PREVIEW / futures_5min / 2023-03-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-24.parquet
  size:    336 KB
  rows:    16,520

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
2023-03-24 00:00:00	ES	Futures	4417.68	4417.68	4416.02	4417.13	339.0
2023-03-24 00:05:00	ES	Futures	4417.13	4417.68	4416.3	4416.3	501.0
2023-03-24 00:10:00	ES	Futures	4416.3	4416.58	4414.63	4416.3	497.0
2023-03-24 00:15:00	ES	Futures	4416.02	4416.58	4415.74	4416.3	143.0
2023-03-24 00:20:00	ES	Futures	4416.3	4417.13	4415.74	4417.13	540.0
2023-03-24 00:25:00	ES	Futures	4417.13	4417.68	4416.58	4417.41	329.0
2023-03-24 00:30:00	ES	Futures	4417.13	4418.24	4417.13	4417.68	307.0
2023-03-24 00:35:00	ES	Futures	4417.68	4418.52	4417.41	4418.52	145.0
2023-03-24 00:40:00	ES	Futures	4418.24	4418.52	4417.41	4417.68	213.0
2023-03-24 00:45:00	ES	Futures	4417.41	4418.24	4417.41	4417.41	238.0
2023-03-24 00:50:00	ES	Futures	4417.41	4417.96	4417.41	4417.41	175.0
2023-03-24 00:55:00	ES	Futures	4417.41	4417.68	4416.02	4416.3	321.0
2023-03-24 01:00:00	ES	Futures	4416.3	4418.52	4415.74	4418.24	373.0
2023-03-24 01:05:00	ES	Futures	4418.24	4418.24	4417.13	4417.96	305.0
2023-03-24 01:10:00	ES	Futures	4417.96	4418.79	4417.41	4418.52	263.0
2023-03-24 01:15:00	ES	Futures	4418.52	4420.18	4418.24	4419.63	436.0
2023-03-24 01:20:00	ES	Futures	4419.9	4421.57	4419.9	4421.01	657.0
2023-03-24 01:25:00	ES	Futures	4420.74	4424.62	4419.9	4422.95	2263.0
2023-03-24 01:30:00	ES	Futures	4423.23	4424.34	4423.23	4423.51	439.0
2023-03-24 01:35:00	ES	Futures	4423.23	4423.23	4421.85	4422.68	427.0
2023-03-24 01:40:00	ES	Futures	4422.68	4422.68	4421.85	4421.85	242.0
2023-03-24 01:45:00	ES	Futures	4421.85	4422.12	4421.29	4421.57	290.0
2023-03-24 01:50:00	ES	Futures	4421.57	4422.4	4419.35	4419.63	747.0
2023-03-24 01:55:00	ES	Futures	4419.9	4419.9	4418.24	4419.07	922.0
2023-03-24 02:00:00	ES	Futures	4419.07	4420.46	4418.24	4419.9	787.0
2023-03-24 02:05:00	ES	Futures	4420.18	4421.01	4419.35	4420.46	260.0
2023-03-24 02:10:00	ES	Futures	4420.46	4422.4	4420.18	4421.85	416.0
2023-03-24 02:15:00	ES	Futures	4422.12	4422.4	4419.35	4419.63	399.0
2023-03-24 02:20:00	ES	Futures	4419.9	4421.29	4419.35	4421.29	326.0
2023-03-24 02:25:00	ES	Futures	4421.57	4422.4	4419.9	4420.18	314.0
2023-03-24 02:30:00	ES	Futures	4420.18	4421.01	4419.9	4420.74	208.0
2023-03-24 02:35:00	ES	Futures	4420.74	4421.29	4419.63	4419.63	294.0
2023-03-24 02:40:00	ES	Futures	4419.9	4420.46	4419.07	4419.9	314.0
2023-03-24 02:45:00	ES	Futures	4419.9	4420.18	4419.35	4419.9	189.0
2023-03-24 02:50:00	ES	Futures	4419.9	4421.85	4419.9	4421.85	517.0
2023-03-24 02:55:00	ES	Futures	4421.57	4423.51	4421.29	4422.68	784.0
2023-03-24 03:00:00	ES	Futures	4422.68	4422.95	4420.18	4421.29	1027.0
2023-03-24 03:05:00	ES	Futures	4421.57	4422.12	4420.18	4421.01	941.0
2023-03-24 03:10:00	ES	Futures	4421.01	4422.95	4420.74	4421.85	727.0
2023-03-24 03:15:00	ES	Futures	4422.12	4423.79	4422.12	4422.68	746.0
2023-03-24 03:20:00	ES	Futures	4422.4	4424.62	4422.12	4424.62	665.0
2023-03-24 03:25:00	ES	Futures	4424.34	4426.84	4424.34	4426.28	1155.0
2023-03-24 03:30:00	ES	Futures	4426.56	4433.49	4426.56	4430.72	3836.0
2023-03-24 03:35:00	ES	Futures	4430.72	4431.55	4429.89	4431.55	1073.0
2023-03-24 03:40:00	ES	Futures	4431.55	4433.49	4431.0	4432.38	1204.0
2023-03-24 03:45:00	ES	Futures	4432.38	4435.71	4432.11	4434.05	1741.0
2023-03-24 03:50:00	ES	Futures	4434.05	4435.16	4431.55	4431.83	772.0
2023-03-24 03:55:00	ES	Futures	4431.83	4432.11	4430.17	4430.44	921.0
2023-03-24 04:00:00	ES	Futures	4430.44	4430.72	4422.12	4422.4	3614.0
2023-03-24 04:05:00	ES	Futures	4422.12	4422.4	4407.42	4407.98	6115.0

> showing 50 of 16,520 rows — these rows as CSV

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