PREVIEW / futures_5min / 2023-03-22

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-22.parquet
  size:    393 KB
  rows:    20,247

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
2023-03-22 00:00:00	ES	Futures	4478.98	4479.53	4478.15	4478.98	453.0
2023-03-22 00:05:00	ES	Futures	4478.98	4479.53	4478.7	4479.53	314.0
2023-03-22 00:10:00	ES	Futures	4479.26	4480.92	4479.26	4480.37	618.0
2023-03-22 00:15:00	ES	Futures	4480.64	4480.64	4479.81	4480.37	294.0
2023-03-22 00:20:00	ES	Futures	4480.37	4480.64	4479.53	4479.81	383.0
2023-03-22 00:25:00	ES	Futures	4479.81	4480.37	4479.26	4480.09	250.0
2023-03-22 00:30:00	ES	Futures	4480.09	4481.2	4479.53	4480.92	493.0
2023-03-22 00:35:00	ES	Futures	4480.64	4480.92	4480.37	4480.92	266.0
2023-03-22 00:40:00	ES	Futures	4480.64	4482.59	4480.64	4481.48	821.0
2023-03-22 00:45:00	ES	Futures	4481.48	4481.75	4480.92	4481.75	294.0
2023-03-22 00:50:00	ES	Futures	4481.48	4481.75	4480.64	4480.92	220.0
2023-03-22 00:55:00	ES	Futures	4480.92	4481.48	4480.64	4481.48	307.0
2023-03-22 01:00:00	ES	Futures	4481.48	4482.03	4480.37	4480.37	623.0
2023-03-22 01:05:00	ES	Futures	4480.64	4480.92	4480.09	4480.64	424.0
2023-03-22 01:10:00	ES	Futures	4480.64	4480.64	4479.26	4479.53	362.0
2023-03-22 01:15:00	ES	Futures	4479.53	4480.64	4479.26	4480.37	465.0
2023-03-22 01:20:00	ES	Futures	4480.09	4480.92	4479.81	4480.09	316.0
2023-03-22 01:25:00	ES	Futures	4480.09	4480.09	4478.7	4478.98	443.0
2023-03-22 01:30:00	ES	Futures	4478.98	4480.37	4478.98	4480.37	348.0
2023-03-22 01:35:00	ES	Futures	4480.64	4480.64	4480.09	4480.37	265.0
2023-03-22 01:40:00	ES	Futures	4480.37	4480.64	4480.09	4480.37	267.0
2023-03-22 01:45:00	ES	Futures	4480.64	4481.48	4480.64	4480.92	333.0
2023-03-22 01:50:00	ES	Futures	4480.64	4480.64	4478.43	4479.26	532.0
2023-03-22 01:55:00	ES	Futures	4479.26	4479.81	4478.7	4478.98	314.0
2023-03-22 02:00:00	ES	Futures	4478.7	4478.7	4477.32	4477.59	765.0
2023-03-22 02:05:00	ES	Futures	4477.87	4477.87	4476.48	4477.32	767.0
2023-03-22 02:10:00	ES	Futures	4477.32	4478.98	4477.04	4478.98	474.0
2023-03-22 02:15:00	ES	Futures	4478.98	4479.53	4478.15	4478.43	289.0
2023-03-22 02:20:00	ES	Futures	4478.43	4479.26	4478.43	4478.7	280.0
2023-03-22 02:25:00	ES	Futures	4478.7	4479.81	4478.7	4479.81	283.0
2023-03-22 02:30:00	ES	Futures	4479.81	4480.09	4478.98	4479.53	459.0
2023-03-22 02:35:00	ES	Futures	4479.53	4479.53	4478.7	4479.26	209.0
2023-03-22 02:40:00	ES	Futures	4479.26	4479.26	4478.15	4478.43	319.0
2023-03-22 02:45:00	ES	Futures	4478.15	4478.7	4477.59	4478.43	301.0
2023-03-22 02:50:00	ES	Futures	4478.43	4480.09	4478.15	4479.81	358.0
2023-03-22 02:55:00	ES	Futures	4479.53	4480.09	4478.98	4479.53	704.0
2023-03-22 03:00:00	ES	Futures	4479.81	4479.81	4476.48	4477.87	1842.0
2023-03-22 03:05:00	ES	Futures	4477.59	4477.87	4473.43	4475.1	1457.0
2023-03-22 03:10:00	ES	Futures	4474.82	4475.65	4472.6	4472.88	1200.0
2023-03-22 03:15:00	ES	Futures	4472.88	4475.37	4472.88	4474.82	677.0
2023-03-22 03:20:00	ES	Futures	4474.54	4475.1	4473.16	4473.43	487.0
2023-03-22 03:25:00	ES	Futures	4473.43	4473.71	4470.94	4470.94	1133.0
2023-03-22 03:30:00	ES	Futures	4471.21	4471.77	4469.83	4471.49	1498.0
2023-03-22 03:35:00	ES	Futures	4471.21	4471.21	4469.27	4470.1	1147.0
2023-03-22 03:40:00	ES	Futures	4470.1	4470.38	4464.83	4465.11	2701.0
2023-03-22 03:45:00	ES	Futures	4465.39	4466.5	4464.83	4466.5	1667.0
2023-03-22 03:50:00	ES	Futures	4466.5	4468.72	4466.5	4467.05	1017.0
2023-03-22 03:55:00	ES	Futures	4467.05	4469.0	4466.78	4467.61	649.0
2023-03-22 04:00:00	ES	Futures	4467.61	4468.72	4465.94	4467.05	2634.0
2023-03-22 04:05:00	ES	Futures	4467.33	4469.0	4465.94	4467.33	2078.0

> showing 50 of 20,247 rows — these rows as CSV

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