PREVIEW / futures_5min / 2023-02-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-07.parquet
  size:    360 KB
  rows:    20,231

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
2023-02-07 00:00:00	ES	Futures	4615.74	4616.58	4615.47	4616.58	439.0
2023-02-07 00:05:00	ES	Futures	4616.58	4618.26	4616.58	4617.14	656.0
2023-02-07 00:10:00	ES	Futures	4617.14	4617.42	4616.86	4617.14	258.0
2023-02-07 00:15:00	ES	Futures	4617.14	4617.98	4617.14	4617.42	238.0
2023-02-07 00:20:00	ES	Futures	4617.14	4617.7	4617.14	4617.14	172.0
2023-02-07 00:25:00	ES	Futures	4617.42	4617.7	4616.86	4617.42	250.0
2023-02-07 00:30:00	ES	Futures	4617.42	4619.66	4617.42	4618.82	501.0
2023-02-07 00:35:00	ES	Futures	4618.82	4618.82	4617.42	4617.42	332.0
2023-02-07 00:40:00	ES	Futures	4617.42	4617.98	4617.14	4617.14	229.0
2023-02-07 00:45:00	ES	Futures	4617.14	4617.42	4616.3	4616.58	352.0
2023-02-07 00:50:00	ES	Futures	4616.3	4617.42	4616.3	4617.42	219.0
2023-02-07 00:55:00	ES	Futures	4617.42	4618.82	4617.14	4618.26	473.0
2023-02-07 01:00:00	ES	Futures	4618.26	4619.1	4617.42	4618.54	430.0
2023-02-07 01:05:00	ES	Futures	4618.82	4619.38	4617.7	4617.98	377.0
2023-02-07 01:10:00	ES	Futures	4617.98	4619.66	4617.7	4618.26	423.0
2023-02-07 01:15:00	ES	Futures	4618.26	4618.54	4617.42	4618.26	304.0
2023-02-07 01:20:00	ES	Futures	4618.26	4618.54	4617.7	4618.26	213.0
2023-02-07 01:25:00	ES	Futures	4617.98	4618.26	4616.58	4616.86	301.0
2023-02-07 01:30:00	ES	Futures	4616.86	4617.98	4616.86	4617.42	290.0
2023-02-07 01:35:00	ES	Futures	4617.7	4617.98	4616.86	4617.14	234.0
2023-02-07 01:40:00	ES	Futures	4617.14	4617.7	4616.86	4617.14	170.0
2023-02-07 01:45:00	ES	Futures	4617.14	4617.42	4616.02	4616.58	321.0
2023-02-07 01:50:00	ES	Futures	4616.3	4617.7	4615.74	4617.42	342.0
2023-02-07 01:55:00	ES	Futures	4617.42	4618.26	4616.86	4616.86	330.0
2023-02-07 02:00:00	ES	Futures	4616.86	4616.86	4615.74	4616.3	437.0
2023-02-07 02:05:00	ES	Futures	4616.3	4617.98	4616.3	4617.42	576.0
2023-02-07 02:10:00	ES	Futures	4617.42	4617.98	4616.58	4617.42	482.0
2023-02-07 02:15:00	ES	Futures	4617.7	4619.66	4616.86	4617.42	754.0
2023-02-07 02:20:00	ES	Futures	4617.42	4618.54	4617.14	4617.7	391.0
2023-02-07 02:25:00	ES	Futures	4617.7	4618.82	4616.86	4618.54	240.0
2023-02-07 02:30:00	ES	Futures	4618.82	4618.82	4616.86	4617.14	383.0
2023-02-07 02:35:00	ES	Futures	4617.42	4617.42	4615.74	4616.02	408.0
2023-02-07 02:40:00	ES	Futures	4616.02	4616.58	4615.19	4615.47	676.0
2023-02-07 02:45:00	ES	Futures	4615.74	4615.74	4614.07	4615.19	900.0
2023-02-07 02:50:00	ES	Futures	4614.91	4616.86	4614.07	4614.35	779.0
2023-02-07 02:55:00	ES	Futures	4614.35	4615.74	4613.51	4614.91	1204.0
2023-02-07 03:00:00	ES	Futures	4614.63	4617.14	4613.51	4613.79	2482.0
2023-02-07 03:05:00	ES	Futures	4613.79	4613.79	4601.21	4604.0	5847.0
2023-02-07 03:10:00	ES	Futures	4604.0	4606.24	4600.09	4601.76	3807.0
2023-02-07 03:15:00	ES	Futures	4602.04	4609.31	4601.76	4607.64	3558.0
2023-02-07 03:20:00	ES	Futures	4607.64	4609.31	4605.68	4608.75	1656.0
2023-02-07 03:25:00	ES	Futures	4609.03	4610.71	4607.36	4608.48	1376.0
2023-02-07 03:30:00	ES	Futures	4608.48	4609.59	4604.28	4608.75	2228.0
2023-02-07 03:35:00	ES	Futures	4609.03	4609.87	4604.28	4606.52	1520.0
2023-02-07 03:40:00	ES	Futures	4606.52	4609.87	4605.96	4607.64	1216.0
2023-02-07 03:45:00	ES	Futures	4607.64	4612.67	4607.36	4611.55	1411.0
2023-02-07 03:50:00	ES	Futures	4611.27	4611.83	4608.2	4609.03	823.0
2023-02-07 03:55:00	ES	Futures	4609.31	4610.99	4609.31	4610.43	701.0
2023-02-07 04:00:00	ES	Futures	4610.15	4614.07	4610.15	4613.23	2114.0
2023-02-07 04:05:00	ES	Futures	4612.95	4615.19	4611.55	4614.91	1357.0

> showing 50 of 20,231 rows — these rows as CSV

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