PREVIEW / futures_5min / 2023-01-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-09.parquet
  size:    360 KB
  rows:    20,263

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
2023-01-09 00:00:00	ES	Futures	4395.14	4395.69	4394.58	4394.58	405.0
2023-01-09 00:05:00	ES	Futures	4394.86	4395.14	4394.02	4394.3	433.0
2023-01-09 00:10:00	ES	Futures	4394.02	4395.14	4393.46	4393.46	444.0
2023-01-09 00:15:00	ES	Futures	4393.74	4394.02	4392.34	4392.9	535.0
2023-01-09 00:20:00	ES	Futures	4392.62	4394.3	4392.34	4393.74	459.0
2023-01-09 00:25:00	ES	Futures	4393.74	4395.42	4393.74	4394.58	627.0
2023-01-09 00:30:00	ES	Futures	4394.3	4395.14	4392.9	4394.3	453.0
2023-01-09 00:35:00	ES	Futures	4394.3	4395.42	4392.9	4393.18	448.0
2023-01-09 00:40:00	ES	Futures	4393.18	4394.02	4392.34	4393.74	466.0
2023-01-09 00:45:00	ES	Futures	4393.74	4394.3	4392.62	4393.18	309.0
2023-01-09 00:50:00	ES	Futures	4393.18	4394.58	4392.9	4394.3	337.0
2023-01-09 00:55:00	ES	Futures	4394.58	4394.58	4393.46	4393.74	222.0
2023-01-09 01:00:00	ES	Futures	4393.74	4394.02	4392.62	4393.46	459.0
2023-01-09 01:05:00	ES	Futures	4393.18	4393.18	4392.06	4392.9	320.0
2023-01-09 01:10:00	ES	Futures	4392.9	4392.9	4391.22	4391.78	488.0
2023-01-09 01:15:00	ES	Futures	4391.78	4394.58	4391.78	4393.74	464.0
2023-01-09 01:20:00	ES	Futures	4393.74	4393.74	4392.62	4393.46	211.0
2023-01-09 01:25:00	ES	Futures	4393.74	4393.74	4393.18	4393.46	290.0
2023-01-09 01:30:00	ES	Futures	4393.18	4393.18	4390.66	4391.78	764.0
2023-01-09 01:35:00	ES	Futures	4391.5	4392.62	4391.5	4392.62	310.0
2023-01-09 01:40:00	ES	Futures	4392.9	4393.18	4392.34	4392.34	203.0
2023-01-09 01:45:00	ES	Futures	4392.06	4392.62	4391.78	4392.06	225.0
2023-01-09 01:50:00	ES	Futures	4392.06	4392.34	4391.22	4392.06	238.0
2023-01-09 01:55:00	ES	Futures	4392.06	4393.18	4391.5	4392.06	319.0
2023-01-09 02:00:00	ES	Futures	4392.06	4392.34	4388.7	4388.98	1318.0
2023-01-09 02:05:00	ES	Futures	4388.7	4390.94	4387.87	4389.82	1132.0
2023-01-09 02:10:00	ES	Futures	4390.1	4390.66	4387.03	4390.38	1093.0
2023-01-09 02:15:00	ES	Futures	4390.38	4391.78	4390.1	4391.22	727.0
2023-01-09 02:20:00	ES	Futures	4391.22	4392.62	4389.54	4390.1	699.0
2023-01-09 02:25:00	ES	Futures	4390.1	4391.5	4387.87	4387.87	825.0
2023-01-09 02:30:00	ES	Futures	4388.15	4390.66	4386.75	4387.87	1933.0
2023-01-09 02:35:00	ES	Futures	4387.59	4387.59	4384.23	4384.79	1134.0
2023-01-09 02:40:00	ES	Futures	4384.51	4385.63	4383.11	4385.07	1339.0
2023-01-09 02:45:00	ES	Futures	4385.07	4385.35	4382.83	4383.39	1059.0
2023-01-09 02:50:00	ES	Futures	4383.39	4384.23	4382.83	4383.95	759.0
2023-01-09 02:55:00	ES	Futures	4383.95	4384.51	4381.43	4383.67	1258.0
2023-01-09 03:00:00	ES	Futures	4383.39	4384.79	4380.32	4383.39	3475.0
2023-01-09 03:05:00	ES	Futures	4383.11	4385.07	4381.43	4384.23	1883.0
2023-01-09 03:10:00	ES	Futures	4383.95	4386.19	4382.55	4383.39	1973.0
2023-01-09 03:15:00	ES	Futures	4383.67	4386.19	4381.99	4384.79	1848.0
2023-01-09 03:20:00	ES	Futures	4384.79	4387.03	4384.79	4386.19	1672.0
2023-01-09 03:25:00	ES	Futures	4386.19	4387.31	4383.95	4386.75	1409.0
2023-01-09 03:30:00	ES	Futures	4386.75	4387.59	4382.83	4383.39	1589.0
2023-01-09 03:35:00	ES	Futures	4383.39	4384.51	4381.71	4382.83	1549.0
2023-01-09 03:40:00	ES	Futures	4382.83	4385.35	4380.6	4385.35	1760.0
2023-01-09 03:45:00	ES	Futures	4385.35	4387.03	4383.39	4385.63	1424.0
2023-01-09 03:50:00	ES	Futures	4385.63	4385.63	4383.11	4384.79	1040.0
2023-01-09 03:55:00	ES	Futures	4384.79	4385.63	4383.67	4383.67	1043.0
2023-01-09 04:00:00	ES	Futures	4383.95	4388.42	4383.39	4388.15	1599.0
2023-01-09 04:05:00	ES	Futures	4388.15	4389.82	4386.75	4387.31	1661.0

> showing 50 of 20,263 rows — these rows as CSV

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