PREVIEW / futures_5min / 2023-03-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-16.parquet
  size:    412 KB
  rows:    20,617

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
2023-03-16 00:00:00	ES	Futures	4368.04	4371.92	4368.04	4370.53	1234.0
2023-03-16 00:05:00	ES	Futures	4370.81	4372.2	4370.53	4371.37	943.0
2023-03-16 00:10:00	ES	Futures	4371.64	4373.03	4371.09	4371.37	737.0
2023-03-16 00:15:00	ES	Futures	4371.37	4371.37	4369.43	4370.81	653.0
2023-03-16 00:20:00	ES	Futures	4370.53	4370.81	4368.87	4370.53	623.0
2023-03-16 00:25:00	ES	Futures	4370.53	4371.92	4369.98	4371.09	420.0
2023-03-16 00:30:00	ES	Futures	4371.37	4372.48	4370.53	4370.53	389.0
2023-03-16 00:35:00	ES	Futures	4370.53	4371.92	4369.98	4371.64	387.0
2023-03-16 00:40:00	ES	Futures	4371.64	4372.75	4371.37	4372.2	445.0
2023-03-16 00:45:00	ES	Futures	4372.48	4373.31	4372.2	4372.75	397.0
2023-03-16 00:50:00	ES	Futures	4373.03	4375.25	4372.75	4374.97	842.0
2023-03-16 00:55:00	ES	Futures	4375.25	4375.53	4374.14	4375.25	517.0
2023-03-16 01:00:00	ES	Futures	4375.25	4375.53	4373.59	4373.86	652.0
2023-03-16 01:05:00	ES	Futures	4374.14	4374.7	4372.2	4373.59	710.0
2023-03-16 01:10:00	ES	Futures	4373.59	4374.42	4371.37	4371.37	730.0
2023-03-16 01:15:00	ES	Futures	4371.37	4373.03	4371.37	4371.37	453.0
2023-03-16 01:20:00	ES	Futures	4371.64	4371.92	4369.98	4370.53	741.0
2023-03-16 01:25:00	ES	Futures	4370.81	4373.03	4370.53	4371.37	537.0
2023-03-16 01:30:00	ES	Futures	4371.37	4372.2	4370.53	4370.81	582.0
2023-03-16 01:35:00	ES	Futures	4370.53	4374.42	4370.26	4374.14	795.0
2023-03-16 01:40:00	ES	Futures	4374.14	4374.97	4371.64	4371.64	678.0
2023-03-16 01:45:00	ES	Futures	4371.92	4372.48	4371.09	4371.92	490.0
2023-03-16 01:50:00	ES	Futures	4372.2	4372.2	4370.26	4370.81	635.0
2023-03-16 01:55:00	ES	Futures	4371.09	4371.37	4369.43	4369.98	705.0
2023-03-16 02:00:00	ES	Futures	4370.26	4371.37	4368.04	4369.98	1285.0
2023-03-16 02:05:00	ES	Futures	4369.98	4370.81	4368.87	4369.7	698.0
2023-03-16 02:10:00	ES	Futures	4369.7	4372.2	4369.15	4369.98	788.0
2023-03-16 02:15:00	ES	Futures	4369.7	4370.26	4365.26	4365.82	1051.0
2023-03-16 02:20:00	ES	Futures	4365.82	4369.43	4365.82	4367.48	704.0
2023-03-16 02:25:00	ES	Futures	4367.76	4367.76	4366.1	4367.48	506.0
2023-03-16 02:30:00	ES	Futures	4367.21	4368.87	4366.65	4367.21	604.0
2023-03-16 02:35:00	ES	Futures	4367.48	4369.7	4367.21	4368.32	827.0
2023-03-16 02:40:00	ES	Futures	4368.59	4368.87	4364.71	4364.71	1217.0
2023-03-16 02:45:00	ES	Futures	4364.71	4364.71	4359.16	4360.55	1994.0
2023-03-16 02:50:00	ES	Futures	4360.55	4361.38	4356.39	4356.94	2151.0
2023-03-16 02:55:00	ES	Futures	4357.22	4359.72	4357.22	4358.33	1537.0
2023-03-16 03:00:00	ES	Futures	4358.33	4358.61	4352.78	4355.83	3188.0
2023-03-16 03:05:00	ES	Futures	4355.56	4358.61	4355.28	4358.61	1617.0
2023-03-16 03:10:00	ES	Futures	4358.61	4360.55	4351.95	4352.51	2933.0
2023-03-16 03:15:00	ES	Futures	4352.51	4356.94	4351.95	4356.94	2198.0
2023-03-16 03:20:00	ES	Futures	4356.94	4358.89	4353.62	4355.56	2076.0
2023-03-16 03:25:00	ES	Futures	4355.56	4356.11	4352.51	4355.56	1860.0
2023-03-16 03:30:00	ES	Futures	4355.28	4360.55	4355.0	4359.72	2140.0
2023-03-16 03:35:00	ES	Futures	4359.72	4360.83	4356.67	4360.27	1762.0
2023-03-16 03:40:00	ES	Futures	4360.27	4366.93	4360.27	4366.37	2512.0
2023-03-16 03:45:00	ES	Futures	4366.37	4368.59	4364.16	4367.21	2225.0
2023-03-16 03:50:00	ES	Futures	4367.21	4371.09	4365.82	4369.7	1784.0
2023-03-16 03:55:00	ES	Futures	4369.7	4371.37	4367.76	4370.26	2391.0
2023-03-16 04:00:00	ES	Futures	4370.26	4374.97	4369.7	4372.2	5999.0
2023-03-16 04:05:00	ES	Futures	4372.2	4373.03	4366.37	4369.15	4189.0

> showing 50 of 20,617 rows — these rows as CSV

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