PREVIEW / futures_5min / 2023-03-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-03.parquet
  size:    286 KB
  rows:    15,527

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
2023-03-03 00:00:00	ES	Futures	4448.54	4450.5	4448.54	4449.66	435.0
2023-03-03 00:05:00	ES	Futures	4449.66	4450.22	4449.66	4449.66	370.0
2023-03-03 00:10:00	ES	Futures	4449.66	4450.5	4449.66	4450.5	265.0
2023-03-03 00:15:00	ES	Futures	4450.5	4451.34	4449.66	4449.94	536.0
2023-03-03 00:20:00	ES	Futures	4449.94	4451.34	4449.94	4451.06	671.0
2023-03-03 00:25:00	ES	Futures	4451.06	4452.18	4450.78	4451.62	945.0
2023-03-03 00:30:00	ES	Futures	4451.62	4451.9	4450.78	4450.78	551.0
2023-03-03 00:35:00	ES	Futures	4450.5	4451.34	4450.22	4451.06	294.0
2023-03-03 00:40:00	ES	Futures	4450.78	4451.34	4450.5	4450.78	112.0
2023-03-03 00:45:00	ES	Futures	4450.78	4451.62	4450.78	4451.62	218.0
2023-03-03 00:50:00	ES	Futures	4451.34	4451.62	4450.78	4450.78	228.0
2023-03-03 00:55:00	ES	Futures	4450.78	4451.06	4450.22	4450.78	233.0
2023-03-03 01:00:00	ES	Futures	4450.5	4451.62	4450.22	4451.06	519.0
2023-03-03 01:05:00	ES	Futures	4451.06	4452.18	4450.78	4451.06	755.0
2023-03-03 01:10:00	ES	Futures	4451.34	4451.62	4449.66	4450.22	445.0
2023-03-03 01:15:00	ES	Futures	4450.5	4450.78	4449.66	4449.66	323.0
2023-03-03 01:20:00	ES	Futures	4449.94	4451.9	4449.66	4451.9	569.0
2023-03-03 01:25:00	ES	Futures	4451.62	4452.45	4451.62	4452.45	535.0
2023-03-03 01:30:00	ES	Futures	4452.18	4452.73	4451.62	4452.45	467.0
2023-03-03 01:35:00	ES	Futures	4452.73	4452.73	4452.18	4452.45	248.0
2023-03-03 01:40:00	ES	Futures	4452.45	4453.29	4451.9	4453.01	417.0
2023-03-03 01:45:00	ES	Futures	4452.73	4453.01	4451.9	4451.9	533.0
2023-03-03 01:50:00	ES	Futures	4452.18	4453.01	4451.9	4452.73	485.0
2023-03-03 01:55:00	ES	Futures	4452.73	4454.69	4452.73	4454.13	1086.0
2023-03-03 02:00:00	ES	Futures	4453.85	4453.85	4448.54	4449.1	1832.0
2023-03-03 02:05:00	ES	Futures	4448.82	4449.1	4446.86	4447.42	1359.0
2023-03-03 02:10:00	ES	Futures	4447.7	4449.38	4447.42	4448.26	612.0
2023-03-03 02:15:00	ES	Futures	4447.98	4449.66	4447.42	4448.82	634.0
2023-03-03 02:20:00	ES	Futures	4449.1	4449.94	4448.82	4448.82	548.0
2023-03-03 02:25:00	ES	Futures	4448.82	4450.5	4448.26	4449.94	434.0
2023-03-03 02:30:00	ES	Futures	4449.94	4450.5	4449.1	4449.66	681.0
2023-03-03 02:35:00	ES	Futures	4449.66	4449.66	4447.7	4447.98	424.0
2023-03-03 02:40:00	ES	Futures	4448.26	4448.26	4447.42	4448.26	633.0
2023-03-03 02:45:00	ES	Futures	4447.98	4447.98	4447.14	4447.42	491.0
2023-03-03 02:50:00	ES	Futures	4447.42	4448.26	4446.02	4448.26	707.0
2023-03-03 02:55:00	ES	Futures	4447.98	4447.98	4446.58	4446.58	700.0
2023-03-03 03:00:00	ES	Futures	4446.58	4455.81	4446.3	4454.97	4786.0
2023-03-03 03:05:00	ES	Futures	4455.25	4456.09	4450.78	4453.01	3175.0
2023-03-03 03:10:00	ES	Futures	4453.29	4453.85	4450.5	4450.78	1419.0
2023-03-03 03:15:00	ES	Futures	4451.06	4454.13	4451.06	4453.01	1308.0
2023-03-03 03:20:00	ES	Futures	4452.73	4454.41	4452.45	4453.85	1229.0
2023-03-03 03:25:00	ES	Futures	4453.85	4454.69	4451.9	4452.18	1966.0
2023-03-03 03:30:00	ES	Futures	4451.9	4455.81	4451.9	4454.69	2010.0
2023-03-03 03:35:00	ES	Futures	4454.69	4456.37	4453.85	4455.53	1747.0
2023-03-03 03:40:00	ES	Futures	4455.53	4458.61	4455.53	4458.05	2322.0
2023-03-03 03:45:00	ES	Futures	4458.05	4459.44	4457.49	4458.05	1485.0
2023-03-03 03:50:00	ES	Futures	4457.77	4457.77	4456.09	4457.21	925.0
2023-03-03 03:55:00	ES	Futures	4456.93	4458.89	4456.65	4457.21	1070.0
2023-03-03 04:00:00	ES	Futures	4456.93	4460.28	4456.65	4459.72	1620.0
2023-03-03 04:05:00	ES	Futures	4459.72	4460.28	4457.77	4460.0	1926.0

> showing 50 of 15,527 rows — these rows as CSV

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