PREVIEW / futures_5min / 2023-01-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-17.parquet
  size:    357 KB
  rows:    20,428

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
2023-01-17 00:00:00	ES	Futures	4479.86	4480.42	4479.3	4479.86	179.0
2023-01-17 00:05:00	ES	Futures	4479.86	4480.97	4479.3	4480.14	196.0
2023-01-17 00:10:00	ES	Futures	4480.14	4480.97	4479.86	4480.42	163.0
2023-01-17 00:15:00	ES	Futures	4480.42	4480.42	4478.74	4479.02	364.0
2023-01-17 00:20:00	ES	Futures	4479.02	4479.3	4478.18	4478.46	289.0
2023-01-17 00:25:00	ES	Futures	4478.46	4478.74	4476.5	4477.34	781.0
2023-01-17 00:30:00	ES	Futures	4477.34	4478.46	4477.06	4477.62	431.0
2023-01-17 00:35:00	ES	Futures	4477.62	4477.9	4476.78	4477.06	328.0
2023-01-17 00:40:00	ES	Futures	4477.34	4478.18	4477.34	4477.62	213.0
2023-01-17 00:45:00	ES	Futures	4477.34	4478.18	4476.78	4477.06	228.0
2023-01-17 00:50:00	ES	Futures	4476.78	4478.46	4476.78	4478.46	198.0
2023-01-17 00:55:00	ES	Futures	4478.46	4479.3	4477.62	4479.02	291.0
2023-01-17 01:00:00	ES	Futures	4478.74	4481.25	4478.74	4480.7	561.0
2023-01-17 01:05:00	ES	Futures	4480.42	4481.25	4480.42	4480.42	377.0
2023-01-17 01:10:00	ES	Futures	4480.42	4480.97	4479.58	4480.14	346.0
2023-01-17 01:15:00	ES	Futures	4480.14	4480.7	4479.86	4480.14	103.0
2023-01-17 01:20:00	ES	Futures	4480.14	4480.42	4479.02	4480.42	273.0
2023-01-17 01:25:00	ES	Futures	4480.42	4480.7	4479.58	4480.42	363.0
2023-01-17 01:30:00	ES	Futures	4480.14	4480.14	4478.74	4478.74	420.0
2023-01-17 01:35:00	ES	Futures	4478.74	4479.02	4478.18	4478.74	218.0
2023-01-17 01:40:00	ES	Futures	4478.74	4479.3	4477.9	4478.74	359.0
2023-01-17 01:45:00	ES	Futures	4478.46	4478.46	4475.38	4475.94	713.0
2023-01-17 01:50:00	ES	Futures	4475.94	4476.78	4474.82	4476.5	501.0
2023-01-17 01:55:00	ES	Futures	4476.78	4477.34	4475.94	4475.94	452.0
2023-01-17 02:00:00	ES	Futures	4475.94	4477.06	4474.26	4476.5	1130.0
2023-01-17 02:05:00	ES	Futures	4476.78	4478.74	4476.22	4478.46	923.0
2023-01-17 02:10:00	ES	Futures	4478.18	4478.74	4477.06	4478.46	476.0
2023-01-17 02:15:00	ES	Futures	4478.18	4480.97	4478.18	4479.58	1015.0
2023-01-17 02:20:00	ES	Futures	4479.58	4480.42	4477.62	4477.9	670.0
2023-01-17 02:25:00	ES	Futures	4478.18	4479.02	4477.06	4478.18	721.0
2023-01-17 02:30:00	ES	Futures	4477.9	4479.3	4475.1	4475.38	774.0
2023-01-17 02:35:00	ES	Futures	4475.38	4477.34	4475.38	4476.22	679.0
2023-01-17 02:40:00	ES	Futures	4476.22	4477.62	4475.94	4477.06	524.0
2023-01-17 02:45:00	ES	Futures	4477.06	4477.62	4476.5	4477.34	242.0
2023-01-17 02:50:00	ES	Futures	4477.06	4478.74	4477.06	4477.62	436.0
2023-01-17 02:55:00	ES	Futures	4477.9	4479.58	4477.9	4479.02	494.0
2023-01-17 03:00:00	ES	Futures	4479.02	4480.97	4478.46	4479.86	2136.0
2023-01-17 03:05:00	ES	Futures	4479.86	4483.49	4479.58	4482.65	2231.0
2023-01-17 03:10:00	ES	Futures	4482.65	4484.05	4482.09	4482.65	1133.0
2023-01-17 03:15:00	ES	Futures	4482.93	4483.77	4481.53	4482.09	1221.0
2023-01-17 03:20:00	ES	Futures	4481.81	4483.77	4481.25	4481.53	1066.0
2023-01-17 03:25:00	ES	Futures	4481.53	4482.93	4480.97	4481.25	733.0
2023-01-17 03:30:00	ES	Futures	4481.25	4482.37	4477.34	4479.02	1501.0
2023-01-17 03:35:00	ES	Futures	4479.3	4481.53	4479.02	4480.42	1026.0
2023-01-17 03:40:00	ES	Futures	4480.42	4481.81	4479.02	4479.3	734.0
2023-01-17 03:45:00	ES	Futures	4479.58	4482.09	4479.58	4481.81	799.0
2023-01-17 03:50:00	ES	Futures	4481.81	4483.77	4481.25	4481.81	913.0
2023-01-17 03:55:00	ES	Futures	4481.81	4483.77	4481.53	4482.09	721.0
2023-01-17 04:00:00	ES	Futures	4482.09	4483.49	4480.97	4483.49	1183.0
2023-01-17 04:05:00	ES	Futures	4483.21	4485.73	4482.93	4484.05	1786.0

> showing 50 of 20,428 rows — these rows as CSV

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