PREVIEW / futures_5min / 2023-01-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-15.parquet
  size:    80 KB
  rows:    3,684

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
2023-01-15 18:00:00	ES	Futures	4496.07	4498.59	4492.72	4493.0	2256.0
2023-01-15 18:05:00	ES	Futures	4493.0	4493.28	4491.04	4491.88	556.0
2023-01-15 18:10:00	ES	Futures	4491.88	4492.16	4488.52	4489.92	688.0
2023-01-15 18:15:00	ES	Futures	4489.92	4491.32	4489.64	4490.48	493.0
2023-01-15 18:20:00	ES	Futures	4490.48	4491.32	4488.8	4489.08	568.0
2023-01-15 18:25:00	ES	Futures	4489.36	4489.64	4488.24	4488.52	384.0
2023-01-15 18:30:00	ES	Futures	4488.8	4491.04	4488.8	4490.48	548.0
2023-01-15 18:35:00	ES	Futures	4490.48	4491.04	4489.64	4489.92	344.0
2023-01-15 18:40:00	ES	Futures	4489.92	4490.76	4488.52	4489.08	612.0
2023-01-15 18:45:00	ES	Futures	4489.36	4489.92	4487.96	4487.96	359.0
2023-01-15 18:50:00	ES	Futures	4487.96	4488.8	4487.41	4487.96	385.0
2023-01-15 18:55:00	ES	Futures	4487.96	4488.8	4486.57	4488.8	648.0
2023-01-15 19:00:00	ES	Futures	4488.8	4491.32	4487.13	4489.36	1152.0
2023-01-15 19:05:00	ES	Futures	4489.36	4491.88	4489.08	4491.6	823.0
2023-01-15 19:10:00	ES	Futures	4491.6	4492.72	4491.04	4491.6	590.0
2023-01-15 19:15:00	ES	Futures	4491.88	4491.88	4490.76	4491.32	344.0
2023-01-15 19:20:00	ES	Futures	4491.32	4493.0	4490.48	4493.0	574.0
2023-01-15 19:25:00	ES	Futures	4492.72	4493.84	4492.44	4493.56	585.0
2023-01-15 19:30:00	ES	Futures	4493.56	4496.91	4493.56	4495.79	1048.0
2023-01-15 19:35:00	ES	Futures	4495.79	4496.91	4495.23	4496.07	592.0
2023-01-15 19:40:00	ES	Futures	4496.35	4496.35	4494.4	4494.68	439.0
2023-01-15 19:45:00	ES	Futures	4494.68	4496.07	4494.4	4495.51	472.0
2023-01-15 19:50:00	ES	Futures	4495.51	4496.63	4495.23	4495.23	313.0
2023-01-15 19:55:00	ES	Futures	4495.51	4496.35	4495.51	4496.07	201.0
2023-01-15 20:00:00	ES	Futures	4495.79	4495.79	4494.4	4494.4	594.0
2023-01-15 20:05:00	ES	Futures	4494.4	4496.35	4494.4	4496.35	354.0
2023-01-15 20:10:00	ES	Futures	4496.35	4497.75	4495.51	4495.79	651.0
2023-01-15 20:15:00	ES	Futures	4496.07	4498.31	4495.79	4498.03	512.0
2023-01-15 20:20:00	ES	Futures	4498.03	4498.31	4496.07	4497.19	472.0
2023-01-15 20:25:00	ES	Futures	4497.47	4497.75	4494.95	4496.35	419.0
2023-01-15 20:30:00	ES	Futures	4496.35	4498.87	4496.35	4496.91	665.0
2023-01-15 20:35:00	ES	Futures	4496.91	4497.47	4495.23	4496.35	502.0
2023-01-15 20:40:00	ES	Futures	4496.63	4497.75	4496.07	4497.75	384.0
2023-01-15 20:45:00	ES	Futures	4497.75	4499.71	4496.91	4499.43	658.0
2023-01-15 20:50:00	ES	Futures	4499.43	4500.55	4498.87	4499.43	740.0
2023-01-15 20:55:00	ES	Futures	4499.43	4505.3	4498.87	4503.62	2241.0
2023-01-15 21:00:00	ES	Futures	4503.62	4504.18	4502.22	4503.34	779.0
2023-01-15 21:05:00	ES	Futures	4503.34	4503.62	4502.5	4502.78	471.0
2023-01-15 21:10:00	ES	Futures	4503.06	4503.62	4501.95	4503.34	670.0
2023-01-15 21:15:00	ES	Futures	4503.34	4503.9	4502.5	4502.5	388.0
2023-01-15 21:20:00	ES	Futures	4502.5	4503.62	4502.5	4502.78	190.0
2023-01-15 21:25:00	ES	Futures	4502.78	4503.34	4502.22	4502.5	271.0
2023-01-15 21:30:00	ES	Futures	4502.22	4502.78	4501.11	4501.67	590.0
2023-01-15 21:35:00	ES	Futures	4501.67	4502.22	4500.83	4501.67	297.0
2023-01-15 21:40:00	ES	Futures	4501.67	4501.95	4500.27	4500.27	339.0
2023-01-15 21:45:00	ES	Futures	4500.55	4501.67	4500.55	4501.39	227.0
2023-01-15 21:50:00	ES	Futures	4501.39	4501.67	4500.27	4500.55	223.0
2023-01-15 21:55:00	ES	Futures	4500.55	4501.95	4500.27	4501.95	327.0
2023-01-15 22:00:00	ES	Futures	4502.22	4502.78	4501.39	4501.95	382.0
2023-01-15 22:05:00	ES	Futures	4501.67	4501.95	4500.55	4501.11	261.0

> showing 50 of 3,684 rows — these rows as CSV

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