PREVIEW / futures_5min / 2023-02-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-14.parquet
  size:    348 KB
  rows:    19,848

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
2023-02-14 00:00:00	ES	Futures	4633.92	4634.76	4633.64	4633.92	266.0
2023-02-14 00:05:00	ES	Futures	4633.92	4634.2	4633.08	4633.64	261.0
2023-02-14 00:10:00	ES	Futures	4633.36	4633.64	4632.52	4633.08	366.0
2023-02-14 00:15:00	ES	Futures	4633.08	4633.64	4632.8	4633.08	208.0
2023-02-14 00:20:00	ES	Futures	4633.36	4633.64	4633.08	4633.08	145.0
2023-02-14 00:25:00	ES	Futures	4633.08	4633.36	4632.52	4633.08	230.0
2023-02-14 00:30:00	ES	Futures	4633.36	4634.2	4632.52	4634.2	375.0
2023-02-14 00:35:00	ES	Futures	4634.2	4634.76	4633.92	4633.92	229.0
2023-02-14 00:40:00	ES	Futures	4633.64	4633.92	4632.8	4633.64	224.0
2023-02-14 00:45:00	ES	Futures	4633.36	4633.92	4633.36	4633.92	126.0
2023-02-14 00:50:00	ES	Futures	4633.64	4633.92	4633.08	4633.08	122.0
2023-02-14 00:55:00	ES	Futures	4633.08	4634.2	4632.8	4633.64	366.0
2023-02-14 01:00:00	ES	Futures	4633.64	4634.2	4633.08	4633.08	343.0
2023-02-14 01:05:00	ES	Futures	4633.08	4633.64	4632.8	4633.64	328.0
2023-02-14 01:10:00	ES	Futures	4633.64	4634.76	4633.08	4634.48	306.0
2023-02-14 01:15:00	ES	Futures	4634.48	4635.32	4634.2	4635.04	381.0
2023-02-14 01:20:00	ES	Futures	4635.04	4636.72	4635.04	4636.16	711.0
2023-02-14 01:25:00	ES	Futures	4636.16	4636.72	4635.6	4635.6	550.0
2023-02-14 01:30:00	ES	Futures	4635.88	4636.16	4634.76	4635.88	417.0
2023-02-14 01:35:00	ES	Futures	4635.6	4637.27	4635.6	4636.72	326.0
2023-02-14 01:40:00	ES	Futures	4636.72	4636.72	4636.16	4636.16	191.0
2023-02-14 01:45:00	ES	Futures	4635.88	4636.44	4635.32	4635.6	293.0
2023-02-14 01:50:00	ES	Futures	4635.6	4636.72	4635.32	4635.88	511.0
2023-02-14 01:55:00	ES	Futures	4635.6	4636.16	4635.32	4635.6	289.0
2023-02-14 02:00:00	ES	Futures	4635.32	4638.39	4634.48	4637.55	984.0
2023-02-14 02:05:00	ES	Futures	4637.27	4637.55	4634.76	4634.76	583.0
2023-02-14 02:10:00	ES	Futures	4634.76	4635.6	4634.76	4635.32	459.0
2023-02-14 02:15:00	ES	Futures	4635.32	4635.6	4634.2	4635.32	488.0
2023-02-14 02:20:00	ES	Futures	4635.6	4635.6	4634.48	4635.32	628.0
2023-02-14 02:25:00	ES	Futures	4635.04	4637.27	4635.04	4637.27	1380.0
2023-02-14 02:30:00	ES	Futures	4637.0	4638.67	4636.16	4637.83	1207.0
2023-02-14 02:35:00	ES	Futures	4637.83	4639.79	4637.55	4638.11	1077.0
2023-02-14 02:40:00	ES	Futures	4637.83	4638.11	4636.16	4636.72	580.0
2023-02-14 02:45:00	ES	Futures	4636.72	4638.11	4636.72	4637.83	509.0
2023-02-14 02:50:00	ES	Futures	4637.83	4638.67	4637.0	4637.27	882.0
2023-02-14 02:55:00	ES	Futures	4637.27	4638.67	4636.72	4638.39	482.0
2023-02-14 03:00:00	ES	Futures	4638.39	4639.79	4635.04	4635.6	2264.0
2023-02-14 03:05:00	ES	Futures	4635.6	4636.72	4633.92	4636.72	1983.0
2023-02-14 03:10:00	ES	Futures	4636.44	4637.27	4634.76	4635.6	1161.0
2023-02-14 03:15:00	ES	Futures	4635.88	4636.44	4632.8	4633.92	1003.0
2023-02-14 03:20:00	ES	Futures	4633.92	4635.88	4633.36	4635.6	851.0
2023-02-14 03:25:00	ES	Futures	4635.6	4636.72	4634.2	4635.88	868.0
2023-02-14 03:30:00	ES	Futures	4635.88	4639.51	4635.88	4638.39	1568.0
2023-02-14 03:35:00	ES	Futures	4638.39	4638.95	4634.76	4635.04	1232.0
2023-02-14 03:40:00	ES	Futures	4635.04	4635.32	4633.36	4634.76	1226.0
2023-02-14 03:45:00	ES	Futures	4634.76	4636.44	4634.2	4635.88	740.0
2023-02-14 03:50:00	ES	Futures	4635.88	4637.83	4635.88	4637.0	925.0
2023-02-14 03:55:00	ES	Futures	4637.0	4637.83	4635.88	4636.44	654.0
2023-02-14 04:00:00	ES	Futures	4636.44	4648.74	4636.16	4646.22	5224.0
2023-02-14 04:05:00	ES	Futures	4646.5	4646.5	4638.67	4639.79	2225.0

> showing 50 of 19,848 rows — these rows as CSV

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