PREVIEW / futures_5min / 2023-01-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-02.parquet
  size:    130 KB
  rows:    6,394

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
2023-01-02 18:00:00	ES	Futures	4356.27	4361.86	4343.13	4343.69	6592.0
2023-01-02 18:05:00	ES	Futures	4343.69	4350.96	4343.41	4345.09	2956.0
2023-01-02 18:10:00	ES	Futures	4345.09	4345.65	4334.74	4335.58	3392.0
2023-01-02 18:15:00	ES	Futures	4335.58	4336.42	4331.39	4333.06	2420.0
2023-01-02 18:20:00	ES	Futures	4332.78	4334.74	4329.43	4331.39	1563.0
2023-01-02 18:25:00	ES	Futures	4331.66	4333.06	4329.71	4329.71	1014.0
2023-01-02 18:30:00	ES	Futures	4329.71	4330.83	4328.03	4329.15	1531.0
2023-01-02 18:35:00	ES	Futures	4329.15	4329.99	4327.75	4329.43	1128.0
2023-01-02 18:40:00	ES	Futures	4329.71	4330.55	4329.15	4329.71	1364.0
2023-01-02 18:45:00	ES	Futures	4329.43	4329.99	4326.91	4327.75	1069.0
2023-01-02 18:50:00	ES	Futures	4328.03	4328.87	4326.91	4327.75	869.0
2023-01-02 18:55:00	ES	Futures	4327.75	4330.27	4327.75	4329.99	1122.0
2023-01-02 19:00:00	ES	Futures	4329.71	4330.27	4327.19	4327.47	1210.0
2023-01-02 19:05:00	ES	Futures	4327.75	4328.59	4327.19	4328.03	750.0
2023-01-02 19:10:00	ES	Futures	4327.75	4327.75	4320.48	4322.44	3552.0
2023-01-02 19:15:00	ES	Futures	4322.44	4323.84	4320.76	4323.56	1704.0
2023-01-02 19:20:00	ES	Futures	4323.28	4324.67	4322.72	4323.56	1108.0
2023-01-02 19:25:00	ES	Futures	4323.56	4323.56	4320.76	4321.04	1448.0
2023-01-02 19:30:00	ES	Futures	4321.32	4323.84	4321.04	4323.84	1486.0
2023-01-02 19:35:00	ES	Futures	4323.56	4324.67	4322.72	4323.28	1114.0
2023-01-02 19:40:00	ES	Futures	4323.28	4323.84	4321.04	4321.6	974.0
2023-01-02 19:45:00	ES	Futures	4321.32	4322.72	4319.64	4321.04	1447.0
2023-01-02 19:50:00	ES	Futures	4321.04	4321.32	4314.89	4316.85	2023.0
2023-01-02 19:55:00	ES	Futures	4317.13	4317.4	4312.65	4313.49	2378.0
2023-01-02 20:00:00	ES	Futures	4313.21	4313.77	4307.06	4309.02	4634.0
2023-01-02 20:05:00	ES	Futures	4308.74	4309.02	4302.03	4305.1	3375.0
2023-01-02 20:10:00	ES	Futures	4305.1	4307.34	4303.42	4305.38	1930.0
2023-01-02 20:15:00	ES	Futures	4305.66	4307.9	4304.26	4305.66	1642.0
2023-01-02 20:20:00	ES	Futures	4305.66	4305.66	4298.39	4299.51	3170.0
2023-01-02 20:25:00	ES	Futures	4299.79	4300.35	4297.83	4298.95	1767.0
2023-01-02 20:30:00	ES	Futures	4298.67	4302.87	4297.83	4301.47	2000.0
2023-01-02 20:35:00	ES	Futures	4301.47	4302.59	4299.79	4301.75	1595.0
2023-01-02 20:40:00	ES	Futures	4301.47	4305.1	4300.91	4305.1	1718.0
2023-01-02 20:45:00	ES	Futures	4305.1	4306.5	4303.42	4305.38	1544.0
2023-01-02 20:50:00	ES	Futures	4305.66	4305.94	4302.31	4305.66	1388.0
2023-01-02 20:55:00	ES	Futures	4305.66	4310.69	4304.54	4309.58	2066.0
2023-01-02 21:00:00	ES	Futures	4309.86	4310.97	4306.78	4310.69	1441.0
2023-01-02 21:05:00	ES	Futures	4310.41	4310.97	4308.46	4309.58	607.0
2023-01-02 21:10:00	ES	Futures	4309.58	4312.65	4308.74	4309.3	1272.0
2023-01-02 21:15:00	ES	Futures	4309.3	4310.97	4306.78	4310.69	1326.0
2023-01-02 21:20:00	ES	Futures	4310.69	4313.77	4310.41	4313.21	1033.0
2023-01-02 21:25:00	ES	Futures	4312.93	4314.05	4311.81	4312.93	772.0
2023-01-02 21:30:00	ES	Futures	4312.93	4314.89	4311.53	4314.33	1352.0
2023-01-02 21:35:00	ES	Futures	4314.05	4319.08	4313.77	4318.24	2048.0
2023-01-02 21:40:00	ES	Futures	4317.96	4320.76	4316.85	4320.2	1754.0
2023-01-02 21:45:00	ES	Futures	4320.2	4321.04	4317.4	4318.52	974.0
2023-01-02 21:50:00	ES	Futures	4318.52	4321.04	4318.52	4319.08	941.0
2023-01-02 21:55:00	ES	Futures	4319.36	4319.36	4317.13	4318.8	741.0
2023-01-02 22:00:00	ES	Futures	4318.52	4320.48	4316.57	4318.8	1319.0
2023-01-02 22:05:00	ES	Futures	4318.52	4320.48	4317.96	4318.52	754.0

> showing 50 of 6,394 rows — these rows as CSV

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