PREVIEW / futures_5min / 2023-01-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-05.parquet
  size:    358 KB
  rows:    19,992

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
2023-01-05 00:00:00	ES	Futures	4331.39	4332.22	4331.11	4331.66	569.0
2023-01-05 00:05:00	ES	Futures	4331.66	4332.22	4330.83	4332.22	349.0
2023-01-05 00:10:00	ES	Futures	4332.22	4333.34	4331.94	4333.06	521.0
2023-01-05 00:15:00	ES	Futures	4333.34	4333.34	4330.83	4331.11	457.0
2023-01-05 00:20:00	ES	Futures	4331.11	4331.11	4329.43	4329.99	465.0
2023-01-05 00:25:00	ES	Futures	4329.99	4330.55	4328.87	4329.71	368.0
2023-01-05 00:30:00	ES	Futures	4329.71	4330.55	4329.15	4330.55	444.0
2023-01-05 00:35:00	ES	Futures	4330.55	4331.66	4330.27	4330.83	468.0
2023-01-05 00:40:00	ES	Futures	4330.83	4332.22	4330.83	4330.83	656.0
2023-01-05 00:45:00	ES	Futures	4330.83	4331.39	4329.99	4330.83	473.0
2023-01-05 00:50:00	ES	Futures	4330.55	4330.83	4329.15	4329.15	498.0
2023-01-05 00:55:00	ES	Futures	4329.43	4330.83	4329.43	4330.83	527.0
2023-01-05 01:00:00	ES	Futures	4330.83	4331.39	4327.75	4329.15	1231.0
2023-01-05 01:05:00	ES	Futures	4329.15	4331.66	4327.75	4331.11	1055.0
2023-01-05 01:10:00	ES	Futures	4331.11	4332.78	4329.71	4332.22	740.0
2023-01-05 01:15:00	ES	Futures	4332.22	4332.5	4330.27	4330.27	360.0
2023-01-05 01:20:00	ES	Futures	4330.55	4330.55	4329.43	4329.99	283.0
2023-01-05 01:25:00	ES	Futures	4329.99	4329.99	4328.59	4329.43	263.0
2023-01-05 01:30:00	ES	Futures	4328.87	4329.43	4328.03	4328.31	281.0
2023-01-05 01:35:00	ES	Futures	4328.03	4328.59	4327.19	4328.31	286.0
2023-01-05 01:40:00	ES	Futures	4328.31	4329.43	4328.31	4328.87	203.0
2023-01-05 01:45:00	ES	Futures	4328.59	4328.59	4326.91	4328.03	340.0
2023-01-05 01:50:00	ES	Futures	4327.75	4328.03	4322.72	4323.0	924.0
2023-01-05 01:55:00	ES	Futures	4323.0	4323.84	4321.04	4321.04	771.0
2023-01-05 02:00:00	ES	Futures	4321.04	4325.23	4321.04	4322.16	1423.0
2023-01-05 02:05:00	ES	Futures	4322.44	4323.28	4321.04	4322.72	720.0
2023-01-05 02:10:00	ES	Futures	4322.44	4323.28	4321.04	4323.28	646.0
2023-01-05 02:15:00	ES	Futures	4323.0	4324.39	4322.72	4323.28	465.0
2023-01-05 02:20:00	ES	Futures	4323.28	4325.51	4323.28	4324.12	576.0
2023-01-05 02:25:00	ES	Futures	4324.12	4324.39	4323.0	4323.56	458.0
2023-01-05 02:30:00	ES	Futures	4323.28	4325.51	4321.32	4322.16	988.0
2023-01-05 02:35:00	ES	Futures	4321.88	4324.39	4321.88	4323.84	605.0
2023-01-05 02:40:00	ES	Futures	4323.84	4324.95	4323.0	4323.28	585.0
2023-01-05 02:45:00	ES	Futures	4323.56	4323.56	4318.52	4318.52	1159.0
2023-01-05 02:50:00	ES	Futures	4318.8	4319.64	4317.13	4319.36	1408.0
2023-01-05 02:55:00	ES	Futures	4319.64	4319.92	4317.68	4319.64	714.0
2023-01-05 03:00:00	ES	Futures	4319.64	4323.28	4318.8	4321.6	2367.0
2023-01-05 03:05:00	ES	Futures	4321.88	4323.84	4320.2	4321.6	1678.0
2023-01-05 03:10:00	ES	Futures	4321.6	4324.39	4318.8	4323.84	1806.0
2023-01-05 03:15:00	ES	Futures	4323.84	4324.95	4321.32	4323.0	1219.0
2023-01-05 03:20:00	ES	Futures	4323.0	4323.56	4320.76	4323.0	1218.0
2023-01-05 03:25:00	ES	Futures	4322.44	4325.23	4321.6	4322.44	1264.0
2023-01-05 03:30:00	ES	Futures	4322.44	4324.67	4321.32	4322.16	948.0
2023-01-05 03:35:00	ES	Futures	4321.88	4322.16	4312.93	4315.45	3000.0
2023-01-05 03:40:00	ES	Futures	4315.45	4316.85	4313.77	4316.01	1666.0
2023-01-05 03:45:00	ES	Futures	4316.01	4320.2	4315.73	4318.24	1472.0
2023-01-05 03:50:00	ES	Futures	4318.52	4320.76	4317.96	4320.48	860.0
2023-01-05 03:55:00	ES	Futures	4320.48	4322.72	4318.52	4322.16	904.0
2023-01-05 04:00:00	ES	Futures	4322.44	4323.0	4319.64	4321.04	1267.0
2023-01-05 04:05:00	ES	Futures	4321.04	4322.16	4317.68	4317.96	1411.0

> showing 50 of 19,992 rows — these rows as CSV

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