PREVIEW / futures_5min / 2023-01-25

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-25.parquet
  size:    350 KB
  rows:    19,758

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
2023-01-25 00:00:00	ES	Futures	4490.2	4490.48	4489.36	4489.92	394.0
2023-01-25 00:05:00	ES	Futures	4489.92	4490.48	4489.64	4490.2	179.0
2023-01-25 00:10:00	ES	Futures	4490.2	4490.48	4489.64	4490.2	333.0
2023-01-25 00:15:00	ES	Futures	4490.48	4491.04	4490.2	4490.48	200.0
2023-01-25 00:20:00	ES	Futures	4490.48	4491.88	4490.48	4491.04	208.0
2023-01-25 00:25:00	ES	Futures	4491.04	4491.32	4490.76	4491.04	156.0
2023-01-25 00:30:00	ES	Futures	4490.76	4491.32	4489.36	4489.92	233.0
2023-01-25 00:35:00	ES	Futures	4489.64	4490.2	4489.36	4489.92	176.0
2023-01-25 00:40:00	ES	Futures	4489.92	4490.2	4489.08	4489.36	226.0
2023-01-25 00:45:00	ES	Futures	4489.36	4489.92	4489.08	4489.92	143.0
2023-01-25 00:50:00	ES	Futures	4489.92	4490.48	4489.64	4490.2	197.0
2023-01-25 00:55:00	ES	Futures	4490.2	4490.76	4489.92	4490.48	216.0
2023-01-25 01:00:00	ES	Futures	4490.48	4491.32	4490.48	4491.04	541.0
2023-01-25 01:05:00	ES	Futures	4491.04	4491.32	4490.2	4490.48	199.0
2023-01-25 01:10:00	ES	Futures	4490.48	4491.04	4490.2	4490.48	128.0
2023-01-25 01:15:00	ES	Futures	4490.76	4491.04	4490.48	4490.48	224.0
2023-01-25 01:20:00	ES	Futures	4490.76	4492.72	4490.2	4492.72	347.0
2023-01-25 01:25:00	ES	Futures	4492.72	4493.0	4491.88	4492.16	326.0
2023-01-25 01:30:00	ES	Futures	4492.44	4494.12	4492.16	4494.12	682.0
2023-01-25 01:35:00	ES	Futures	4493.84	4494.95	4493.56	4494.12	884.0
2023-01-25 01:40:00	ES	Futures	4494.12	4495.79	4493.84	4495.51	664.0
2023-01-25 01:45:00	ES	Futures	4495.51	4495.51	4493.84	4493.84	394.0
2023-01-25 01:50:00	ES	Futures	4494.12	4494.68	4493.56	4493.56	358.0
2023-01-25 01:55:00	ES	Futures	4493.84	4494.95	4493.84	4493.84	322.0
2023-01-25 02:00:00	ES	Futures	4493.84	4494.4	4492.44	4493.28	515.0
2023-01-25 02:05:00	ES	Futures	4493.0	4494.12	4492.72	4493.56	499.0
2023-01-25 02:10:00	ES	Futures	4493.28	4494.12	4492.72	4493.56	234.0
2023-01-25 02:15:00	ES	Futures	4493.56	4496.91	4493.28	4496.35	803.0
2023-01-25 02:20:00	ES	Futures	4496.35	4498.31	4496.35	4496.91	1254.0
2023-01-25 02:25:00	ES	Futures	4496.91	4498.31	4496.35	4497.75	734.0
2023-01-25 02:30:00	ES	Futures	4497.47	4497.75	4496.07	4496.35	424.0
2023-01-25 02:35:00	ES	Futures	4496.35	4497.19	4494.95	4496.63	775.0
2023-01-25 02:40:00	ES	Futures	4496.63	4497.47	4495.23	4495.51	666.0
2023-01-25 02:45:00	ES	Futures	4495.51	4496.63	4494.95	4495.23	472.0
2023-01-25 02:50:00	ES	Futures	4495.23	4496.63	4495.23	4496.35	515.0
2023-01-25 02:55:00	ES	Futures	4496.63	4498.03	4496.35	4497.19	1039.0
2023-01-25 03:00:00	ES	Futures	4497.19	4499.43	4496.35	4499.15	2362.0
2023-01-25 03:05:00	ES	Futures	4498.87	4499.71	4496.35	4496.63	1494.0
2023-01-25 03:10:00	ES	Futures	4496.35	4496.91	4492.44	4493.0	1689.0
2023-01-25 03:15:00	ES	Futures	4493.0	4494.12	4490.76	4490.76	1842.0
2023-01-25 03:20:00	ES	Futures	4491.04	4493.84	4490.76	4492.72	1512.0
2023-01-25 03:25:00	ES	Futures	4492.72	4493.28	4491.88	4492.16	978.0
2023-01-25 03:30:00	ES	Futures	4492.44	4495.23	4491.88	4494.68	1006.0
2023-01-25 03:35:00	ES	Futures	4494.68	4496.07	4494.12	4495.51	1074.0
2023-01-25 03:40:00	ES	Futures	4495.51	4496.07	4493.84	4494.12	870.0
2023-01-25 03:45:00	ES	Futures	4494.4	4495.51	4493.56	4495.23	848.0
2023-01-25 03:50:00	ES	Futures	4495.51	4495.51	4494.12	4494.68	1284.0
2023-01-25 03:55:00	ES	Futures	4494.68	4494.95	4491.6	4491.88	1300.0
2023-01-25 04:00:00	ES	Futures	4491.88	4492.44	4489.92	4489.92	1473.0
2023-01-25 04:05:00	ES	Futures	4489.92	4492.16	4489.64	4490.76	1188.0

> showing 50 of 19,758 rows — these rows as CSV

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