PREVIEW / futures_5min / 2023-03-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-02.parquet
  size:    331 KB
  rows:    19,251

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
2023-03-02 00:00:00	ES	Futures	4409.4	4409.95	4409.12	4409.4	320.0
2023-03-02 00:05:00	ES	Futures	4409.12	4409.4	4408.56	4408.56	408.0
2023-03-02 00:10:00	ES	Futures	4408.84	4409.12	4405.76	4406.32	766.0
2023-03-02 00:15:00	ES	Futures	4406.32	4406.6	4404.92	4405.48	909.0
2023-03-02 00:20:00	ES	Futures	4405.48	4406.04	4404.64	4404.92	439.0
2023-03-02 00:25:00	ES	Futures	4404.92	4405.2	4402.96	4404.36	1336.0
2023-03-02 00:30:00	ES	Futures	4404.64	4404.64	4403.52	4404.08	576.0
2023-03-02 00:35:00	ES	Futures	4403.8	4404.08	4402.68	4402.96	754.0
2023-03-02 00:40:00	ES	Futures	4402.96	4403.8	4402.68	4403.52	471.0
2023-03-02 00:45:00	ES	Futures	4403.52	4403.8	4401.57	4401.85	747.0
2023-03-02 00:50:00	ES	Futures	4401.57	4402.13	4401.01	4401.29	1255.0
2023-03-02 00:55:00	ES	Futures	4401.29	4403.24	4401.29	4402.96	766.0
2023-03-02 01:00:00	ES	Futures	4402.96	4403.24	4401.57	4401.85	880.0
2023-03-02 01:05:00	ES	Futures	4401.85	4401.85	4401.01	4401.85	971.0
2023-03-02 01:10:00	ES	Futures	4401.85	4402.96	4401.57	4402.96	564.0
2023-03-02 01:15:00	ES	Futures	4402.96	4404.08	4402.41	4404.08	547.0
2023-03-02 01:20:00	ES	Futures	4404.08	4404.08	4402.13	4402.96	679.0
2023-03-02 01:25:00	ES	Futures	4402.96	4404.92	4402.96	4404.92	1051.0
2023-03-02 01:30:00	ES	Futures	4404.64	4405.48	4403.8	4404.36	536.0
2023-03-02 01:35:00	ES	Futures	4404.64	4405.48	4404.36	4405.2	397.0
2023-03-02 01:40:00	ES	Futures	4405.2	4407.16	4404.92	4405.76	946.0
2023-03-02 01:45:00	ES	Futures	4405.76	4406.32	4402.96	4403.8	727.0
2023-03-02 01:50:00	ES	Futures	4403.8	4405.2	4402.68	4404.64	577.0
2023-03-02 01:55:00	ES	Futures	4404.92	4405.2	4401.29	4401.57	1246.0
2023-03-02 02:00:00	ES	Futures	4401.57	4403.24	4401.01	4401.29	1246.0
2023-03-02 02:05:00	ES	Futures	4401.29	4402.68	4401.01	4402.13	1450.0
2023-03-02 02:10:00	ES	Futures	4401.85	4402.41	4401.01	4401.57	647.0
2023-03-02 02:15:00	ES	Futures	4401.29	4401.57	4396.53	4399.61	3774.0
2023-03-02 02:20:00	ES	Futures	4399.61	4400.17	4397.65	4399.33	1141.0
2023-03-02 02:25:00	ES	Futures	4399.33	4399.89	4397.37	4398.77	1178.0
2023-03-02 02:30:00	ES	Futures	4398.49	4399.05	4394.02	4395.14	2080.0
2023-03-02 02:35:00	ES	Futures	4395.14	4395.69	4393.18	4395.42	1373.0
2023-03-02 02:40:00	ES	Futures	4395.42	4395.97	4393.18	4394.3	1680.0
2023-03-02 02:45:00	ES	Futures	4394.3	4397.65	4393.74	4397.09	1741.0
2023-03-02 02:50:00	ES	Futures	4396.81	4397.65	4395.14	4397.37	1312.0
2023-03-02 02:55:00	ES	Futures	4397.09	4397.09	4394.58	4396.25	1117.0
2023-03-02 03:00:00	ES	Futures	4396.25	4396.53	4390.38	4392.62	6976.0
2023-03-02 03:05:00	ES	Futures	4392.62	4393.46	4389.82	4390.38	5027.0
2023-03-02 03:10:00	ES	Futures	4390.66	4394.3	4389.82	4391.5	4284.0
2023-03-02 03:15:00	ES	Futures	4391.22	4393.74	4390.38	4392.62	3199.0
2023-03-02 03:20:00	ES	Futures	4392.62	4396.53	4391.78	4395.69	2983.0
2023-03-02 03:25:00	ES	Futures	4395.42	4397.93	4395.14	4395.14	2612.0
2023-03-02 03:30:00	ES	Futures	4395.14	4396.81	4391.5	4392.34	4549.0
2023-03-02 03:35:00	ES	Futures	4392.34	4393.74	4391.5	4393.18	1983.0
2023-03-02 03:40:00	ES	Futures	4393.18	4397.09	4393.18	4396.53	2500.0
2023-03-02 03:45:00	ES	Futures	4396.53	4399.33	4395.42	4399.05	2490.0
2023-03-02 03:50:00	ES	Futures	4399.33	4404.08	4399.05	4402.68	3511.0
2023-03-02 03:55:00	ES	Futures	4402.96	4404.08	4400.17	4402.13	1831.0
2023-03-02 04:00:00	ES	Futures	4401.85	4404.92	4401.01	4404.64	2549.0
2023-03-02 04:05:00	ES	Futures	4404.36	4404.92	4401.57	4404.64	1599.0

> showing 50 of 19,251 rows — these rows as CSV

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