PREVIEW / futures_5min / 2023-02-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-05.parquet
  size:    84 KB
  rows:    4,276

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
2023-02-05 18:00:00	ES	Futures	4623.85	4629.45	4619.38	4623.01	5549.0
2023-02-05 18:05:00	ES	Futures	4623.29	4625.25	4621.06	4621.34	1605.0
2023-02-05 18:10:00	ES	Futures	4621.34	4624.69	4620.78	4624.41	1142.0
2023-02-05 18:15:00	ES	Futures	4624.41	4626.37	4623.29	4625.53	1128.0
2023-02-05 18:20:00	ES	Futures	4625.25	4626.93	4625.25	4626.37	768.0
2023-02-05 18:25:00	ES	Futures	4626.65	4628.61	4626.37	4626.93	979.0
2023-02-05 18:30:00	ES	Futures	4627.21	4631.4	4626.37	4627.21	1846.0
2023-02-05 18:35:00	ES	Futures	4627.21	4628.33	4624.69	4625.81	2140.0
2023-02-05 18:40:00	ES	Futures	4625.53	4631.12	4625.53	4630.56	2052.0
2023-02-05 18:45:00	ES	Futures	4630.84	4633.08	4629.17	4629.17	1694.0
2023-02-05 18:50:00	ES	Futures	4629.45	4632.52	4629.45	4632.52	857.0
2023-02-05 18:55:00	ES	Futures	4632.24	4633.64	4630.56	4630.56	1005.0
2023-02-05 19:00:00	ES	Futures	4630.56	4631.4	4628.05	4630.28	1762.0
2023-02-05 19:05:00	ES	Futures	4630.56	4630.56	4624.97	4625.81	1774.0
2023-02-05 19:10:00	ES	Futures	4625.81	4627.49	4624.69	4625.81	1178.0
2023-02-05 19:15:00	ES	Futures	4625.81	4627.49	4624.97	4627.49	1373.0
2023-02-05 19:20:00	ES	Futures	4627.21	4627.77	4625.53	4625.53	941.0
2023-02-05 19:25:00	ES	Futures	4625.81	4626.37	4624.69	4625.25	1518.0
2023-02-05 19:30:00	ES	Futures	4625.53	4625.81	4624.69	4625.25	722.0
2023-02-05 19:35:00	ES	Futures	4625.25	4626.09	4624.69	4624.97	458.0
2023-02-05 19:40:00	ES	Futures	4624.69	4625.81	4624.69	4625.53	627.0
2023-02-05 19:45:00	ES	Futures	4625.53	4627.77	4625.53	4626.65	901.0
2023-02-05 19:50:00	ES	Futures	4626.93	4627.21	4624.97	4625.53	571.0
2023-02-05 19:55:00	ES	Futures	4625.25	4627.21	4624.97	4626.93	589.0
2023-02-05 20:00:00	ES	Futures	4626.65	4628.05	4626.37	4626.93	824.0
2023-02-05 20:05:00	ES	Futures	4626.93	4628.05	4625.81	4627.21	1052.0
2023-02-05 20:10:00	ES	Futures	4627.21	4628.61	4626.93	4628.05	627.0
2023-02-05 20:15:00	ES	Futures	4628.05	4628.61	4627.49	4627.77	804.0
2023-02-05 20:20:00	ES	Futures	4627.49	4627.77	4626.09	4626.37	819.0
2023-02-05 20:25:00	ES	Futures	4626.37	4626.65	4625.53	4625.81	645.0
2023-02-05 20:30:00	ES	Futures	4625.81	4628.05	4621.34	4626.93	3673.0
2023-02-05 20:35:00	ES	Futures	4626.65	4630.84	4626.09	4630.0	2014.0
2023-02-05 20:40:00	ES	Futures	4629.73	4631.68	4628.89	4630.84	1430.0
2023-02-05 20:45:00	ES	Futures	4630.56	4630.84	4629.17	4630.0	744.0
2023-02-05 20:50:00	ES	Futures	4630.0	4630.28	4629.17	4629.45	586.0
2023-02-05 20:55:00	ES	Futures	4629.45	4629.73	4628.33	4629.45	652.0
2023-02-05 21:00:00	ES	Futures	4629.45	4630.56	4626.37	4630.28	2464.0
2023-02-05 21:05:00	ES	Futures	4630.28	4630.56	4628.61	4628.89	899.0
2023-02-05 21:10:00	ES	Futures	4628.61	4630.56	4627.21	4628.33	822.0
2023-02-05 21:15:00	ES	Futures	4628.33	4628.33	4626.93	4627.77	717.0
2023-02-05 21:20:00	ES	Futures	4627.77	4628.61	4627.49	4628.33	400.0
2023-02-05 21:25:00	ES	Futures	4628.33	4628.61	4626.93	4626.93	484.0
2023-02-05 21:30:00	ES	Futures	4626.93	4627.49	4626.37	4626.93	499.0
2023-02-05 21:35:00	ES	Futures	4626.93	4630.0	4625.25	4626.93	1570.0
2023-02-05 21:40:00	ES	Futures	4626.93	4627.21	4625.53	4625.81	776.0
2023-02-05 21:45:00	ES	Futures	4625.53	4625.53	4623.85	4624.69	903.0
2023-02-05 21:50:00	ES	Futures	4624.41	4624.97	4623.29	4623.57	417.0
2023-02-05 21:55:00	ES	Futures	4623.57	4624.41	4623.29	4624.13	490.0
2023-02-05 22:00:00	ES	Futures	4623.85	4624.97	4623.57	4624.69	507.0
2023-02-05 22:05:00	ES	Futures	4624.97	4625.53	4623.29	4624.41	719.0

> showing 50 of 4,276 rows — these rows as CSV

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