PREVIEW / futures_5min / 2023-03-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-09.parquet
  size:    386 KB
  rows:    19,804

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
2023-03-09 00:00:00	ES	Futures	4462.52	4462.8	4461.96	4462.52	368.0
2023-03-09 00:05:00	ES	Futures	4462.52	4462.8	4462.24	4462.8	256.0
2023-03-09 00:10:00	ES	Futures	4463.08	4464.76	4462.8	4464.48	923.0
2023-03-09 00:15:00	ES	Futures	4464.48	4465.04	4463.92	4464.2	802.0
2023-03-09 00:20:00	ES	Futures	4464.2	4464.2	4463.64	4463.92	273.0
2023-03-09 00:25:00	ES	Futures	4464.2	4465.04	4463.92	4464.76	199.0
2023-03-09 00:30:00	ES	Futures	4464.76	4465.32	4464.48	4464.76	535.0
2023-03-09 00:35:00	ES	Futures	4464.76	4465.88	4464.76	4465.04	324.0
2023-03-09 00:40:00	ES	Futures	4465.04	4465.32	4464.48	4464.76	354.0
2023-03-09 00:45:00	ES	Futures	4464.76	4465.04	4463.08	4463.36	433.0
2023-03-09 00:50:00	ES	Futures	4463.36	4464.76	4463.36	4464.48	278.0
2023-03-09 00:55:00	ES	Futures	4464.48	4464.76	4463.92	4464.2	368.0
2023-03-09 01:00:00	ES	Futures	4464.48	4464.76	4463.36	4463.64	729.0
2023-03-09 01:05:00	ES	Futures	4463.36	4464.48	4463.08	4464.48	597.0
2023-03-09 01:10:00	ES	Futures	4464.48	4465.6	4464.48	4465.6	756.0
2023-03-09 01:15:00	ES	Futures	4465.6	4466.44	4465.04	4466.16	590.0
2023-03-09 01:20:00	ES	Futures	4466.16	4466.44	4465.32	4466.16	782.0
2023-03-09 01:25:00	ES	Futures	4466.16	4466.44	4465.6	4465.6	263.0
2023-03-09 01:30:00	ES	Futures	4465.6	4465.88	4464.76	4465.04	458.0
2023-03-09 01:35:00	ES	Futures	4465.04	4465.32	4464.48	4465.32	268.0
2023-03-09 01:40:00	ES	Futures	4465.32	4465.6	4464.76	4465.04	256.0
2023-03-09 01:45:00	ES	Futures	4465.04	4465.6	4464.76	4465.6	247.0
2023-03-09 01:50:00	ES	Futures	4465.6	4465.6	4464.76	4464.76	185.0
2023-03-09 01:55:00	ES	Futures	4465.04	4465.6	4464.76	4465.32	425.0
2023-03-09 02:00:00	ES	Futures	4465.04	4465.32	4461.4	4462.52	1809.0
2023-03-09 02:05:00	ES	Futures	4462.52	4462.8	4461.12	4461.68	878.0
2023-03-09 02:10:00	ES	Futures	4461.68	4462.52	4460.84	4461.12	916.0
2023-03-09 02:15:00	ES	Futures	4461.12	4461.12	4460.0	4460.0	827.0
2023-03-09 02:20:00	ES	Futures	4460.0	4462.24	4460.0	4461.68	811.0
2023-03-09 02:25:00	ES	Futures	4461.96	4462.8	4461.4	4462.24	783.0
2023-03-09 02:30:00	ES	Futures	4462.24	4462.52	4461.12	4461.96	574.0
2023-03-09 02:35:00	ES	Futures	4461.96	4462.52	4461.12	4461.4	474.0
2023-03-09 02:40:00	ES	Futures	4461.68	4462.24	4461.4	4461.96	796.0
2023-03-09 02:45:00	ES	Futures	4461.68	4461.96	4460.56	4461.4	847.0
2023-03-09 02:50:00	ES	Futures	4461.4	4461.68	4460.0	4460.28	780.0
2023-03-09 02:55:00	ES	Futures	4460.28	4461.68	4459.72	4461.4	1144.0
2023-03-09 03:00:00	ES	Futures	4461.4	4463.08	4460.56	4462.24	3872.0
2023-03-09 03:05:00	ES	Futures	4462.24	4462.24	4459.72	4459.72	1547.0
2023-03-09 03:10:00	ES	Futures	4460.0	4460.28	4457.49	4458.05	2527.0
2023-03-09 03:15:00	ES	Futures	4458.05	4459.72	4456.93	4458.61	3063.0
2023-03-09 03:20:00	ES	Futures	4458.61	4458.61	4456.09	4456.93	1849.0
2023-03-09 03:25:00	ES	Futures	4456.65	4457.21	4455.53	4456.09	2053.0
2023-03-09 03:30:00	ES	Futures	4456.09	4458.89	4455.81	4458.89	1535.0
2023-03-09 03:35:00	ES	Futures	4458.89	4461.4	4458.61	4461.4	1906.0
2023-03-09 03:40:00	ES	Futures	4461.4	4461.68	4459.44	4460.0	1508.0
2023-03-09 03:45:00	ES	Futures	4460.0	4460.0	4456.09	4458.05	1778.0
2023-03-09 03:50:00	ES	Futures	4458.05	4459.44	4458.05	4458.89	1060.0
2023-03-09 03:55:00	ES	Futures	4459.17	4460.0	4458.61	4458.61	1073.0
2023-03-09 04:00:00	ES	Futures	4458.61	4458.61	4455.25	4455.25	1513.0
2023-03-09 04:05:00	ES	Futures	4455.25	4457.77	4454.97	4456.65	975.0

> showing 50 of 19,804 rows — these rows as CSV

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