PREVIEW / futures_5min / 2023-03-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-26.parquet
  size:    78 KB
  rows:    3,883

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
2023-03-26 18:00:00	ES	Futures	4446.53	4451.52	4444.87	4451.52	3252.0
2023-03-26 18:05:00	ES	Futures	4451.52	4455.96	4451.24	4454.85	2347.0
2023-03-26 18:10:00	ES	Futures	4454.85	4457.07	4453.74	4455.13	1227.0
2023-03-26 18:15:00	ES	Futures	4455.13	4456.51	4454.3	4454.57	704.0
2023-03-26 18:20:00	ES	Futures	4454.57	4455.96	4453.19	4454.85	694.0
2023-03-26 18:25:00	ES	Futures	4454.57	4459.29	4454.57	4458.46	1359.0
2023-03-26 18:30:00	ES	Futures	4458.73	4459.29	4457.62	4457.9	1118.0
2023-03-26 18:35:00	ES	Futures	4457.62	4458.73	4457.07	4458.18	725.0
2023-03-26 18:40:00	ES	Futures	4458.18	4460.67	4456.51	4459.84	1318.0
2023-03-26 18:45:00	ES	Futures	4459.84	4460.4	4458.73	4460.12	826.0
2023-03-26 18:50:00	ES	Futures	4459.84	4460.12	4458.46	4459.01	542.0
2023-03-26 18:55:00	ES	Futures	4459.01	4459.84	4458.18	4459.01	926.0
2023-03-26 19:00:00	ES	Futures	4459.01	4459.29	4457.07	4457.62	939.0
2023-03-26 19:05:00	ES	Futures	4457.35	4459.57	4457.35	4458.46	988.0
2023-03-26 19:10:00	ES	Futures	4458.46	4459.57	4458.18	4459.57	421.0
2023-03-26 19:15:00	ES	Futures	4459.29	4466.22	4459.01	4464.28	2562.0
2023-03-26 19:20:00	ES	Futures	4464.28	4466.78	4463.45	4464.28	2353.0
2023-03-26 19:25:00	ES	Futures	4464.0	4467.33	4463.45	4465.39	1621.0
2023-03-26 19:30:00	ES	Futures	4465.39	4467.89	4465.39	4465.94	1276.0
2023-03-26 19:35:00	ES	Futures	4465.94	4466.22	4464.28	4465.11	670.0
2023-03-26 19:40:00	ES	Futures	4464.83	4465.94	4463.45	4464.0	644.0
2023-03-26 19:45:00	ES	Futures	4464.0	4464.56	4462.62	4463.45	1024.0
2023-03-26 19:50:00	ES	Futures	4463.45	4464.56	4463.17	4463.73	413.0
2023-03-26 19:55:00	ES	Futures	4464.0	4464.83	4463.45	4464.28	395.0
2023-03-26 20:00:00	ES	Futures	4464.56	4464.83	4461.78	4462.62	1443.0
2023-03-26 20:05:00	ES	Futures	4462.62	4464.0	4460.67	4463.17	1160.0
2023-03-26 20:10:00	ES	Futures	4463.17	4463.17	4460.4	4460.4	635.0
2023-03-26 20:15:00	ES	Futures	4460.4	4460.95	4456.24	4457.35	2101.0
2023-03-26 20:20:00	ES	Futures	4457.35	4457.62	4454.85	4455.13	1229.0
2023-03-26 20:25:00	ES	Futures	4455.4	4456.24	4452.35	4452.35	1813.0
2023-03-26 20:30:00	ES	Futures	4452.35	4455.4	4450.97	4454.85	2051.0
2023-03-26 20:35:00	ES	Futures	4454.57	4456.79	4454.02	4455.96	1115.0
2023-03-26 20:40:00	ES	Futures	4456.24	4458.18	4455.96	4456.51	862.0
2023-03-26 20:45:00	ES	Futures	4456.51	4458.46	4456.24	4457.07	751.0
2023-03-26 20:50:00	ES	Futures	4457.07	4457.07	4455.13	4455.68	749.0
2023-03-26 20:55:00	ES	Futures	4455.68	4457.35	4455.4	4455.68	716.0
2023-03-26 21:00:00	ES	Futures	4455.68	4457.07	4454.85	4456.79	605.0
2023-03-26 21:05:00	ES	Futures	4456.79	4456.79	4452.63	4454.02	1026.0
2023-03-26 21:10:00	ES	Futures	4454.3	4455.4	4454.02	4454.57	640.0
2023-03-26 21:15:00	ES	Futures	4454.57	4456.79	4454.3	4455.96	678.0
2023-03-26 21:20:00	ES	Futures	4455.68	4457.07	4454.85	4455.13	401.0
2023-03-26 21:25:00	ES	Futures	4455.13	4455.96	4454.02	4455.4	623.0
2023-03-26 21:30:00	ES	Futures	4455.4	4455.4	4452.91	4453.74	735.0
2023-03-26 21:35:00	ES	Futures	4453.46	4453.46	4450.41	4452.91	1100.0
2023-03-26 21:40:00	ES	Futures	4452.91	4455.96	4452.35	4455.4	1154.0
2023-03-26 21:45:00	ES	Futures	4455.13	4455.96	4454.02	4454.3	698.0
2023-03-26 21:50:00	ES	Futures	4454.3	4455.4	4453.46	4454.85	540.0
2023-03-26 21:55:00	ES	Futures	4454.85	4455.13	4453.46	4453.74	456.0
2023-03-26 22:00:00	ES	Futures	4453.74	4454.85	4453.19	4453.74	691.0
2023-03-26 22:05:00	ES	Futures	4453.46	4455.13	4453.19	4454.3	619.0

> showing 50 of 3,883 rows — these rows as CSV

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