PREVIEW / futures_5min / 2023-02-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-28.parquet
  size:    344 KB
  rows:    19,466

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
2023-02-28 00:00:00	ES	Futures	4464.2	4464.48	4461.68	4463.08	1237.0
2023-02-28 00:05:00	ES	Futures	4463.08	4464.2	4462.24	4462.52	727.0
2023-02-28 00:10:00	ES	Futures	4462.52	4463.36	4460.84	4463.08	1205.0
2023-02-28 00:15:00	ES	Futures	4463.08	4463.36	4462.24	4462.8	260.0
2023-02-28 00:20:00	ES	Futures	4462.52	4462.8	4460.84	4461.12	658.0
2023-02-28 00:25:00	ES	Futures	4460.84	4461.4	4460.28	4460.28	455.0
2023-02-28 00:30:00	ES	Futures	4460.56	4460.84	4459.72	4460.56	900.0
2023-02-28 00:35:00	ES	Futures	4460.56	4461.4	4459.72	4460.28	435.0
2023-02-28 00:40:00	ES	Futures	4460.56	4461.4	4460.0	4461.12	367.0
2023-02-28 00:45:00	ES	Futures	4461.12	4462.52	4460.84	4461.68	578.0
2023-02-28 00:50:00	ES	Futures	4461.4	4461.4	4459.44	4460.84	531.0
2023-02-28 00:55:00	ES	Futures	4460.56	4461.12	4459.72	4459.72	437.0
2023-02-28 01:00:00	ES	Futures	4460.0	4462.24	4459.44	4461.96	887.0
2023-02-28 01:05:00	ES	Futures	4462.24	4462.52	4461.4	4461.4	346.0
2023-02-28 01:10:00	ES	Futures	4461.4	4462.24	4460.56	4462.24	493.0
2023-02-28 01:15:00	ES	Futures	4462.24	4462.52	4461.68	4462.24	491.0
2023-02-28 01:20:00	ES	Futures	4462.52	4463.36	4462.24	4462.8	611.0
2023-02-28 01:25:00	ES	Futures	4462.8	4463.08	4462.24	4462.8	341.0
2023-02-28 01:30:00	ES	Futures	4462.52	4463.36	4461.96	4463.08	546.0
2023-02-28 01:35:00	ES	Futures	4463.08	4463.64	4462.52	4462.52	419.0
2023-02-28 01:40:00	ES	Futures	4462.8	4463.64	4462.52	4463.64	351.0
2023-02-28 01:45:00	ES	Futures	4463.64	4464.2	4462.8	4463.08	352.0
2023-02-28 01:50:00	ES	Futures	4462.8	4463.08	4462.24	4463.08	296.0
2023-02-28 01:55:00	ES	Futures	4463.08	4463.92	4462.8	4463.36	465.0
2023-02-28 02:00:00	ES	Futures	4463.36	4463.36	4461.12	4461.4	1015.0
2023-02-28 02:05:00	ES	Futures	4461.4	4461.4	4456.37	4456.93	1458.0
2023-02-28 02:10:00	ES	Futures	4456.93	4456.93	4455.25	4456.09	1344.0
2023-02-28 02:15:00	ES	Futures	4456.09	4457.49	4455.81	4456.93	727.0
2023-02-28 02:20:00	ES	Futures	4457.21	4458.05	4456.09	4457.21	734.0
2023-02-28 02:25:00	ES	Futures	4456.93	4457.21	4453.85	4455.25	1377.0
2023-02-28 02:30:00	ES	Futures	4454.97	4456.09	4453.85	4455.25	792.0
2023-02-28 02:35:00	ES	Futures	4455.25	4456.65	4454.41	4456.09	785.0
2023-02-28 02:40:00	ES	Futures	4456.09	4456.65	4454.13	4454.13	585.0
2023-02-28 02:45:00	ES	Futures	4454.13	4454.13	4450.78	4450.78	2377.0
2023-02-28 02:50:00	ES	Futures	4451.06	4452.18	4449.94	4451.62	1420.0
2023-02-28 02:55:00	ES	Futures	4451.34	4451.34	4447.98	4447.98	2174.0
2023-02-28 03:00:00	ES	Futures	4448.26	4448.26	4444.63	4447.7	5878.0
2023-02-28 03:05:00	ES	Futures	4447.7	4448.54	4445.18	4446.86	3213.0
2023-02-28 03:10:00	ES	Futures	4446.86	4446.86	4444.07	4446.3	3901.0
2023-02-28 03:15:00	ES	Futures	4446.3	4446.3	4442.67	4444.35	3814.0
2023-02-28 03:20:00	ES	Futures	4444.07	4446.86	4442.67	4446.86	2452.0
2023-02-28 03:25:00	ES	Futures	4446.86	4448.54	4446.02	4447.98	1784.0
2023-02-28 03:30:00	ES	Futures	4447.7	4447.98	4444.07	4444.63	1537.0
2023-02-28 03:35:00	ES	Futures	4444.35	4446.58	4443.51	4446.58	1761.0
2023-02-28 03:40:00	ES	Futures	4446.58	4447.7	4444.91	4445.18	2061.0
2023-02-28 03:45:00	ES	Futures	4445.18	4448.26	4445.18	4447.98	1519.0
2023-02-28 03:50:00	ES	Futures	4447.98	4452.73	4446.86	4452.45	2139.0
2023-02-28 03:55:00	ES	Futures	4452.73	4454.41	4451.62	4451.9	2100.0
2023-02-28 04:00:00	ES	Futures	4451.62	4456.93	4451.62	4454.69	2323.0
2023-02-28 04:05:00	ES	Futures	4454.97	4455.25	4452.73	4453.29	1447.0

> showing 50 of 19,466 rows — these rows as CSV

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