PREVIEW / futures_5min / 2023-01-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-30.parquet
  size:    347 KB
  rows:    20,335

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
2023-01-30 00:00:00	ES	Futures	4554.51	4554.51	4551.44	4551.44	999.0
2023-01-30 00:05:00	ES	Futures	4551.16	4552.27	4550.32	4551.16	1860.0
2023-01-30 00:10:00	ES	Futures	4551.16	4551.72	4549.76	4550.6	835.0
2023-01-30 00:15:00	ES	Futures	4550.6	4551.72	4550.6	4551.72	464.0
2023-01-30 00:20:00	ES	Futures	4551.44	4551.72	4550.32	4550.88	233.0
2023-01-30 00:25:00	ES	Futures	4550.88	4551.99	4548.92	4551.44	1320.0
2023-01-30 00:30:00	ES	Futures	4551.72	4551.72	4550.32	4551.16	569.0
2023-01-30 00:35:00	ES	Futures	4551.16	4552.27	4550.88	4551.72	496.0
2023-01-30 00:40:00	ES	Futures	4551.72	4552.83	4551.44	4552.83	499.0
2023-01-30 00:45:00	ES	Futures	4552.83	4553.11	4552.55	4552.83	273.0
2023-01-30 00:50:00	ES	Futures	4552.83	4553.67	4551.99	4552.83	419.0
2023-01-30 00:55:00	ES	Futures	4552.55	4553.11	4551.44	4551.72	643.0
2023-01-30 01:00:00	ES	Futures	4551.44	4552.55	4551.16	4552.27	955.0
2023-01-30 01:05:00	ES	Futures	4552.27	4553.67	4551.16	4551.16	615.0
2023-01-30 01:10:00	ES	Futures	4551.44	4553.11	4551.44	4552.55	236.0
2023-01-30 01:15:00	ES	Futures	4552.55	4554.23	4551.44	4551.72	598.0
2023-01-30 01:20:00	ES	Futures	4551.44	4552.83	4551.44	4552.27	935.0
2023-01-30 01:25:00	ES	Futures	4551.99	4552.55	4550.88	4551.16	315.0
2023-01-30 01:30:00	ES	Futures	4551.44	4551.99	4550.88	4551.16	320.0
2023-01-30 01:35:00	ES	Futures	4551.16	4551.72	4550.32	4550.6	340.0
2023-01-30 01:40:00	ES	Futures	4550.32	4550.6	4549.2	4549.2	503.0
2023-01-30 01:45:00	ES	Futures	4549.2	4550.88	4548.92	4550.04	823.0
2023-01-30 01:50:00	ES	Futures	4550.32	4550.32	4548.08	4549.2	638.0
2023-01-30 01:55:00	ES	Futures	4549.2	4551.16	4549.2	4550.04	575.0
2023-01-30 02:00:00	ES	Futures	4550.32	4550.88	4548.36	4549.76	921.0
2023-01-30 02:05:00	ES	Futures	4549.48	4550.88	4544.45	4546.68	2682.0
2023-01-30 02:10:00	ES	Futures	4546.68	4546.96	4543.61	4544.45	1383.0
2023-01-30 02:15:00	ES	Futures	4544.45	4546.68	4544.45	4546.4	720.0
2023-01-30 02:20:00	ES	Futures	4546.12	4546.68	4543.89	4543.89	1099.0
2023-01-30 02:25:00	ES	Futures	4543.89	4545.0	4543.33	4543.61	758.0
2023-01-30 02:30:00	ES	Futures	4543.61	4545.56	4542.49	4545.56	1109.0
2023-01-30 02:35:00	ES	Futures	4545.28	4545.28	4543.61	4544.45	833.0
2023-01-30 02:40:00	ES	Futures	4544.17	4544.45	4541.65	4541.93	987.0
2023-01-30 02:45:00	ES	Futures	4542.21	4543.61	4541.65	4542.21	1200.0
2023-01-30 02:50:00	ES	Futures	4542.21	4543.05	4541.37	4543.05	961.0
2023-01-30 02:55:00	ES	Futures	4543.05	4545.0	4542.77	4543.89	1185.0
2023-01-30 03:00:00	ES	Futures	4543.89	4543.89	4538.29	4539.13	5622.0
2023-01-30 03:05:00	ES	Futures	4539.13	4539.69	4536.06	4538.01	3475.0
2023-01-30 03:10:00	ES	Futures	4538.29	4539.69	4535.5	4537.18	3060.0
2023-01-30 03:15:00	ES	Futures	4537.18	4538.29	4534.38	4535.22	2519.0
2023-01-30 03:20:00	ES	Futures	4534.94	4535.5	4530.74	4531.3	2995.0
2023-01-30 03:25:00	ES	Futures	4531.3	4531.3	4527.39	4529.63	3211.0
2023-01-30 03:30:00	ES	Futures	4529.35	4532.98	4528.23	4531.86	2602.0
2023-01-30 03:35:00	ES	Futures	4532.14	4535.78	4531.86	4533.82	3487.0
2023-01-30 03:40:00	ES	Futures	4534.1	4536.9	4532.98	4534.66	2551.0
2023-01-30 03:45:00	ES	Futures	4534.94	4536.62	4533.82	4535.22	1640.0
2023-01-30 03:50:00	ES	Futures	4535.22	4535.5	4531.86	4532.42	1420.0
2023-01-30 03:55:00	ES	Futures	4532.14	4533.54	4530.46	4532.7	1606.0
2023-01-30 04:00:00	ES	Futures	4532.7	4536.9	4532.7	4532.98	3623.0
2023-01-30 04:05:00	ES	Futures	4533.26	4535.5	4531.3	4532.42	2299.0

> showing 50 of 20,335 rows — these rows as CSV

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