PREVIEW / futures_5min / 2023-02-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-24.parquet
  size:    313 KB
  rows:    16,008

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
2023-02-24 00:00:00	ES	Futures	4490.2	4490.76	4489.64	4490.2	315.0
2023-02-24 00:05:00	ES	Futures	4490.48	4490.76	4489.92	4490.48	203.0
2023-02-24 00:10:00	ES	Futures	4490.48	4492.44	4490.48	4492.16	681.0
2023-02-24 00:15:00	ES	Futures	4492.16	4493.0	4492.16	4492.44	306.0
2023-02-24 00:20:00	ES	Futures	4492.44	4492.72	4491.88	4492.44	242.0
2023-02-24 00:25:00	ES	Futures	4492.72	4493.0	4491.6	4491.88	409.0
2023-02-24 00:30:00	ES	Futures	4491.88	4491.88	4489.92	4490.2	508.0
2023-02-24 00:35:00	ES	Futures	4490.2	4491.6	4490.2	4491.32	397.0
2023-02-24 00:40:00	ES	Futures	4491.04	4491.04	4490.48	4490.48	195.0
2023-02-24 00:45:00	ES	Futures	4490.76	4490.76	4490.48	4490.76	98.0
2023-02-24 00:50:00	ES	Futures	4490.48	4490.76	4489.92	4490.76	200.0
2023-02-24 00:55:00	ES	Futures	4490.76	4491.6	4490.48	4490.76	303.0
2023-02-24 01:00:00	ES	Futures	4490.76	4491.88	4490.2	4490.48	596.0
2023-02-24 01:05:00	ES	Futures	4490.76	4491.04	4490.2	4490.48	341.0
2023-02-24 01:10:00	ES	Futures	4490.76	4491.04	4489.36	4489.92	394.0
2023-02-24 01:15:00	ES	Futures	4489.64	4489.64	4488.24	4488.52	552.0
2023-02-24 01:20:00	ES	Futures	4488.52	4490.48	4488.52	4490.2	333.0
2023-02-24 01:25:00	ES	Futures	4490.2	4490.76	4489.92	4490.76	260.0
2023-02-24 01:30:00	ES	Futures	4490.76	4491.32	4490.48	4491.04	293.0
2023-02-24 01:35:00	ES	Futures	4491.32	4491.32	4490.2	4490.48	274.0
2023-02-24 01:40:00	ES	Futures	4490.2	4491.88	4490.2	4491.32	437.0
2023-02-24 01:45:00	ES	Futures	4491.32	4491.88	4491.04	4491.32	113.0
2023-02-24 01:50:00	ES	Futures	4491.32	4492.72	4491.32	4492.44	457.0
2023-02-24 01:55:00	ES	Futures	4492.16	4492.16	4490.48	4491.04	675.0
2023-02-24 02:00:00	ES	Futures	4491.32	4491.32	4488.52	4489.08	1084.0
2023-02-24 02:05:00	ES	Futures	4489.08	4489.36	4486.29	4487.69	1376.0
2023-02-24 02:10:00	ES	Futures	4487.96	4489.08	4487.13	4487.41	547.0
2023-02-24 02:15:00	ES	Futures	4487.41	4487.96	4486.85	4487.69	424.0
2023-02-24 02:20:00	ES	Futures	4487.96	4488.24	4485.45	4486.57	767.0
2023-02-24 02:25:00	ES	Futures	4486.29	4487.69	4486.29	4486.85	322.0
2023-02-24 02:30:00	ES	Futures	4486.85	4487.41	4485.45	4486.01	647.0
2023-02-24 02:35:00	ES	Futures	4486.29	4486.57	4485.45	4486.01	597.0
2023-02-24 02:40:00	ES	Futures	4486.01	4487.13	4485.45	4486.01	427.0
2023-02-24 02:45:00	ES	Futures	4485.73	4486.29	4484.05	4486.01	1114.0
2023-02-24 02:50:00	ES	Futures	4486.01	4486.29	4484.89	4485.73	552.0
2023-02-24 02:55:00	ES	Futures	4485.45	4485.45	4484.89	4485.45	494.0
2023-02-24 03:00:00	ES	Futures	4485.17	4487.41	4484.05	4486.85	2570.0
2023-02-24 03:05:00	ES	Futures	4486.85	4487.96	4484.61	4485.17	2313.0
2023-02-24 03:10:00	ES	Futures	4485.45	4485.45	4483.21	4484.05	1925.0
2023-02-24 03:15:00	ES	Futures	4484.05	4484.33	4481.53	4483.49	3289.0
2023-02-24 03:20:00	ES	Futures	4483.49	4483.49	4481.81	4482.37	1557.0
2023-02-24 03:25:00	ES	Futures	4482.65	4485.45	4482.09	4484.89	1414.0
2023-02-24 03:30:00	ES	Futures	4485.17	4487.13	4484.61	4485.45	1544.0
2023-02-24 03:35:00	ES	Futures	4485.17	4485.73	4484.05	4485.17	1242.0
2023-02-24 03:40:00	ES	Futures	4485.45	4486.57	4484.05	4484.61	1255.0
2023-02-24 03:45:00	ES	Futures	4484.61	4485.17	4482.09	4482.93	1413.0
2023-02-24 03:50:00	ES	Futures	4482.65	4483.49	4481.81	4482.37	1132.0
2023-02-24 03:55:00	ES	Futures	4482.37	4482.37	4481.53	4481.53	1081.0
2023-02-24 04:00:00	ES	Futures	4481.53	4483.21	4481.53	4482.93	1742.0
2023-02-24 04:05:00	ES	Futures	4482.65	4483.21	4481.53	4482.65	1620.0

> showing 50 of 16,008 rows — these rows as CSV

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