PREVIEW / futures_5min / 2023-03-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-17.parquet
  size:    355 KB
  rows:    16,682

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
2023-03-17 00:00:00	ES	Futures	4431.0	4431.55	4430.44	4431.0	366.0
2023-03-17 00:05:00	ES	Futures	4430.72	4432.38	4430.72	4431.83	367.0
2023-03-17 00:10:00	ES	Futures	4431.55	4432.66	4431.55	4432.38	210.0
2023-03-17 00:15:00	ES	Futures	4432.38	4432.38	4432.11	4432.11	204.0
2023-03-17 00:20:00	ES	Futures	4432.11	4436.54	4432.11	4435.99	1523.0
2023-03-17 00:25:00	ES	Futures	4436.27	4436.54	4433.49	4433.77	786.0
2023-03-17 00:30:00	ES	Futures	4433.77	4434.88	4433.22	4434.88	398.0
2023-03-17 00:35:00	ES	Futures	4434.88	4435.71	4434.33	4435.44	441.0
2023-03-17 00:40:00	ES	Futures	4435.44	4435.71	4434.33	4434.6	267.0
2023-03-17 00:45:00	ES	Futures	4434.6	4434.6	4433.77	4434.05	403.0
2023-03-17 00:50:00	ES	Futures	4434.33	4434.6	4433.77	4433.77	333.0
2023-03-17 00:55:00	ES	Futures	4434.05	4435.44	4434.05	4435.44	199.0
2023-03-17 01:00:00	ES	Futures	4435.44	4435.71	4433.77	4434.33	699.0
2023-03-17 01:05:00	ES	Futures	4434.33	4434.6	4433.49	4434.6	262.0
2023-03-17 01:10:00	ES	Futures	4434.33	4436.54	4434.05	4435.99	831.0
2023-03-17 01:15:00	ES	Futures	4435.99	4436.27	4434.33	4434.6	665.0
2023-03-17 01:20:00	ES	Futures	4434.88	4435.71	4434.6	4434.6	297.0
2023-03-17 01:25:00	ES	Futures	4434.6	4435.44	4434.33	4435.44	341.0
2023-03-17 01:30:00	ES	Futures	4435.44	4436.82	4435.16	4435.44	637.0
2023-03-17 01:35:00	ES	Futures	4435.71	4436.27	4434.33	4434.6	645.0
2023-03-17 01:40:00	ES	Futures	4434.6	4434.88	4433.77	4434.05	404.0
2023-03-17 01:45:00	ES	Futures	4433.77	4434.33	4433.49	4433.49	290.0
2023-03-17 01:50:00	ES	Futures	4433.49	4434.05	4432.38	4433.77	499.0
2023-03-17 01:55:00	ES	Futures	4433.77	4434.6	4433.22	4434.6	448.0
2023-03-17 02:00:00	ES	Futures	4434.88	4434.88	4432.38	4432.38	737.0
2023-03-17 02:05:00	ES	Futures	4432.66	4433.22	4432.11	4432.11	440.0
2023-03-17 02:10:00	ES	Futures	4432.11	4433.22	4431.28	4432.11	645.0
2023-03-17 02:15:00	ES	Futures	4432.11	4432.11	4430.17	4432.11	728.0
2023-03-17 02:20:00	ES	Futures	4431.83	4432.94	4430.44	4432.38	427.0
2023-03-17 02:25:00	ES	Futures	4432.38	4433.22	4432.11	4433.22	256.0
2023-03-17 02:30:00	ES	Futures	4433.22	4433.22	4431.28	4432.11	403.0
2023-03-17 02:35:00	ES	Futures	4432.11	4432.38	4430.44	4431.0	525.0
2023-03-17 02:40:00	ES	Futures	4430.72	4432.38	4430.44	4432.11	395.0
2023-03-17 02:45:00	ES	Futures	4432.38	4433.49	4431.83	4433.49	557.0
2023-03-17 02:50:00	ES	Futures	4433.22	4435.44	4432.94	4434.88	723.0
2023-03-17 02:55:00	ES	Futures	4435.16	4440.71	4434.88	4439.87	2363.0
2023-03-17 03:00:00	ES	Futures	4439.87	4441.26	4437.38	4438.21	2480.0
2023-03-17 03:05:00	ES	Futures	4437.93	4438.21	4435.16	4435.99	1188.0
2023-03-17 03:10:00	ES	Futures	4435.99	4436.82	4434.05	4435.71	1197.0
2023-03-17 03:15:00	ES	Futures	4435.71	4437.38	4435.44	4435.99	865.0
2023-03-17 03:20:00	ES	Futures	4435.99	4436.82	4433.77	4433.77	885.0
2023-03-17 03:25:00	ES	Futures	4433.77	4435.44	4433.49	4435.44	716.0
2023-03-17 03:30:00	ES	Futures	4435.44	4437.65	4435.16	4437.1	1287.0
2023-03-17 03:35:00	ES	Futures	4437.38	4439.6	4437.1	4439.6	1127.0
2023-03-17 03:40:00	ES	Futures	4439.32	4440.15	4437.93	4438.21	1125.0
2023-03-17 03:45:00	ES	Futures	4438.21	4438.76	4436.82	4437.65	1177.0
2023-03-17 03:50:00	ES	Futures	4437.65	4438.49	4435.99	4436.54	1003.0
2023-03-17 03:55:00	ES	Futures	4436.82	4437.65	4435.44	4435.99	1533.0
2023-03-17 04:00:00	ES	Futures	4435.99	4440.15	4435.16	4438.21	5735.0
2023-03-17 04:05:00	ES	Futures	4438.21	4443.76	4437.1	4441.26	4861.0

> showing 50 of 16,682 rows — these rows as CSV

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