PREVIEW / futures_5min / 2023-01-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-01-31.parquet
  size:    363 KB
  rows:    20,369

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
2023-01-31 00:00:00	ES	Futures	4507.82	4508.1	4506.7	4507.82	509.0
2023-01-31 00:05:00	ES	Futures	4507.82	4507.82	4505.86	4507.26	390.0
2023-01-31 00:10:00	ES	Futures	4507.26	4509.49	4507.26	4509.21	634.0
2023-01-31 00:15:00	ES	Futures	4509.21	4509.77	4508.66	4509.77	725.0
2023-01-31 00:20:00	ES	Futures	4509.49	4510.33	4508.66	4510.05	388.0
2023-01-31 00:25:00	ES	Futures	4510.05	4510.33	4509.49	4510.05	496.0
2023-01-31 00:30:00	ES	Futures	4509.77	4510.05	4508.66	4508.66	424.0
2023-01-31 00:35:00	ES	Futures	4508.94	4509.21	4508.38	4509.21	278.0
2023-01-31 00:40:00	ES	Futures	4509.49	4509.49	4508.38	4508.38	397.0
2023-01-31 00:45:00	ES	Futures	4508.38	4508.66	4506.42	4506.42	771.0
2023-01-31 00:50:00	ES	Futures	4506.42	4506.7	4504.46	4505.3	825.0
2023-01-31 00:55:00	ES	Futures	4505.3	4506.42	4504.18	4504.46	917.0
2023-01-31 01:00:00	ES	Futures	4504.74	4506.7	4504.74	4506.14	773.0
2023-01-31 01:05:00	ES	Futures	4506.14	4506.42	4504.74	4506.14	514.0
2023-01-31 01:10:00	ES	Futures	4505.86	4507.82	4505.86	4507.26	553.0
2023-01-31 01:15:00	ES	Futures	4507.26	4509.49	4507.26	4508.66	621.0
2023-01-31 01:20:00	ES	Futures	4508.66	4509.77	4508.1	4508.66	479.0
2023-01-31 01:25:00	ES	Futures	4508.66	4508.94	4508.1	4508.38	465.0
2023-01-31 01:30:00	ES	Futures	4508.1	4508.66	4506.7	4507.26	661.0
2023-01-31 01:35:00	ES	Futures	4507.26	4507.54	4505.3	4506.14	592.0
2023-01-31 01:40:00	ES	Futures	4505.86	4507.82	4505.86	4507.82	391.0
2023-01-31 01:45:00	ES	Futures	4507.82	4509.49	4507.82	4508.1	581.0
2023-01-31 01:50:00	ES	Futures	4508.38	4509.49	4508.38	4509.21	473.0
2023-01-31 01:55:00	ES	Futures	4509.49	4509.77	4508.38	4508.94	452.0
2023-01-31 02:00:00	ES	Futures	4508.66	4512.01	4507.54	4511.73	1332.0
2023-01-31 02:05:00	ES	Futures	4511.45	4512.01	4509.49	4509.77	940.0
2023-01-31 02:10:00	ES	Futures	4510.05	4510.05	4506.98	4506.98	1474.0
2023-01-31 02:15:00	ES	Futures	4507.26	4508.66	4506.98	4507.82	1171.0
2023-01-31 02:20:00	ES	Futures	4507.82	4509.21	4506.42	4506.98	981.0
2023-01-31 02:25:00	ES	Futures	4506.7	4507.82	4506.14	4507.82	397.0
2023-01-31 02:30:00	ES	Futures	4507.82	4510.05	4507.82	4510.05	953.0
2023-01-31 02:35:00	ES	Futures	4509.77	4510.89	4509.77	4510.61	485.0
2023-01-31 02:40:00	ES	Futures	4510.33	4510.33	4509.21	4509.77	439.0
2023-01-31 02:45:00	ES	Futures	4509.77	4518.16	4509.77	4517.6	3881.0
2023-01-31 02:50:00	ES	Futures	4517.88	4519.84	4517.32	4519.28	2291.0
2023-01-31 02:55:00	ES	Futures	4519.0	4520.12	4517.32	4518.72	2282.0
2023-01-31 03:00:00	ES	Futures	4518.72	4519.84	4517.6	4519.28	2669.0
2023-01-31 03:05:00	ES	Futures	4519.56	4520.12	4513.41	4513.97	2385.0
2023-01-31 03:10:00	ES	Futures	4513.69	4516.21	4511.17	4511.17	2010.0
2023-01-31 03:15:00	ES	Futures	4511.17	4517.32	4510.89	4514.81	2043.0
2023-01-31 03:20:00	ES	Futures	4514.81	4515.93	4509.77	4510.61	1961.0
2023-01-31 03:25:00	ES	Futures	4510.33	4510.61	4508.1	4508.94	1886.0
2023-01-31 03:30:00	ES	Futures	4509.21	4509.21	4504.74	4508.66	2177.0
2023-01-31 03:35:00	ES	Futures	4508.66	4509.21	4505.58	4505.86	1136.0
2023-01-31 03:40:00	ES	Futures	4505.58	4506.42	4502.5	4503.06	1919.0
2023-01-31 03:45:00	ES	Futures	4503.06	4504.46	4497.47	4498.03	3746.0
2023-01-31 03:50:00	ES	Futures	4498.03	4498.87	4496.63	4498.59	2279.0
2023-01-31 03:55:00	ES	Futures	4498.31	4501.11	4497.75	4499.99	2341.0
2023-01-31 04:00:00	ES	Futures	4499.99	4501.39	4498.31	4499.43	2275.0
2023-01-31 04:05:00	ES	Futures	4499.43	4500.83	4498.03	4499.71	1249.0

> showing 50 of 20,369 rows — these rows as CSV

> unlock the full archive -- $79 one-time