PREVIEW / futures_5min / 2023-03-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-27.parquet
  size:    354 KB
  rows:    19,920

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
2023-03-27 00:00:00	ES	Futures	4462.34	4462.62	4462.06	4462.34	535.0
2023-03-27 00:05:00	ES	Futures	4462.34	4462.34	4461.23	4461.78	539.0
2023-03-27 00:10:00	ES	Futures	4462.06	4462.89	4461.51	4462.34	319.0
2023-03-27 00:15:00	ES	Futures	4462.06	4462.34	4460.12	4460.67	476.0
2023-03-27 00:20:00	ES	Futures	4460.67	4461.51	4460.4	4460.67	289.0
2023-03-27 00:25:00	ES	Futures	4460.67	4461.23	4460.4	4461.23	220.0
2023-03-27 00:30:00	ES	Futures	4461.23	4462.06	4460.4	4460.67	332.0
2023-03-27 00:35:00	ES	Futures	4460.4	4460.67	4459.84	4460.12	226.0
2023-03-27 00:40:00	ES	Futures	4460.12	4460.67	4459.57	4460.12	254.0
2023-03-27 00:45:00	ES	Futures	4459.84	4460.12	4458.46	4459.29	432.0
2023-03-27 00:50:00	ES	Futures	4459.57	4459.84	4458.46	4458.46	209.0
2023-03-27 00:55:00	ES	Futures	4458.46	4461.23	4458.18	4461.23	772.0
2023-03-27 01:00:00	ES	Futures	4460.95	4462.34	4459.84	4459.84	904.0
2023-03-27 01:05:00	ES	Futures	4459.84	4461.23	4459.01	4460.4	398.0
2023-03-27 01:10:00	ES	Futures	4460.4	4461.23	4458.46	4459.29	416.0
2023-03-27 01:15:00	ES	Futures	4459.29	4461.23	4459.29	4460.95	445.0
2023-03-27 01:20:00	ES	Futures	4460.95	4462.06	4459.01	4459.57	682.0
2023-03-27 01:25:00	ES	Futures	4459.57	4461.78	4459.57	4460.95	846.0
2023-03-27 01:30:00	ES	Futures	4460.95	4461.23	4460.12	4460.4	333.0
2023-03-27 01:35:00	ES	Futures	4460.4	4460.4	4459.01	4460.12	426.0
2023-03-27 01:40:00	ES	Futures	4460.12	4461.78	4460.12	4460.67	495.0
2023-03-27 01:45:00	ES	Futures	4460.67	4465.39	4460.12	4461.23	2627.0
2023-03-27 01:50:00	ES	Futures	4461.23	4463.45	4460.12	4462.89	878.0
2023-03-27 01:55:00	ES	Futures	4462.89	4463.45	4461.78	4462.89	850.0
2023-03-27 02:00:00	ES	Futures	4462.89	4464.0	4461.78	4463.17	1487.0
2023-03-27 02:05:00	ES	Futures	4463.45	4464.56	4462.34	4463.17	829.0
2023-03-27 02:10:00	ES	Futures	4463.17	4464.0	4460.95	4463.17	991.0
2023-03-27 02:15:00	ES	Futures	4463.17	4464.83	4462.89	4463.73	1182.0
2023-03-27 02:20:00	ES	Futures	4463.73	4464.0	4461.78	4462.62	844.0
2023-03-27 02:25:00	ES	Futures	4462.62	4465.67	4462.62	4465.67	1180.0
2023-03-27 02:30:00	ES	Futures	4465.67	4467.05	4461.51	4462.62	2511.0
2023-03-27 02:35:00	ES	Futures	4462.89	4463.73	4461.23	4463.45	1274.0
2023-03-27 02:40:00	ES	Futures	4463.45	4464.56	4460.4	4460.67	740.0
2023-03-27 02:45:00	ES	Futures	4460.95	4461.51	4459.01	4461.23	1074.0
2023-03-27 02:50:00	ES	Futures	4461.23	4462.62	4460.95	4461.78	853.0
2023-03-27 02:55:00	ES	Futures	4461.78	4464.83	4461.78	4462.89	804.0
2023-03-27 03:00:00	ES	Futures	4462.89	4467.33	4461.78	4465.94	3520.0
2023-03-27 03:05:00	ES	Futures	4465.94	4466.22	4458.18	4458.46	2433.0
2023-03-27 03:10:00	ES	Futures	4458.18	4459.57	4456.51	4457.62	2511.0
2023-03-27 03:15:00	ES	Futures	4457.62	4460.67	4456.24	4459.01	2316.0
2023-03-27 03:20:00	ES	Futures	4459.01	4459.01	4452.63	4453.46	2667.0
2023-03-27 03:25:00	ES	Futures	4453.19	4453.74	4449.03	4449.86	3175.0
2023-03-27 03:30:00	ES	Futures	4449.86	4450.41	4443.76	4444.59	4325.0
2023-03-27 03:35:00	ES	Futures	4444.31	4447.64	4443.2	4444.31	2408.0
2023-03-27 03:40:00	ES	Futures	4444.31	4445.14	4440.71	4440.98	2783.0
2023-03-27 03:45:00	ES	Futures	4441.26	4442.65	4434.88	4436.54	4418.0
2023-03-27 03:50:00	ES	Futures	4436.82	4442.09	4436.54	4439.87	2600.0
2023-03-27 03:55:00	ES	Futures	4439.87	4441.54	4439.6	4441.26	2398.0
2023-03-27 04:00:00	ES	Futures	4441.54	4446.25	4440.43	4444.31	2736.0
2023-03-27 04:05:00	ES	Futures	4444.59	4449.86	4444.31	4448.75	2855.0

> showing 50 of 19,920 rows — these rows as CSV

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