PREVIEW / futures_5min / 2023-02-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-27.parquet
  size:    321 KB
  rows:    19,176

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
2023-02-27 00:00:00	ES	Futures	4453.29	4453.29	4452.45	4452.45	287.0
2023-02-27 00:05:00	ES	Futures	4452.45	4453.57	4451.62	4451.9	618.0
2023-02-27 00:10:00	ES	Futures	4451.9	4451.9	4451.34	4451.9	238.0
2023-02-27 00:15:00	ES	Futures	4451.62	4452.18	4451.62	4451.9	223.0
2023-02-27 00:20:00	ES	Futures	4451.62	4451.62	4447.98	4448.26	1375.0
2023-02-27 00:25:00	ES	Futures	4448.26	4448.54	4446.86	4447.42	1079.0
2023-02-27 00:30:00	ES	Futures	4447.14	4448.26	4445.74	4446.86	1503.0
2023-02-27 00:35:00	ES	Futures	4446.58	4448.54	4446.58	4448.26	425.0
2023-02-27 00:40:00	ES	Futures	4448.26	4448.54	4447.7	4448.54	207.0
2023-02-27 00:45:00	ES	Futures	4448.26	4449.1	4447.7	4447.98	358.0
2023-02-27 00:50:00	ES	Futures	4447.98	4449.1	4447.98	4448.26	376.0
2023-02-27 00:55:00	ES	Futures	4448.26	4448.82	4447.14	4447.14	375.0
2023-02-27 01:00:00	ES	Futures	4447.42	4447.98	4446.86	4447.14	493.0
2023-02-27 01:05:00	ES	Futures	4447.42	4448.82	4447.42	4447.42	477.0
2023-02-27 01:10:00	ES	Futures	4447.42	4449.1	4447.42	4447.7	321.0
2023-02-27 01:15:00	ES	Futures	4447.98	4449.1	4447.7	4448.82	684.0
2023-02-27 01:20:00	ES	Futures	4448.82	4449.1	4448.26	4448.54	187.0
2023-02-27 01:25:00	ES	Futures	4448.54	4448.82	4447.14	4447.14	362.0
2023-02-27 01:30:00	ES	Futures	4447.42	4447.98	4446.02	4446.58	799.0
2023-02-27 01:35:00	ES	Futures	4446.58	4447.7	4446.3	4447.14	222.0
2023-02-27 01:40:00	ES	Futures	4447.42	4447.7	4446.02	4446.58	557.0
2023-02-27 01:45:00	ES	Futures	4446.3	4447.42	4446.3	4446.86	371.0
2023-02-27 01:50:00	ES	Futures	4446.58	4448.54	4446.3	4447.98	335.0
2023-02-27 01:55:00	ES	Futures	4447.7	4448.54	4446.86	4446.86	384.0
2023-02-27 02:00:00	ES	Futures	4447.14	4449.66	4446.02	4449.38	898.0
2023-02-27 02:05:00	ES	Futures	4449.38	4451.62	4448.82	4451.06	712.0
2023-02-27 02:10:00	ES	Futures	4451.06	4451.9	4450.5	4451.06	592.0
2023-02-27 02:15:00	ES	Futures	4451.34	4453.29	4451.34	4453.01	976.0
2023-02-27 02:20:00	ES	Futures	4453.01	4454.97	4451.9	4452.18	1217.0
2023-02-27 02:25:00	ES	Futures	4452.18	4454.13	4452.18	4453.29	494.0
2023-02-27 02:30:00	ES	Futures	4453.29	4453.57	4452.45	4452.45	520.0
2023-02-27 02:35:00	ES	Futures	4452.45	4453.57	4452.18	4452.73	485.0
2023-02-27 02:40:00	ES	Futures	4452.73	4454.97	4452.73	4454.41	646.0
2023-02-27 02:45:00	ES	Futures	4454.69	4456.37	4454.69	4454.69	1124.0
2023-02-27 02:50:00	ES	Futures	4454.69	4456.65	4454.41	4455.25	953.0
2023-02-27 02:55:00	ES	Futures	4455.53	4456.37	4454.97	4455.53	660.0
2023-02-27 03:00:00	ES	Futures	4455.53	4465.6	4455.53	4461.4	6589.0
2023-02-27 03:05:00	ES	Futures	4461.4	4463.92	4460.0	4463.36	3073.0
2023-02-27 03:10:00	ES	Futures	4463.64	4464.48	4461.4	4461.96	2445.0
2023-02-27 03:15:00	ES	Futures	4461.96	4463.92	4460.0	4460.56	2720.0
2023-02-27 03:20:00	ES	Futures	4460.56	4463.08	4460.56	4462.8	1578.0
2023-02-27 03:25:00	ES	Futures	4462.52	4463.92	4460.84	4463.36	1631.0
2023-02-27 03:30:00	ES	Futures	4463.36	4464.48	4462.52	4463.08	1905.0
2023-02-27 03:35:00	ES	Futures	4463.36	4465.6	4463.36	4465.04	1658.0
2023-02-27 03:40:00	ES	Futures	4465.04	4467.55	4464.76	4465.88	2545.0
2023-02-27 03:45:00	ES	Futures	4465.6	4466.71	4463.08	4464.48	1861.0
2023-02-27 03:50:00	ES	Futures	4464.48	4466.44	4463.64	4466.16	1436.0
2023-02-27 03:55:00	ES	Futures	4465.88	4466.71	4462.8	4462.8	1720.0
2023-02-27 04:00:00	ES	Futures	4463.08	4465.6	4462.24	4463.08	2045.0
2023-02-27 04:05:00	ES	Futures	4463.08	4463.92	4462.24	4462.24	1782.0

> showing 50 of 19,176 rows — these rows as CSV

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