PREVIEW / futures_5min / 2023-01-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-04.parquet
  size:    367 KB
  rows:    20,283

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
2023-01-04 00:00:00	ES	Futures	4309.58	4310.97	4309.02	4309.86	1020.0
2023-01-04 00:05:00	ES	Futures	4310.14	4310.41	4309.02	4310.41	454.0
2023-01-04 00:10:00	ES	Futures	4310.41	4310.41	4308.74	4309.3	466.0
2023-01-04 00:15:00	ES	Futures	4309.02	4309.86	4307.9	4308.18	574.0
2023-01-04 00:20:00	ES	Futures	4308.18	4308.74	4307.06	4307.34	458.0
2023-01-04 00:25:00	ES	Futures	4307.34	4307.34	4305.94	4306.22	516.0
2023-01-04 00:30:00	ES	Futures	4306.22	4306.78	4305.66	4306.5	377.0
2023-01-04 00:35:00	ES	Futures	4306.5	4307.62	4306.5	4306.5	354.0
2023-01-04 00:40:00	ES	Futures	4306.5	4307.06	4304.82	4305.1	344.0
2023-01-04 00:45:00	ES	Futures	4305.38	4307.9	4305.1	4307.9	432.0
2023-01-04 00:50:00	ES	Futures	4307.9	4309.3	4307.06	4309.02	582.0
2023-01-04 00:55:00	ES	Futures	4309.02	4309.02	4307.9	4308.18	329.0
2023-01-04 01:00:00	ES	Futures	4308.18	4309.02	4307.34	4307.9	698.0
2023-01-04 01:05:00	ES	Futures	4307.62	4310.41	4306.5	4310.41	633.0
2023-01-04 01:10:00	ES	Futures	4310.41	4310.69	4308.46	4308.74	443.0
2023-01-04 01:15:00	ES	Futures	4308.74	4309.3	4307.9	4308.18	349.0
2023-01-04 01:20:00	ES	Futures	4308.18	4309.58	4307.9	4309.02	302.0
2023-01-04 01:25:00	ES	Futures	4308.46	4308.74	4307.9	4307.9	351.0
2023-01-04 01:30:00	ES	Futures	4308.18	4308.18	4306.78	4307.62	256.0
2023-01-04 01:35:00	ES	Futures	4307.62	4308.18	4305.38	4305.38	414.0
2023-01-04 01:40:00	ES	Futures	4305.38	4305.66	4302.87	4305.1	596.0
2023-01-04 01:45:00	ES	Futures	4304.82	4305.94	4304.82	4305.1	341.0
2023-01-04 01:50:00	ES	Futures	4304.82	4308.74	4304.82	4307.9	740.0
2023-01-04 01:55:00	ES	Futures	4308.18	4310.41	4307.9	4309.58	575.0
2023-01-04 02:00:00	ES	Futures	4309.58	4310.97	4309.02	4309.86	1196.0
2023-01-04 02:05:00	ES	Futures	4309.86	4310.14	4308.18	4309.02	626.0
2023-01-04 02:10:00	ES	Futures	4309.02	4309.86	4308.74	4309.3	333.0
2023-01-04 02:15:00	ES	Futures	4309.3	4310.97	4309.02	4310.69	515.0
2023-01-04 02:20:00	ES	Futures	4310.41	4310.97	4309.3	4309.3	401.0
2023-01-04 02:25:00	ES	Futures	4309.3	4310.97	4309.02	4310.69	771.0
2023-01-04 02:30:00	ES	Futures	4310.69	4310.97	4309.86	4310.69	732.0
2023-01-04 02:35:00	ES	Futures	4310.41	4311.53	4309.02	4311.25	1822.0
2023-01-04 02:40:00	ES	Futures	4310.97	4311.53	4310.41	4311.53	1211.0
2023-01-04 02:45:00	ES	Futures	4311.53	4314.89	4311.25	4314.61	3210.0
2023-01-04 02:50:00	ES	Futures	4314.33	4314.89	4312.37	4313.49	916.0
2023-01-04 02:55:00	ES	Futures	4313.21	4314.89	4313.21	4314.05	1943.0
2023-01-04 03:00:00	ES	Futures	4314.05	4315.73	4313.21	4315.73	3743.0
2023-01-04 03:05:00	ES	Futures	4315.45	4315.73	4314.33	4315.45	2583.0
2023-01-04 03:10:00	ES	Futures	4315.73	4317.13	4315.45	4316.85	4369.0
2023-01-04 03:15:00	ES	Futures	4316.85	4317.13	4315.17	4316.85	4015.0
2023-01-04 03:20:00	ES	Futures	4316.85	4323.84	4316.29	4323.56	5864.0
2023-01-04 03:25:00	ES	Futures	4323.56	4324.12	4322.16	4323.84	3145.0
2023-01-04 03:30:00	ES	Futures	4323.84	4324.12	4321.6	4321.88	3581.0
2023-01-04 03:35:00	ES	Futures	4321.88	4323.0	4320.48	4322.16	1840.0
2023-01-04 03:40:00	ES	Futures	4322.16	4323.28	4320.76	4321.32	1849.0
2023-01-04 03:45:00	ES	Futures	4321.32	4323.28	4320.48	4320.76	1194.0
2023-01-04 03:50:00	ES	Futures	4320.48	4321.04	4318.8	4320.48	1466.0
2023-01-04 03:55:00	ES	Futures	4320.2	4322.16	4318.24	4318.24	1421.0
2023-01-04 04:00:00	ES	Futures	4318.52	4319.64	4315.73	4317.68	2463.0
2023-01-04 04:05:00	ES	Futures	4317.96	4319.08	4314.61	4314.61	2260.0

> showing 50 of 20,283 rows — these rows as CSV

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