PREVIEW / futures_5min / 2023-03-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-01.parquet
  size:    344 KB
  rows:    19,560

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
2023-03-01 00:00:00	ES	Futures	4447.7	4448.26	4446.58	4446.86	629.0
2023-03-01 00:05:00	ES	Futures	4446.86	4446.86	4445.46	4445.74	470.0
2023-03-01 00:10:00	ES	Futures	4446.02	4446.86	4445.46	4446.58	703.0
2023-03-01 00:15:00	ES	Futures	4446.86	4448.26	4446.58	4447.98	625.0
2023-03-01 00:20:00	ES	Futures	4448.26	4449.38	4447.14	4449.1	869.0
2023-03-01 00:25:00	ES	Futures	4449.1	4449.1	4448.26	4448.82	338.0
2023-03-01 00:30:00	ES	Futures	4448.82	4448.82	4447.42	4447.98	444.0
2023-03-01 00:35:00	ES	Futures	4447.98	4447.98	4447.14	4447.42	371.0
2023-03-01 00:40:00	ES	Futures	4447.7	4447.98	4447.14	4447.42	422.0
2023-03-01 00:45:00	ES	Futures	4447.42	4448.26	4447.42	4447.98	242.0
2023-03-01 00:50:00	ES	Futures	4447.98	4448.26	4447.42	4447.7	235.0
2023-03-01 00:55:00	ES	Futures	4447.7	4448.82	4447.14	4447.14	476.0
2023-03-01 01:00:00	ES	Futures	4447.42	4449.66	4447.14	4448.54	847.0
2023-03-01 01:05:00	ES	Futures	4448.82	4448.82	4447.98	4448.54	347.0
2023-03-01 01:10:00	ES	Futures	4448.82	4450.78	4448.82	4450.22	939.0
2023-03-01 01:15:00	ES	Futures	4450.5	4450.78	4449.38	4449.38	605.0
2023-03-01 01:20:00	ES	Futures	4449.66	4451.34	4449.38	4450.5	756.0
2023-03-01 01:25:00	ES	Futures	4450.22	4452.45	4450.22	4452.18	965.0
2023-03-01 01:30:00	ES	Futures	4452.18	4454.97	4451.62	4453.85	2044.0
2023-03-01 01:35:00	ES	Futures	4453.85	4454.41	4450.5	4451.34	1504.0
2023-03-01 01:40:00	ES	Futures	4451.62	4452.73	4451.34	4451.9	786.0
2023-03-01 01:45:00	ES	Futures	4451.9	4453.01	4451.34	4453.01	693.0
2023-03-01 01:50:00	ES	Futures	4453.01	4453.01	4450.5	4450.5	592.0
2023-03-01 01:55:00	ES	Futures	4450.78	4451.34	4450.22	4451.06	415.0
2023-03-01 02:00:00	ES	Futures	4451.06	4452.45	4450.78	4450.78	1018.0
2023-03-01 02:05:00	ES	Futures	4450.78	4453.01	4448.82	4451.9	2917.0
2023-03-01 02:10:00	ES	Futures	4451.9	4452.73	4451.06	4451.34	1084.0
2023-03-01 02:15:00	ES	Futures	4451.34	4453.57	4450.78	4453.29	793.0
2023-03-01 02:20:00	ES	Futures	4453.29	4455.81	4452.18	4455.25	1365.0
2023-03-01 02:25:00	ES	Futures	4455.53	4456.37	4454.41	4455.81	1507.0
2023-03-01 02:30:00	ES	Futures	4455.53	4456.09	4452.73	4453.29	1673.0
2023-03-01 02:35:00	ES	Futures	4453.01	4453.29	4451.9	4452.18	1000.0
2023-03-01 02:40:00	ES	Futures	4452.18	4454.13	4451.62	4454.13	1297.0
2023-03-01 02:45:00	ES	Futures	4453.85	4456.65	4453.29	4454.69	2181.0
2023-03-01 02:50:00	ES	Futures	4454.69	4455.81	4454.13	4454.41	1162.0
2023-03-01 02:55:00	ES	Futures	4454.13	4454.97	4452.73	4454.69	1710.0
2023-03-01 03:00:00	ES	Futures	4454.41	4455.81	4449.38	4452.45	6008.0
2023-03-01 03:05:00	ES	Futures	4452.45	4455.25	4451.62	4452.18	4111.0
2023-03-01 03:10:00	ES	Futures	4452.18	4458.89	4452.18	4458.61	3300.0
2023-03-01 03:15:00	ES	Futures	4458.33	4459.44	4454.69	4455.25	3462.0
2023-03-01 03:20:00	ES	Futures	4455.25	4456.93	4454.69	4455.53	1731.0
2023-03-01 03:25:00	ES	Futures	4455.81	4456.37	4452.73	4453.29	2121.0
2023-03-01 03:30:00	ES	Futures	4453.01	4453.01	4449.94	4451.9	2979.0
2023-03-01 03:35:00	ES	Futures	4451.9	4453.57	4450.5	4453.01	1586.0
2023-03-01 03:40:00	ES	Futures	4452.73	4453.29	4450.78	4452.45	1561.0
2023-03-01 03:45:00	ES	Futures	4452.45	4452.45	4449.1	4449.66	1570.0
2023-03-01 03:50:00	ES	Futures	4449.66	4452.73	4448.82	4452.45	1556.0
2023-03-01 03:55:00	ES	Futures	4452.45	4457.21	4451.9	4456.65	1700.0
2023-03-01 04:00:00	ES	Futures	4456.65	4461.96	4456.09	4461.4	3548.0
2023-03-01 04:05:00	ES	Futures	4461.4	4462.24	4457.77	4458.89	2816.0

> showing 50 of 19,560 rows — these rows as CSV

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