PREVIEW / futures_5min / 2023-01-10

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-10.parquet
  size:    332 KB
  rows:    19,530

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
2023-01-10 00:00:00	ES	Futures	4364.66	4365.22	4363.26	4364.94	379.0
2023-01-10 00:05:00	ES	Futures	4364.94	4367.17	4364.66	4366.9	492.0
2023-01-10 00:10:00	ES	Futures	4366.9	4366.9	4365.5	4366.62	242.0
2023-01-10 00:15:00	ES	Futures	4366.34	4367.45	4365.78	4367.17	439.0
2023-01-10 00:20:00	ES	Futures	4367.45	4368.57	4366.9	4367.73	568.0
2023-01-10 00:25:00	ES	Futures	4367.73	4369.41	4367.73	4368.85	778.0
2023-01-10 00:30:00	ES	Futures	4369.13	4369.69	4366.9	4367.73	706.0
2023-01-10 00:35:00	ES	Futures	4368.01	4369.13	4367.45	4369.13	203.0
2023-01-10 00:40:00	ES	Futures	4368.85	4371.09	4368.85	4369.97	742.0
2023-01-10 00:45:00	ES	Futures	4369.97	4370.81	4369.97	4370.53	302.0
2023-01-10 00:50:00	ES	Futures	4370.53	4370.81	4368.85	4369.13	542.0
2023-01-10 00:55:00	ES	Futures	4369.13	4370.81	4368.85	4370.25	788.0
2023-01-10 01:00:00	ES	Futures	4370.25	4372.77	4369.97	4372.77	1013.0
2023-01-10 01:05:00	ES	Futures	4372.49	4372.77	4371.09	4371.65	605.0
2023-01-10 01:10:00	ES	Futures	4371.65	4372.77	4371.09	4372.21	394.0
2023-01-10 01:15:00	ES	Futures	4372.21	4373.61	4371.65	4372.49	486.0
2023-01-10 01:20:00	ES	Futures	4372.49	4372.77	4371.37	4372.77	352.0
2023-01-10 01:25:00	ES	Futures	4372.49	4373.61	4371.65	4371.93	509.0
2023-01-10 01:30:00	ES	Futures	4372.21	4372.49	4369.41	4369.97	533.0
2023-01-10 01:35:00	ES	Futures	4369.97	4370.25	4369.41	4369.69	377.0
2023-01-10 01:40:00	ES	Futures	4369.41	4369.69	4368.29	4368.85	354.0
2023-01-10 01:45:00	ES	Futures	4368.57	4368.85	4367.45	4367.73	417.0
2023-01-10 01:50:00	ES	Futures	4367.45	4368.85	4367.45	4368.01	318.0
2023-01-10 01:55:00	ES	Futures	4368.01	4372.21	4367.73	4371.37	1091.0
2023-01-10 02:00:00	ES	Futures	4371.37	4373.61	4368.85	4369.41	1271.0
2023-01-10 02:05:00	ES	Futures	4369.13	4371.65	4368.57	4370.53	813.0
2023-01-10 02:10:00	ES	Futures	4370.81	4372.21	4367.73	4368.29	761.0
2023-01-10 02:15:00	ES	Futures	4368.01	4369.97	4367.45	4368.01	727.0
2023-01-10 02:20:00	ES	Futures	4368.29	4369.13	4366.34	4369.13	1085.0
2023-01-10 02:25:00	ES	Futures	4368.85	4369.41	4368.01	4368.01	744.0
2023-01-10 02:30:00	ES	Futures	4368.01	4370.25	4368.01	4370.25	852.0
2023-01-10 02:35:00	ES	Futures	4370.25	4371.65	4369.41	4370.25	854.0
2023-01-10 02:40:00	ES	Futures	4369.97	4372.49	4369.97	4371.65	613.0
2023-01-10 02:45:00	ES	Futures	4371.65	4372.77	4371.37	4371.65	626.0
2023-01-10 02:50:00	ES	Futures	4371.37	4371.37	4370.25	4370.81	649.0
2023-01-10 02:55:00	ES	Futures	4370.81	4370.81	4368.57	4369.69	602.0
2023-01-10 03:00:00	ES	Futures	4369.69	4372.77	4369.41	4371.37	2585.0
2023-01-10 03:05:00	ES	Futures	4371.65	4374.44	4370.25	4370.81	2559.0
2023-01-10 03:10:00	ES	Futures	4370.81	4371.09	4366.9	4368.29	2042.0
2023-01-10 03:15:00	ES	Futures	4368.29	4370.81	4368.01	4370.81	2262.0
2023-01-10 03:20:00	ES	Futures	4370.53	4376.68	4369.41	4375.84	2802.0
2023-01-10 03:25:00	ES	Futures	4375.84	4375.84	4372.77	4373.05	2066.0
2023-01-10 03:30:00	ES	Futures	4373.05	4379.48	4371.37	4376.96	4143.0
2023-01-10 03:35:00	ES	Futures	4376.68	4376.96	4373.61	4374.72	1580.0
2023-01-10 03:40:00	ES	Futures	4374.72	4375.56	4371.09	4371.93	1115.0
2023-01-10 03:45:00	ES	Futures	4371.93	4374.44	4371.37	4373.05	950.0
2023-01-10 03:50:00	ES	Futures	4373.33	4374.44	4372.21	4372.77	800.0
2023-01-10 03:55:00	ES	Futures	4372.77	4373.05	4369.97	4371.09	984.0
2023-01-10 04:00:00	ES	Futures	4371.09	4372.49	4367.17	4368.29	2374.0
2023-01-10 04:05:00	ES	Futures	4368.29	4370.81	4366.62	4369.13	2096.0

> showing 50 of 19,530 rows — these rows as CSV

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