PREVIEW / futures_5min / 2023-03-08

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-08.parquet
  size:    319 KB
  rows:    19,240

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
2023-03-08 00:00:00	ES	Futures	4462.52	4463.92	4462.52	4463.64	744.0
2023-03-08 00:05:00	ES	Futures	4463.36	4463.64	4462.24	4463.36	547.0
2023-03-08 00:10:00	ES	Futures	4463.08	4463.92	4462.52	4463.08	394.0
2023-03-08 00:15:00	ES	Futures	4462.8	4464.2	4462.24	4462.8	648.0
2023-03-08 00:20:00	ES	Futures	4463.08	4463.08	4461.68	4462.24	384.0
2023-03-08 00:25:00	ES	Futures	4462.24	4463.08	4461.96	4463.08	288.0
2023-03-08 00:30:00	ES	Futures	4463.08	4463.36	4461.96	4462.52	498.0
2023-03-08 00:35:00	ES	Futures	4462.52	4462.8	4461.68	4461.96	398.0
2023-03-08 00:40:00	ES	Futures	4461.96	4462.52	4460.84	4461.12	695.0
2023-03-08 00:45:00	ES	Futures	4461.4	4461.68	4460.56	4461.12	503.0
2023-03-08 00:50:00	ES	Futures	4460.84	4461.4	4460.0	4460.84	762.0
2023-03-08 00:55:00	ES	Futures	4460.84	4461.68	4460.0	4460.0	564.0
2023-03-08 01:00:00	ES	Futures	4460.28	4462.24	4459.17	4461.96	1377.0
2023-03-08 01:05:00	ES	Futures	4462.24	4463.08	4461.68	4462.8	1194.0
2023-03-08 01:10:00	ES	Futures	4462.52	4462.52	4460.84	4461.4	579.0
2023-03-08 01:15:00	ES	Futures	4461.68	4461.96	4460.56	4460.56	299.0
2023-03-08 01:20:00	ES	Futures	4460.56	4460.56	4459.17	4459.72	317.0
2023-03-08 01:25:00	ES	Futures	4459.72	4460.56	4459.44	4460.28	336.0
2023-03-08 01:30:00	ES	Futures	4460.28	4461.68	4460.0	4461.4	577.0
2023-03-08 01:35:00	ES	Futures	4461.4	4462.52	4461.4	4462.24	515.0
2023-03-08 01:40:00	ES	Futures	4462.52	4463.64	4461.12	4462.52	1124.0
2023-03-08 01:45:00	ES	Futures	4462.52	4462.52	4461.68	4462.24	313.0
2023-03-08 01:50:00	ES	Futures	4462.24	4462.8	4461.4	4461.68	663.0
2023-03-08 01:55:00	ES	Futures	4461.96	4464.2	4461.68	4463.64	727.0
2023-03-08 02:00:00	ES	Futures	4463.64	4463.92	4462.24	4463.08	1002.0
2023-03-08 02:05:00	ES	Futures	4462.8	4462.8	4460.84	4461.12	812.0
2023-03-08 02:10:00	ES	Futures	4461.12	4461.68	4460.28	4460.84	772.0
2023-03-08 02:15:00	ES	Futures	4461.12	4462.8	4460.28	4462.24	755.0
2023-03-08 02:20:00	ES	Futures	4462.52	4462.52	4461.68	4462.24	536.0
2023-03-08 02:25:00	ES	Futures	4462.24	4462.8	4462.24	4462.24	391.0
2023-03-08 02:30:00	ES	Futures	4462.24	4462.24	4460.0	4460.84	586.0
2023-03-08 02:35:00	ES	Futures	4460.56	4463.64	4460.56	4463.36	789.0
2023-03-08 02:40:00	ES	Futures	4463.08	4463.36	4461.12	4461.4	733.0
2023-03-08 02:45:00	ES	Futures	4461.12	4461.12	4460.56	4460.56	622.0
2023-03-08 02:50:00	ES	Futures	4460.28	4462.52	4460.28	4462.24	660.0
2023-03-08 02:55:00	ES	Futures	4462.24	4462.24	4460.56	4460.84	651.0
2023-03-08 03:00:00	ES	Futures	4460.84	4465.04	4460.56	4463.36	3984.0
2023-03-08 03:05:00	ES	Futures	4463.08	4466.99	4461.68	4466.99	2962.0
2023-03-08 03:10:00	ES	Futures	4466.71	4467.55	4461.96	4463.92	3136.0
2023-03-08 03:15:00	ES	Futures	4464.2	4465.32	4462.8	4464.48	1755.0
2023-03-08 03:20:00	ES	Futures	4464.76	4467.27	4463.36	4465.6	2227.0
2023-03-08 03:25:00	ES	Futures	4465.88	4466.16	4463.64	4466.16	1860.0
2023-03-08 03:30:00	ES	Futures	4465.88	4468.11	4465.6	4467.55	2511.0
2023-03-08 03:35:00	ES	Futures	4467.55	4468.95	4466.99	4468.11	2149.0
2023-03-08 03:40:00	ES	Futures	4468.39	4469.23	4467.27	4468.39	1222.0
2023-03-08 03:45:00	ES	Futures	4468.39	4469.51	4467.55	4468.39	1357.0
2023-03-08 03:50:00	ES	Futures	4468.11	4468.39	4465.32	4465.88	1807.0
2023-03-08 03:55:00	ES	Futures	4465.6	4466.71	4465.04	4465.6	1411.0
2023-03-08 04:00:00	ES	Futures	4465.6	4468.11	4464.48	4465.6	1801.0
2023-03-08 04:05:00	ES	Futures	4465.88	4466.71	4461.96	4463.92	3671.0

> showing 50 of 19,240 rows — these rows as CSV

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