PREVIEW / futures_5min / 2023-03-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-12.parquet
  size:    105 KB
  rows:    4,156

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
2023-03-12 18:00:00	ES	Futures	4348.16	4350.68	4325.51	4328.87	12533.0
2023-03-12 18:05:00	ES	Futures	4328.87	4332.5	4321.6	4328.31	5490.0
2023-03-12 18:10:00	ES	Futures	4328.31	4333.62	4316.01	4321.04	4469.0
2023-03-12 18:15:00	ES	Futures	4321.04	4385.91	4317.68	4371.93	19025.0
2023-03-12 18:20:00	ES	Futures	4371.65	4381.43	4360.46	4368.01	9155.0
2023-03-12 18:25:00	ES	Futures	4368.01	4384.51	4368.01	4374.44	5439.0
2023-03-12 18:30:00	ES	Futures	4374.16	4378.36	4358.23	4364.1	5701.0
2023-03-12 18:35:00	ES	Futures	4363.82	4385.07	4362.14	4380.32	9157.0
2023-03-12 18:40:00	ES	Futures	4380.32	4392.9	4376.12	4382.27	7682.0
2023-03-12 18:45:00	ES	Futures	4381.99	4386.47	4373.33	4373.33	3071.0
2023-03-12 18:50:00	ES	Futures	4373.61	4376.68	4359.07	4360.46	6367.0
2023-03-12 18:55:00	ES	Futures	4360.74	4368.29	4354.31	4354.87	6198.0
2023-03-12 19:00:00	ES	Futures	4354.87	4362.14	4351.8	4354.03	5593.0
2023-03-12 19:05:00	ES	Futures	4354.03	4360.74	4351.8	4359.9	3251.0
2023-03-12 19:10:00	ES	Futures	4359.9	4363.54	4355.71	4363.26	3293.0
2023-03-12 19:15:00	ES	Futures	4363.26	4371.37	4360.74	4367.17	4068.0
2023-03-12 19:20:00	ES	Futures	4366.9	4381.43	4365.22	4374.72	6801.0
2023-03-12 19:25:00	ES	Futures	4374.44	4378.92	4371.65	4376.4	2936.0
2023-03-12 19:30:00	ES	Futures	4376.12	4378.08	4372.77	4373.33	2322.0
2023-03-12 19:35:00	ES	Futures	4373.33	4380.32	4373.05	4377.8	2145.0
2023-03-12 19:40:00	ES	Futures	4378.08	4378.08	4367.73	4368.57	3499.0
2023-03-12 19:45:00	ES	Futures	4368.57	4373.05	4367.73	4371.65	2678.0
2023-03-12 19:50:00	ES	Futures	4371.93	4381.99	4371.37	4375.0	4723.0
2023-03-12 19:55:00	ES	Futures	4375.0	4376.12	4369.69	4370.25	2732.0
2023-03-12 20:00:00	ES	Futures	4369.97	4379.48	4369.13	4377.24	3692.0
2023-03-12 20:05:00	ES	Futures	4377.24	4378.92	4372.77	4378.36	2084.0
2023-03-12 20:10:00	ES	Futures	4378.08	4382.83	4378.08	4378.36	3414.0
2023-03-12 20:15:00	ES	Futures	4378.08	4379.48	4374.44	4377.52	3064.0
2023-03-12 20:20:00	ES	Futures	4377.24	4381.99	4375.84	4380.88	2330.0
2023-03-12 20:25:00	ES	Futures	4380.32	4385.63	4376.96	4384.51	2799.0
2023-03-12 20:30:00	ES	Futures	4384.79	4386.47	4382.55	4384.23	1610.0
2023-03-12 20:35:00	ES	Futures	4384.51	4384.79	4378.08	4378.92	2353.0
2023-03-12 20:40:00	ES	Futures	4378.92	4378.92	4373.89	4377.24	2707.0
2023-03-12 20:45:00	ES	Futures	4377.24	4379.76	4374.16	4378.92	1918.0
2023-03-12 20:50:00	ES	Futures	4378.92	4379.2	4375.28	4376.96	1411.0
2023-03-12 20:55:00	ES	Futures	4377.24	4377.8	4375.0	4376.12	1105.0
2023-03-12 21:00:00	ES	Futures	4375.84	4380.88	4372.49	4378.92	1500.0
2023-03-12 21:05:00	ES	Futures	4378.64	4378.92	4371.93	4371.93	1454.0
2023-03-12 21:10:00	ES	Futures	4371.93	4372.21	4367.45	4368.01	2273.0
2023-03-12 21:15:00	ES	Futures	4368.01	4370.53	4367.45	4368.29	1679.0
2023-03-12 21:20:00	ES	Futures	4368.29	4368.57	4365.22	4366.06	1743.0
2023-03-12 21:25:00	ES	Futures	4366.06	4370.81	4366.06	4368.29	1589.0
2023-03-12 21:30:00	ES	Futures	4368.01	4368.85	4364.94	4367.17	1085.0
2023-03-12 21:35:00	ES	Futures	4367.17	4367.73	4364.66	4367.17	975.0
2023-03-12 21:40:00	ES	Futures	4367.17	4373.05	4366.9	4371.65	1355.0
2023-03-12 21:45:00	ES	Futures	4371.65	4374.72	4369.69	4373.05	1302.0
2023-03-12 21:50:00	ES	Futures	4372.77	4372.77	4367.73	4368.57	834.0
2023-03-12 21:55:00	ES	Futures	4368.29	4371.37	4366.34	4370.81	910.0
2023-03-12 22:00:00	ES	Futures	4370.81	4375.84	4368.29	4373.89	1276.0
2023-03-12 22:05:00	ES	Futures	4374.16	4377.24	4373.33	4374.72	1413.0

> showing 50 of 4,156 rows — these rows as CSV

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