PREVIEW / futures_5min / 2023-02-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-09.parquet
  size:    370 KB
  rows:    20,260

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
2023-02-09 00:00:00	ES	Futures	4628.89	4631.4	4628.89	4631.12	625.0
2023-02-09 00:05:00	ES	Futures	4631.4	4632.8	4630.56	4632.52	943.0
2023-02-09 00:10:00	ES	Futures	4632.52	4634.76	4632.24	4633.92	1280.0
2023-02-09 00:15:00	ES	Futures	4633.64	4633.92	4632.8	4632.8	421.0
2023-02-09 00:20:00	ES	Futures	4632.8	4633.08	4631.96	4632.24	463.0
2023-02-09 00:25:00	ES	Futures	4632.52	4633.64	4632.52	4632.8	373.0
2023-02-09 00:30:00	ES	Futures	4633.08	4633.92	4632.8	4633.64	273.0
2023-02-09 00:35:00	ES	Futures	4633.64	4634.2	4632.8	4633.08	293.0
2023-02-09 00:40:00	ES	Futures	4633.08	4633.64	4632.8	4633.36	282.0
2023-02-09 00:45:00	ES	Futures	4633.08	4637.55	4621.9	4635.88	8453.0
2023-02-09 00:50:00	ES	Futures	4635.88	4636.16	4634.2	4634.48	965.0
2023-02-09 00:55:00	ES	Futures	4634.48	4634.48	4633.08	4633.36	552.0
2023-02-09 01:00:00	ES	Futures	4633.36	4634.76	4632.52	4633.36	879.0
2023-02-09 01:05:00	ES	Futures	4633.64	4634.2	4631.12	4631.96	495.0
2023-02-09 01:10:00	ES	Futures	4631.68	4632.52	4631.12	4631.96	434.0
2023-02-09 01:15:00	ES	Futures	4632.24	4634.2	4631.96	4633.92	602.0
2023-02-09 01:20:00	ES	Futures	4633.92	4634.2	4633.08	4633.64	315.0
2023-02-09 01:25:00	ES	Futures	4633.92	4635.6	4633.64	4635.32	321.0
2023-02-09 01:30:00	ES	Futures	4635.6	4635.6	4633.64	4634.48	292.0
2023-02-09 01:35:00	ES	Futures	4634.48	4634.48	4633.92	4634.48	177.0
2023-02-09 01:40:00	ES	Futures	4634.2	4635.04	4633.64	4635.04	215.0
2023-02-09 01:45:00	ES	Futures	4634.76	4637.27	4634.76	4637.0	598.0
2023-02-09 01:50:00	ES	Futures	4637.27	4637.27	4634.76	4635.04	478.0
2023-02-09 01:55:00	ES	Futures	4635.04	4637.0	4635.04	4636.16	313.0
2023-02-09 02:00:00	ES	Futures	4636.44	4639.23	4636.16	4637.83	1524.0
2023-02-09 02:05:00	ES	Futures	4637.83	4637.83	4634.76	4635.88	775.0
2023-02-09 02:10:00	ES	Futures	4635.88	4637.0	4635.32	4636.16	420.0
2023-02-09 02:15:00	ES	Futures	4636.44	4638.11	4635.32	4637.0	830.0
2023-02-09 02:20:00	ES	Futures	4637.0	4637.55	4635.88	4637.27	525.0
2023-02-09 02:25:00	ES	Futures	4637.27	4638.11	4635.32	4635.88	694.0
2023-02-09 02:30:00	ES	Futures	4635.88	4636.72	4633.92	4635.32	917.0
2023-02-09 02:35:00	ES	Futures	4635.04	4637.55	4635.04	4637.0	483.0
2023-02-09 02:40:00	ES	Futures	4637.0	4637.27	4635.6	4635.6	463.0
2023-02-09 02:45:00	ES	Futures	4635.6	4637.0	4634.76	4635.32	545.0
2023-02-09 02:50:00	ES	Futures	4635.04	4636.44	4634.48	4635.32	388.0
2023-02-09 02:55:00	ES	Futures	4635.6	4637.83	4635.32	4637.27	631.0
2023-02-09 03:00:00	ES	Futures	4637.27	4646.78	4637.0	4645.38	5930.0
2023-02-09 03:05:00	ES	Futures	4645.38	4648.46	4644.82	4647.06	4704.0
2023-02-09 03:10:00	ES	Futures	4647.06	4647.9	4645.66	4646.22	2339.0
2023-02-09 03:15:00	ES	Futures	4646.5	4650.7	4645.94	4649.58	2830.0
2023-02-09 03:20:00	ES	Futures	4649.3	4656.01	4649.02	4654.61	4667.0
2023-02-09 03:25:00	ES	Futures	4654.61	4654.61	4651.53	4652.09	2443.0
2023-02-09 03:30:00	ES	Futures	4652.09	4654.05	4651.81	4654.05	2167.0
2023-02-09 03:35:00	ES	Futures	4654.33	4655.73	4652.65	4654.61	2012.0
2023-02-09 03:40:00	ES	Futures	4654.61	4654.89	4651.81	4651.81	1210.0
2023-02-09 03:45:00	ES	Futures	4652.09	4652.65	4649.86	4650.7	1848.0
2023-02-09 03:50:00	ES	Futures	4650.42	4652.09	4649.3	4651.53	1469.0
2023-02-09 03:55:00	ES	Futures	4651.53	4652.09	4650.14	4650.98	1185.0
2023-02-09 04:00:00	ES	Futures	4650.98	4651.53	4649.58	4650.42	1582.0
2023-02-09 04:05:00	ES	Futures	4650.42	4652.93	4650.42	4650.7	1613.0

> showing 50 of 20,260 rows — these rows as CSV

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