PREVIEW / futures_5min / 2023-01-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-19.parquet
  size:    364 KB
  rows:    20,303

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
2023-01-19 00:00:00	ES	Futures	4408.0	4409.12	4407.44	4408.84	458.0
2023-01-19 00:05:00	ES	Futures	4408.84	4409.67	4408.28	4408.28	524.0
2023-01-19 00:10:00	ES	Futures	4408.56	4408.56	4407.44	4408.56	442.0
2023-01-19 00:15:00	ES	Futures	4408.28	4408.84	4407.72	4408.56	274.0
2023-01-19 00:20:00	ES	Futures	4408.56	4409.4	4408.28	4409.4	411.0
2023-01-19 00:25:00	ES	Futures	4409.4	4409.4	4407.16	4408.28	666.0
2023-01-19 00:30:00	ES	Futures	4408.56	4408.56	4406.88	4407.16	264.0
2023-01-19 00:35:00	ES	Futures	4407.44	4407.72	4405.2	4405.2	495.0
2023-01-19 00:40:00	ES	Futures	4405.48	4406.04	4405.2	4406.04	350.0
2023-01-19 00:45:00	ES	Futures	4406.04	4406.32	4404.92	4404.92	471.0
2023-01-19 00:50:00	ES	Futures	4405.2	4406.04	4404.08	4404.92	990.0
2023-01-19 00:55:00	ES	Futures	4404.92	4405.48	4403.8	4405.2	715.0
2023-01-19 01:00:00	ES	Futures	4405.2	4406.04	4404.64	4404.64	781.0
2023-01-19 01:05:00	ES	Futures	4404.64	4404.92	4402.68	4404.92	1125.0
2023-01-19 01:10:00	ES	Futures	4404.92	4405.76	4403.8	4404.36	441.0
2023-01-19 01:15:00	ES	Futures	4404.64	4407.16	4404.64	4406.88	631.0
2023-01-19 01:20:00	ES	Futures	4406.88	4407.16	4406.04	4406.6	301.0
2023-01-19 01:25:00	ES	Futures	4406.32	4406.6	4405.48	4406.32	417.0
2023-01-19 01:30:00	ES	Futures	4406.32	4407.72	4406.04	4406.88	471.0
2023-01-19 01:35:00	ES	Futures	4407.16	4407.16	4405.76	4406.04	281.0
2023-01-19 01:40:00	ES	Futures	4406.04	4407.16	4406.04	4407.16	352.0
2023-01-19 01:45:00	ES	Futures	4407.44	4407.44	4406.32	4406.32	258.0
2023-01-19 01:50:00	ES	Futures	4406.04	4406.04	4403.24	4403.52	743.0
2023-01-19 01:55:00	ES	Futures	4403.8	4403.8	4401.85	4402.13	1926.0
2023-01-19 02:00:00	ES	Futures	4402.41	4403.52	4401.85	4402.96	1512.0
2023-01-19 02:05:00	ES	Futures	4403.24	4404.92	4402.96	4403.52	801.0
2023-01-19 02:10:00	ES	Futures	4403.52	4403.8	4402.41	4403.24	961.0
2023-01-19 02:15:00	ES	Futures	4403.24	4403.52	4400.73	4401.01	2306.0
2023-01-19 02:20:00	ES	Futures	4400.73	4401.57	4397.09	4401.01	4492.0
2023-01-19 02:25:00	ES	Futures	4401.01	4401.57	4399.89	4401.57	1860.0
2023-01-19 02:30:00	ES	Futures	4401.85	4404.92	4401.29	4403.52	2203.0
2023-01-19 02:35:00	ES	Futures	4403.52	4404.36	4402.68	4402.96	1105.0
2023-01-19 02:40:00	ES	Futures	4402.96	4404.08	4402.96	4403.8	630.0
2023-01-19 02:45:00	ES	Futures	4403.52	4403.8	4402.13	4402.68	715.0
2023-01-19 02:50:00	ES	Futures	4402.96	4404.36	4402.68	4403.52	581.0
2023-01-19 02:55:00	ES	Futures	4403.8	4404.64	4402.96	4403.24	726.0
2023-01-19 03:00:00	ES	Futures	4403.52	4407.16	4402.96	4406.88	3788.0
2023-01-19 03:05:00	ES	Futures	4406.88	4408.56	4406.04	4408.0	2381.0
2023-01-19 03:10:00	ES	Futures	4407.72	4411.63	4407.72	4411.35	2638.0
2023-01-19 03:15:00	ES	Futures	4411.07	4411.63	4408.0	4408.56	2053.0
2023-01-19 03:20:00	ES	Futures	4408.28	4409.67	4408.0	4409.12	1250.0
2023-01-19 03:25:00	ES	Futures	4409.12	4411.35	4408.0	4408.28	2245.0
2023-01-19 03:30:00	ES	Futures	4408.0	4408.56	4406.32	4406.32	2717.0
2023-01-19 03:35:00	ES	Futures	4406.6	4407.44	4404.36	4404.64	1314.0
2023-01-19 03:40:00	ES	Futures	4404.92	4405.76	4404.08	4404.36	816.0
2023-01-19 03:45:00	ES	Futures	4404.36	4405.76	4401.57	4401.57	1327.0
2023-01-19 03:50:00	ES	Futures	4401.57	4402.41	4395.97	4397.65	2934.0
2023-01-19 03:55:00	ES	Futures	4397.65	4399.89	4395.97	4395.97	3179.0
2023-01-19 04:00:00	ES	Futures	4395.97	4401.01	4395.69	4399.05	2335.0
2023-01-19 04:05:00	ES	Futures	4398.77	4400.17	4397.93	4399.05	1309.0

> showing 50 of 20,303 rows — these rows as CSV

> unlock the full archive -- $79 one-time