PREVIEW / futures_5min / 2023-02-13

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-13.parquet
  size:    338 KB
  rows:    19,729

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
2023-02-13 00:00:00	ES	Futures	4566.25	4566.53	4565.42	4565.98	395.0
2023-02-13 00:05:00	ES	Futures	4565.98	4567.09	4565.7	4567.09	281.0
2023-02-13 00:10:00	ES	Futures	4566.81	4568.49	4566.53	4567.37	465.0
2023-02-13 00:15:00	ES	Futures	4567.37	4568.49	4567.37	4568.21	234.0
2023-02-13 00:20:00	ES	Futures	4568.21	4569.61	4567.93	4569.33	442.0
2023-02-13 00:25:00	ES	Futures	4569.33	4569.33	4568.49	4569.05	327.0
2023-02-13 00:30:00	ES	Futures	4568.77	4569.33	4567.65	4568.49	329.0
2023-02-13 00:35:00	ES	Futures	4568.21	4569.33	4568.21	4568.49	239.0
2023-02-13 00:40:00	ES	Futures	4568.77	4571.29	4568.77	4571.29	580.0
2023-02-13 00:45:00	ES	Futures	4571.01	4571.57	4570.73	4571.29	505.0
2023-02-13 00:50:00	ES	Futures	4571.57	4571.57	4570.45	4570.73	322.0
2023-02-13 00:55:00	ES	Futures	4570.73	4571.29	4570.17	4570.45	198.0
2023-02-13 01:00:00	ES	Futures	4570.45	4571.01	4569.89	4570.17	536.0
2023-02-13 01:05:00	ES	Futures	4570.45	4571.57	4570.17	4570.45	481.0
2023-02-13 01:10:00	ES	Futures	4570.73	4572.41	4570.73	4571.29	496.0
2023-02-13 01:15:00	ES	Futures	4571.29	4571.57	4570.45	4570.73	367.0
2023-02-13 01:20:00	ES	Futures	4570.73	4572.41	4570.45	4571.57	376.0
2023-02-13 01:25:00	ES	Futures	4571.85	4572.69	4571.57	4571.57	227.0
2023-02-13 01:30:00	ES	Futures	4571.57	4572.69	4571.01	4572.41	307.0
2023-02-13 01:35:00	ES	Futures	4572.41	4572.69	4571.85	4572.41	229.0
2023-02-13 01:40:00	ES	Futures	4572.41	4572.41	4570.73	4571.01	373.0
2023-02-13 01:45:00	ES	Futures	4571.01	4573.24	4570.73	4572.69	511.0
2023-02-13 01:50:00	ES	Futures	4572.69	4572.69	4570.73	4571.01	443.0
2023-02-13 01:55:00	ES	Futures	4571.01	4572.69	4571.01	4572.41	275.0
2023-02-13 02:00:00	ES	Futures	4572.41	4573.24	4570.45	4572.97	694.0
2023-02-13 02:05:00	ES	Futures	4572.69	4573.8	4571.85	4572.41	912.0
2023-02-13 02:10:00	ES	Futures	4572.41	4573.8	4571.85	4573.8	347.0
2023-02-13 02:15:00	ES	Futures	4573.8	4575.76	4573.52	4575.48	941.0
2023-02-13 02:20:00	ES	Futures	4575.2	4578.84	4575.2	4578.28	1188.0
2023-02-13 02:25:00	ES	Futures	4578.28	4578.56	4576.88	4578.56	788.0
2023-02-13 02:30:00	ES	Futures	4578.28	4578.28	4574.64	4574.64	1153.0
2023-02-13 02:35:00	ES	Futures	4574.64	4574.64	4572.69	4573.52	878.0
2023-02-13 02:40:00	ES	Futures	4573.8	4574.36	4572.97	4574.36	686.0
2023-02-13 02:45:00	ES	Futures	4574.36	4575.76	4573.8	4575.2	630.0
2023-02-13 02:50:00	ES	Futures	4575.2	4576.04	4574.36	4575.76	445.0
2023-02-13 02:55:00	ES	Futures	4575.76	4577.16	4575.76	4576.6	527.0
2023-02-13 03:00:00	ES	Futures	4576.88	4579.12	4574.64	4576.04	1862.0
2023-02-13 03:05:00	ES	Futures	4575.76	4578.0	4575.48	4576.04	1183.0
2023-02-13 03:10:00	ES	Futures	4575.76	4580.23	4575.76	4577.72	1440.0
2023-02-13 03:15:00	ES	Futures	4577.72	4577.72	4575.2	4577.44	1321.0
2023-02-13 03:20:00	ES	Futures	4577.44	4581.63	4576.6	4581.07	2310.0
2023-02-13 03:25:00	ES	Futures	4581.07	4582.47	4578.84	4580.23	1889.0
2023-02-13 03:30:00	ES	Futures	4579.96	4581.63	4578.84	4580.23	1102.0
2023-02-13 03:35:00	ES	Futures	4579.96	4581.35	4579.12	4579.4	1584.0
2023-02-13 03:40:00	ES	Futures	4579.68	4582.47	4579.68	4580.79	1049.0
2023-02-13 03:45:00	ES	Futures	4580.79	4583.59	4580.51	4583.03	1209.0
2023-02-13 03:50:00	ES	Futures	4583.03	4583.31	4581.63	4583.03	1058.0
2023-02-13 03:55:00	ES	Futures	4582.75	4584.99	4582.47	4584.15	1539.0
2023-02-13 04:00:00	ES	Futures	4584.15	4590.02	4584.15	4588.06	4016.0
2023-02-13 04:05:00	ES	Futures	4588.06	4589.18	4585.83	4586.67	1289.0

> showing 50 of 19,729 rows — these rows as CSV

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