PREVIEW / futures_5min / 2023-01-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-23.parquet
  size:    346 KB
  rows:    19,854

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
2023-01-23 00:00:00	ES	Futures	4457.21	4457.77	4456.09	4456.65	365.0
2023-01-23 00:05:00	ES	Futures	4456.65	4456.93	4455.81	4456.37	166.0
2023-01-23 00:10:00	ES	Futures	4456.37	4456.37	4455.53	4455.81	158.0
2023-01-23 00:15:00	ES	Futures	4455.81	4457.21	4455.53	4457.21	197.0
2023-01-23 00:20:00	ES	Futures	4457.21	4457.21	4456.37	4456.37	132.0
2023-01-23 00:25:00	ES	Futures	4456.65	4459.44	4456.37	4459.44	465.0
2023-01-23 00:30:00	ES	Futures	4459.17	4460.0	4458.89	4459.44	919.0
2023-01-23 00:35:00	ES	Futures	4459.17	4459.72	4458.89	4459.17	360.0
2023-01-23 00:40:00	ES	Futures	4459.44	4459.44	4459.17	4459.17	242.0
2023-01-23 00:45:00	ES	Futures	4459.17	4460.0	4459.17	4459.17	381.0
2023-01-23 00:50:00	ES	Futures	4459.17	4459.44	4459.17	4459.17	336.0
2023-01-23 00:55:00	ES	Futures	4459.17	4459.72	4457.21	4457.49	640.0
2023-01-23 01:00:00	ES	Futures	4457.49	4457.77	4456.37	4456.93	648.0
2023-01-23 01:05:00	ES	Futures	4456.93	4457.77	4456.65	4457.49	237.0
2023-01-23 01:10:00	ES	Futures	4457.21	4457.21	4456.37	4456.93	236.0
2023-01-23 01:15:00	ES	Futures	4456.65	4457.49	4456.65	4457.21	154.0
2023-01-23 01:20:00	ES	Futures	4457.21	4457.49	4455.81	4456.09	245.0
2023-01-23 01:25:00	ES	Futures	4456.09	4456.93	4455.53	4456.93	290.0
2023-01-23 01:30:00	ES	Futures	4456.93	4458.05	4456.65	4457.77	192.0
2023-01-23 01:35:00	ES	Futures	4458.05	4458.61	4458.05	4458.33	254.0
2023-01-23 01:40:00	ES	Futures	4458.33	4458.61	4457.21	4457.49	258.0
2023-01-23 01:45:00	ES	Futures	4457.49	4461.96	4457.21	4461.12	1348.0
2023-01-23 01:50:00	ES	Futures	4461.12	4461.12	4458.89	4459.44	403.0
2023-01-23 01:55:00	ES	Futures	4459.17	4461.4	4458.61	4460.0	1005.0
2023-01-23 02:00:00	ES	Futures	4460.0	4465.04	4458.61	4464.48	2207.0
2023-01-23 02:05:00	ES	Futures	4464.48	4465.6	4460.0	4460.84	1626.0
2023-01-23 02:10:00	ES	Futures	4460.56	4461.68	4460.28	4460.84	693.0
2023-01-23 02:15:00	ES	Futures	4460.84	4461.68	4458.89	4459.44	977.0
2023-01-23 02:20:00	ES	Futures	4459.44	4460.28	4457.77	4457.77	704.0
2023-01-23 02:25:00	ES	Futures	4458.05	4458.05	4455.81	4456.93	1138.0
2023-01-23 02:30:00	ES	Futures	4456.93	4458.89	4456.93	4458.61	865.0
2023-01-23 02:35:00	ES	Futures	4458.33	4459.44	4457.77	4459.17	853.0
2023-01-23 02:40:00	ES	Futures	4459.17	4459.44	4456.65	4458.05	664.0
2023-01-23 02:45:00	ES	Futures	4457.77	4458.89	4457.77	4458.61	441.0
2023-01-23 02:50:00	ES	Futures	4458.61	4459.72	4458.61	4459.44	309.0
2023-01-23 02:55:00	ES	Futures	4459.72	4461.96	4458.89	4461.12	686.0
2023-01-23 03:00:00	ES	Futures	4461.12	4463.08	4459.44	4462.8	1757.0
2023-01-23 03:05:00	ES	Futures	4462.8	4468.11	4462.8	4467.55	3665.0
2023-01-23 03:10:00	ES	Futures	4467.83	4468.11	4465.88	4466.44	1678.0
2023-01-23 03:15:00	ES	Futures	4466.71	4467.83	4463.92	4464.2	1344.0
2023-01-23 03:20:00	ES	Futures	4464.2	4465.04	4459.17	4460.28	2352.0
2023-01-23 03:25:00	ES	Futures	4460.28	4460.56	4457.77	4458.33	1952.0
2023-01-23 03:30:00	ES	Futures	4458.33	4458.33	4454.69	4457.77	2152.0
2023-01-23 03:35:00	ES	Futures	4457.77	4460.28	4457.21	4457.77	966.0
2023-01-23 03:40:00	ES	Futures	4457.77	4460.28	4457.49	4459.72	844.0
2023-01-23 03:45:00	ES	Futures	4459.72	4460.0	4456.37	4458.05	868.0
2023-01-23 03:50:00	ES	Futures	4458.05	4461.68	4458.05	4460.84	1116.0
2023-01-23 03:55:00	ES	Futures	4461.12	4461.96	4456.93	4456.93	1209.0
2023-01-23 04:00:00	ES	Futures	4456.93	4457.21	4454.13	4456.65	2264.0
2023-01-23 04:05:00	ES	Futures	4456.65	4457.49	4455.25	4455.25	757.0

> showing 50 of 19,854 rows — these rows as CSV

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