PREVIEW / futures_5min / 2023-01-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-03.parquet
  size:    388 KB
  rows:    19,804

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
2023-01-03 00:00:00	ES	Futures	4321.6	4323.56	4321.6	4323.28	316.0
2023-01-03 00:05:00	ES	Futures	4323.28	4323.84	4322.44	4323.0	346.0
2023-01-03 00:10:00	ES	Futures	4323.0	4326.35	4323.0	4325.23	1075.0
2023-01-03 00:15:00	ES	Futures	4325.23	4326.63	4323.84	4324.39	553.0
2023-01-03 00:20:00	ES	Futures	4324.12	4325.51	4323.28	4323.84	381.0
2023-01-03 00:25:00	ES	Futures	4323.84	4323.84	4322.16	4322.16	384.0
2023-01-03 00:30:00	ES	Futures	4322.44	4324.39	4322.44	4323.56	401.0
2023-01-03 00:35:00	ES	Futures	4323.84	4332.5	4323.28	4329.15	2733.0
2023-01-03 00:40:00	ES	Futures	4328.87	4331.66	4327.47	4330.55	1068.0
2023-01-03 00:45:00	ES	Futures	4330.83	4332.22	4329.71	4330.27	761.0
2023-01-03 00:50:00	ES	Futures	4330.27	4330.55	4328.59	4328.87	505.0
2023-01-03 00:55:00	ES	Futures	4328.87	4330.55	4328.87	4329.99	274.0
2023-01-03 01:00:00	ES	Futures	4329.99	4329.99	4327.47	4328.31	465.0
2023-01-03 01:05:00	ES	Futures	4328.59	4329.43	4326.91	4329.15	433.0
2023-01-03 01:10:00	ES	Futures	4328.87	4329.99	4328.03	4329.43	521.0
2023-01-03 01:15:00	ES	Futures	4329.43	4330.55	4329.43	4329.99	550.0
2023-01-03 01:20:00	ES	Futures	4330.27	4331.39	4328.87	4331.39	654.0
2023-01-03 01:25:00	ES	Futures	4331.39	4332.78	4330.27	4331.66	641.0
2023-01-03 01:30:00	ES	Futures	4331.94	4333.06	4330.83	4331.11	760.0
2023-01-03 01:35:00	ES	Futures	4331.11	4331.66	4325.23	4325.79	1153.0
2023-01-03 01:40:00	ES	Futures	4325.79	4327.19	4325.23	4325.51	529.0
2023-01-03 01:45:00	ES	Futures	4325.51	4326.35	4324.12	4325.23	687.0
2023-01-03 01:50:00	ES	Futures	4325.23	4326.07	4324.67	4325.51	475.0
2023-01-03 01:55:00	ES	Futures	4325.23	4328.87	4325.23	4328.87	759.0
2023-01-03 02:00:00	ES	Futures	4328.59	4331.39	4325.51	4325.79	2059.0
2023-01-03 02:05:00	ES	Futures	4326.07	4326.07	4323.56	4324.67	868.0
2023-01-03 02:10:00	ES	Futures	4324.67	4326.35	4323.56	4325.79	506.0
2023-01-03 02:15:00	ES	Futures	4326.07	4328.59	4325.79	4327.75	636.0
2023-01-03 02:20:00	ES	Futures	4327.75	4327.75	4325.23	4325.79	615.0
2023-01-03 02:25:00	ES	Futures	4325.79	4330.27	4325.79	4329.99	943.0
2023-01-03 02:30:00	ES	Futures	4329.99	4332.5	4329.43	4331.66	983.0
2023-01-03 02:35:00	ES	Futures	4331.66	4332.5	4329.99	4330.83	817.0
2023-01-03 02:40:00	ES	Futures	4331.11	4336.7	4329.43	4335.3	3138.0
2023-01-03 02:45:00	ES	Futures	4335.3	4337.26	4333.9	4335.86	1456.0
2023-01-03 02:50:00	ES	Futures	4335.58	4337.54	4333.9	4336.7	1455.0
2023-01-03 02:55:00	ES	Futures	4336.7	4341.73	4335.58	4341.45	2857.0
2023-01-03 03:00:00	ES	Futures	4341.17	4349.0	4340.61	4343.69	7168.0
2023-01-03 03:05:00	ES	Futures	4343.41	4345.37	4339.77	4341.17	2600.0
2023-01-03 03:10:00	ES	Futures	4341.45	4342.85	4336.7	4337.26	2800.0
2023-01-03 03:15:00	ES	Futures	4337.26	4342.29	4336.98	4341.73	2368.0
2023-01-03 03:20:00	ES	Futures	4341.73	4344.25	4341.17	4343.97	2784.0
2023-01-03 03:25:00	ES	Futures	4344.25	4347.88	4342.57	4347.32	2956.0
2023-01-03 03:30:00	ES	Futures	4347.32	4348.44	4345.37	4347.88	2608.0
2023-01-03 03:35:00	ES	Futures	4347.88	4357.95	4345.65	4354.87	5540.0
2023-01-03 03:40:00	ES	Futures	4354.87	4356.27	4352.36	4354.31	2877.0
2023-01-03 03:45:00	ES	Futures	4354.31	4357.67	4354.03	4356.83	2325.0
2023-01-03 03:50:00	ES	Futures	4356.83	4358.51	4355.15	4356.55	2182.0
2023-01-03 03:55:00	ES	Futures	4356.27	4357.95	4354.87	4356.55	2419.0
2023-01-03 04:00:00	ES	Futures	4356.55	4364.66	4355.71	4364.66	5158.0
2023-01-03 04:05:00	ES	Futures	4364.66	4365.22	4357.67	4359.35	4084.0

> showing 50 of 19,804 rows — these rows as CSV

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