PREVIEW / futures_5min / 2023-01-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-26.parquet
  size:    347 KB
  rows:    20,067

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
2023-01-26 00:00:00	ES	Futures	4514.81	4515.65	4514.25	4515.37	398.0
2023-01-26 00:05:00	ES	Futures	4515.37	4515.93	4514.81	4515.09	179.0
2023-01-26 00:10:00	ES	Futures	4515.09	4515.93	4514.81	4514.81	270.0
2023-01-26 00:15:00	ES	Futures	4515.09	4515.65	4514.81	4515.09	212.0
2023-01-26 00:20:00	ES	Futures	4515.37	4516.48	4515.37	4516.21	223.0
2023-01-26 00:25:00	ES	Futures	4516.21	4516.48	4515.37	4515.65	230.0
2023-01-26 00:30:00	ES	Futures	4515.93	4515.93	4514.53	4514.53	338.0
2023-01-26 00:35:00	ES	Futures	4514.53	4515.37	4514.25	4515.09	178.0
2023-01-26 00:40:00	ES	Futures	4515.09	4516.21	4515.09	4515.65	250.0
2023-01-26 00:45:00	ES	Futures	4515.37	4515.93	4514.81	4515.65	249.0
2023-01-26 00:50:00	ES	Futures	4515.65	4522.08	4515.65	4520.12	2451.0
2023-01-26 00:55:00	ES	Futures	4519.84	4520.68	4519.28	4520.4	816.0
2023-01-26 01:00:00	ES	Futures	4520.4	4521.52	4519.0	4521.52	825.0
2023-01-26 01:05:00	ES	Futures	4521.24	4525.15	4520.96	4524.03	2298.0
2023-01-26 01:10:00	ES	Futures	4523.75	4527.39	4523.47	4526.55	2322.0
2023-01-26 01:15:00	ES	Futures	4526.83	4526.83	4525.15	4525.99	603.0
2023-01-26 01:20:00	ES	Futures	4525.99	4526.55	4525.15	4525.99	505.0
2023-01-26 01:25:00	ES	Futures	4526.27	4526.27	4522.64	4523.2	1107.0
2023-01-26 01:30:00	ES	Futures	4523.47	4523.75	4521.24	4521.52	1480.0
2023-01-26 01:35:00	ES	Futures	4521.8	4523.75	4521.8	4523.75	629.0
2023-01-26 01:40:00	ES	Futures	4523.75	4524.87	4523.47	4524.59	548.0
2023-01-26 01:45:00	ES	Futures	4524.31	4524.31	4523.2	4523.75	283.0
2023-01-26 01:50:00	ES	Futures	4523.75	4525.15	4521.52	4521.8	691.0
2023-01-26 01:55:00	ES	Futures	4522.08	4524.59	4521.52	4524.03	944.0
2023-01-26 02:00:00	ES	Futures	4524.03	4524.03	4521.52	4522.64	1354.0
2023-01-26 02:05:00	ES	Futures	4522.64	4522.64	4520.12	4521.8	1152.0
2023-01-26 02:10:00	ES	Futures	4521.8	4522.92	4521.24	4521.8	605.0
2023-01-26 02:15:00	ES	Futures	4521.8	4522.64	4520.68	4520.96	614.0
2023-01-26 02:20:00	ES	Futures	4521.24	4521.24	4518.44	4519.0	1196.0
2023-01-26 02:25:00	ES	Futures	4518.72	4520.68	4518.44	4519.28	954.0
2023-01-26 02:30:00	ES	Futures	4519.56	4521.52	4518.72	4521.52	837.0
2023-01-26 02:35:00	ES	Futures	4521.24	4522.64	4520.68	4521.8	1143.0
2023-01-26 02:40:00	ES	Futures	4521.8	4524.03	4521.24	4523.75	739.0
2023-01-26 02:45:00	ES	Futures	4523.47	4523.47	4520.4	4520.96	745.0
2023-01-26 02:50:00	ES	Futures	4520.96	4522.08	4520.12	4521.24	683.0
2023-01-26 02:55:00	ES	Futures	4520.96	4522.64	4520.68	4520.96	565.0
2023-01-26 03:00:00	ES	Futures	4520.96	4523.47	4520.12	4520.96	2040.0
2023-01-26 03:05:00	ES	Futures	4520.96	4523.47	4520.4	4522.92	1715.0
2023-01-26 03:10:00	ES	Futures	4523.2	4524.87	4521.8	4524.31	1577.0
2023-01-26 03:15:00	ES	Futures	4524.31	4528.79	4523.75	4526.83	2525.0
2023-01-26 03:20:00	ES	Futures	4526.55	4528.51	4525.99	4526.83	1252.0
2023-01-26 03:25:00	ES	Futures	4526.83	4527.11	4524.03	4524.59	1193.0
2023-01-26 03:30:00	ES	Futures	4524.59	4524.87	4522.08	4523.2	1595.0
2023-01-26 03:35:00	ES	Futures	4523.2	4524.03	4522.64	4523.2	687.0
2023-01-26 03:40:00	ES	Futures	4523.2	4524.59	4522.92	4524.03	490.0
2023-01-26 03:45:00	ES	Futures	4524.03	4524.87	4522.36	4522.64	632.0
2023-01-26 03:50:00	ES	Futures	4522.92	4523.47	4522.08	4522.64	527.0
2023-01-26 03:55:00	ES	Futures	4522.64	4523.2	4519.56	4520.12	1093.0
2023-01-26 04:00:00	ES	Futures	4520.12	4522.92	4519.28	4522.36	1179.0
2023-01-26 04:05:00	ES	Futures	4522.08	4524.87	4521.8	4524.59	1096.0

> showing 50 of 20,067 rows — these rows as CSV

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