937.91	1470.0
2023-09-06 01:10:00	ES	Futures	4937.91	4939.83	4937.64	4939.56	794.0
2023-09-06 01:15:00	ES	Futures	4939.56	4939.56	4938.46	4939.01	328.0
2023-09-06 01:20:00	ES	Futures	4939.28	4939.56	4938.73	4939.56	191.0
2023-09-06 01:25:00	ES	Futures	4939.56	4939.56	4939.01	4939.56	268.0
2023-09-06 01:30:00	ES	Futures	4939.28	4940.66	4938.73	4940.38	367.0
2023-09-06 01:35:00	ES	Futures	4940.38	4941.48	4940.11	4941.48	992.0
2023-09-06 01:40:00	ES	Futures	4941.21	4941.21	4939.56	4939.83	429.0
2023-09-06 01:45:00	ES	Futures	4939.83	4940.38	4939.28	4940.11	628.0
2023-09-06 01:50:00	ES	Futures	4939.83	4940.38	4939.28	4940.11	241.0
2023-09-06 01:55:00	ES	Futures	4940.11	4942.3	4939.83	4941.75	927.0
2023-09-06 02:00:00	ES	Futures	4941.48	4941.75	4940.11	4940.11	663.0
2023-09-06 02:05:00	ES	Futures	4940.11	4940.66	4939.01	4940.38	458.0
2023-09-06 02:10:00	ES	Futures	4940.38	4940.38	4938.73	4939.28	509.0
2023-09-06 02:15:00	ES	Futures	4939.28	4939.83	4938.46	4938.46	738.0
2023-09-06 02:20:00	ES	Futures	4938.73	4939.28	4937.91	4938.19	636.0
2023-09-06 02:25:00	ES	Futures	4937.91	4939.01	4937.36	4938.46	581.0
2023-09-06 02:30:00	ES	Futures	4938.46	4939.28	4938.19	4939.01	550.0
2023-09-06 02:35:00	ES	Futures	4939.01	4939.28	4937.64	4938.19	621.0
2023-09-06 02:40:00	ES	Futures	4938.19	4938.19	4936.81	4937.36	558.0
2023-09-06 02:45:00	ES	Futures	4937.36	4938.19	4936.54	4937.09	697.0
2023-09-06 02:50:00	ES	Futures	4937.09	4937.64	4936.81	4937.64	431.0
2023-09-06 02:55:00	ES	Futures	4937.91	4938.19	4934.89	4936.54	1348.0
2023-09-06 03:00:00	ES	Futures	4936.54	4936.54	4933.52	4934.62	3676.0
2023-09-06 03:05:00	ES	Futures	4934.62	4935.44	4933.24	4933.52	1884.0
2023-09-06 03:10:00	ES	Futures	4933.79	4934.34	4932.42	4932.97	1863.0
2023-09-06 03:15:00	ES	Futures	4932.7	4932.7	4926.11	4928.58	7438.0
2023-09-06 03:20:00	ES	Futures	4928.3	4931.05	4928.03	4930.22	2430.0
2023-09-06 03:25:00	ES	Futures	4929.95	4932.42	4929.68	4931.6	2196.0
2023-09-06 03:30:00	ES	Futures	4931.6	4933.24	4930.5	4931.32	2189.0
2023-09-06 03:35:00	ES	Futures	4931.6	4935.17	4930.5	4932.97	2239.0
2023-09-06 03:40:00	ES	Futures	4932.97	4934.07	4932.15	4934.07	1496.0
2023-09-06 03:45:00	ES	Futures	4934.07	4934.62	4932.15	4933.24	1203.0
2023-09-06 03:50:00	ES	Futures	4932.97	4933.24	4930.77	4931.32	993.0
2023-09-06 03:55:00	ES	Futures	4931.05	4931.05	4929.4	4929.95	1397.0
2023-09-06 04:00:00	ES	Futures	4929.68	4932.7	4929.13	4932.15	1911.0
2023-09-06 04:05:00	ES	Futures	4932.15	4935.99	4932.15	4935.44	1918.0

> showing 50 of 18,346 rows — these rows as CSV

> unlock the full archive -- $79 one-time