PREVIEW / futures_5min / 2023-03-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-20.parquet
  size:    410 KB
  rows:    20,566

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
2023-03-20 00:00:00	ES	Futures	4384.4	4384.68	4382.74	4383.02	679.0
2023-03-20 00:05:00	ES	Futures	4383.02	4384.68	4382.46	4384.13	662.0
2023-03-20 00:10:00	ES	Futures	4384.13	4384.96	4383.02	4384.4	676.0
2023-03-20 00:15:00	ES	Futures	4384.4	4386.07	4384.4	4385.23	485.0
2023-03-20 00:20:00	ES	Futures	4384.96	4385.51	4384.4	4385.23	273.0
2023-03-20 00:25:00	ES	Futures	4384.96	4385.23	4383.29	4383.57	340.0
2023-03-20 00:30:00	ES	Futures	4383.29	4384.13	4382.18	4383.57	888.0
2023-03-20 00:35:00	ES	Futures	4383.29	4383.85	4375.8	4375.8	2381.0
2023-03-20 00:40:00	ES	Futures	4375.8	4379.41	4375.25	4377.75	1934.0
2023-03-20 00:45:00	ES	Futures	4377.75	4379.13	4377.47	4378.02	501.0
2023-03-20 00:50:00	ES	Futures	4378.02	4378.3	4374.97	4376.64	999.0
2023-03-20 00:55:00	ES	Futures	4376.64	4379.96	4376.36	4379.41	756.0
2023-03-20 01:00:00	ES	Futures	4379.41	4379.69	4376.64	4378.02	819.0
2023-03-20 01:05:00	ES	Futures	4378.02	4380.8	4377.19	4380.52	675.0
2023-03-20 01:10:00	ES	Futures	4380.24	4383.57	4379.96	4381.63	1183.0
2023-03-20 01:15:00	ES	Futures	4381.91	4382.18	4379.41	4379.69	1113.0
2023-03-20 01:20:00	ES	Futures	4379.69	4381.63	4378.86	4379.13	951.0
2023-03-20 01:25:00	ES	Futures	4379.13	4381.63	4379.13	4379.96	738.0
2023-03-20 01:30:00	ES	Futures	4379.96	4381.35	4378.86	4381.35	437.0
2023-03-20 01:35:00	ES	Futures	4381.35	4382.74	4378.58	4378.58	814.0
2023-03-20 01:40:00	ES	Futures	4378.86	4381.07	4378.3	4378.86	496.0
2023-03-20 01:45:00	ES	Futures	4379.13	4380.52	4376.91	4378.02	676.0
2023-03-20 01:50:00	ES	Futures	4378.02	4378.02	4376.08	4376.08	751.0
2023-03-20 01:55:00	ES	Futures	4376.36	4378.58	4375.25	4376.91	1142.0
2023-03-20 02:00:00	ES	Futures	4376.91	4378.02	4374.97	4376.08	1569.0
2023-03-20 02:05:00	ES	Futures	4376.08	4377.19	4374.97	4376.64	747.0
2023-03-20 02:10:00	ES	Futures	4376.64	4377.47	4375.25	4376.36	502.0
2023-03-20 02:15:00	ES	Futures	4376.36	4376.64	4372.2	4374.42	1184.0
2023-03-20 02:20:00	ES	Futures	4374.14	4374.97	4363.6	4364.43	4787.0
2023-03-20 02:25:00	ES	Futures	4364.43	4365.82	4356.67	4357.22	3532.0
2023-03-20 02:30:00	ES	Futures	4356.94	4358.61	4351.67	4351.95	4590.0
2023-03-20 02:35:00	ES	Futures	4351.67	4355.56	4346.4	4346.96	4236.0
2023-03-20 02:40:00	ES	Futures	4346.96	4348.35	4338.64	4340.03	5834.0
2023-03-20 02:45:00	ES	Futures	4340.03	4342.52	4332.81	4333.37	4778.0
2023-03-20 02:50:00	ES	Futures	4333.37	4338.92	4328.65	4335.59	6442.0
2023-03-20 02:55:00	ES	Futures	4335.59	4339.19	4334.48	4337.81	3955.0
2023-03-20 03:00:00	ES	Futures	4338.08	4343.63	4336.97	4339.75	3640.0
2023-03-20 03:05:00	ES	Futures	4339.47	4340.03	4334.2	4337.53	2731.0
2023-03-20 03:10:00	ES	Futures	4337.53	4346.96	4335.59	4345.85	3911.0
2023-03-20 03:15:00	ES	Futures	4345.57	4350.29	4342.8	4346.96	4294.0
2023-03-20 03:20:00	ES	Futures	4347.24	4347.51	4341.41	4342.24	2904.0
2023-03-20 03:25:00	ES	Futures	4342.52	4343.35	4338.36	4341.97	3197.0
2023-03-20 03:30:00	ES	Futures	4341.69	4343.91	4332.81	4335.87	4140.0
2023-03-20 03:35:00	ES	Futures	4336.14	4340.58	4335.59	4337.25	3402.0
2023-03-20 03:40:00	ES	Futures	4337.25	4343.63	4335.87	4340.03	3235.0
2023-03-20 03:45:00	ES	Futures	4340.03	4341.97	4337.25	4340.03	2104.0
2023-03-20 03:50:00	ES	Futures	4340.3	4343.91	4340.03	4343.08	1873.0
2023-03-20 03:55:00	ES	Futures	4342.8	4351.4	4342.8	4349.18	4209.0
2023-03-20 04:00:00	ES	Futures	4349.46	4359.72	4349.46	4357.5	11463.0
2023-03-20 04:05:00	ES	Futures	4357.5	4360.83	4348.07	4351.67	7280.0

> showing 50 of 20,566 rows — these rows as CSV

> unlock the full archive -- $79 one-time