PREVIEW / futures_5min / 2023-03-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-23.parquet
  size:    391 KB
  rows:    20,282

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
2023-03-23 00:00:00	ES	Futures	4424.9	4425.45	4423.79	4424.9	409.0
2023-03-23 00:05:00	ES	Futures	4425.17	4425.45	4424.06	4424.06	286.0
2023-03-23 00:10:00	ES	Futures	4424.34	4424.34	4423.23	4423.79	492.0
2023-03-23 00:15:00	ES	Futures	4423.79	4424.62	4423.23	4423.79	340.0
2023-03-23 00:20:00	ES	Futures	4423.79	4424.34	4423.23	4424.06	207.0
2023-03-23 00:25:00	ES	Futures	4424.34	4425.45	4424.34	4425.45	457.0
2023-03-23 00:30:00	ES	Futures	4425.17	4425.73	4424.9	4425.73	180.0
2023-03-23 00:35:00	ES	Futures	4425.45	4425.73	4424.06	4424.06	236.0
2023-03-23 00:40:00	ES	Futures	4423.79	4424.9	4423.79	4424.9	234.0
2023-03-23 00:45:00	ES	Futures	4424.9	4425.17	4424.34	4424.62	303.0
2023-03-23 00:50:00	ES	Futures	4424.62	4425.73	4424.06	4425.17	341.0
2023-03-23 00:55:00	ES	Futures	4425.17	4427.39	4425.17	4426.84	602.0
2023-03-23 01:00:00	ES	Futures	4426.56	4426.84	4425.17	4426.28	497.0
2023-03-23 01:05:00	ES	Futures	4426.01	4427.39	4426.01	4426.56	522.0
2023-03-23 01:10:00	ES	Futures	4426.56	4427.11	4425.73	4426.28	466.0
2023-03-23 01:15:00	ES	Futures	4426.56	4427.11	4425.45	4426.56	327.0
2023-03-23 01:20:00	ES	Futures	4426.56	4426.84	4424.34	4424.9	548.0
2023-03-23 01:25:00	ES	Futures	4424.62	4426.01	4424.06	4425.17	417.0
2023-03-23 01:30:00	ES	Futures	4425.17	4427.67	4424.9	4427.39	752.0
2023-03-23 01:35:00	ES	Futures	4427.67	4427.95	4426.28	4426.84	662.0
2023-03-23 01:40:00	ES	Futures	4426.84	4427.95	4426.56	4427.39	407.0
2023-03-23 01:45:00	ES	Futures	4427.39	4431.83	4427.11	4429.89	2258.0
2023-03-23 01:50:00	ES	Futures	4429.89	4433.49	4429.06	4433.49	1778.0
2023-03-23 01:55:00	ES	Futures	4433.22	4433.22	4430.72	4430.72	967.0
2023-03-23 02:00:00	ES	Futures	4430.72	4430.72	4428.22	4428.5	1128.0
2023-03-23 02:05:00	ES	Futures	4428.5	4431.28	4428.22	4428.5	805.0
2023-03-23 02:10:00	ES	Futures	4428.5	4428.78	4426.28	4427.39	897.0
2023-03-23 02:15:00	ES	Futures	4427.39	4430.44	4427.39	4430.17	836.0
2023-03-23 02:20:00	ES	Futures	4430.17	4431.83	4429.61	4430.72	775.0
2023-03-23 02:25:00	ES	Futures	4430.44	4432.11	4430.44	4431.0	767.0
2023-03-23 02:30:00	ES	Futures	4431.0	4431.0	4429.61	4430.17	745.0
2023-03-23 02:35:00	ES	Futures	4429.89	4431.0	4429.06	4429.06	979.0
2023-03-23 02:40:00	ES	Futures	4429.33	4430.72	4427.95	4430.44	721.0
2023-03-23 02:45:00	ES	Futures	4430.44	4430.44	4427.39	4428.78	1030.0
2023-03-23 02:50:00	ES	Futures	4429.06	4429.33	4427.95	4428.78	599.0
2023-03-23 02:55:00	ES	Futures	4428.78	4429.06	4427.11	4428.5	783.0
2023-03-23 03:00:00	ES	Futures	4428.5	4430.72	4426.84	4430.44	1466.0
2023-03-23 03:05:00	ES	Futures	4430.44	4431.28	4429.06	4430.44	1065.0
2023-03-23 03:10:00	ES	Futures	4430.17	4431.28	4429.61	4431.28	863.0
2023-03-23 03:15:00	ES	Futures	4431.28	4435.71	4431.28	4435.16	2503.0
2023-03-23 03:20:00	ES	Futures	4435.16	4435.16	4434.05	4434.88	1063.0
2023-03-23 03:25:00	ES	Futures	4434.88	4436.27	4434.33	4435.44	1344.0
2023-03-23 03:30:00	ES	Futures	4435.71	4436.54	4434.05	4434.33	1480.0
2023-03-23 03:35:00	ES	Futures	4434.33	4435.44	4432.11	4432.38	1803.0
2023-03-23 03:40:00	ES	Futures	4432.38	4434.33	4431.83	4433.49	1522.0
2023-03-23 03:45:00	ES	Futures	4433.49	4436.54	4433.22	4435.16	1602.0
2023-03-23 03:50:00	ES	Futures	4435.16	4435.44	4433.49	4433.77	829.0
2023-03-23 03:55:00	ES	Futures	4433.77	4434.6	4432.94	4434.05	1160.0
2023-03-23 04:00:00	ES	Futures	4434.05	4437.38	4433.49	4437.1	5370.0
2023-03-23 04:05:00	ES	Futures	4437.1	4437.65	4436.82	4437.38	4302.0

> showing 50 of 20,282 rows — these rows as CSV

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