PREVIEW / futures_5min / 2023-02-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-01.parquet
  size:    374 KB
  rows:    20,695

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
2023-02-01 00:00:00	ES	Futures	4562.9	4562.9	4560.94	4561.5	697.0
2023-02-01 00:05:00	ES	Futures	4561.22	4562.9	4561.22	4562.62	228.0
2023-02-01 00:10:00	ES	Futures	4562.62	4563.46	4562.06	4562.9	323.0
2023-02-01 00:15:00	ES	Futures	4563.18	4563.18	4562.34	4562.62	268.0
2023-02-01 00:20:00	ES	Futures	4562.62	4562.9	4562.06	4562.34	192.0
2023-02-01 00:25:00	ES	Futures	4562.34	4562.62	4561.78	4562.06	238.0
2023-02-01 00:30:00	ES	Futures	4562.06	4562.62	4561.5	4562.34	286.0
2023-02-01 00:35:00	ES	Futures	4562.62	4562.62	4561.5	4562.06	310.0
2023-02-01 00:40:00	ES	Futures	4562.06	4562.34	4560.94	4562.06	478.0
2023-02-01 00:45:00	ES	Futures	4561.78	4562.34	4561.5	4562.06	251.0
2023-02-01 00:50:00	ES	Futures	4562.34	4564.58	4562.34	4564.02	534.0
2023-02-01 00:55:00	ES	Futures	4564.02	4564.3	4562.9	4563.18	711.0
2023-02-01 01:00:00	ES	Futures	4562.9	4563.46	4561.78	4562.62	740.0
2023-02-01 01:05:00	ES	Futures	4562.34	4563.18	4562.34	4562.62	350.0
2023-02-01 01:10:00	ES	Futures	4562.62	4562.9	4561.78	4561.78	288.0
2023-02-01 01:15:00	ES	Futures	4561.78	4562.34	4561.5	4561.5	364.0
2023-02-01 01:20:00	ES	Futures	4561.5	4563.46	4561.22	4563.18	327.0
2023-02-01 01:25:00	ES	Futures	4562.9	4562.9	4561.78	4562.06	370.0
2023-02-01 01:30:00	ES	Futures	4562.06	4563.46	4562.06	4563.18	343.0
2023-02-01 01:35:00	ES	Futures	4563.18	4564.02	4563.18	4564.02	331.0
2023-02-01 01:40:00	ES	Futures	4564.3	4564.3	4562.06	4562.06	280.0
2023-02-01 01:45:00	ES	Futures	4562.06	4562.62	4561.22	4562.06	521.0
2023-02-01 01:50:00	ES	Futures	4562.06	4563.18	4561.78	4562.62	580.0
2023-02-01 01:55:00	ES	Futures	4562.62	4563.46	4562.06	4562.62	451.0
2023-02-01 02:00:00	ES	Futures	4562.62	4562.9	4561.22	4561.78	985.0
2023-02-01 02:05:00	ES	Futures	4561.5	4563.18	4561.5	4561.78	631.0
2023-02-01 02:10:00	ES	Futures	4561.78	4563.18	4561.78	4562.9	473.0
2023-02-01 02:15:00	ES	Futures	4563.18	4565.7	4562.9	4564.58	976.0
2023-02-01 02:20:00	ES	Futures	4564.58	4565.42	4564.02	4565.14	547.0
2023-02-01 02:25:00	ES	Futures	4564.86	4565.7	4564.02	4565.42	346.0
2023-02-01 02:30:00	ES	Futures	4565.42	4565.7	4564.02	4564.58	714.0
2023-02-01 02:35:00	ES	Futures	4564.58	4564.86	4563.46	4563.74	469.0
2023-02-01 02:40:00	ES	Futures	4563.74	4564.3	4563.18	4564.02	351.0
2023-02-01 02:45:00	ES	Futures	4564.02	4565.14	4564.02	4564.86	502.0
2023-02-01 02:50:00	ES	Futures	4564.86	4564.86	4563.18	4564.3	641.0
2023-02-01 02:55:00	ES	Futures	4564.58	4566.25	4564.02	4564.86	989.0
2023-02-01 03:00:00	ES	Futures	4564.86	4565.98	4563.46	4563.74	2111.0
2023-02-01 03:05:00	ES	Futures	4563.74	4565.7	4562.62	4564.86	1633.0
2023-02-01 03:10:00	ES	Futures	4564.86	4565.98	4563.46	4565.14	1254.0
2023-02-01 03:15:00	ES	Futures	4565.42	4565.98	4564.58	4565.42	981.0
2023-02-01 03:20:00	ES	Futures	4565.42	4565.42	4563.46	4564.58	1215.0
2023-02-01 03:25:00	ES	Futures	4564.58	4565.42	4561.78	4562.34	1214.0
2023-02-01 03:30:00	ES	Futures	4562.34	4565.42	4562.34	4564.58	1919.0
2023-02-01 03:35:00	ES	Futures	4564.86	4565.7	4563.74	4564.86	1813.0
2023-02-01 03:40:00	ES	Futures	4564.86	4568.21	4564.86	4566.53	2666.0
2023-02-01 03:45:00	ES	Futures	4566.53	4566.81	4558.98	4559.54	4163.0
2023-02-01 03:50:00	ES	Futures	4559.54	4561.22	4558.71	4560.66	1616.0
2023-02-01 03:55:00	ES	Futures	4560.66	4561.22	4559.82	4560.66	895.0
2023-02-01 04:00:00	ES	Futures	4560.66	4560.66	4556.47	4558.71	2704.0
2023-02-01 04:05:00	ES	Futures	4558.71	4560.94	4558.15	4559.82	1271.0

> showing 50 of 20,695 rows — these rows as CSV

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