PREVIEW / futures_5min / 2023-03-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-06.parquet
  size:    315 KB
  rows:    18,659

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
2023-03-06 00:00:00	ES	Futures	4534.94	4535.22	4533.54	4534.38	469.0
2023-03-06 00:05:00	ES	Futures	4534.38	4535.78	4534.38	4535.5	290.0
2023-03-06 00:10:00	ES	Futures	4535.5	4536.06	4535.22	4535.78	353.0
2023-03-06 00:15:00	ES	Futures	4535.78	4536.9	4535.78	4536.34	458.0
2023-03-06 00:20:00	ES	Futures	4536.34	4536.62	4534.94	4535.5	316.0
2023-03-06 00:25:00	ES	Futures	4535.22	4535.78	4534.66	4535.22	266.0
2023-03-06 00:30:00	ES	Futures	4534.94	4535.22	4534.1	4534.94	371.0
2023-03-06 00:35:00	ES	Futures	4534.94	4535.5	4534.38	4534.38	168.0
2023-03-06 00:40:00	ES	Futures	4534.66	4535.78	4534.1	4535.78	433.0
2023-03-06 00:45:00	ES	Futures	4535.5	4536.34	4535.5	4536.34	341.0
2023-03-06 00:50:00	ES	Futures	4536.06	4536.34	4535.5	4535.78	230.0
2023-03-06 00:55:00	ES	Futures	4535.78	4536.34	4535.78	4536.06	276.0
2023-03-06 01:00:00	ES	Futures	4535.78	4536.34	4534.94	4535.5	579.0
2023-03-06 01:05:00	ES	Futures	4535.78	4536.9	4535.78	4535.78	234.0
2023-03-06 01:10:00	ES	Futures	4535.78	4537.18	4535.78	4536.06	269.0
2023-03-06 01:15:00	ES	Futures	4536.34	4536.34	4534.94	4535.22	280.0
2023-03-06 01:20:00	ES	Futures	4535.5	4535.5	4534.38	4534.38	398.0
2023-03-06 01:25:00	ES	Futures	4534.66	4535.22	4534.1	4534.66	278.0
2023-03-06 01:30:00	ES	Futures	4534.38	4534.94	4533.54	4534.38	362.0
2023-03-06 01:35:00	ES	Futures	4534.66	4535.78	4534.1	4535.22	285.0
2023-03-06 01:40:00	ES	Futures	4535.22	4536.06	4534.94	4536.06	219.0
2023-03-06 01:45:00	ES	Futures	4535.78	4536.62	4535.22	4535.5	724.0
2023-03-06 01:50:00	ES	Futures	4535.5	4536.06	4534.94	4536.06	237.0
2023-03-06 01:55:00	ES	Futures	4535.78	4537.46	4535.5	4537.46	706.0
2023-03-06 02:00:00	ES	Futures	4537.46	4537.46	4532.14	4532.7	1767.0
2023-03-06 02:05:00	ES	Futures	4532.7	4533.54	4531.58	4531.86	1122.0
2023-03-06 02:10:00	ES	Futures	4531.86	4535.22	4531.58	4534.38	1034.0
2023-03-06 02:15:00	ES	Futures	4534.38	4536.62	4534.1	4536.34	722.0
2023-03-06 02:20:00	ES	Futures	4536.34	4536.9	4534.94	4536.62	564.0
2023-03-06 02:25:00	ES	Futures	4536.34	4536.9	4535.5	4536.34	578.0
2023-03-06 02:30:00	ES	Futures	4536.06	4536.06	4534.38	4534.94	1000.0
2023-03-06 02:35:00	ES	Futures	4534.66	4537.73	4534.66	4536.34	999.0
2023-03-06 02:40:00	ES	Futures	4536.34	4538.01	4536.06	4537.73	502.0
2023-03-06 02:45:00	ES	Futures	4537.46	4538.85	4536.62	4537.18	840.0
2023-03-06 02:50:00	ES	Futures	4536.9	4537.18	4534.38	4534.94	582.0
2023-03-06 02:55:00	ES	Futures	4534.66	4535.5	4534.38	4534.38	630.0
2023-03-06 03:00:00	ES	Futures	4534.66	4534.94	4532.98	4534.1	2265.0
2023-03-06 03:05:00	ES	Futures	4534.1	4534.66	4530.46	4532.42	2524.0
2023-03-06 03:10:00	ES	Futures	4532.14	4533.26	4530.74	4531.3	1809.0
2023-03-06 03:15:00	ES	Futures	4531.58	4532.42	4527.67	4529.63	2707.0
2023-03-06 03:20:00	ES	Futures	4529.35	4533.54	4529.07	4532.98	1840.0
2023-03-06 03:25:00	ES	Futures	4532.98	4533.26	4530.46	4530.74	1334.0
2023-03-06 03:30:00	ES	Futures	4530.74	4531.58	4528.23	4531.3	3032.0
2023-03-06 03:35:00	ES	Futures	4531.58	4533.26	4531.02	4532.98	1488.0
2023-03-06 03:40:00	ES	Futures	4532.7	4533.26	4531.86	4532.14	890.0
2023-03-06 03:45:00	ES	Futures	4531.86	4534.94	4531.86	4534.94	923.0
2023-03-06 03:50:00	ES	Futures	4534.66	4538.29	4534.66	4536.34	2315.0
2023-03-06 03:55:00	ES	Futures	4536.06	4536.34	4533.26	4534.38	1204.0
2023-03-06 04:00:00	ES	Futures	4534.38	4534.94	4531.02	4532.7	2774.0
2023-03-06 04:05:00	ES	Futures	4532.42	4533.26	4529.63	4530.19	1847.0

> showing 50 of 18,659 rows — these rows as CSV

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