PREVIEW / futures_5min / 2023-01-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-13.parquet
  size:    307 KB
  rows:    16,035

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
2023-01-13 00:00:00	ES	Futures	4467.55	4467.83	4466.44	4467.55	329.0
2023-01-13 00:05:00	ES	Futures	4467.55	4468.11	4466.16	4466.16	463.0
2023-01-13 00:10:00	ES	Futures	4466.16	4467.27	4465.88	4466.71	264.0
2023-01-13 00:15:00	ES	Futures	4466.71	4467.55	4466.44	4467.27	336.0
2023-01-13 00:20:00	ES	Futures	4467.27	4467.55	4466.44	4466.71	211.0
2023-01-13 00:25:00	ES	Futures	4466.71	4466.99	4465.32	4465.6	432.0
2023-01-13 00:30:00	ES	Futures	4465.6	4466.71	4465.32	4465.88	747.0
2023-01-13 00:35:00	ES	Futures	4465.88	4466.71	4465.04	4465.32	423.0
2023-01-13 00:40:00	ES	Futures	4465.32	4467.27	4465.32	4467.27	319.0
2023-01-13 00:45:00	ES	Futures	4466.99	4467.55	4466.44	4466.44	299.0
2023-01-13 00:50:00	ES	Futures	4466.44	4467.55	4466.44	4466.99	418.0
2023-01-13 00:55:00	ES	Futures	4466.99	4467.83	4466.99	4467.55	198.0
2023-01-13 01:00:00	ES	Futures	4467.27	4468.11	4466.99	4467.83	502.0
2023-01-13 01:05:00	ES	Futures	4467.83	4468.67	4467.27	4468.67	399.0
2023-01-13 01:10:00	ES	Futures	4468.39	4468.95	4466.16	4466.71	437.0
2023-01-13 01:15:00	ES	Futures	4466.44	4468.11	4466.44	4468.11	422.0
2023-01-13 01:20:00	ES	Futures	4467.83	4470.63	4467.83	4470.35	711.0
2023-01-13 01:25:00	ES	Futures	4470.63	4470.63	4468.95	4468.95	405.0
2023-01-13 01:30:00	ES	Futures	4468.95	4470.07	4468.39	4470.07	342.0
2023-01-13 01:35:00	ES	Futures	4470.07	4471.19	4470.07	4471.19	315.0
2023-01-13 01:40:00	ES	Futures	4471.19	4471.19	4469.23	4469.79	305.0
2023-01-13 01:45:00	ES	Futures	4469.79	4469.79	4468.11	4468.11	432.0
2023-01-13 01:50:00	ES	Futures	4468.11	4470.07	4467.55	4469.79	512.0
2023-01-13 01:55:00	ES	Futures	4469.79	4471.19	4469.79	4470.35	391.0
2023-01-13 02:00:00	ES	Futures	4470.35	4471.19	4468.67	4468.95	674.0
2023-01-13 02:05:00	ES	Futures	4468.67	4470.63	4468.39	4470.63	541.0
2023-01-13 02:10:00	ES	Futures	4470.63	4471.19	4469.51	4470.07	369.0
2023-01-13 02:15:00	ES	Futures	4469.79	4470.91	4468.95	4470.63	357.0
2023-01-13 02:20:00	ES	Futures	4470.63	4472.03	4469.51	4472.03	581.0
2023-01-13 02:25:00	ES	Futures	4471.75	4472.03	4468.95	4469.23	607.0
2023-01-13 02:30:00	ES	Futures	4469.23	4473.15	4469.23	4472.31	1133.0
2023-01-13 02:35:00	ES	Futures	4472.03	4472.31	4470.63	4470.63	555.0
2023-01-13 02:40:00	ES	Futures	4470.63	4472.87	4470.07	4472.31	989.0
2023-01-13 02:45:00	ES	Futures	4472.59	4475.1	4472.31	4472.87	1622.0
2023-01-13 02:50:00	ES	Futures	4472.87	4474.82	4472.87	4474.54	496.0
2023-01-13 02:55:00	ES	Futures	4474.54	4474.54	4472.31	4474.26	872.0
2023-01-13 03:00:00	ES	Futures	4474.54	4475.1	4468.11	4469.51	3860.0
2023-01-13 03:05:00	ES	Futures	4469.51	4470.07	4466.16	4467.55	2378.0
2023-01-13 03:10:00	ES	Futures	4467.27	4471.19	4466.44	4469.23	2957.0
2023-01-13 03:15:00	ES	Futures	4469.23	4473.15	4469.23	4472.03	2100.0
2023-01-13 03:20:00	ES	Futures	4472.31	4475.38	4472.03	4473.98	1782.0
2023-01-13 03:25:00	ES	Futures	4473.98	4474.54	4472.31	4473.7	1180.0
2023-01-13 03:30:00	ES	Futures	4473.7	4475.66	4472.03	4472.59	2325.0
2023-01-13 03:35:00	ES	Futures	4472.87	4474.26	4471.47	4473.43	1518.0
2023-01-13 03:40:00	ES	Futures	4473.43	4475.38	4472.59	4473.15	944.0
2023-01-13 03:45:00	ES	Futures	4473.15	4476.78	4473.15	4473.98	1538.0
2023-01-13 03:50:00	ES	Futures	4473.7	4474.26	4472.03	4473.43	1142.0
2023-01-13 03:55:00	ES	Futures	4473.7	4475.66	4472.03	4475.38	1357.0
2023-01-13 04:00:00	ES	Futures	4475.38	4476.5	4472.59	4476.5	1809.0
2023-01-13 04:05:00	ES	Futures	4476.5	4477.9	4476.22	4477.34	1632.0

> showing 50 of 16,035 rows — these rows as CSV

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