PREVIEW / futures_5min / 2023-01-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-06.parquet
  size:    327 KB
  rows:    16,111

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
2023-01-06 00:00:00	ES	Futures	4303.14	4303.14	4301.47	4301.75	440.0
2023-01-06 00:05:00	ES	Futures	4301.47	4302.31	4300.63	4300.91	358.0
2023-01-06 00:10:00	ES	Futures	4300.91	4301.75	4300.35	4300.63	478.0
2023-01-06 00:15:00	ES	Futures	4300.63	4301.19	4299.23	4299.51	666.0
2023-01-06 00:20:00	ES	Futures	4299.51	4300.07	4298.95	4298.95	544.0
2023-01-06 00:25:00	ES	Futures	4298.95	4298.95	4296.71	4296.99	1259.0
2023-01-06 00:30:00	ES	Futures	4296.99	4297.27	4295.32	4296.43	1027.0
2023-01-06 00:35:00	ES	Futures	4296.43	4296.99	4295.6	4296.71	556.0
2023-01-06 00:40:00	ES	Futures	4296.71	4297.55	4295.6	4296.15	551.0
2023-01-06 00:45:00	ES	Futures	4296.43	4296.71	4294.76	4295.04	740.0
2023-01-06 00:50:00	ES	Futures	4295.04	4295.88	4294.76	4294.76	766.0
2023-01-06 00:55:00	ES	Futures	4294.76	4296.43	4294.76	4296.15	712.0
2023-01-06 01:00:00	ES	Futures	4296.15	4297.83	4296.15	4296.71	944.0
2023-01-06 01:05:00	ES	Futures	4296.99	4297.27	4295.6	4296.99	655.0
2023-01-06 01:10:00	ES	Futures	4297.27	4298.67	4296.71	4298.67	419.0
2023-01-06 01:15:00	ES	Futures	4298.67	4298.67	4296.71	4296.71	405.0
2023-01-06 01:20:00	ES	Futures	4296.99	4297.55	4295.88	4295.88	377.0
2023-01-06 01:25:00	ES	Futures	4296.15	4296.15	4293.92	4294.2	1012.0
2023-01-06 01:30:00	ES	Futures	4294.2	4295.88	4293.92	4294.76	473.0
2023-01-06 01:35:00	ES	Futures	4295.04	4295.88	4294.76	4295.32	335.0
2023-01-06 01:40:00	ES	Futures	4295.6	4296.99	4295.32	4296.71	403.0
2023-01-06 01:45:00	ES	Futures	4296.43	4296.99	4296.15	4296.43	192.0
2023-01-06 01:50:00	ES	Futures	4296.43	4296.99	4295.88	4296.15	194.0
2023-01-06 01:55:00	ES	Futures	4296.15	4296.43	4294.76	4295.6	469.0
2023-01-06 02:00:00	ES	Futures	4295.6	4299.79	4295.6	4299.51	1102.0
2023-01-06 02:05:00	ES	Futures	4299.23	4300.35	4298.39	4298.39	743.0
2023-01-06 02:10:00	ES	Futures	4298.67	4299.79	4297.55	4298.39	446.0
2023-01-06 02:15:00	ES	Futures	4298.39	4298.67	4295.32	4295.6	595.0
2023-01-06 02:20:00	ES	Futures	4295.88	4295.88	4290.84	4291.68	2146.0
2023-01-06 02:25:00	ES	Futures	4291.4	4291.96	4290.0	4290.0	780.0
2023-01-06 02:30:00	ES	Futures	4290.0	4291.96	4289.72	4291.4	750.0
2023-01-06 02:35:00	ES	Futures	4291.68	4291.96	4289.44	4289.72	598.0
2023-01-06 02:40:00	ES	Futures	4289.72	4289.72	4287.77	4288.05	1178.0
2023-01-06 02:45:00	ES	Futures	4287.77	4289.72	4287.49	4288.05	816.0
2023-01-06 02:50:00	ES	Futures	4288.05	4289.72	4287.49	4288.33	895.0
2023-01-06 02:55:00	ES	Futures	4288.05	4288.05	4285.25	4285.81	1266.0
2023-01-06 03:00:00	ES	Futures	4286.09	4290.28	4285.25	4286.93	2128.0
2023-01-06 03:05:00	ES	Futures	4286.65	4287.49	4283.85	4284.13	1920.0
2023-01-06 03:10:00	ES	Futures	4284.41	4285.81	4283.01	4285.25	2062.0
2023-01-06 03:15:00	ES	Futures	4285.25	4291.4	4283.85	4290.28	3070.0
2023-01-06 03:20:00	ES	Futures	4290.28	4290.56	4286.37	4287.77	1656.0
2023-01-06 03:25:00	ES	Futures	4287.77	4289.44	4287.21	4288.05	673.0
2023-01-06 03:30:00	ES	Futures	4288.33	4290.0	4285.81	4286.93	1239.0
2023-01-06 03:35:00	ES	Futures	4287.21	4290.28	4287.21	4290.0	863.0
2023-01-06 03:40:00	ES	Futures	4290.28	4290.28	4286.37	4288.05	1290.0
2023-01-06 03:45:00	ES	Futures	4288.05	4288.88	4286.93	4287.49	1128.0
2023-01-06 03:50:00	ES	Futures	4287.21	4289.16	4286.93	4288.61	644.0
2023-01-06 03:55:00	ES	Futures	4288.61	4290.0	4288.33	4289.16	827.0
2023-01-06 04:00:00	ES	Futures	4289.16	4289.44	4285.53	4286.65	1228.0
2023-01-06 04:05:00	ES	Futures	4286.37	4287.21	4282.73	4284.41	1373.0

> showing 50 of 16,111 rows — these rows as CSV

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