PREVIEW / futures_5min / 2023-01-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-27.parquet
  size:    277 KB
  rows:    16,138

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
2023-01-27 00:00:00	ES	Futures	4545.28	4546.12	4545.28	4546.12	192.0
2023-01-27 00:05:00	ES	Futures	4545.84	4546.4	4545.28	4545.28	331.0
2023-01-27 00:10:00	ES	Futures	4545.56	4545.84	4545.28	4545.84	238.0
2023-01-27 00:15:00	ES	Futures	4545.84	4546.96	4545.56	4546.68	314.0
2023-01-27 00:20:00	ES	Futures	4546.68	4546.96	4546.4	4546.68	257.0
2023-01-27 00:25:00	ES	Futures	4546.68	4547.8	4546.4	4547.8	1013.0
2023-01-27 00:30:00	ES	Futures	4547.8	4547.8	4546.96	4547.24	409.0
2023-01-27 00:35:00	ES	Futures	4547.24	4547.24	4546.96	4546.96	139.0
2023-01-27 00:40:00	ES	Futures	4547.24	4547.24	4546.12	4546.4	278.0
2023-01-27 00:45:00	ES	Futures	4546.4	4546.68	4546.4	4546.4	178.0
2023-01-27 00:50:00	ES	Futures	4546.68	4546.96	4546.4	4546.96	155.0
2023-01-27 00:55:00	ES	Futures	4546.68	4546.96	4546.4	4546.4	95.0
2023-01-27 01:00:00	ES	Futures	4546.4	4546.96	4546.4	4546.68	327.0
2023-01-27 01:05:00	ES	Futures	4546.68	4546.96	4546.12	4546.96	332.0
2023-01-27 01:10:00	ES	Futures	4546.96	4546.96	4545.0	4545.28	425.0
2023-01-27 01:15:00	ES	Futures	4545.28	4546.96	4545.0	4546.68	343.0
2023-01-27 01:20:00	ES	Futures	4546.68	4546.68	4545.84	4546.12	154.0
2023-01-27 01:25:00	ES	Futures	4546.4	4546.68	4545.84	4546.12	369.0
2023-01-27 01:30:00	ES	Futures	4546.12	4546.12	4544.45	4544.45	456.0
2023-01-27 01:35:00	ES	Futures	4544.45	4544.72	4542.21	4542.49	764.0
2023-01-27 01:40:00	ES	Futures	4542.21	4542.49	4540.25	4540.53	1287.0
2023-01-27 01:45:00	ES	Futures	4540.53	4541.93	4539.13	4541.93	1753.0
2023-01-27 01:50:00	ES	Futures	4541.93	4542.77	4541.65	4541.93	592.0
2023-01-27 01:55:00	ES	Futures	4542.21	4544.45	4541.93	4543.89	612.0
2023-01-27 02:00:00	ES	Futures	4543.89	4543.89	4541.65	4542.21	2362.0
2023-01-27 02:05:00	ES	Futures	4542.21	4543.89	4540.53	4541.09	1795.0
2023-01-27 02:10:00	ES	Futures	4541.09	4541.09	4539.69	4540.25	809.0
2023-01-27 02:15:00	ES	Futures	4540.25	4542.21	4540.25	4542.21	475.0
2023-01-27 02:20:00	ES	Futures	4542.49	4543.89	4542.49	4543.61	539.0
2023-01-27 02:25:00	ES	Futures	4543.61	4543.89	4543.33	4543.61	358.0
2023-01-27 02:30:00	ES	Futures	4543.89	4544.17	4542.49	4543.89	579.0
2023-01-27 02:35:00	ES	Futures	4543.89	4545.0	4543.89	4544.45	494.0
2023-01-27 02:40:00	ES	Futures	4544.45	4544.45	4543.33	4543.61	444.0
2023-01-27 02:45:00	ES	Futures	4543.61	4544.17	4542.77	4543.33	449.0
2023-01-27 02:50:00	ES	Futures	4543.61	4545.84	4543.61	4545.84	821.0
2023-01-27 02:55:00	ES	Futures	4545.84	4546.4	4543.89	4543.89	816.0
2023-01-27 03:00:00	ES	Futures	4543.61	4544.72	4541.93	4542.77	2387.0
2023-01-27 03:05:00	ES	Futures	4542.49	4544.17	4540.81	4543.61	1257.0
2023-01-27 03:10:00	ES	Futures	4543.89	4543.89	4541.65	4541.93	1169.0
2023-01-27 03:15:00	ES	Futures	4541.65	4541.93	4538.29	4538.57	1541.0
2023-01-27 03:20:00	ES	Futures	4538.29	4540.25	4537.73	4539.97	1400.0
2023-01-27 03:25:00	ES	Futures	4539.97	4541.37	4538.85	4539.69	1204.0
2023-01-27 03:30:00	ES	Futures	4539.41	4544.17	4539.41	4543.89	1327.0
2023-01-27 03:35:00	ES	Futures	4543.89	4544.72	4543.05	4543.05	1242.0
2023-01-27 03:40:00	ES	Futures	4543.05	4544.72	4542.77	4543.61	867.0
2023-01-27 03:45:00	ES	Futures	4543.89	4544.17	4542.21	4543.05	714.0
2023-01-27 03:50:00	ES	Futures	4543.05	4545.28	4541.65	4542.49	1412.0
2023-01-27 03:55:00	ES	Futures	4542.21	4543.05	4540.53	4541.65	1072.0
2023-01-27 04:00:00	ES	Futures	4541.37	4543.33	4540.81	4542.49	791.0
2023-01-27 04:05:00	ES	Futures	4542.77	4542.77	4540.53	4541.93	599.0

> showing 50 of 16,138 rows — these rows as CSV

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