PREVIEW / futures_5min / 2023-03-14

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-14.parquet
  size:    407 KB
  rows:    20,431

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
2023-03-14 00:00:00	ES	Futures	4336.7	4338.36	4335.59	4336.7	583.0
2023-03-14 00:05:00	ES	Futures	4336.7	4338.36	4336.7	4338.08	276.0
2023-03-14 00:10:00	ES	Futures	4338.08	4338.92	4336.97	4337.25	290.0
2023-03-14 00:15:00	ES	Futures	4337.25	4338.92	4336.97	4338.64	218.0
2023-03-14 00:20:00	ES	Futures	4338.92	4340.03	4337.81	4338.92	452.0
2023-03-14 00:25:00	ES	Futures	4338.92	4339.75	4338.64	4339.47	286.0
2023-03-14 00:30:00	ES	Futures	4339.47	4340.03	4338.08	4338.92	943.0
2023-03-14 00:35:00	ES	Futures	4338.64	4338.64	4335.59	4336.14	683.0
2023-03-14 00:40:00	ES	Futures	4336.14	4337.25	4335.59	4336.14	287.0
2023-03-14 00:45:00	ES	Futures	4336.14	4336.42	4335.59	4335.87	173.0
2023-03-14 00:50:00	ES	Futures	4335.87	4336.14	4334.2	4335.31	369.0
2023-03-14 00:55:00	ES	Futures	4335.03	4336.14	4334.48	4335.87	382.0
2023-03-14 01:00:00	ES	Futures	4335.87	4336.7	4334.48	4336.14	514.0
2023-03-14 01:05:00	ES	Futures	4336.14	4336.7	4335.03	4336.42	293.0
2023-03-14 01:10:00	ES	Futures	4336.7	4339.47	4335.59	4336.14	629.0
2023-03-14 01:15:00	ES	Futures	4336.42	4336.97	4333.09	4333.37	676.0
2023-03-14 01:20:00	ES	Futures	4333.65	4334.76	4332.54	4332.81	300.0
2023-03-14 01:25:00	ES	Futures	4333.09	4333.09	4327.27	4327.54	1049.0
2023-03-14 01:30:00	ES	Futures	4327.27	4331.43	4325.6	4330.6	931.0
2023-03-14 01:35:00	ES	Futures	4330.6	4330.6	4325.88	4326.16	544.0
2023-03-14 01:40:00	ES	Futures	4326.71	4326.99	4324.49	4326.16	1040.0
2023-03-14 01:45:00	ES	Futures	4325.88	4328.65	4325.05	4326.44	692.0
2023-03-14 01:50:00	ES	Futures	4326.44	4327.82	4325.33	4325.33	394.0
2023-03-14 01:55:00	ES	Futures	4325.6	4328.65	4325.6	4328.38	408.0
2023-03-14 02:00:00	ES	Futures	4328.38	4328.65	4326.44	4326.71	718.0
2023-03-14 02:05:00	ES	Futures	4326.44	4330.04	4325.88	4329.49	861.0
2023-03-14 02:10:00	ES	Futures	4329.21	4330.04	4315.62	4317.84	3565.0
2023-03-14 02:15:00	ES	Futures	4317.56	4321.44	4312.29	4316.45	3149.0
2023-03-14 02:20:00	ES	Futures	4316.73	4321.44	4314.51	4319.22	3763.0
2023-03-14 02:25:00	ES	Futures	4319.5	4322.55	4319.5	4320.06	1185.0
2023-03-14 02:30:00	ES	Futures	4320.06	4322.0	4318.67	4319.5	969.0
2023-03-14 02:35:00	ES	Futures	4319.5	4323.11	4318.95	4322.83	860.0
2023-03-14 02:40:00	ES	Futures	4322.55	4323.11	4317.84	4320.33	1708.0
2023-03-14 02:45:00	ES	Futures	4320.61	4324.49	4319.22	4324.49	885.0
2023-03-14 02:50:00	ES	Futures	4324.49	4324.77	4320.89	4322.28	640.0
2023-03-14 02:55:00	ES	Futures	4322.55	4328.1	4321.44	4326.44	1136.0
2023-03-14 03:00:00	ES	Futures	4326.44	4333.37	4326.44	4331.71	3040.0
2023-03-14 03:05:00	ES	Futures	4332.26	4332.26	4327.27	4330.04	1367.0
2023-03-14 03:10:00	ES	Futures	4330.04	4335.31	4330.04	4331.15	2124.0
2023-03-14 03:15:00	ES	Futures	4330.87	4330.87	4323.11	4324.49	2086.0
2023-03-14 03:20:00	ES	Futures	4324.49	4328.1	4323.94	4326.71	1669.0
2023-03-14 03:25:00	ES	Futures	4326.71	4327.54	4318.95	4322.83	2110.0
2023-03-14 03:30:00	ES	Futures	4322.83	4326.71	4320.61	4326.71	2024.0
2023-03-14 03:35:00	ES	Futures	4326.99	4330.32	4325.6	4326.44	1495.0
2023-03-14 03:40:00	ES	Futures	4326.71	4327.54	4324.49	4325.33	1195.0
2023-03-14 03:45:00	ES	Futures	4325.33	4325.6	4321.44	4323.66	1176.0
2023-03-14 03:50:00	ES	Futures	4323.94	4324.22	4322.28	4323.11	724.0
2023-03-14 03:55:00	ES	Futures	4323.11	4328.38	4322.28	4326.44	1177.0
2023-03-14 04:00:00	ES	Futures	4326.44	4332.54	4325.33	4325.33	3184.0
2023-03-14 04:05:00	ES	Futures	4325.6	4334.2	4324.49	4330.04	4300.0

> showing 50 of 20,431 rows — these rows as CSV

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