PREVIEW / futures_5min / 2023-01-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-08.parquet
  size:    82 KB
  rows:    3,988

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
2023-01-08 18:00:00	ES	Futures	4382.55	4388.7	4381.99	4387.03	3430.0
2023-01-08 18:05:00	ES	Futures	4387.03	4388.15	4385.35	4386.75	1093.0
2023-01-08 18:10:00	ES	Futures	4386.75	4389.82	4385.63	4389.26	1411.0
2023-01-08 18:15:00	ES	Futures	4389.26	4389.82	4387.31	4388.7	1107.0
2023-01-08 18:20:00	ES	Futures	4388.7	4388.7	4385.63	4385.91	804.0
2023-01-08 18:25:00	ES	Futures	4385.91	4386.19	4383.39	4384.79	919.0
2023-01-08 18:30:00	ES	Futures	4385.07	4389.26	4385.07	4387.87	1082.0
2023-01-08 18:35:00	ES	Futures	4387.87	4387.87	4385.63	4386.19	751.0
2023-01-08 18:40:00	ES	Futures	4386.19	4387.31	4385.63	4386.19	363.0
2023-01-08 18:45:00	ES	Futures	4386.47	4388.15	4386.19	4387.03	448.0
2023-01-08 18:50:00	ES	Futures	4386.75	4387.59	4385.91	4387.03	388.0
2023-01-08 18:55:00	ES	Futures	4386.75	4387.59	4386.19	4387.59	328.0
2023-01-08 19:00:00	ES	Futures	4387.31	4388.7	4386.19	4386.75	765.0
2023-01-08 19:05:00	ES	Futures	4386.75	4386.75	4383.95	4384.51	765.0
2023-01-08 19:10:00	ES	Futures	4384.79	4385.91	4383.95	4384.51	503.0
2023-01-08 19:15:00	ES	Futures	4384.79	4385.07	4383.39	4383.67	515.0
2023-01-08 19:20:00	ES	Futures	4383.67	4384.79	4383.39	4384.23	486.0
2023-01-08 19:25:00	ES	Futures	4383.95	4385.63	4383.95	4384.79	387.0
2023-01-08 19:30:00	ES	Futures	4384.79	4387.87	4384.51	4387.03	774.0
2023-01-08 19:35:00	ES	Futures	4386.75	4388.7	4386.75	4386.75	640.0
2023-01-08 19:40:00	ES	Futures	4386.75	4388.7	4386.75	4388.15	533.0
2023-01-08 19:45:00	ES	Futures	4388.15	4390.1	4387.31	4389.26	1174.0
2023-01-08 19:50:00	ES	Futures	4389.26	4391.78	4389.26	4391.22	1140.0
2023-01-08 19:55:00	ES	Futures	4390.94	4392.06	4390.1	4391.5	649.0
2023-01-08 20:00:00	ES	Futures	4391.5	4392.06	4389.26	4390.38	1007.0
2023-01-08 20:05:00	ES	Futures	4390.38	4392.06	4389.26	4389.54	824.0
2023-01-08 20:10:00	ES	Futures	4389.82	4390.1	4388.42	4389.54	658.0
2023-01-08 20:15:00	ES	Futures	4389.26	4390.66	4388.42	4388.42	926.0
2023-01-08 20:20:00	ES	Futures	4388.42	4389.54	4387.87	4388.15	488.0
2023-01-08 20:25:00	ES	Futures	4388.42	4388.7	4387.03	4387.31	470.0
2023-01-08 20:30:00	ES	Futures	4387.31	4388.7	4385.63	4385.63	984.0
2023-01-08 20:35:00	ES	Futures	4385.63	4387.59	4385.35	4385.91	755.0
2023-01-08 20:40:00	ES	Futures	4385.91	4387.59	4385.63	4387.03	363.0
2023-01-08 20:45:00	ES	Futures	4387.03	4387.87	4385.91	4387.87	629.0
2023-01-08 20:50:00	ES	Futures	4387.59	4388.42	4386.47	4387.03	705.0
2023-01-08 20:55:00	ES	Futures	4386.75	4387.31	4385.63	4385.91	634.0
2023-01-08 21:00:00	ES	Futures	4385.91	4387.31	4385.35	4385.91	541.0
2023-01-08 21:05:00	ES	Futures	4385.91	4387.59	4385.91	4387.03	463.0
2023-01-08 21:10:00	ES	Futures	4387.03	4388.15	4386.75	4388.15	399.0
2023-01-08 21:15:00	ES	Futures	4388.15	4388.7	4387.31	4387.31	644.0
2023-01-08 21:20:00	ES	Futures	4387.31	4388.7	4387.03	4388.42	600.0
2023-01-08 21:25:00	ES	Futures	4388.42	4388.7	4387.03	4387.59	569.0
2023-01-08 21:30:00	ES	Futures	4387.87	4388.7	4386.75	4388.7	689.0
2023-01-08 21:35:00	ES	Futures	4388.7	4390.38	4388.15	4388.7	963.0
2023-01-08 21:40:00	ES	Futures	4388.7	4388.98	4388.15	4388.42	422.0
2023-01-08 21:45:00	ES	Futures	4388.42	4389.26	4387.59	4388.7	729.0
2023-01-08 21:50:00	ES	Futures	4388.98	4389.54	4388.7	4389.54	518.0
2023-01-08 21:55:00	ES	Futures	4389.54	4389.82	4388.42	4389.26	409.0
2023-01-08 22:00:00	ES	Futures	4388.98	4389.54	4388.7	4389.26	198.0
2023-01-08 22:05:00	ES	Futures	4388.98	4388.98	4387.59	4387.59	388.0

> showing 50 of 3,988 rows — these rows as CSV

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