PREVIEW / futures_5min / 2023-01-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-20.parquet
  size:    302 KB
  rows:    16,076

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
2023-01-20 00:00:00	ES	Futures	4388.98	4389.82	4388.15	4389.54	373.0
2023-01-20 00:05:00	ES	Futures	4389.54	4389.54	4388.42	4388.7	310.0
2023-01-20 00:10:00	ES	Futures	4388.7	4388.98	4388.15	4388.7	246.0
2023-01-20 00:15:00	ES	Futures	4388.7	4388.98	4387.87	4388.98	266.0
2023-01-20 00:20:00	ES	Futures	4388.98	4389.54	4388.15	4388.15	650.0
2023-01-20 00:25:00	ES	Futures	4388.42	4388.98	4388.15	4388.7	212.0
2023-01-20 00:30:00	ES	Futures	4388.98	4389.54	4387.87	4388.7	464.0
2023-01-20 00:35:00	ES	Futures	4388.98	4389.82	4388.98	4389.26	450.0
2023-01-20 00:40:00	ES	Futures	4389.54	4390.66	4389.54	4390.66	493.0
2023-01-20 00:45:00	ES	Futures	4390.66	4390.66	4389.54	4389.54	467.0
2023-01-20 00:50:00	ES	Futures	4389.82	4391.22	4389.54	4390.1	373.0
2023-01-20 00:55:00	ES	Futures	4390.38	4390.94	4390.1	4390.66	347.0
2023-01-20 01:00:00	ES	Futures	4390.66	4390.66	4389.82	4390.66	410.0
2023-01-20 01:05:00	ES	Futures	4390.66	4391.78	4390.38	4390.38	312.0
2023-01-20 01:10:00	ES	Futures	4390.66	4390.94	4388.7	4388.98	468.0
2023-01-20 01:15:00	ES	Futures	4388.98	4389.54	4388.42	4389.26	417.0
2023-01-20 01:20:00	ES	Futures	4389.26	4389.54	4388.42	4389.54	388.0
2023-01-20 01:25:00	ES	Futures	4389.26	4390.66	4389.26	4390.1	319.0
2023-01-20 01:30:00	ES	Futures	4390.38	4390.66	4388.98	4388.98	356.0
2023-01-20 01:35:00	ES	Futures	4389.26	4389.54	4387.87	4388.42	364.0
2023-01-20 01:40:00	ES	Futures	4388.42	4388.42	4387.03	4387.59	436.0
2023-01-20 01:45:00	ES	Futures	4387.87	4388.42	4387.59	4387.87	302.0
2023-01-20 01:50:00	ES	Futures	4388.15	4390.38	4388.15	4390.38	570.0
2023-01-20 01:55:00	ES	Futures	4390.1	4390.1	4388.7	4389.26	448.0
2023-01-20 02:00:00	ES	Futures	4388.98	4389.54	4387.87	4388.98	785.0
2023-01-20 02:05:00	ES	Futures	4388.98	4390.1	4388.98	4389.82	516.0
2023-01-20 02:10:00	ES	Futures	4389.82	4391.5	4389.82	4391.5	775.0
2023-01-20 02:15:00	ES	Futures	4391.78	4392.62	4391.22	4392.34	887.0
2023-01-20 02:20:00	ES	Futures	4392.34	4395.97	4392.06	4394.86	1496.0
2023-01-20 02:25:00	ES	Futures	4394.58	4396.81	4394.3	4396.25	870.0
2023-01-20 02:30:00	ES	Futures	4396.53	4396.81	4394.86	4395.42	1128.0
2023-01-20 02:35:00	ES	Futures	4395.69	4396.25	4395.14	4395.69	774.0
2023-01-20 02:40:00	ES	Futures	4395.69	4396.53	4395.14	4396.53	867.0
2023-01-20 02:45:00	ES	Futures	4396.53	4397.93	4395.97	4397.93	737.0
2023-01-20 02:50:00	ES	Futures	4397.65	4398.77	4396.53	4397.09	1032.0
2023-01-20 02:55:00	ES	Futures	4397.09	4397.93	4396.25	4396.25	675.0
2023-01-20 03:00:00	ES	Futures	4396.25	4396.81	4393.46	4395.42	2788.0
2023-01-20 03:05:00	ES	Futures	4395.14	4395.69	4393.46	4394.58	1519.0
2023-01-20 03:10:00	ES	Futures	4394.3	4394.58	4392.34	4393.46	1359.0
2023-01-20 03:15:00	ES	Futures	4393.74	4394.02	4392.06	4392.9	1496.0
2023-01-20 03:20:00	ES	Futures	4392.9	4393.46	4385.35	4385.35	2655.0
2023-01-20 03:25:00	ES	Futures	4385.35	4386.75	4383.67	4386.19	2044.0
2023-01-20 03:30:00	ES	Futures	4386.19	4387.87	4382.83	4387.31	2292.0
2023-01-20 03:35:00	ES	Futures	4387.31	4388.98	4386.19	4388.7	1230.0
2023-01-20 03:40:00	ES	Futures	4388.7	4391.78	4387.87	4391.5	1568.0
2023-01-20 03:45:00	ES	Futures	4391.5	4391.78	4389.26	4389.54	1274.0
2023-01-20 03:50:00	ES	Futures	4389.54	4389.54	4384.23	4386.47	1935.0
2023-01-20 03:55:00	ES	Futures	4386.19	4389.26	4385.91	4387.31	1224.0
2023-01-20 04:00:00	ES	Futures	4387.59	4388.15	4385.07	4385.07	957.0
2023-01-20 04:05:00	ES	Futures	4385.07	4385.07	4379.76	4381.71	1989.0

> showing 50 of 16,076 rows — these rows as CSV

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