PREVIEW / futures_5min / 2023-02-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-16.parquet
  size:    362 KB
  rows:    19,999

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
2023-02-16 00:00:00	ES	Futures	4658.8	4659.36	4658.52	4659.08	338.0
2023-02-16 00:05:00	ES	Futures	4659.08	4659.36	4658.25	4659.08	211.0
2023-02-16 00:10:00	ES	Futures	4659.08	4659.36	4658.25	4658.52	199.0
2023-02-16 00:15:00	ES	Futures	4658.52	4658.52	4657.69	4658.25	223.0
2023-02-16 00:20:00	ES	Futures	4657.97	4657.97	4657.13	4657.69	262.0
2023-02-16 00:25:00	ES	Futures	4657.69	4658.25	4657.13	4657.97	208.0
2023-02-16 00:30:00	ES	Futures	4657.97	4657.97	4655.73	4656.29	754.0
2023-02-16 00:35:00	ES	Futures	4656.29	4656.85	4655.73	4656.29	231.0
2023-02-16 00:40:00	ES	Futures	4656.29	4657.69	4656.29	4657.13	140.0
2023-02-16 00:45:00	ES	Futures	4656.85	4657.13	4656.57	4656.85	209.0
2023-02-16 00:50:00	ES	Futures	4656.85	4657.69	4656.85	4657.41	242.0
2023-02-16 00:55:00	ES	Futures	4657.13	4657.97	4657.13	4657.41	222.0
2023-02-16 01:00:00	ES	Futures	4657.41	4657.97	4656.01	4656.29	537.0
2023-02-16 01:05:00	ES	Futures	4656.57	4656.57	4655.73	4656.01	305.0
2023-02-16 01:10:00	ES	Futures	4656.01	4656.01	4654.61	4654.61	513.0
2023-02-16 01:15:00	ES	Futures	4654.61	4656.29	4654.05	4655.45	1110.0
2023-02-16 01:20:00	ES	Futures	4655.45	4656.29	4654.61	4656.29	314.0
2023-02-16 01:25:00	ES	Futures	4656.29	4656.29	4654.33	4654.89	520.0
2023-02-16 01:30:00	ES	Futures	4654.89	4655.17	4654.05	4654.05	443.0
2023-02-16 01:35:00	ES	Futures	4654.05	4654.61	4652.37	4652.37	566.0
2023-02-16 01:40:00	ES	Futures	4652.65	4653.77	4651.53	4653.77	850.0
2023-02-16 01:45:00	ES	Futures	4653.49	4656.01	4653.49	4655.73	585.0
2023-02-16 01:50:00	ES	Futures	4655.73	4656.01	4654.61	4654.89	289.0
2023-02-16 01:55:00	ES	Futures	4654.89	4655.73	4653.77	4654.33	620.0
2023-02-16 02:00:00	ES	Futures	4654.33	4655.17	4653.21	4654.05	882.0
2023-02-16 02:05:00	ES	Futures	4654.05	4654.33	4652.93	4653.21	833.0
2023-02-16 02:10:00	ES	Futures	4653.21	4654.05	4652.93	4653.77	352.0
2023-02-16 02:15:00	ES	Futures	4653.77	4654.61	4653.49	4654.33	377.0
2023-02-16 02:20:00	ES	Futures	4654.33	4657.97	4654.05	4657.41	1255.0
2023-02-16 02:25:00	ES	Futures	4657.41	4657.41	4655.73	4656.01	520.0
2023-02-16 02:30:00	ES	Futures	4656.01	4656.29	4654.61	4655.73	557.0
2023-02-16 02:35:00	ES	Futures	4655.73	4657.69	4655.17	4657.69	374.0
2023-02-16 02:40:00	ES	Futures	4657.69	4657.69	4656.57	4657.13	273.0
2023-02-16 02:45:00	ES	Futures	4656.85	4657.69	4656.29	4657.69	513.0
2023-02-16 02:50:00	ES	Futures	4657.41	4657.97	4657.13	4657.69	365.0
2023-02-16 02:55:00	ES	Futures	4657.69	4657.97	4656.85	4657.41	544.0
2023-02-16 03:00:00	ES	Futures	4657.41	4662.16	4655.45	4655.73	3938.0
2023-02-16 03:05:00	ES	Futures	4655.73	4657.41	4654.33	4655.17	2724.0
2023-02-16 03:10:00	ES	Futures	4655.45	4658.25	4653.77	4657.69	2195.0
2023-02-16 03:15:00	ES	Futures	4657.97	4660.48	4655.73	4656.01	2033.0
2023-02-16 03:20:00	ES	Futures	4656.01	4656.85	4654.05	4655.17	1600.0
2023-02-16 03:25:00	ES	Futures	4655.17	4656.29	4654.05	4654.33	1460.0
2023-02-16 03:30:00	ES	Futures	4654.33	4654.61	4651.81	4652.37	1885.0
2023-02-16 03:35:00	ES	Futures	4652.37	4653.49	4651.53	4652.93	1174.0
2023-02-16 03:40:00	ES	Futures	4652.93	4653.77	4651.26	4652.37	1631.0
2023-02-16 03:45:00	ES	Futures	4652.37	4653.77	4652.37	4652.65	943.0
2023-02-16 03:50:00	ES	Futures	4652.93	4653.49	4651.26	4652.09	919.0
2023-02-16 03:55:00	ES	Futures	4652.37	4652.93	4650.7	4650.98	834.0
2023-02-16 04:00:00	ES	Futures	4650.98	4654.05	4649.58	4653.77	2272.0
2023-02-16 04:05:00	ES	Futures	4653.77	4654.05	4648.74	4652.93	2230.0

> showing 50 of 19,999 rows — these rows as CSV

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