PREVIEW / futures_5min / 2023-01-18

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-18.parquet
  size:    408 KB
  rows:    20,639

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
2023-01-18 00:00:00	ES	Futures	4489.92	4490.48	4489.36	4489.64	327.0
2023-01-18 00:05:00	ES	Futures	4489.64	4489.92	4487.69	4487.96	309.0
2023-01-18 00:10:00	ES	Futures	4487.96	4488.24	4486.85	4487.41	494.0
2023-01-18 00:15:00	ES	Futures	4487.41	4488.8	4487.41	4488.52	243.0
2023-01-18 00:20:00	ES	Futures	4488.52	4489.36	4488.24	4488.52	217.0
2023-01-18 00:25:00	ES	Futures	4488.24	4488.8	4487.41	4487.69	201.0
2023-01-18 00:30:00	ES	Futures	4487.96	4488.24	4487.13	4487.13	239.0
2023-01-18 00:35:00	ES	Futures	4487.41	4487.69	4486.57	4487.13	262.0
2023-01-18 00:40:00	ES	Futures	4487.13	4488.8	4486.85	4487.41	401.0
2023-01-18 00:45:00	ES	Futures	4487.41	4489.64	4487.41	4489.08	372.0
2023-01-18 00:50:00	ES	Futures	4489.08	4489.64	4488.8	4489.64	232.0
2023-01-18 00:55:00	ES	Futures	4489.36	4489.64	4487.96	4489.08	326.0
2023-01-18 01:00:00	ES	Futures	4488.8	4489.64	4488.24	4488.52	765.0
2023-01-18 01:05:00	ES	Futures	4488.24	4489.92	4488.24	4489.64	392.0
2023-01-18 01:10:00	ES	Futures	4489.92	4490.2	4489.08	4489.64	342.0
2023-01-18 01:15:00	ES	Futures	4489.92	4490.48	4489.36	4489.36	352.0
2023-01-18 01:20:00	ES	Futures	4489.36	4491.32	4489.08	4491.04	387.0
2023-01-18 01:25:00	ES	Futures	4490.76	4491.32	4490.2	4490.48	332.0
2023-01-18 01:30:00	ES	Futures	4490.48	4491.32	4489.92	4491.04	510.0
2023-01-18 01:35:00	ES	Futures	4491.04	4493.84	4491.04	4493.28	729.0
2023-01-18 01:40:00	ES	Futures	4493.0	4494.12	4491.6	4492.16	908.0
2023-01-18 01:45:00	ES	Futures	4492.16	4492.16	4490.76	4490.76	469.0
2023-01-18 01:50:00	ES	Futures	4490.76	4491.04	4489.92	4490.48	312.0
2023-01-18 01:55:00	ES	Futures	4490.76	4493.56	4490.48	4493.28	502.0
2023-01-18 02:00:00	ES	Futures	4493.56	4495.79	4492.72	4493.84	1578.0
2023-01-18 02:05:00	ES	Futures	4493.84	4494.12	4492.72	4493.28	679.0
2023-01-18 02:10:00	ES	Futures	4493.0	4495.51	4493.0	4495.23	654.0
2023-01-18 02:15:00	ES	Futures	4495.23	4495.51	4493.28	4493.56	666.0
2023-01-18 02:20:00	ES	Futures	4493.56	4494.68	4493.0	4494.12	380.0
2023-01-18 02:25:00	ES	Futures	4494.12	4495.79	4493.56	4493.56	598.0
2023-01-18 02:30:00	ES	Futures	4493.56	4494.12	4492.72	4493.84	661.0
2023-01-18 02:35:00	ES	Futures	4493.84	4495.79	4493.28	4493.56	901.0
2023-01-18 02:40:00	ES	Futures	4493.28	4494.12	4488.8	4488.8	1679.0
2023-01-18 02:45:00	ES	Futures	4488.8	4490.48	4488.24	4489.36	1257.0
2023-01-18 02:50:00	ES	Futures	4489.36	4492.72	4489.08	4492.16	975.0
2023-01-18 02:55:00	ES	Futures	4492.44	4493.28	4491.6	4492.16	721.0
2023-01-18 03:00:00	ES	Futures	4492.16	4493.56	4491.04	4492.44	1314.0
2023-01-18 03:05:00	ES	Futures	4492.16	4494.95	4490.76	4494.12	1197.0
2023-01-18 03:10:00	ES	Futures	4494.4	4496.63	4494.4	4496.35	2416.0
2023-01-18 03:15:00	ES	Futures	4496.35	4496.63	4493.0	4493.0	1762.0
2023-01-18 03:20:00	ES	Futures	4492.72	4493.28	4487.96	4488.24	1699.0
2023-01-18 03:25:00	ES	Futures	4487.96	4488.24	4484.89	4486.85	2227.0
2023-01-18 03:30:00	ES	Futures	4486.57	4487.41	4484.33	4484.89	1665.0
2023-01-18 03:35:00	ES	Futures	4484.89	4485.17	4482.37	4484.61	1627.0
2023-01-18 03:40:00	ES	Futures	4484.33	4486.01	4483.49	4486.01	1024.0
2023-01-18 03:45:00	ES	Futures	4485.73	4486.29	4484.33	4485.45	739.0
2023-01-18 03:50:00	ES	Futures	4485.17	4489.08	4485.17	4488.24	905.0
2023-01-18 03:55:00	ES	Futures	4488.24	4490.48	4488.24	4490.2	1449.0
2023-01-18 04:00:00	ES	Futures	4490.2	4491.32	4487.41	4487.69	2347.0
2023-01-18 04:05:00	ES	Futures	4487.96	4488.24	4485.45	4487.69	2514.0

> showing 50 of 20,639 rows — these rows as CSV

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