PREVIEW / futures_5min / 2023-03-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-21.parquet
  size:    376 KB
  rows:    20,131

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
2023-03-21 00:00:00	ES	Futures	4424.62	4424.9	4423.51	4423.51	259.0
2023-03-21 00:05:00	ES	Futures	4423.51	4423.79	4421.57	4422.4	507.0
2023-03-21 00:10:00	ES	Futures	4422.4	4423.23	4422.12	4422.95	232.0
2023-03-21 00:15:00	ES	Futures	4422.68	4422.95	4421.85	4422.12	155.0
2023-03-21 00:20:00	ES	Futures	4422.12	4423.23	4421.57	4422.95	177.0
2023-03-21 00:25:00	ES	Futures	4422.95	4423.51	4422.68	4422.95	94.0
2023-03-21 00:30:00	ES	Futures	4422.68	4423.51	4422.4	4423.23	134.0
2023-03-21 00:35:00	ES	Futures	4423.23	4424.34	4422.4	4422.95	294.0
2023-03-21 00:40:00	ES	Futures	4422.95	4423.79	4422.68	4423.79	160.0
2023-03-21 00:45:00	ES	Futures	4423.51	4423.79	4422.95	4423.51	124.0
2023-03-21 00:50:00	ES	Futures	4423.51	4423.79	4422.12	4422.68	226.0
2023-03-21 00:55:00	ES	Futures	4422.68	4422.95	4421.85	4422.12	358.0
2023-03-21 01:00:00	ES	Futures	4422.12	4423.51	4420.74	4422.95	738.0
2023-03-21 01:05:00	ES	Futures	4422.68	4423.23	4422.12	4422.68	332.0
2023-03-21 01:10:00	ES	Futures	4422.4	4423.23	4421.29	4422.68	408.0
2023-03-21 01:15:00	ES	Futures	4422.68	4425.17	4422.4	4425.17	402.0
2023-03-21 01:20:00	ES	Futures	4425.17	4425.45	4423.51	4424.9	259.0
2023-03-21 01:25:00	ES	Futures	4424.9	4424.9	4422.95	4423.23	279.0
2023-03-21 01:30:00	ES	Futures	4423.23	4423.79	4422.4	4423.23	149.0
2023-03-21 01:35:00	ES	Futures	4423.23	4423.51	4422.68	4423.23	105.0
2023-03-21 01:40:00	ES	Futures	4422.95	4422.95	4421.85	4422.68	179.0
2023-03-21 01:45:00	ES	Futures	4422.95	4423.79	4422.68	4423.23	170.0
2023-03-21 01:50:00	ES	Futures	4423.23	4423.51	4422.68	4423.51	95.0
2023-03-21 01:55:00	ES	Futures	4423.23	4423.79	4422.68	4423.23	180.0
2023-03-21 02:00:00	ES	Futures	4423.51	4424.9	4423.23	4424.06	415.0
2023-03-21 02:05:00	ES	Futures	4424.06	4424.06	4422.4	4422.4	240.0
2023-03-21 02:10:00	ES	Futures	4422.4	4423.79	4422.12	4423.51	316.0
2023-03-21 02:15:00	ES	Futures	4423.51	4423.79	4421.57	4423.23	348.0
2023-03-21 02:20:00	ES	Futures	4423.23	4424.06	4422.4	4424.06	188.0
2023-03-21 02:25:00	ES	Futures	4423.79	4424.06	4423.51	4423.51	183.0
2023-03-21 02:30:00	ES	Futures	4423.51	4424.06	4422.68	4423.51	256.0
2023-03-21 02:35:00	ES	Futures	4423.51	4424.62	4422.4	4424.62	492.0
2023-03-21 02:40:00	ES	Futures	4424.62	4426.01	4423.23	4424.34	601.0
2023-03-21 02:45:00	ES	Futures	4424.34	4426.84	4423.51	4426.28	725.0
2023-03-21 02:50:00	ES	Futures	4426.28	4426.28	4424.62	4425.17	432.0
2023-03-21 02:55:00	ES	Futures	4425.17	4428.78	4424.9	4427.67	982.0
2023-03-21 03:00:00	ES	Futures	4427.67	4430.44	4426.28	4427.95	1926.0
2023-03-21 03:05:00	ES	Futures	4427.95	4427.95	4425.17	4426.84	919.0
2023-03-21 03:10:00	ES	Futures	4426.84	4427.39	4424.62	4425.73	676.0
2023-03-21 03:15:00	ES	Futures	4426.01	4430.44	4426.01	4429.33	1228.0
2023-03-21 03:20:00	ES	Futures	4429.33	4429.89	4427.39	4428.78	810.0
2023-03-21 03:25:00	ES	Futures	4428.5	4432.66	4427.95	4432.11	1052.0
2023-03-21 03:30:00	ES	Futures	4432.11	4432.94	4431.55	4432.11	957.0
2023-03-21 03:35:00	ES	Futures	4432.38	4432.94	4431.83	4432.11	605.0
2023-03-21 03:40:00	ES	Futures	4432.11	4435.99	4432.11	4434.6	1689.0
2023-03-21 03:45:00	ES	Futures	4434.33	4436.27	4434.05	4435.71	990.0
2023-03-21 03:50:00	ES	Futures	4435.71	4436.54	4432.94	4433.22	1071.0
2023-03-21 03:55:00	ES	Futures	4432.94	4433.22	4431.55	4431.55	1305.0
2023-03-21 04:00:00	ES	Futures	4431.55	4432.38	4426.28	4429.33	5721.0
2023-03-21 04:05:00	ES	Futures	4429.06	4433.22	4426.56	4431.0	2822.0

> showing 50 of 20,131 rows — these rows as CSV

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