PREVIEW / futures_5min / 2023-03-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-05.parquet
  size:    73 KB
  rows:    3,701

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
2023-03-05 18:00:00	ES	Futures	4528.79	4529.07	4522.36	4523.47	3259.0
2023-03-05 18:05:00	ES	Futures	4523.47	4524.87	4522.64	4523.47	1285.0
2023-03-05 18:10:00	ES	Futures	4523.47	4524.59	4520.96	4524.03	1859.0
2023-03-05 18:15:00	ES	Futures	4523.75	4524.03	4522.08	4522.36	757.0
2023-03-05 18:20:00	ES	Futures	4522.36	4523.2	4520.68	4520.68	1205.0
2023-03-05 18:25:00	ES	Futures	4520.96	4521.8	4520.4	4521.24	646.0
2023-03-05 18:30:00	ES	Futures	4521.24	4523.47	4520.96	4522.92	743.0
2023-03-05 18:35:00	ES	Futures	4522.92	4524.03	4522.64	4523.2	591.0
2023-03-05 18:40:00	ES	Futures	4523.2	4523.47	4522.36	4522.92	441.0
2023-03-05 18:45:00	ES	Futures	4522.92	4523.2	4521.8	4522.92	499.0
2023-03-05 18:50:00	ES	Futures	4522.92	4524.59	4521.52	4524.31	703.0
2023-03-05 18:55:00	ES	Futures	4524.31	4524.31	4522.92	4523.75	426.0
2023-03-05 19:00:00	ES	Futures	4523.75	4524.87	4523.47	4524.59	947.0
2023-03-05 19:05:00	ES	Futures	4524.31	4525.71	4523.2	4523.47	1323.0
2023-03-05 19:10:00	ES	Futures	4523.75	4524.03	4522.92	4523.47	600.0
2023-03-05 19:15:00	ES	Futures	4523.47	4524.03	4521.8	4522.64	1033.0
2023-03-05 19:20:00	ES	Futures	4522.64	4524.59	4522.36	4524.31	672.0
2023-03-05 19:25:00	ES	Futures	4524.03	4527.11	4524.03	4526.55	996.0
2023-03-05 19:30:00	ES	Futures	4526.55	4526.83	4524.59	4524.87	960.0
2023-03-05 19:35:00	ES	Futures	4524.59	4525.99	4524.59	4525.15	409.0
2023-03-05 19:40:00	ES	Futures	4525.15	4525.43	4524.31	4524.87	527.0
2023-03-05 19:45:00	ES	Futures	4524.87	4525.71	4524.31	4525.15	261.0
2023-03-05 19:50:00	ES	Futures	4525.43	4525.43	4524.59	4524.59	243.0
2023-03-05 19:55:00	ES	Futures	4524.87	4525.43	4524.31	4525.43	655.0
2023-03-05 20:00:00	ES	Futures	4525.15	4525.71	4524.31	4525.43	710.0
2023-03-05 20:05:00	ES	Futures	4525.15	4525.99	4523.2	4524.59	2012.0
2023-03-05 20:10:00	ES	Futures	4524.59	4524.87	4523.2	4523.75	852.0
2023-03-05 20:15:00	ES	Futures	4523.75	4523.75	4522.36	4523.47	1417.0
2023-03-05 20:20:00	ES	Futures	4523.47	4524.31	4522.64	4523.75	601.0
2023-03-05 20:25:00	ES	Futures	4524.03	4525.99	4523.47	4525.43	706.0
2023-03-05 20:30:00	ES	Futures	4525.71	4529.35	4525.71	4527.95	2135.0
2023-03-05 20:35:00	ES	Futures	4528.23	4530.46	4527.11	4529.63	1218.0
2023-03-05 20:40:00	ES	Futures	4529.35	4530.46	4528.23	4528.51	1278.0
2023-03-05 20:45:00	ES	Futures	4528.51	4529.07	4527.39	4528.79	621.0
2023-03-05 20:50:00	ES	Futures	4528.51	4529.35	4527.95	4528.51	695.0
2023-03-05 20:55:00	ES	Futures	4528.51	4529.63	4528.23	4528.79	654.0
2023-03-05 21:00:00	ES	Futures	4528.51	4529.07	4527.39	4527.39	653.0
2023-03-05 21:05:00	ES	Futures	4527.39	4527.95	4526.55	4527.95	799.0
2023-03-05 21:10:00	ES	Futures	4527.95	4528.23	4526.83	4527.67	678.0
2023-03-05 21:15:00	ES	Futures	4527.67	4529.07	4527.67	4528.51	357.0
2023-03-05 21:20:00	ES	Futures	4528.79	4529.07	4527.39	4528.79	489.0
2023-03-05 21:25:00	ES	Futures	4529.07	4529.07	4527.67	4529.07	286.0
2023-03-05 21:30:00	ES	Futures	4528.79	4529.91	4528.51	4529.07	866.0
2023-03-05 21:35:00	ES	Futures	4529.07	4537.46	4528.79	4535.22	6027.0
2023-03-05 21:40:00	ES	Futures	4535.22	4543.61	4534.1	4541.09	7337.0
2023-03-05 21:45:00	ES	Futures	4540.81	4541.93	4539.69	4541.37	2289.0
2023-03-05 21:50:00	ES	Futures	4541.37	4541.93	4539.69	4540.53	1782.0
2023-03-05 21:55:00	ES	Futures	4540.53	4541.93	4538.29	4538.57	1437.0
2023-03-05 22:00:00	ES	Futures	4538.85	4539.97	4538.57	4539.69	744.0
2023-03-05 22:05:00	ES	Futures	4539.69	4540.25	4539.13	4539.69	336.0

> showing 50 of 3,701 rows — these rows as CSV

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