PREVIEW / futures_5min / 2023-03-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-07.parquet
  size:    353 KB
  rows:    18,981

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
2023-03-07 00:00:00	ES	Futures	4542.49	4542.49	4541.65	4541.93	312.0
2023-03-07 00:05:00	ES	Futures	4541.93	4542.77	4541.37	4542.21	210.0
2023-03-07 00:10:00	ES	Futures	4542.49	4542.77	4542.49	4542.49	80.0
2023-03-07 00:15:00	ES	Futures	4542.21	4542.21	4541.93	4541.93	140.0
2023-03-07 00:20:00	ES	Futures	4542.21	4543.05	4541.93	4542.49	288.0
2023-03-07 00:25:00	ES	Futures	4542.77	4542.77	4541.93	4542.49	83.0
2023-03-07 00:30:00	ES	Futures	4542.21	4542.21	4541.09	4541.09	336.0
2023-03-07 00:35:00	ES	Futures	4541.09	4541.65	4540.81	4540.81	278.0
2023-03-07 00:40:00	ES	Futures	4540.81	4541.37	4540.53	4541.37	300.0
2023-03-07 00:45:00	ES	Futures	4541.09	4541.93	4540.25	4540.81	356.0
2023-03-07 00:50:00	ES	Futures	4540.53	4540.53	4539.69	4540.25	569.0
2023-03-07 00:55:00	ES	Futures	4539.97	4540.81	4539.41	4540.53	435.0
2023-03-07 01:00:00	ES	Futures	4540.53	4541.93	4540.53	4541.37	789.0
2023-03-07 01:05:00	ES	Futures	4541.37	4541.37	4539.41	4539.97	561.0
2023-03-07 01:10:00	ES	Futures	4539.97	4540.81	4538.57	4538.85	646.0
2023-03-07 01:15:00	ES	Futures	4538.57	4539.97	4538.57	4539.69	403.0
2023-03-07 01:20:00	ES	Futures	4539.69	4539.69	4538.01	4538.29	476.0
2023-03-07 01:25:00	ES	Futures	4538.29	4538.57	4537.73	4538.29	696.0
2023-03-07 01:30:00	ES	Futures	4538.29	4540.25	4538.29	4539.13	827.0
2023-03-07 01:35:00	ES	Futures	4538.85	4539.41	4538.01	4538.29	277.0
2023-03-07 01:40:00	ES	Futures	4538.01	4538.29	4537.46	4538.29	594.0
2023-03-07 01:45:00	ES	Futures	4538.29	4538.85	4538.01	4538.29	218.0
2023-03-07 01:50:00	ES	Futures	4538.29	4538.57	4537.73	4538.01	142.0
2023-03-07 01:55:00	ES	Futures	4538.01	4539.41	4538.01	4538.01	667.0
2023-03-07 02:00:00	ES	Futures	4538.01	4538.29	4535.5	4536.06	1531.0
2023-03-07 02:05:00	ES	Futures	4536.34	4537.46	4536.06	4536.9	452.0
2023-03-07 02:10:00	ES	Futures	4536.62	4538.57	4536.06	4537.73	427.0
2023-03-07 02:15:00	ES	Futures	4537.73	4539.13	4537.18	4538.29	413.0
2023-03-07 02:20:00	ES	Futures	4538.57	4538.57	4536.9	4538.57	515.0
2023-03-07 02:25:00	ES	Futures	4538.57	4539.13	4538.29	4538.85	466.0
2023-03-07 02:30:00	ES	Futures	4538.85	4539.97	4536.9	4539.69	765.0
2023-03-07 02:35:00	ES	Futures	4539.69	4540.25	4538.85	4539.41	432.0
2023-03-07 02:40:00	ES	Futures	4539.13	4539.97	4538.29	4538.29	376.0
2023-03-07 02:45:00	ES	Futures	4538.29	4538.57	4536.9	4536.9	747.0
2023-03-07 02:50:00	ES	Futures	4536.9	4537.73	4536.62	4537.18	416.0
2023-03-07 02:55:00	ES	Futures	4537.18	4537.18	4535.78	4535.78	486.0
2023-03-07 03:00:00	ES	Futures	4536.06	4538.01	4536.06	4536.62	2131.0
2023-03-07 03:05:00	ES	Futures	4536.34	4538.57	4536.06	4537.46	1424.0
2023-03-07 03:10:00	ES	Futures	4537.73	4537.73	4534.38	4534.66	2383.0
2023-03-07 03:15:00	ES	Futures	4534.66	4538.85	4534.66	4538.01	1527.0
2023-03-07 03:20:00	ES	Futures	4538.01	4540.81	4537.46	4540.53	1905.0
2023-03-07 03:25:00	ES	Futures	4540.53	4541.09	4539.41	4540.53	1222.0
2023-03-07 03:30:00	ES	Futures	4540.25	4543.05	4540.25	4541.93	1729.0
2023-03-07 03:35:00	ES	Futures	4541.93	4542.77	4540.53	4541.93	1384.0
2023-03-07 03:40:00	ES	Futures	4541.65	4542.21	4540.53	4540.81	1331.0
2023-03-07 03:45:00	ES	Futures	4540.81	4541.37	4538.01	4539.69	1555.0
2023-03-07 03:50:00	ES	Futures	4539.97	4540.81	4538.85	4539.69	1036.0
2023-03-07 03:55:00	ES	Futures	4539.97	4541.37	4539.41	4540.53	722.0
2023-03-07 04:00:00	ES	Futures	4540.25	4543.61	4540.25	4543.05	1648.0
2023-03-07 04:05:00	ES	Futures	4543.05	4545.84	4541.65	4544.72	2352.0

> showing 50 of 18,981 rows — these rows as CSV

> unlock the full archive -- $79 one-time