PREVIEW / futures_5min / 2023-02-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-22.parquet
  size:    332 KB
  rows:    19,329

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
2023-02-22 00:00:00	ES	Futures	4489.08	4489.36	4487.96	4488.24	196.0
2023-02-22 00:05:00	ES	Futures	4488.24	4489.08	4487.69	4488.8	306.0
2023-02-22 00:10:00	ES	Futures	4488.8	4489.08	4487.41	4487.69	406.0
2023-02-22 00:15:00	ES	Futures	4487.41	4487.96	4486.85	4487.96	381.0
2023-02-22 00:20:00	ES	Futures	4487.69	4487.96	4486.85	4486.85	292.0
2023-02-22 00:25:00	ES	Futures	4486.85	4487.96	4486.57	4487.13	396.0
2023-02-22 00:30:00	ES	Futures	4487.13	4487.69	4486.85	4486.85	204.0
2023-02-22 00:35:00	ES	Futures	4486.85	4487.69	4486.85	4487.41	181.0
2023-02-22 00:40:00	ES	Futures	4487.13	4488.24	4486.85	4488.24	243.0
2023-02-22 00:45:00	ES	Futures	4487.96	4488.24	4487.69	4487.96	175.0
2023-02-22 00:50:00	ES	Futures	4488.24	4488.24	4487.13	4487.41	357.0
2023-02-22 00:55:00	ES	Futures	4487.69	4487.96	4486.85	4487.96	323.0
2023-02-22 01:00:00	ES	Futures	4487.69	4489.08	4487.41	4488.24	678.0
2023-02-22 01:05:00	ES	Futures	4488.24	4488.52	4487.41	4487.69	276.0
2023-02-22 01:10:00	ES	Futures	4487.69	4489.08	4487.69	4488.52	309.0
2023-02-22 01:15:00	ES	Futures	4488.8	4488.8	4487.96	4488.24	353.0
2023-02-22 01:20:00	ES	Futures	4488.52	4488.52	4487.41	4487.69	408.0
2023-02-22 01:25:00	ES	Futures	4487.96	4487.96	4485.45	4485.45	780.0
2023-02-22 01:30:00	ES	Futures	4485.17	4486.29	4485.17	4485.45	536.0
2023-02-22 01:35:00	ES	Futures	4485.73	4486.29	4485.45	4485.45	229.0
2023-02-22 01:40:00	ES	Futures	4485.73	4486.85	4485.45	4486.57	237.0
2023-02-22 01:45:00	ES	Futures	4486.57	4486.57	4485.17	4485.17	268.0
2023-02-22 01:50:00	ES	Futures	4485.45	4486.29	4485.17	4486.01	275.0
2023-02-22 01:55:00	ES	Futures	4486.01	4486.57	4485.45	4486.29	308.0
2023-02-22 02:00:00	ES	Futures	4486.29	4488.8	4486.01	4488.52	913.0
2023-02-22 02:05:00	ES	Futures	4488.24	4488.52	4483.49	4484.33	1192.0
2023-02-22 02:10:00	ES	Futures	4484.05	4487.96	4483.49	4487.69	1460.0
2023-02-22 02:15:00	ES	Futures	4487.41	4487.69	4485.45	4486.01	674.0
2023-02-22 02:20:00	ES	Futures	4486.01	4488.52	4485.45	4487.96	870.0
2023-02-22 02:25:00	ES	Futures	4487.96	4488.52	4487.41	4488.52	448.0
2023-02-22 02:30:00	ES	Futures	4488.52	4489.36	4487.96	4489.08	521.0
2023-02-22 02:35:00	ES	Futures	4488.8	4490.2	4488.52	4489.92	1299.0
2023-02-22 02:40:00	ES	Futures	4489.64	4491.04	4489.08	4489.64	1427.0
2023-02-22 02:45:00	ES	Futures	4489.92	4490.48	4488.8	4489.64	664.0
2023-02-22 02:50:00	ES	Futures	4489.64	4489.92	4488.52	4489.64	737.0
2023-02-22 02:55:00	ES	Futures	4489.64	4489.64	4486.57	4486.85	690.0
2023-02-22 03:00:00	ES	Futures	4486.85	4489.92	4486.01	4487.13	3342.0
2023-02-22 03:05:00	ES	Futures	4487.13	4491.88	4486.29	4487.41	3661.0
2023-02-22 03:10:00	ES	Futures	4487.41	4487.41	4484.05	4485.45	2382.0
2023-02-22 03:15:00	ES	Futures	4485.45	4487.69	4484.33	4486.85	1839.0
2023-02-22 03:20:00	ES	Futures	4486.85	4487.96	4484.61	4484.89	1825.0
2023-02-22 03:25:00	ES	Futures	4484.89	4486.29	4479.3	4480.97	4624.0
2023-02-22 03:30:00	ES	Futures	4480.7	4482.65	4479.86	4480.42	3857.0
2023-02-22 03:35:00	ES	Futures	4480.14	4481.25	4477.62	4478.18	3198.0
2023-02-22 03:40:00	ES	Futures	4477.9	4478.46	4472.31	4473.43	5076.0
2023-02-22 03:45:00	ES	Futures	4473.43	4476.5	4472.31	4474.54	3646.0
2023-02-22 03:50:00	ES	Futures	4474.54	4479.58	4474.26	4478.46	2965.0
2023-02-22 03:55:00	ES	Futures	4478.18	4481.25	4478.18	4480.14	1953.0
2023-02-22 04:00:00	ES	Futures	4480.42	4483.77	4479.86	4482.93	2756.0
2023-02-22 04:05:00	ES	Futures	4483.21	4486.29	4482.37	4482.93	2985.0

> showing 50 of 19,329 rows — these rows as CSV

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