PREVIEW / futures_5min / 2023-03-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-15.parquet
  size:    461 KB
  rows:    20,973

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
2023-03-15 00:00:00	ES	Futures	4391.61	4392.45	4390.23	4390.78	788.0
2023-03-15 00:05:00	ES	Futures	4390.78	4390.78	4389.95	4390.5	499.0
2023-03-15 00:10:00	ES	Futures	4390.5	4391.06	4389.95	4389.95	340.0
2023-03-15 00:15:00	ES	Futures	4390.23	4391.34	4389.95	4391.34	182.0
2023-03-15 00:20:00	ES	Futures	4391.34	4391.34	4390.5	4390.78	214.0
2023-03-15 00:25:00	ES	Futures	4390.78	4391.06	4389.95	4390.23	203.0
2023-03-15 00:30:00	ES	Futures	4390.23	4392.45	4389.95	4391.89	322.0
2023-03-15 00:35:00	ES	Futures	4391.89	4392.17	4389.67	4390.23	279.0
2023-03-15 00:40:00	ES	Futures	4390.23	4390.5	4389.67	4389.95	511.0
2023-03-15 00:45:00	ES	Futures	4389.95	4389.95	4387.45	4388.01	799.0
2023-03-15 00:50:00	ES	Futures	4388.29	4389.95	4388.29	4388.84	310.0
2023-03-15 00:55:00	ES	Futures	4389.12	4391.61	4388.84	4391.06	337.0
2023-03-15 01:00:00	ES	Futures	4391.06	4391.34	4388.56	4389.12	746.0
2023-03-15 01:05:00	ES	Futures	4389.12	4390.5	4388.01	4390.23	979.0
2023-03-15 01:10:00	ES	Futures	4390.23	4390.78	4388.29	4389.67	612.0
2023-03-15 01:15:00	ES	Futures	4389.67	4390.23	4388.01	4388.56	404.0
2023-03-15 01:20:00	ES	Futures	4388.56	4389.12	4387.45	4387.73	544.0
2023-03-15 01:25:00	ES	Futures	4388.01	4388.29	4385.51	4385.51	1045.0
2023-03-15 01:30:00	ES	Futures	4385.51	4385.79	4383.02	4383.02	850.0
2023-03-15 01:35:00	ES	Futures	4383.02	4384.4	4383.02	4384.13	598.0
2023-03-15 01:40:00	ES	Futures	4383.85	4385.23	4383.57	4384.13	477.0
2023-03-15 01:45:00	ES	Futures	4383.85	4385.79	4383.57	4385.79	424.0
2023-03-15 01:50:00	ES	Futures	4385.51	4386.07	4384.68	4386.07	511.0
2023-03-15 01:55:00	ES	Futures	4386.34	4386.9	4385.23	4385.79	494.0
2023-03-15 02:00:00	ES	Futures	4386.07	4389.67	4385.51	4388.56	930.0
2023-03-15 02:05:00	ES	Futures	4388.56	4395.22	4388.29	4392.72	1838.0
2023-03-15 02:10:00	ES	Futures	4393.0	4394.39	4391.89	4393.0	930.0
2023-03-15 02:15:00	ES	Futures	4392.72	4393.0	4391.89	4393.0	597.0
2023-03-15 02:20:00	ES	Futures	4393.0	4393.0	4389.67	4391.89	734.0
2023-03-15 02:25:00	ES	Futures	4391.89	4394.66	4391.89	4393.0	977.0
2023-03-15 02:30:00	ES	Futures	4392.72	4393.0	4391.34	4391.61	592.0
2023-03-15 02:35:00	ES	Futures	4391.61	4391.61	4390.5	4390.78	394.0
2023-03-15 02:40:00	ES	Futures	4390.78	4393.83	4390.78	4392.72	578.0
2023-03-15 02:45:00	ES	Futures	4392.72	4393.83	4391.89	4392.45	452.0
2023-03-15 02:50:00	ES	Futures	4392.72	4394.39	4391.61	4394.11	631.0
2023-03-15 02:55:00	ES	Futures	4393.83	4395.77	4392.17	4393.28	1124.0
2023-03-15 03:00:00	ES	Futures	4393.56	4394.94	4392.17	4393.83	1828.0
2023-03-15 03:05:00	ES	Futures	4393.56	4394.66	4392.17	4393.83	1003.0
2023-03-15 03:10:00	ES	Futures	4393.83	4394.94	4392.17	4393.56	840.0
2023-03-15 03:15:00	ES	Futures	4393.28	4393.83	4391.61	4392.45	1036.0
2023-03-15 03:20:00	ES	Futures	4392.45	4393.0	4391.06	4392.72	1414.0
2023-03-15 03:25:00	ES	Futures	4392.72	4393.56	4391.06	4391.34	959.0
2023-03-15 03:30:00	ES	Futures	4391.34	4392.72	4390.23	4391.61	1084.0
2023-03-15 03:35:00	ES	Futures	4391.61	4392.72	4389.12	4389.39	1210.0
2023-03-15 03:40:00	ES	Futures	4389.39	4390.78	4388.84	4389.39	1158.0
2023-03-15 03:45:00	ES	Futures	4389.39	4389.67	4386.34	4386.9	1208.0
2023-03-15 03:50:00	ES	Futures	4386.62	4387.73	4383.85	4385.51	1830.0
2023-03-15 03:55:00	ES	Futures	4385.51	4390.78	4385.51	4389.39	1589.0
2023-03-15 04:00:00	ES	Futures	4389.39	4389.39	4382.74	4385.23	3874.0
2023-03-15 04:05:00	ES	Futures	4385.23	4386.62	4381.07	4384.4	3161.0

> showing 50 of 20,973 rows — these rows as CSV

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