PREVIEW / futures_5min / 2023-02-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-06.parquet
  size:    352 KB
  rows:    20,523

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
2023-02-06 00:00:00	ES	Futures	4622.46	4623.29	4621.06	4623.01	501.0
2023-02-06 00:05:00	ES	Futures	4623.29	4623.29	4621.34	4621.62	486.0
2023-02-06 00:10:00	ES	Futures	4621.9	4622.74	4621.62	4621.62	345.0
2023-02-06 00:15:00	ES	Futures	4621.62	4621.62	4619.38	4620.5	722.0
2023-02-06 00:20:00	ES	Futures	4620.22	4620.78	4617.42	4618.26	1690.0
2023-02-06 00:25:00	ES	Futures	4617.98	4618.82	4616.58	4618.26	1080.0
2023-02-06 00:30:00	ES	Futures	4618.54	4619.66	4617.98	4618.82	467.0
2023-02-06 00:35:00	ES	Futures	4618.82	4619.66	4617.7	4619.38	562.0
2023-02-06 00:40:00	ES	Futures	4619.1	4621.34	4619.1	4619.94	620.0
2023-02-06 00:45:00	ES	Futures	4619.94	4621.62	4619.94	4620.78	621.0
2023-02-06 00:50:00	ES	Futures	4620.78	4622.74	4620.5	4622.18	839.0
2023-02-06 00:55:00	ES	Futures	4621.9	4623.01	4620.5	4622.74	841.0
2023-02-06 01:00:00	ES	Futures	4622.74	4623.57	4621.9	4622.46	1495.0
2023-02-06 01:05:00	ES	Futures	4622.46	4623.29	4621.62	4622.18	1167.0
2023-02-06 01:10:00	ES	Futures	4622.18	4623.29	4621.62	4622.46	839.0
2023-02-06 01:15:00	ES	Futures	4622.74	4622.74	4620.78	4620.78	598.0
2023-02-06 01:20:00	ES	Futures	4621.06	4621.34	4619.66	4619.94	752.0
2023-02-06 01:25:00	ES	Futures	4620.22	4624.13	4619.94	4623.85	1335.0
2023-02-06 01:30:00	ES	Futures	4623.85	4624.41	4618.54	4619.66	1154.0
2023-02-06 01:35:00	ES	Futures	4619.66	4620.78	4619.38	4619.94	519.0
2023-02-06 01:40:00	ES	Futures	4619.66	4620.22	4619.1	4619.94	618.0
2023-02-06 01:45:00	ES	Futures	4620.22	4620.22	4618.54	4619.1	655.0
2023-02-06 01:50:00	ES	Futures	4619.38	4620.22	4616.02	4616.58	852.0
2023-02-06 01:55:00	ES	Futures	4616.58	4617.42	4616.3	4616.86	519.0
2023-02-06 02:00:00	ES	Futures	4616.86	4618.26	4614.91	4615.47	1359.0
2023-02-06 02:05:00	ES	Futures	4615.19	4617.98	4614.63	4617.7	1314.0
2023-02-06 02:10:00	ES	Futures	4617.42	4618.26	4616.02	4616.58	877.0
2023-02-06 02:15:00	ES	Futures	4616.58	4619.38	4616.3	4618.26	1279.0
2023-02-06 02:20:00	ES	Futures	4618.26	4619.1	4616.58	4617.14	912.0
2023-02-06 02:25:00	ES	Futures	4616.86	4619.38	4616.58	4617.98	696.0
2023-02-06 02:30:00	ES	Futures	4618.26	4619.38	4616.58	4619.1	1029.0
2023-02-06 02:35:00	ES	Futures	4618.82	4620.22	4618.54	4619.94	615.0
2023-02-06 02:40:00	ES	Futures	4619.94	4620.22	4617.14	4618.26	881.0
2023-02-06 02:45:00	ES	Futures	4617.98	4618.82	4616.86	4617.7	1032.0
2023-02-06 02:50:00	ES	Futures	4617.98	4619.1	4616.58	4618.54	1022.0
2023-02-06 02:55:00	ES	Futures	4618.54	4619.66	4617.7	4618.82	959.0
2023-02-06 03:00:00	ES	Futures	4619.1	4621.34	4615.74	4620.22	3546.0
2023-02-06 03:05:00	ES	Futures	4620.5	4621.62	4617.7	4619.66	2285.0
2023-02-06 03:10:00	ES	Futures	4619.66	4621.9	4618.82	4621.62	1679.0
2023-02-06 03:15:00	ES	Futures	4621.9	4621.9	4618.82	4619.1	1419.0
2023-02-06 03:20:00	ES	Futures	4618.82	4619.1	4613.79	4615.47	2522.0
2023-02-06 03:25:00	ES	Futures	4615.47	4616.02	4611.83	4613.23	3063.0
2023-02-06 03:30:00	ES	Futures	4612.95	4619.1	4612.39	4617.14	1668.0
2023-02-06 03:35:00	ES	Futures	4616.86	4618.26	4616.02	4617.98	1324.0
2023-02-06 03:40:00	ES	Futures	4617.98	4619.1	4617.42	4618.82	805.0
2023-02-06 03:45:00	ES	Futures	4618.82	4619.38	4615.47	4617.7	1353.0
2023-02-06 03:50:00	ES	Futures	4617.7	4618.82	4616.3	4616.3	969.0
2023-02-06 03:55:00	ES	Futures	4616.02	4616.3	4612.95	4613.79	2137.0
2023-02-06 04:00:00	ES	Futures	4614.07	4614.35	4610.99	4612.39	3553.0
2023-02-06 04:05:00	ES	Futures	4612.11	4615.19	4612.11	4612.11	2159.0

> showing 50 of 20,523 rows — these rows as CSV

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