PREVIEW / futures_5min / 2023-02-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-02.parquet
  size:    377 KB
  rows:    20,760

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
2023-02-02 00:00:00	ES	Futures	4638.39	4638.95	4637.27	4637.55	479.0
2023-02-02 00:05:00	ES	Futures	4637.55	4637.83	4635.88	4636.16	458.0
2023-02-02 00:10:00	ES	Futures	4636.44	4636.44	4635.32	4635.88	400.0
2023-02-02 00:15:00	ES	Futures	4635.88	4637.55	4635.88	4636.72	707.0
2023-02-02 00:20:00	ES	Futures	4636.72	4637.55	4636.72	4637.27	191.0
2023-02-02 00:25:00	ES	Futures	4637.0	4637.55	4635.32	4635.32	411.0
2023-02-02 00:30:00	ES	Futures	4635.6	4635.6	4633.92	4635.32	675.0
2023-02-02 00:35:00	ES	Futures	4635.32	4636.16	4635.04	4635.88	245.0
2023-02-02 00:40:00	ES	Futures	4635.88	4637.0	4635.88	4636.72	268.0
2023-02-02 00:45:00	ES	Futures	4636.72	4637.83	4636.16	4637.27	545.0
2023-02-02 00:50:00	ES	Futures	4637.27	4637.55	4635.32	4635.32	362.0
2023-02-02 00:55:00	ES	Futures	4635.6	4636.44	4635.04	4636.16	820.0
2023-02-02 01:00:00	ES	Futures	4636.16	4637.0	4635.6	4635.88	711.0
2023-02-02 01:05:00	ES	Futures	4635.88	4636.72	4635.32	4635.6	436.0
2023-02-02 01:10:00	ES	Futures	4635.6	4635.88	4634.2	4635.32	587.0
2023-02-02 01:15:00	ES	Futures	4635.32	4637.0	4635.32	4636.44	705.0
2023-02-02 01:20:00	ES	Futures	4636.72	4637.27	4636.16	4637.0	459.0
2023-02-02 01:25:00	ES	Futures	4637.0	4637.83	4636.72	4637.0	740.0
2023-02-02 01:30:00	ES	Futures	4637.0	4637.0	4635.6	4636.16	510.0
2023-02-02 01:35:00	ES	Futures	4635.88	4636.16	4635.04	4635.88	360.0
2023-02-02 01:40:00	ES	Futures	4635.88	4636.72	4635.88	4636.16	221.0
2023-02-02 01:45:00	ES	Futures	4635.88	4636.72	4635.32	4636.16	357.0
2023-02-02 01:50:00	ES	Futures	4636.16	4636.44	4635.04	4635.6	712.0
2023-02-02 01:55:00	ES	Futures	4635.6	4638.11	4635.6	4637.83	772.0
2023-02-02 02:00:00	ES	Futures	4637.55	4637.83	4635.6	4637.27	1203.0
2023-02-02 02:05:00	ES	Futures	4637.27	4638.11	4636.16	4637.0	951.0
2023-02-02 02:10:00	ES	Futures	4636.72	4638.95	4636.44	4638.67	816.0
2023-02-02 02:15:00	ES	Futures	4638.39	4638.67	4637.0	4638.39	864.0
2023-02-02 02:20:00	ES	Futures	4638.67	4638.95	4636.72	4636.72	1194.0
2023-02-02 02:25:00	ES	Futures	4637.0	4640.07	4637.0	4638.67	1375.0
2023-02-02 02:30:00	ES	Futures	4638.67	4639.23	4635.04	4635.88	1969.0
2023-02-02 02:35:00	ES	Futures	4636.16	4636.72	4635.04	4635.04	1031.0
2023-02-02 02:40:00	ES	Futures	4635.32	4636.72	4633.92	4634.2	845.0
2023-02-02 02:45:00	ES	Futures	4634.48	4635.32	4633.92	4634.2	1063.0
2023-02-02 02:50:00	ES	Futures	4634.48	4634.48	4633.36	4634.2	774.0
2023-02-02 02:55:00	ES	Futures	4634.2	4635.04	4633.64	4633.92	993.0
2023-02-02 03:00:00	ES	Futures	4634.2	4637.55	4633.36	4636.44	2989.0
2023-02-02 03:05:00	ES	Futures	4636.72	4637.55	4635.04	4636.44	1834.0
2023-02-02 03:10:00	ES	Futures	4636.44	4637.83	4635.32	4636.72	2102.0
2023-02-02 03:15:00	ES	Futures	4637.0	4639.51	4636.44	4638.11	1994.0
2023-02-02 03:20:00	ES	Futures	4638.39	4638.67	4635.88	4638.67	1685.0
2023-02-02 03:25:00	ES	Futures	4638.95	4651.26	4638.39	4650.14	8161.0
2023-02-02 03:30:00	ES	Futures	4650.14	4653.77	4648.18	4649.58	4000.0
2023-02-02 03:35:00	ES	Futures	4649.3	4652.93	4648.74	4650.14	3257.0
2023-02-02 03:40:00	ES	Futures	4649.86	4652.93	4649.3	4652.09	2841.0
2023-02-02 03:45:00	ES	Futures	4651.81	4652.93	4649.02	4649.3	3817.0
2023-02-02 03:50:00	ES	Futures	4649.3	4652.09	4647.9	4650.42	3369.0
2023-02-02 03:55:00	ES	Futures	4650.42	4652.37	4649.58	4650.98	2696.0
2023-02-02 04:00:00	ES	Futures	4650.98	4650.98	4647.9	4649.02	2322.0
2023-02-02 04:05:00	ES	Futures	4649.02	4650.98	4647.34	4647.62	2066.0

> showing 50 of 20,760 rows — these rows as CSV

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