PREVIEW / futures_5min / 2023-01-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-22.parquet
  size:    75 KB
  rows:    3,959

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
2023-01-22 18:00:00	ES	Futures	4459.17	4462.52	4454.97	4455.81	3079.0
2023-01-22 18:05:00	ES	Futures	4456.09	4457.49	4454.69	4457.21	755.0
2023-01-22 18:10:00	ES	Futures	4457.49	4459.72	4455.81	4458.33	996.0
2023-01-22 18:15:00	ES	Futures	4458.33	4458.89	4456.93	4458.33	663.0
2023-01-22 18:20:00	ES	Futures	4458.33	4458.33	4455.81	4455.81	666.0
2023-01-22 18:25:00	ES	Futures	4455.81	4456.93	4455.81	4456.37	326.0
2023-01-22 18:30:00	ES	Futures	4456.65	4457.21	4455.81	4456.09	326.0
2023-01-22 18:35:00	ES	Futures	4456.09	4456.09	4455.25	4456.09	374.0
2023-01-22 18:40:00	ES	Futures	4455.81	4456.09	4455.25	4455.81	219.0
2023-01-22 18:45:00	ES	Futures	4456.09	4456.37	4452.73	4452.73	708.0
2023-01-22 18:50:00	ES	Futures	4452.73	4454.69	4452.73	4454.13	673.0
2023-01-22 18:55:00	ES	Futures	4454.13	4455.25	4453.57	4454.97	320.0
2023-01-22 19:00:00	ES	Futures	4454.97	4455.53	4452.18	4452.73	935.0
2023-01-22 19:05:00	ES	Futures	4452.73	4453.57	4452.18	4453.57	610.0
2023-01-22 19:10:00	ES	Futures	4453.29	4454.13	4452.73	4453.29	557.0
2023-01-22 19:15:00	ES	Futures	4453.29	4454.13	4452.45	4453.57	663.0
2023-01-22 19:20:00	ES	Futures	4453.85	4455.53	4453.57	4455.53	766.0
2023-01-22 19:25:00	ES	Futures	4455.25	4455.53	4454.69	4454.97	872.0
2023-01-22 19:30:00	ES	Futures	4455.25	4457.21	4455.25	4456.65	1472.0
2023-01-22 19:35:00	ES	Futures	4456.37	4457.77	4456.37	4456.65	784.0
2023-01-22 19:40:00	ES	Futures	4456.65	4457.21	4452.73	4453.57	2042.0
2023-01-22 19:45:00	ES	Futures	4453.85	4454.97	4453.57	4454.41	995.0
2023-01-22 19:50:00	ES	Futures	4454.41	4454.97	4453.85	4454.41	633.0
2023-01-22 19:55:00	ES	Futures	4454.41	4455.25	4454.13	4454.97	514.0
2023-01-22 20:00:00	ES	Futures	4454.97	4455.53	4454.13	4455.25	503.0
2023-01-22 20:05:00	ES	Futures	4455.53	4455.81	4454.97	4455.25	440.0
2023-01-22 20:10:00	ES	Futures	4455.53	4455.53	4454.41	4454.97	415.0
2023-01-22 20:15:00	ES	Futures	4455.25	4456.37	4455.25	4455.81	870.0
2023-01-22 20:20:00	ES	Futures	4456.09	4458.61	4455.81	4458.33	1175.0
2023-01-22 20:25:00	ES	Futures	4458.33	4458.61	4457.21	4457.49	509.0
2023-01-22 20:30:00	ES	Futures	4457.77	4458.05	4456.93	4457.21	599.0
2023-01-22 20:35:00	ES	Futures	4457.21	4457.21	4456.37	4456.37	241.0
2023-01-22 20:40:00	ES	Futures	4456.37	4457.21	4456.09	4456.93	382.0
2023-01-22 20:45:00	ES	Futures	4456.93	4456.93	4456.37	4456.65	227.0
2023-01-22 20:50:00	ES	Futures	4456.65	4456.65	4456.09	4456.37	108.0
2023-01-22 20:55:00	ES	Futures	4456.37	4457.49	4456.37	4456.93	213.0
2023-01-22 21:00:00	ES	Futures	4456.93	4458.05	4456.65	4458.05	462.0
2023-01-22 21:05:00	ES	Futures	4458.05	4458.61	4457.77	4458.61	358.0
2023-01-22 21:10:00	ES	Futures	4458.61	4459.44	4457.77	4458.33	608.0
2023-01-22 21:15:00	ES	Futures	4458.61	4458.61	4457.49	4457.49	209.0
2023-01-22 21:20:00	ES	Futures	4457.77	4458.33	4457.49	4458.33	199.0
2023-01-22 21:25:00	ES	Futures	4458.33	4458.61	4457.49	4457.49	191.0
2023-01-22 21:30:00	ES	Futures	4457.49	4458.05	4457.21	4457.21	299.0
2023-01-22 21:35:00	ES	Futures	4457.21	4457.21	4455.81	4456.09	482.0
2023-01-22 21:40:00	ES	Futures	4456.09	4456.09	4454.97	4454.97	362.0
2023-01-22 21:45:00	ES	Futures	4454.97	4456.09	4454.69	4455.53	311.0
2023-01-22 21:50:00	ES	Futures	4455.53	4456.09	4455.53	4456.09	109.0
2023-01-22 21:55:00	ES	Futures	4455.81	4456.65	4455.53	4456.09	220.0
2023-01-22 22:00:00	ES	Futures	4455.81	4456.65	4455.81	4456.09	157.0
2023-01-22 22:05:00	ES	Futures	4456.37	4456.65	4456.09	4456.37	106.0

> showing 50 of 3,959 rows — these rows as CSV

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