PREVIEW / futures_5min / 2023-01-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-12.parquet
  size:    372 KB
  rows:    20,242

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
2023-01-12 00:00:00	ES	Futures	4466.99	4466.99	4465.32	4465.88	493.0
2023-01-12 00:05:00	ES	Futures	4465.88	4466.99	4465.6	4466.99	420.0
2023-01-12 00:10:00	ES	Futures	4466.71	4467.27	4466.44	4467.27	364.0
2023-01-12 00:15:00	ES	Futures	4467.27	4467.55	4466.44	4467.27	317.0
2023-01-12 00:20:00	ES	Futures	4466.99	4467.27	4466.71	4466.99	242.0
2023-01-12 00:25:00	ES	Futures	4466.99	4467.55	4466.44	4467.27	621.0
2023-01-12 00:30:00	ES	Futures	4467.27	4468.11	4466.99	4467.55	659.0
2023-01-12 00:35:00	ES	Futures	4467.27	4467.83	4467.27	4467.83	272.0
2023-01-12 00:40:00	ES	Futures	4467.55	4468.11	4466.99	4467.27	381.0
2023-01-12 00:45:00	ES	Futures	4467.27	4468.39	4467.27	4468.39	460.0
2023-01-12 00:50:00	ES	Futures	4468.39	4468.95	4467.55	4467.83	591.0
2023-01-12 00:55:00	ES	Futures	4468.11	4468.11	4465.88	4466.44	692.0
2023-01-12 01:00:00	ES	Futures	4466.44	4467.27	4465.88	4466.71	686.0
2023-01-12 01:05:00	ES	Futures	4466.71	4467.55	4465.32	4466.16	469.0
2023-01-12 01:10:00	ES	Futures	4465.88	4466.16	4464.76	4465.32	434.0
2023-01-12 01:15:00	ES	Futures	4465.04	4465.88	4464.48	4465.88	339.0
2023-01-12 01:20:00	ES	Futures	4465.88	4465.88	4464.2	4464.2	386.0
2023-01-12 01:25:00	ES	Futures	4464.2	4465.32	4463.92	4464.48	304.0
2023-01-12 01:30:00	ES	Futures	4464.2	4464.76	4463.64	4464.76	351.0
2023-01-12 01:35:00	ES	Futures	4464.48	4464.76	4463.64	4463.92	396.0
2023-01-12 01:40:00	ES	Futures	4464.2	4464.48	4463.36	4463.64	383.0
2023-01-12 01:45:00	ES	Futures	4463.64	4463.64	4462.52	4462.8	434.0
2023-01-12 01:50:00	ES	Futures	4463.08	4463.36	4462.52	4462.8	265.0
2023-01-12 01:55:00	ES	Futures	4462.8	4463.08	4460.28	4460.56	828.0
2023-01-12 02:00:00	ES	Futures	4460.56	4461.68	4459.72	4460.84	1105.0
2023-01-12 02:05:00	ES	Futures	4460.84	4460.84	4457.77	4458.89	1127.0
2023-01-12 02:10:00	ES	Futures	4459.17	4460.0	4458.61	4458.89	766.0
2023-01-12 02:15:00	ES	Futures	4459.17	4461.4	4458.89	4461.12	564.0
2023-01-12 02:20:00	ES	Futures	4460.84	4461.68	4460.56	4461.12	514.0
2023-01-12 02:25:00	ES	Futures	4461.12	4461.4	4459.72	4460.0	583.0
2023-01-12 02:30:00	ES	Futures	4459.72	4459.72	4458.05	4458.61	1008.0
2023-01-12 02:35:00	ES	Futures	4458.61	4460.0	4457.49	4458.89	1196.0
2023-01-12 02:40:00	ES	Futures	4458.89	4460.56	4458.61	4460.56	735.0
2023-01-12 02:45:00	ES	Futures	4460.56	4460.56	4458.89	4459.72	927.0
2023-01-12 02:50:00	ES	Futures	4459.44	4460.28	4457.49	4460.0	1028.0
2023-01-12 02:55:00	ES	Futures	4459.72	4461.12	4459.44	4460.28	851.0
2023-01-12 03:00:00	ES	Futures	4460.28	4461.12	4458.89	4459.44	2381.0
2023-01-12 03:05:00	ES	Futures	4459.44	4461.12	4458.33	4458.61	1766.0
2023-01-12 03:10:00	ES	Futures	4458.33	4460.56	4457.77	4458.33	1633.0
2023-01-12 03:15:00	ES	Futures	4458.61	4460.56	4456.93	4460.56	1818.0
2023-01-12 03:20:00	ES	Futures	4460.56	4461.4	4458.89	4461.12	1309.0
2023-01-12 03:25:00	ES	Futures	4461.12	4461.68	4460.0	4460.28	1194.0
2023-01-12 03:30:00	ES	Futures	4460.56	4461.4	4458.33	4458.61	1356.0
2023-01-12 03:35:00	ES	Futures	4458.61	4459.72	4457.77	4459.17	1116.0
2023-01-12 03:40:00	ES	Futures	4459.17	4459.44	4456.93	4457.21	1122.0
2023-01-12 03:45:00	ES	Futures	4457.21	4460.56	4457.21	4460.28	1588.0
2023-01-12 03:50:00	ES	Futures	4460.0	4460.56	4458.61	4460.0	929.0
2023-01-12 03:55:00	ES	Futures	4460.28	4461.12	4458.61	4460.56	1206.0
2023-01-12 04:00:00	ES	Futures	4460.56	4461.4	4458.61	4460.28	1928.0
2023-01-12 04:05:00	ES	Futures	4460.56	4461.4	4459.72	4460.84	869.0

> showing 50 of 20,242 rows — these rows as CSV

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