PREVIEW / futures_5min / 2023-01-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-24.parquet
  size:    339 KB
  rows:    19,731

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
2023-01-24 00:00:00	ES	Futures	4515.37	4516.21	4515.09	4515.37	511.0
2023-01-24 00:05:00	ES	Futures	4515.37	4515.93	4514.81	4514.81	288.0
2023-01-24 00:10:00	ES	Futures	4514.81	4515.65	4514.53	4515.65	205.0
2023-01-24 00:15:00	ES	Futures	4515.65	4515.93	4515.65	4515.65	195.0
2023-01-24 00:20:00	ES	Futures	4515.65	4515.65	4515.09	4515.65	71.0
2023-01-24 00:25:00	ES	Futures	4515.65	4515.93	4515.09	4515.65	202.0
2023-01-24 00:30:00	ES	Futures	4515.65	4516.76	4515.37	4516.21	290.0
2023-01-24 00:35:00	ES	Futures	4516.21	4520.12	4515.93	4517.6	1443.0
2023-01-24 00:40:00	ES	Futures	4517.32	4518.16	4517.32	4517.88	242.0
2023-01-24 00:45:00	ES	Futures	4517.88	4517.88	4516.21	4516.21	327.0
2023-01-24 00:50:00	ES	Futures	4516.48	4516.76	4514.81	4515.09	543.0
2023-01-24 00:55:00	ES	Futures	4515.09	4515.37	4514.53	4515.09	348.0
2023-01-24 01:00:00	ES	Futures	4514.81	4515.65	4513.13	4513.97	918.0
2023-01-24 01:05:00	ES	Futures	4513.97	4513.97	4512.01	4512.57	1235.0
2023-01-24 01:10:00	ES	Futures	4512.57	4513.69	4511.45	4513.41	319.0
2023-01-24 01:15:00	ES	Futures	4513.41	4513.41	4512.85	4513.13	151.0
2023-01-24 01:20:00	ES	Futures	4513.13	4514.25	4513.13	4513.97	142.0
2023-01-24 01:25:00	ES	Futures	4513.97	4515.65	4513.97	4515.37	286.0
2023-01-24 01:30:00	ES	Futures	4515.65	4515.65	4514.53	4514.53	251.0
2023-01-24 01:35:00	ES	Futures	4514.81	4515.37	4514.81	4515.09	149.0
2023-01-24 01:40:00	ES	Futures	4515.37	4516.21	4515.09	4515.93	294.0
2023-01-24 01:45:00	ES	Futures	4515.93	4515.93	4515.65	4515.65	279.0
2023-01-24 01:50:00	ES	Futures	4515.65	4515.65	4515.09	4515.09	156.0
2023-01-24 01:55:00	ES	Futures	4514.81	4515.65	4513.69	4515.37	854.0
2023-01-24 02:00:00	ES	Futures	4515.09	4515.09	4513.13	4513.69	519.0
2023-01-24 02:05:00	ES	Futures	4513.69	4513.97	4512.01	4513.13	698.0
2023-01-24 02:10:00	ES	Futures	4512.85	4513.69	4511.45	4512.29	561.0
2023-01-24 02:15:00	ES	Futures	4512.29	4514.81	4512.29	4514.25	626.0
2023-01-24 02:20:00	ES	Futures	4513.97	4516.21	4513.97	4516.21	956.0
2023-01-24 02:25:00	ES	Futures	4515.93	4515.93	4514.81	4515.65	493.0
2023-01-24 02:30:00	ES	Futures	4515.65	4515.93	4513.41	4513.97	921.0
2023-01-24 02:35:00	ES	Futures	4513.69	4514.53	4513.41	4514.25	469.0
2023-01-24 02:40:00	ES	Futures	4513.97	4513.97	4512.29	4512.85	509.0
2023-01-24 02:45:00	ES	Futures	4512.57	4512.85	4511.45	4511.73	570.0
2023-01-24 02:50:00	ES	Futures	4511.45	4512.01	4509.21	4510.33	913.0
2023-01-24 02:55:00	ES	Futures	4510.33	4511.73	4510.05	4511.73	579.0
2023-01-24 03:00:00	ES	Futures	4511.73	4515.65	4511.45	4514.53	2447.0
2023-01-24 03:05:00	ES	Futures	4514.53	4514.53	4509.49	4509.77	1591.0
2023-01-24 03:10:00	ES	Futures	4509.77	4512.29	4509.77	4510.05	1133.0
2023-01-24 03:15:00	ES	Futures	4510.05	4512.57	4510.05	4511.45	954.0
2023-01-24 03:20:00	ES	Futures	4511.45	4512.01	4510.33	4511.73	709.0
2023-01-24 03:25:00	ES	Futures	4512.01	4512.85	4510.33	4510.89	745.0
2023-01-24 03:30:00	ES	Futures	4510.89	4512.01	4508.1	4510.33	2206.0
2023-01-24 03:35:00	ES	Futures	4510.33	4511.17	4507.54	4510.89	1457.0
2023-01-24 03:40:00	ES	Futures	4510.89	4512.29	4510.61	4510.89	1078.0
2023-01-24 03:45:00	ES	Futures	4510.89	4512.01	4509.21	4510.33	1197.0
2023-01-24 03:50:00	ES	Futures	4510.33	4512.01	4509.49	4509.77	838.0
2023-01-24 03:55:00	ES	Futures	4510.05	4511.45	4509.49	4510.61	645.0
2023-01-24 04:00:00	ES	Futures	4510.33	4511.17	4507.26	4508.94	1931.0
2023-01-24 04:05:00	ES	Futures	4508.66	4511.73	4508.66	4508.94	1247.0

> showing 50 of 19,731 rows — these rows as CSV

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