PREVIEW / futures_5min / 2023-01-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-11.parquet
  size:    347 KB
  rows:    19,733

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
2023-01-11 00:00:00	ES	Futures	4409.4	4409.67	4408.0	4408.0	224.0
2023-01-11 00:05:00	ES	Futures	4408.28	4409.4	4407.72	4408.84	234.0
2023-01-11 00:10:00	ES	Futures	4409.12	4409.95	4409.12	4409.67	158.0
2023-01-11 00:15:00	ES	Futures	4409.67	4409.67	4409.12	4409.67	205.0
2023-01-11 00:20:00	ES	Futures	4409.4	4409.95	4408.84	4409.12	148.0
2023-01-11 00:25:00	ES	Futures	4409.4	4409.95	4408.56	4409.95	215.0
2023-01-11 00:30:00	ES	Futures	4409.95	4410.79	4409.67	4410.51	367.0
2023-01-11 00:35:00	ES	Futures	4410.51	4411.07	4409.95	4410.51	330.0
2023-01-11 00:40:00	ES	Futures	4410.51	4413.59	4409.95	4413.31	688.0
2023-01-11 00:45:00	ES	Futures	4413.31	4413.59	4411.91	4412.75	442.0
2023-01-11 00:50:00	ES	Futures	4412.75	4413.31	4410.23	4410.79	408.0
2023-01-11 00:55:00	ES	Futures	4410.79	4411.07	4409.4	4409.67	296.0
2023-01-11 01:00:00	ES	Futures	4409.67	4411.35	4408.84	4411.07	510.0
2023-01-11 01:05:00	ES	Futures	4410.79	4411.63	4410.51	4410.79	249.0
2023-01-11 01:10:00	ES	Futures	4410.51	4410.79	4409.67	4410.23	286.0
2023-01-11 01:15:00	ES	Futures	4410.23	4411.35	4409.4	4409.67	273.0
2023-01-11 01:20:00	ES	Futures	4409.67	4409.95	4409.12	4409.67	351.0
2023-01-11 01:25:00	ES	Futures	4409.67	4410.23	4408.84	4408.84	259.0
2023-01-11 01:30:00	ES	Futures	4408.84	4411.07	4408.84	4410.23	299.0
2023-01-11 01:35:00	ES	Futures	4410.23	4410.79	4409.12	4409.67	354.0
2023-01-11 01:40:00	ES	Futures	4409.95	4410.23	4408.28	4408.84	390.0
2023-01-11 01:45:00	ES	Futures	4408.56	4408.56	4407.44	4408.0	360.0
2023-01-11 01:50:00	ES	Futures	4408.28	4409.4	4408.28	4408.56	178.0
2023-01-11 01:55:00	ES	Futures	4408.56	4408.84	4406.32	4406.6	586.0
2023-01-11 02:00:00	ES	Futures	4406.32	4406.32	4402.13	4402.96	2148.0
2023-01-11 02:05:00	ES	Futures	4403.24	4403.52	4400.45	4402.41	1533.0
2023-01-11 02:10:00	ES	Futures	4402.41	4402.68	4400.45	4400.73	991.0
2023-01-11 02:15:00	ES	Futures	4400.73	4402.13	4400.73	4401.01	538.0
2023-01-11 02:20:00	ES	Futures	4401.29	4402.13	4400.73	4402.13	447.0
2023-01-11 02:25:00	ES	Futures	4402.13	4402.96	4401.57	4402.13	588.0
2023-01-11 02:30:00	ES	Futures	4401.85	4403.8	4401.57	4403.52	612.0
2023-01-11 02:35:00	ES	Futures	4403.8	4404.08	4402.96	4402.96	604.0
2023-01-11 02:40:00	ES	Futures	4402.96	4404.08	4402.68	4403.24	684.0
2023-01-11 02:45:00	ES	Futures	4403.24	4403.52	4402.41	4402.96	444.0
2023-01-11 02:50:00	ES	Futures	4402.96	4402.96	4401.85	4402.68	563.0
2023-01-11 02:55:00	ES	Futures	4402.41	4402.68	4401.29	4401.57	606.0
2023-01-11 03:00:00	ES	Futures	4401.57	4406.88	4401.29	4406.6	2848.0
2023-01-11 03:05:00	ES	Futures	4406.6	4408.84	4404.64	4407.16	2606.0
2023-01-11 03:10:00	ES	Futures	4407.16	4408.56	4406.6	4407.44	1024.0
2023-01-11 03:15:00	ES	Futures	4407.72	4408.28	4405.76	4406.32	824.0
2023-01-11 03:20:00	ES	Futures	4406.04	4406.88	4402.68	4403.24	1182.0
2023-01-11 03:25:00	ES	Futures	4403.24	4406.04	4402.41	4404.92	1169.0
2023-01-11 03:30:00	ES	Futures	4404.64	4405.76	4401.57	4401.57	1170.0
2023-01-11 03:35:00	ES	Futures	4401.57	4404.64	4401.29	4404.64	919.0
2023-01-11 03:40:00	ES	Futures	4404.64	4405.2	4402.68	4403.52	583.0
2023-01-11 03:45:00	ES	Futures	4403.52	4405.76	4403.24	4404.36	543.0
2023-01-11 03:50:00	ES	Futures	4404.08	4405.48	4403.24	4404.36	1367.0
2023-01-11 03:55:00	ES	Futures	4404.36	4406.32	4403.8	4406.04	1193.0
2023-01-11 04:00:00	ES	Futures	4406.04	4411.63	4403.8	4410.23	3036.0
2023-01-11 04:05:00	ES	Futures	4410.23	4414.15	4409.95	4412.47	3263.0

> showing 50 of 19,733 rows — these rows as CSV

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