PREVIEW / futures_5min / 2023-02-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-03.parquet
  size:    326 KB
  rows:    16,588

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
2023-02-03 00:00:00	ES	Futures	4663.84	4663.84	4661.32	4661.32	690.0
2023-02-03 00:05:00	ES	Futures	4661.32	4663.28	4660.76	4663.28	543.0
2023-02-03 00:10:00	ES	Futures	4663.28	4665.79	4663.0	4665.24	773.0
2023-02-03 00:15:00	ES	Futures	4665.24	4665.79	4664.96	4665.51	359.0
2023-02-03 00:20:00	ES	Futures	4665.79	4665.79	4664.68	4664.96	465.0
2023-02-03 00:25:00	ES	Futures	4664.96	4666.07	4664.4	4664.68	620.0
2023-02-03 00:30:00	ES	Futures	4664.68	4666.35	4664.4	4665.79	519.0
2023-02-03 00:35:00	ES	Futures	4665.79	4667.19	4665.51	4666.07	552.0
2023-02-03 00:40:00	ES	Futures	4666.07	4666.35	4664.96	4664.96	423.0
2023-02-03 00:45:00	ES	Futures	4664.96	4665.24	4663.28	4663.56	500.0
2023-02-03 00:50:00	ES	Futures	4663.84	4664.68	4662.72	4663.0	385.0
2023-02-03 00:55:00	ES	Futures	4662.72	4663.0	4661.04	4662.72	1229.0
2023-02-03 01:00:00	ES	Futures	4662.44	4665.24	4662.44	4665.24	867.0
2023-02-03 01:05:00	ES	Futures	4665.24	4665.51	4663.84	4663.84	635.0
2023-02-03 01:10:00	ES	Futures	4664.12	4664.96	4664.12	4664.68	341.0
2023-02-03 01:15:00	ES	Futures	4664.68	4664.68	4662.72	4663.56	382.0
2023-02-03 01:20:00	ES	Futures	4663.56	4664.12	4663.0	4663.56	252.0
2023-02-03 01:25:00	ES	Futures	4663.56	4663.84	4663.0	4663.0	361.0
2023-02-03 01:30:00	ES	Futures	4663.28	4663.28	4660.76	4660.76	977.0
2023-02-03 01:35:00	ES	Futures	4660.76	4661.32	4659.36	4659.92	909.0
2023-02-03 01:40:00	ES	Futures	4659.92	4661.6	4659.08	4661.6	761.0
2023-02-03 01:45:00	ES	Futures	4661.32	4661.6	4660.76	4661.32	308.0
2023-02-03 01:50:00	ES	Futures	4661.32	4662.72	4661.32	4662.44	335.0
2023-02-03 01:55:00	ES	Futures	4662.44	4662.72	4661.32	4662.16	442.0
2023-02-03 02:00:00	ES	Futures	4662.16	4662.16	4659.08	4659.92	971.0
2023-02-03 02:05:00	ES	Futures	4660.2	4660.2	4657.41	4657.97	1164.0
2023-02-03 02:10:00	ES	Futures	4657.69	4659.64	4657.69	4658.52	796.0
2023-02-03 02:15:00	ES	Futures	4658.8	4661.6	4658.52	4661.32	1024.0
2023-02-03 02:20:00	ES	Futures	4661.6	4661.88	4659.08	4659.64	573.0
2023-02-03 02:25:00	ES	Futures	4659.64	4659.64	4656.01	4656.01	1352.0
2023-02-03 02:30:00	ES	Futures	4656.01	4657.13	4654.61	4655.17	1601.0
2023-02-03 02:35:00	ES	Futures	4655.45	4655.45	4650.98	4651.81	2088.0
2023-02-03 02:40:00	ES	Futures	4652.09	4654.61	4650.98	4654.05	1818.0
2023-02-03 02:45:00	ES	Futures	4654.05	4655.17	4652.37	4654.61	926.0
2023-02-03 02:50:00	ES	Futures	4654.89	4656.01	4652.93	4653.21	1185.0
2023-02-03 02:55:00	ES	Futures	4653.21	4654.89	4650.98	4654.61	1503.0
2023-02-03 03:00:00	ES	Futures	4654.61	4655.17	4648.46	4650.7	3170.0
2023-02-03 03:05:00	ES	Futures	4650.42	4652.09	4648.74	4649.58	2569.0
2023-02-03 03:10:00	ES	Futures	4649.3	4650.42	4647.06	4648.18	2430.0
2023-02-03 03:15:00	ES	Futures	4648.18	4648.74	4646.22	4647.62	2106.0
2023-02-03 03:20:00	ES	Futures	4647.34	4648.46	4645.1	4645.66	2984.0
2023-02-03 03:25:00	ES	Futures	4645.66	4649.3	4645.1	4646.78	2194.0
2023-02-03 03:30:00	ES	Futures	4646.78	4647.9	4645.38	4646.22	1995.0
2023-02-03 03:35:00	ES	Futures	4646.22	4647.9	4645.1	4647.9	1474.0
2023-02-03 03:40:00	ES	Futures	4647.62	4650.42	4645.66	4646.5	2694.0
2023-02-03 03:45:00	ES	Futures	4645.94	4647.06	4644.54	4647.06	1363.0
2023-02-03 03:50:00	ES	Futures	4646.78	4647.9	4645.38	4647.34	1386.0
2023-02-03 03:55:00	ES	Futures	4647.62	4649.86	4646.78	4649.02	1522.0
2023-02-03 04:00:00	ES	Futures	4649.02	4649.86	4645.38	4646.5	2047.0
2023-02-03 04:05:00	ES	Futures	4646.78	4649.3	4646.5	4649.02	1284.0

> showing 50 of 16,588 rows — these rows as CSV

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