PREVIEW / futures_5min / 2023-02-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-23.parquet
  size:    328 KB
  rows:    19,188

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
2023-02-23 00:00:00	ES	Futures	4494.4	4494.4	4493.84	4494.12	612.0
2023-02-23 00:05:00	ES	Futures	4494.4	4494.4	4493.28	4493.56	359.0
2023-02-23 00:10:00	ES	Futures	4493.56	4493.84	4493.0	4493.0	376.0
2023-02-23 00:15:00	ES	Futures	4492.72	4493.28	4492.72	4493.0	329.0
2023-02-23 00:20:00	ES	Futures	4493.28	4493.56	4492.72	4493.0	222.0
2023-02-23 00:25:00	ES	Futures	4493.0	4493.28	4492.72	4493.0	233.0
2023-02-23 00:30:00	ES	Futures	4492.72	4493.0	4491.32	4491.88	545.0
2023-02-23 00:35:00	ES	Futures	4491.6	4493.0	4491.32	4491.88	518.0
2023-02-23 00:40:00	ES	Futures	4491.88	4492.72	4491.6	4492.16	176.0
2023-02-23 00:45:00	ES	Futures	4492.16	4492.72	4491.88	4492.44	169.0
2023-02-23 00:50:00	ES	Futures	4492.44	4492.44	4491.32	4491.6	310.0
2023-02-23 00:55:00	ES	Futures	4491.6	4491.88	4490.76	4491.6	516.0
2023-02-23 01:00:00	ES	Futures	4491.6	4493.28	4491.32	4492.16	581.0
2023-02-23 01:05:00	ES	Futures	4492.16	4492.44	4491.88	4492.16	300.0
2023-02-23 01:10:00	ES	Futures	4492.16	4492.16	4490.76	4491.04	286.0
2023-02-23 01:15:00	ES	Futures	4491.04	4492.44	4490.76	4492.16	200.0
2023-02-23 01:20:00	ES	Futures	4492.16	4492.72	4491.88	4492.44	178.0
2023-02-23 01:25:00	ES	Futures	4492.44	4493.0	4492.16	4492.72	263.0
2023-02-23 01:30:00	ES	Futures	4492.72	4493.84	4492.44	4493.0	402.0
2023-02-23 01:35:00	ES	Futures	4493.28	4493.28	4491.88	4492.16	288.0
2023-02-23 01:40:00	ES	Futures	4492.16	4493.0	4491.6	4492.72	349.0
2023-02-23 01:45:00	ES	Futures	4492.72	4493.0	4491.88	4492.16	181.0
2023-02-23 01:50:00	ES	Futures	4492.44	4493.0	4492.16	4493.0	167.0
2023-02-23 01:55:00	ES	Futures	4492.72	4492.72	4490.76	4490.76	401.0
2023-02-23 02:00:00	ES	Futures	4490.76	4491.32	4489.36	4490.2	1168.0
2023-02-23 02:05:00	ES	Futures	4489.92	4490.2	4488.8	4488.8	598.0
2023-02-23 02:10:00	ES	Futures	4488.8	4491.32	4488.52	4491.04	687.0
2023-02-23 02:15:00	ES	Futures	4491.04	4492.16	4490.48	4490.76	858.0
2023-02-23 02:20:00	ES	Futures	4490.76	4491.04	4490.2	4490.2	324.0
2023-02-23 02:25:00	ES	Futures	4490.48	4490.48	4489.36	4489.36	574.0
2023-02-23 02:30:00	ES	Futures	4489.36	4490.48	4488.8	4489.64	803.0
2023-02-23 02:35:00	ES	Futures	4489.92	4491.6	4489.92	4491.04	918.0
2023-02-23 02:40:00	ES	Futures	4491.04	4491.32	4490.2	4490.48	728.0
2023-02-23 02:45:00	ES	Futures	4490.48	4491.6	4490.2	4491.6	758.0
2023-02-23 02:50:00	ES	Futures	4491.32	4491.32	4490.48	4491.04	347.0
2023-02-23 02:55:00	ES	Futures	4490.76	4491.32	4489.92	4489.92	517.0
2023-02-23 03:00:00	ES	Futures	4489.92	4493.56	4489.64	4490.76	3662.0
2023-02-23 03:05:00	ES	Futures	4490.76	4491.88	4488.52	4491.04	2174.0
2023-02-23 03:10:00	ES	Futures	4491.04	4492.44	4489.36	4492.44	1706.0
2023-02-23 03:15:00	ES	Futures	4492.16	4495.23	4492.16	4493.56	2750.0
2023-02-23 03:20:00	ES	Futures	4493.84	4496.63	4493.84	4496.07	2489.0
2023-02-23 03:25:00	ES	Futures	4496.35	4496.35	4492.72	4493.56	2401.0
2023-02-23 03:30:00	ES	Futures	4493.84	4499.43	4493.56	4498.03	3534.0
2023-02-23 03:35:00	ES	Futures	4497.75	4499.71	4496.91	4497.47	2152.0
2023-02-23 03:40:00	ES	Futures	4497.75	4498.31	4495.79	4496.07	2520.0
2023-02-23 03:45:00	ES	Futures	4496.07	4498.87	4495.79	4496.07	1730.0
2023-02-23 03:50:00	ES	Futures	4495.79	4497.47	4494.12	4494.4	1690.0
2023-02-23 03:55:00	ES	Futures	4494.68	4494.95	4493.28	4494.12	1608.0
2023-02-23 04:00:00	ES	Futures	4494.4	4498.31	4494.4	4497.75	2163.0
2023-02-23 04:05:00	ES	Futures	4497.47	4497.75	4495.79	4497.19	1359.0

> showing 50 of 19,188 rows — these rows as CSV

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