PREVIEW / futures_5min / 2023-02-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-19.parquet
  size:    69 KB
  rows:    3,407

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
2023-02-19 18:00:00	ES	Futures	4566.53	4569.61	4560.1	4561.22	2556.0
2023-02-19 18:05:00	ES	Futures	4561.78	4562.9	4558.98	4560.38	1467.0
2023-02-19 18:10:00	ES	Futures	4560.38	4562.62	4559.54	4562.34	773.0
2023-02-19 18:15:00	ES	Futures	4562.62	4562.9	4558.71	4561.5	793.0
2023-02-19 18:20:00	ES	Futures	4561.22	4563.46	4560.66	4563.18	619.0
2023-02-19 18:25:00	ES	Futures	4562.9	4563.46	4561.78	4562.06	544.0
2023-02-19 18:30:00	ES	Futures	4562.06	4563.46	4561.5	4562.06	479.0
2023-02-19 18:35:00	ES	Futures	4561.78	4562.62	4560.66	4561.5	383.0
2023-02-19 18:40:00	ES	Futures	4561.78	4562.9	4561.22	4562.62	192.0
2023-02-19 18:45:00	ES	Futures	4562.62	4562.9	4561.22	4561.78	215.0
2023-02-19 18:50:00	ES	Futures	4561.78	4562.06	4561.22	4562.06	178.0
2023-02-19 18:55:00	ES	Futures	4562.34	4562.62	4561.22	4562.06	209.0
2023-02-19 19:00:00	ES	Futures	4562.34	4562.62	4559.26	4559.82	1076.0
2023-02-19 19:05:00	ES	Futures	4560.1	4561.22	4559.54	4559.54	602.0
2023-02-19 19:10:00	ES	Futures	4559.54	4560.66	4559.26	4559.82	351.0
2023-02-19 19:15:00	ES	Futures	4559.82	4559.82	4558.15	4558.98	715.0
2023-02-19 19:20:00	ES	Futures	4558.71	4559.26	4558.15	4559.26	421.0
2023-02-19 19:25:00	ES	Futures	4559.54	4560.66	4559.26	4560.66	305.0
2023-02-19 19:30:00	ES	Futures	4560.66	4562.06	4560.38	4561.5	346.0
2023-02-19 19:35:00	ES	Futures	4561.78	4562.34	4560.66	4560.94	368.0
2023-02-19 19:40:00	ES	Futures	4560.94	4561.5	4560.66	4560.66	172.0
2023-02-19 19:45:00	ES	Futures	4560.38	4560.94	4560.1	4560.94	260.0
2023-02-19 19:50:00	ES	Futures	4561.22	4561.5	4558.98	4559.54	600.0
2023-02-19 19:55:00	ES	Futures	4559.82	4560.66	4559.54	4560.66	326.0
2023-02-19 20:00:00	ES	Futures	4560.66	4561.78	4559.82	4561.22	299.0
2023-02-19 20:05:00	ES	Futures	4561.22	4565.14	4561.22	4564.86	994.0
2023-02-19 20:10:00	ES	Futures	4564.86	4564.86	4564.02	4564.3	353.0
2023-02-19 20:15:00	ES	Futures	4564.3	4566.25	4564.3	4565.98	396.0
2023-02-19 20:20:00	ES	Futures	4565.7	4567.09	4565.14	4565.42	619.0
2023-02-19 20:25:00	ES	Futures	4565.42	4566.25	4564.58	4565.98	496.0
2023-02-19 20:30:00	ES	Futures	4565.98	4567.09	4565.7	4565.98	371.0
2023-02-19 20:35:00	ES	Futures	4565.98	4567.09	4564.58	4564.58	457.0
2023-02-19 20:40:00	ES	Futures	4564.58	4566.53	4564.58	4565.7	252.0
2023-02-19 20:45:00	ES	Futures	4565.98	4565.98	4564.58	4565.98	266.0
2023-02-19 20:50:00	ES	Futures	4565.98	4566.53	4565.14	4565.42	191.0
2023-02-19 20:55:00	ES	Futures	4565.42	4566.25	4564.86	4565.98	219.0
2023-02-19 21:00:00	ES	Futures	4565.98	4566.81	4565.42	4565.7	368.0
2023-02-19 21:05:00	ES	Futures	4565.7	4566.81	4565.42	4565.98	300.0
2023-02-19 21:10:00	ES	Futures	4566.25	4567.09	4565.42	4566.81	311.0
2023-02-19 21:15:00	ES	Futures	4566.81	4567.93	4565.98	4566.25	414.0
2023-02-19 21:20:00	ES	Futures	4566.25	4567.65	4566.25	4566.53	324.0
2023-02-19 21:25:00	ES	Futures	4566.25	4567.09	4566.25	4566.53	192.0
2023-02-19 21:30:00	ES	Futures	4566.81	4567.93	4566.81	4567.37	221.0
2023-02-19 21:35:00	ES	Futures	4567.09	4568.77	4567.09	4568.49	453.0
2023-02-19 21:40:00	ES	Futures	4568.77	4568.77	4567.93	4568.49	225.0
2023-02-19 21:45:00	ES	Futures	4568.77	4570.17	4568.49	4568.77	746.0
2023-02-19 21:50:00	ES	Futures	4568.49	4571.01	4568.49	4569.33	618.0
2023-02-19 21:55:00	ES	Futures	4569.33	4570.45	4568.77	4570.17	298.0
2023-02-19 22:00:00	ES	Futures	4570.17	4570.45	4569.05	4569.33	246.0
2023-02-19 22:05:00	ES	Futures	4569.33	4569.89	4568.77	4568.77	153.0

> showing 50 of 3,407 rows — these rows as CSV

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