PREVIEW / futures_5min / 2023-01-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-16.parquet
  size:    255 KB
  rows:    15,783

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
2023-01-16 00:00:00	ES	Futures	4499.43	4499.43	4497.47	4498.59	724.0
2023-01-16 00:05:00	ES	Futures	4498.59	4499.15	4498.03	4498.59	132.0
2023-01-16 00:10:00	ES	Futures	4498.31	4499.43	4498.03	4498.87	184.0
2023-01-16 00:15:00	ES	Futures	4498.87	4499.15	4498.59	4498.87	125.0
2023-01-16 00:20:00	ES	Futures	4498.87	4499.15	4498.31	4498.87	88.0
2023-01-16 00:25:00	ES	Futures	4498.87	4499.43	4498.59	4499.15	132.0
2023-01-16 00:30:00	ES	Futures	4499.15	4499.43	4498.03	4498.59	434.0
2023-01-16 00:35:00	ES	Futures	4498.87	4499.71	4498.87	4499.15	144.0
2023-01-16 00:40:00	ES	Futures	4499.15	4499.43	4498.31	4498.87	208.0
2023-01-16 00:45:00	ES	Futures	4498.59	4498.87	4496.63	4496.91	389.0
2023-01-16 00:50:00	ES	Futures	4496.91	4497.19	4495.51	4496.35	629.0
2023-01-16 00:55:00	ES	Futures	4496.07	4496.91	4496.07	4496.63	253.0
2023-01-16 01:00:00	ES	Futures	4496.63	4496.91	4494.95	4494.95	587.0
2023-01-16 01:05:00	ES	Futures	4495.23	4495.23	4493.84	4494.4	351.0
2023-01-16 01:10:00	ES	Futures	4494.4	4495.23	4493.56	4495.23	431.0
2023-01-16 01:15:00	ES	Futures	4495.23	4495.23	4493.84	4494.12	225.0
2023-01-16 01:20:00	ES	Futures	4494.12	4494.68	4493.28	4494.12	185.0
2023-01-16 01:25:00	ES	Futures	4493.84	4494.4	4492.72	4492.72	439.0
2023-01-16 01:30:00	ES	Futures	4492.44	4493.84	4490.48	4490.76	726.0
2023-01-16 01:35:00	ES	Futures	4491.04	4491.6	4490.2	4490.48	251.0
2023-01-16 01:40:00	ES	Futures	4490.2	4491.6	4489.92	4490.48	281.0
2023-01-16 01:45:00	ES	Futures	4490.48	4492.16	4490.2	4491.88	336.0
2023-01-16 01:50:00	ES	Futures	4491.88	4492.16	4489.92	4491.04	410.0
2023-01-16 01:55:00	ES	Futures	4491.32	4492.44	4491.04	4492.16	343.0
2023-01-16 02:00:00	ES	Futures	4492.16	4492.16	4489.36	4489.92	694.0
2023-01-16 02:05:00	ES	Futures	4489.92	4489.92	4488.52	4489.36	465.0
2023-01-16 02:10:00	ES	Futures	4489.64	4490.2	4489.08	4489.92	266.0
2023-01-16 02:15:00	ES	Futures	4489.92	4490.48	4489.08	4489.08	251.0
2023-01-16 02:20:00	ES	Futures	4489.36	4490.2	4489.08	4489.92	240.0
2023-01-16 02:25:00	ES	Futures	4489.92	4491.04	4489.64	4490.76	452.0
2023-01-16 02:30:00	ES	Futures	4490.76	4491.32	4489.36	4490.2	441.0
2023-01-16 02:35:00	ES	Futures	4490.2	4490.2	4488.8	4490.2	447.0
2023-01-16 02:40:00	ES	Futures	4490.48	4490.48	4489.64	4489.64	365.0
2023-01-16 02:45:00	ES	Futures	4489.64	4491.32	4489.36	4490.76	547.0
2023-01-16 02:50:00	ES	Futures	4490.76	4490.76	4489.64	4489.92	231.0
2023-01-16 02:55:00	ES	Futures	4489.92	4491.04	4489.36	4491.04	290.0
2023-01-16 03:00:00	ES	Futures	4491.04	4491.32	4489.36	4490.48	1024.0
2023-01-16 03:05:00	ES	Futures	4490.76	4490.76	4484.33	4484.89	1858.0
2023-01-16 03:10:00	ES	Futures	4484.61	4487.13	4484.05	4484.89	1452.0
2023-01-16 03:15:00	ES	Futures	4484.89	4484.89	4483.49	4483.49	868.0
2023-01-16 03:20:00	ES	Futures	4483.49	4484.33	4482.93	4483.21	892.0
2023-01-16 03:25:00	ES	Futures	4483.49	4483.49	4479.86	4481.53	1618.0
2023-01-16 03:30:00	ES	Futures	4481.53	4482.09	4479.86	4480.14	911.0
2023-01-16 03:35:00	ES	Futures	4480.42	4481.53	4478.74	4480.42	884.0
2023-01-16 03:40:00	ES	Futures	4480.42	4480.42	4476.78	4477.34	1389.0
2023-01-16 03:45:00	ES	Futures	4477.34	4478.46	4476.22	4477.34	933.0
2023-01-16 03:50:00	ES	Futures	4476.78	4476.78	4473.98	4473.98	1158.0
2023-01-16 03:55:00	ES	Futures	4474.26	4476.78	4472.59	4475.1	1824.0
2023-01-16 04:00:00	ES	Futures	4475.1	4476.22	4473.15	4473.98	918.0
2023-01-16 04:05:00	ES	Futures	4473.98	4474.54	4471.19	4474.26	1428.0

> showing 50 of 15,783 rows — these rows as CSV

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