PREVIEW / futures_5min / 2023-02-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-21.parquet
  size:    337 KB
  rows:    19,314

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
2023-02-21 00:00:00	ES	Futures	4551.44	4551.72	4551.16	4551.72	325.0
2023-02-21 00:05:00	ES	Futures	4551.72	4554.79	4551.72	4554.23	1192.0
2023-02-21 00:10:00	ES	Futures	4554.23	4554.51	4552.55	4552.83	441.0
2023-02-21 00:15:00	ES	Futures	4552.83	4552.83	4551.99	4552.55	225.0
2023-02-21 00:20:00	ES	Futures	4552.27	4552.55	4551.44	4552.27	631.0
2023-02-21 00:25:00	ES	Futures	4552.27	4552.27	4550.88	4551.16	412.0
2023-02-21 00:30:00	ES	Futures	4551.16	4551.72	4550.88	4551.16	380.0
2023-02-21 00:35:00	ES	Futures	4551.44	4552.83	4551.44	4552.55	475.0
2023-02-21 00:40:00	ES	Futures	4552.27	4553.39	4551.99	4553.11	438.0
2023-02-21 00:45:00	ES	Futures	4553.11	4553.11	4551.72	4552.55	309.0
2023-02-21 00:50:00	ES	Futures	4552.55	4554.51	4552.27	4554.23	579.0
2023-02-21 00:55:00	ES	Futures	4553.95	4554.79	4553.95	4554.23	456.0
2023-02-21 01:00:00	ES	Futures	4554.23	4554.51	4553.39	4553.67	596.0
2023-02-21 01:05:00	ES	Futures	4553.67	4554.23	4553.11	4553.39	338.0
2023-02-21 01:10:00	ES	Futures	4553.11	4554.51	4553.11	4554.23	278.0
2023-02-21 01:15:00	ES	Futures	4554.23	4554.51	4553.95	4553.95	141.0
2023-02-21 01:20:00	ES	Futures	4553.95	4555.35	4553.95	4555.35	207.0
2023-02-21 01:25:00	ES	Futures	4555.07	4555.07	4554.23	4554.79	232.0
2023-02-21 01:30:00	ES	Futures	4554.51	4554.79	4553.67	4554.23	219.0
2023-02-21 01:35:00	ES	Futures	4553.95	4554.23	4552.27	4552.83	441.0
2023-02-21 01:40:00	ES	Futures	4553.11	4553.39	4551.99	4551.99	299.0
2023-02-21 01:45:00	ES	Futures	4551.99	4552.83	4551.72	4552.55	221.0
2023-02-21 01:50:00	ES	Futures	4552.55	4553.11	4552.27	4552.83	279.0
2023-02-21 01:55:00	ES	Futures	4552.83	4554.79	4552.83	4553.95	668.0
2023-02-21 02:00:00	ES	Futures	4553.95	4553.95	4550.88	4551.16	1034.0
2023-02-21 02:05:00	ES	Futures	4551.16	4551.44	4546.12	4546.68	1842.0
2023-02-21 02:10:00	ES	Futures	4546.68	4549.2	4546.68	4548.08	850.0
2023-02-21 02:15:00	ES	Futures	4547.8	4547.8	4546.4	4546.4	933.0
2023-02-21 02:20:00	ES	Futures	4546.4	4547.52	4546.4	4546.96	564.0
2023-02-21 02:25:00	ES	Futures	4546.96	4546.96	4545.84	4546.96	573.0
2023-02-21 02:30:00	ES	Futures	4546.68	4547.8	4545.28	4547.24	838.0
2023-02-21 02:35:00	ES	Futures	4547.24	4547.8	4546.4	4546.96	422.0
2023-02-21 02:40:00	ES	Futures	4546.96	4548.08	4546.96	4547.8	284.0
2023-02-21 02:45:00	ES	Futures	4547.8	4548.08	4544.45	4545.84	1239.0
2023-02-21 02:50:00	ES	Futures	4545.84	4547.8	4545.56	4547.24	469.0
2023-02-21 02:55:00	ES	Futures	4547.24	4547.52	4545.56	4545.56	690.0
2023-02-21 03:00:00	ES	Futures	4545.56	4547.52	4544.17	4546.12	2059.0
2023-02-21 03:05:00	ES	Futures	4546.12	4549.2	4545.56	4548.36	1576.0
2023-02-21 03:10:00	ES	Futures	4548.36	4549.2	4546.68	4547.52	1287.0
2023-02-21 03:15:00	ES	Futures	4547.24	4547.52	4542.21	4544.17	3383.0
2023-02-21 03:20:00	ES	Futures	4544.17	4545.0	4541.93	4544.17	2904.0
2023-02-21 03:25:00	ES	Futures	4544.45	4547.52	4543.33	4544.17	2078.0
2023-02-21 03:30:00	ES	Futures	4544.17	4546.68	4542.77	4543.89	2697.0
2023-02-21 03:35:00	ES	Futures	4543.89	4545.56	4541.93	4542.21	2178.0
2023-02-21 03:40:00	ES	Futures	4542.21	4542.21	4537.46	4539.41	4823.0
2023-02-21 03:45:00	ES	Futures	4539.41	4539.41	4529.63	4532.14	7268.0
2023-02-21 03:50:00	ES	Futures	4531.86	4532.42	4529.63	4531.58	5450.0
2023-02-21 03:55:00	ES	Futures	4531.58	4531.86	4529.63	4530.19	3461.0
2023-02-21 04:00:00	ES	Futures	4530.46	4531.02	4529.63	4530.46	4564.0
2023-02-21 04:05:00	ES	Futures	4530.19	4532.7	4527.11	4531.3	6373.0

> showing 50 of 19,314 rows — these rows as CSV

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