PREVIEW / futures_5min / 2023-02-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-08.parquet
  size:    340 KB
  rows:    19,946

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
2023-02-08 00:00:00	ES	Futures	4669.71	4669.99	4668.87	4669.71	332.0
2023-02-08 00:05:00	ES	Futures	4669.43	4669.71	4668.59	4668.87	218.0
2023-02-08 00:10:00	ES	Futures	4668.87	4668.87	4667.75	4668.59	412.0
2023-02-08 00:15:00	ES	Futures	4668.59	4669.71	4668.31	4669.15	245.0
2023-02-08 00:20:00	ES	Futures	4668.87	4669.15	4668.03	4668.59	187.0
2023-02-08 00:25:00	ES	Futures	4668.31	4668.87	4667.47	4667.47	279.0
2023-02-08 00:30:00	ES	Futures	4667.75	4669.15	4667.75	4668.87	184.0
2023-02-08 00:35:00	ES	Futures	4669.15	4669.71	4668.59	4669.15	274.0
2023-02-08 00:40:00	ES	Futures	4669.43	4669.71	4668.87	4669.71	371.0
2023-02-08 00:45:00	ES	Futures	4669.71	4672.23	4669.71	4671.67	696.0
2023-02-08 00:50:00	ES	Futures	4671.39	4673.34	4671.39	4673.34	969.0
2023-02-08 00:55:00	ES	Futures	4673.06	4674.18	4672.78	4673.06	943.0
2023-02-08 01:00:00	ES	Futures	4673.06	4673.62	4671.95	4671.95	830.0
2023-02-08 01:05:00	ES	Futures	4671.95	4672.78	4671.39	4671.39	427.0
2023-02-08 01:10:00	ES	Futures	4671.11	4672.51	4670.83	4672.51	440.0
2023-02-08 01:15:00	ES	Futures	4672.23	4672.23	4670.83	4671.11	255.0
2023-02-08 01:20:00	ES	Futures	4671.11	4671.11	4669.99	4669.99	366.0
2023-02-08 01:25:00	ES	Futures	4670.27	4670.55	4669.43	4669.43	427.0
2023-02-08 01:30:00	ES	Futures	4669.71	4670.83	4669.43	4670.55	507.0
2023-02-08 01:35:00	ES	Futures	4670.55	4670.55	4667.75	4667.75	331.0
2023-02-08 01:40:00	ES	Futures	4667.75	4668.59	4667.47	4667.75	414.0
2023-02-08 01:45:00	ES	Futures	4668.03	4668.31	4667.19	4667.47	537.0
2023-02-08 01:50:00	ES	Futures	4667.47	4668.03	4666.63	4667.75	393.0
2023-02-08 01:55:00	ES	Futures	4667.47	4667.75	4665.79	4666.35	785.0
2023-02-08 02:00:00	ES	Futures	4666.63	4666.63	4662.72	4663.56	1587.0
2023-02-08 02:05:00	ES	Futures	4663.56	4664.12	4661.6	4661.6	967.0
2023-02-08 02:10:00	ES	Futures	4661.88	4663.28	4659.92	4662.72	1115.0
2023-02-08 02:15:00	ES	Futures	4662.72	4664.96	4662.44	4663.0	817.0
2023-02-08 02:20:00	ES	Futures	4663.28	4664.96	4663.0	4664.96	514.0
2023-02-08 02:25:00	ES	Futures	4664.96	4666.91	4664.96	4666.07	828.0
2023-02-08 02:30:00	ES	Futures	4666.35	4667.19	4664.96	4666.35	995.0
2023-02-08 02:35:00	ES	Futures	4666.07	4666.35	4664.96	4666.07	372.0
2023-02-08 02:40:00	ES	Futures	4665.79	4666.63	4664.96	4665.79	571.0
2023-02-08 02:45:00	ES	Futures	4665.79	4668.87	4665.79	4667.19	1049.0
2023-02-08 02:50:00	ES	Futures	4667.47	4667.75	4664.12	4665.51	950.0
2023-02-08 02:55:00	ES	Futures	4665.51	4667.47	4664.68	4665.51	1161.0
2023-02-08 03:00:00	ES	Futures	4665.51	4669.43	4664.12	4664.12	2584.0
2023-02-08 03:05:00	ES	Futures	4663.84	4664.4	4656.57	4658.8	3385.0
2023-02-08 03:10:00	ES	Futures	4659.08	4659.92	4655.17	4656.85	2850.0
2023-02-08 03:15:00	ES	Futures	4657.13	4657.41	4653.77	4654.89	2464.0
2023-02-08 03:20:00	ES	Futures	4654.89	4657.97	4654.05	4656.57	1979.0
2023-02-08 03:25:00	ES	Futures	4656.57	4657.41	4653.77	4654.33	2031.0
2023-02-08 03:30:00	ES	Futures	4654.61	4656.57	4652.65	4652.93	1737.0
2023-02-08 03:35:00	ES	Futures	4653.21	4653.21	4649.86	4652.37	2050.0
2023-02-08 03:40:00	ES	Futures	4652.65	4657.69	4652.37	4655.73	1902.0
2023-02-08 03:45:00	ES	Futures	4655.73	4656.85	4652.65	4652.93	1406.0
2023-02-08 03:50:00	ES	Futures	4652.65	4657.69	4652.37	4656.57	1306.0
2023-02-08 03:55:00	ES	Futures	4656.29	4659.36	4656.29	4658.52	1177.0
2023-02-08 04:00:00	ES	Futures	4658.52	4659.36	4656.01	4659.08	1445.0
2023-02-08 04:05:00	ES	Futures	4659.08	4662.44	4659.08	4662.44	1381.0

> showing 50 of 19,946 rows — these rows as CSV

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