PREVIEW / futures_5min / 2023-02-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-26.parquet
  size:    78 KB
  rows:    3,979

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
2023-02-26 18:00:00	ES	Futures	4447.42	4448.54	4444.35	4446.3	2439.0
2023-02-26 18:05:00	ES	Futures	4446.58	4447.42	4445.74	4446.02	618.0
2023-02-26 18:10:00	ES	Futures	4446.02	4447.14	4444.91	4445.74	817.0
2023-02-26 18:15:00	ES	Futures	4446.02	4446.58	4443.51	4444.63	737.0
2023-02-26 18:20:00	ES	Futures	4444.35	4445.46	4443.51	4444.07	514.0
2023-02-26 18:25:00	ES	Futures	4444.35	4445.46	4443.79	4445.18	283.0
2023-02-26 18:30:00	ES	Futures	4445.18	4446.3	4444.35	4446.3	469.0
2023-02-26 18:35:00	ES	Futures	4446.02	4449.94	4446.02	4448.82	1344.0
2023-02-26 18:40:00	ES	Futures	4449.1	4450.22	4448.54	4449.38	470.0
2023-02-26 18:45:00	ES	Futures	4449.38	4452.18	4449.38	4451.9	1142.0
2023-02-26 18:50:00	ES	Futures	4451.62	4451.9	4450.5	4450.78	442.0
2023-02-26 18:55:00	ES	Futures	4450.78	4451.9	4450.5	4450.78	341.0
2023-02-26 19:00:00	ES	Futures	4450.5	4451.34	4447.42	4449.1	1792.0
2023-02-26 19:05:00	ES	Futures	4448.82	4448.82	4446.02	4446.3	1165.0
2023-02-26 19:10:00	ES	Futures	4446.3	4449.66	4445.46	4448.54	1289.0
2023-02-26 19:15:00	ES	Futures	4448.26	4449.66	4446.58	4447.98	818.0
2023-02-26 19:20:00	ES	Futures	4447.98	4448.26	4445.74	4446.3	671.0
2023-02-26 19:25:00	ES	Futures	4446.58	4447.42	4445.74	4446.86	477.0
2023-02-26 19:30:00	ES	Futures	4446.58	4448.26	4446.58	4448.26	454.0
2023-02-26 19:35:00	ES	Futures	4448.26	4449.38	4447.14	4447.7	480.0
2023-02-26 19:40:00	ES	Futures	4447.42	4448.82	4446.58	4448.54	461.0
2023-02-26 19:45:00	ES	Futures	4448.82	4449.66	4448.54	4449.1	380.0
2023-02-26 19:50:00	ES	Futures	4449.1	4449.38	4448.26	4448.82	291.0
2023-02-26 19:55:00	ES	Futures	4448.82	4449.66	4448.54	4448.82	192.0
2023-02-26 20:00:00	ES	Futures	4449.1	4450.5	4448.82	4449.66	599.0
2023-02-26 20:05:00	ES	Futures	4449.66	4450.78	4449.38	4449.66	595.0
2023-02-26 20:10:00	ES	Futures	4449.66	4451.9	4449.66	4451.06	805.0
2023-02-26 20:15:00	ES	Futures	4451.34	4451.9	4451.06	4451.34	474.0
2023-02-26 20:20:00	ES	Futures	4451.62	4451.9	4450.5	4451.06	497.0
2023-02-26 20:25:00	ES	Futures	4451.06	4452.73	4451.06	4451.9	882.0
2023-02-26 20:30:00	ES	Futures	4451.9	4454.41	4451.62	4452.73	1325.0
2023-02-26 20:35:00	ES	Futures	4452.73	4454.41	4452.73	4454.13	599.0
2023-02-26 20:40:00	ES	Futures	4454.13	4455.25	4453.01	4454.97	648.0
2023-02-26 20:45:00	ES	Futures	4454.97	4457.77	4454.41	4457.49	1500.0
2023-02-26 20:50:00	ES	Futures	4457.49	4458.33	4456.09	4457.77	1276.0
2023-02-26 20:55:00	ES	Futures	4457.49	4457.77	4456.37	4456.65	567.0
2023-02-26 21:00:00	ES	Futures	4456.65	4458.05	4456.65	4457.77	437.0
2023-02-26 21:05:00	ES	Futures	4457.77	4458.33	4455.53	4455.81	693.0
2023-02-26 21:10:00	ES	Futures	4455.81	4457.49	4455.81	4456.93	546.0
2023-02-26 21:15:00	ES	Futures	4456.93	4458.89	4456.93	4458.33	628.0
2023-02-26 21:20:00	ES	Futures	4458.33	4458.33	4457.21	4457.21	347.0
2023-02-26 21:25:00	ES	Futures	4457.21	4458.05	4456.93	4457.49	367.0
2023-02-26 21:30:00	ES	Futures	4457.49	4458.05	4457.21	4457.77	207.0
2023-02-26 21:35:00	ES	Futures	4457.77	4458.05	4456.65	4456.93	419.0
2023-02-26 21:40:00	ES	Futures	4456.65	4456.93	4454.69	4455.25	616.0
2023-02-26 21:45:00	ES	Futures	4455.25	4456.09	4455.25	4455.25	360.0
2023-02-26 21:50:00	ES	Futures	4455.53	4456.93	4455.25	4456.09	382.0
2023-02-26 21:55:00	ES	Futures	4456.37	4456.65	4456.09	4456.65	205.0
2023-02-26 22:00:00	ES	Futures	4456.65	4457.21	4455.53	4455.81	489.0
2023-02-26 22:05:00	ES	Futures	4455.53	4455.81	4454.41	4454.97	642.0

> showing 50 of 3,979 rows — these rows as CSV

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