PREVIEW / futures_5min / 2023-03-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-28.parquet
  size:    335 KB
  rows:    19,792

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
2023-03-28 00:00:00	ES	Futures	4452.91	4453.46	4452.63	4453.19	137.0
2023-03-28 00:05:00	ES	Futures	4453.19	4453.19	4452.63	4452.91	161.0
2023-03-28 00:10:00	ES	Futures	4452.63	4453.19	4451.52	4452.35	439.0
2023-03-28 00:15:00	ES	Futures	4452.35	4452.91	4452.08	4452.35	252.0
2023-03-28 00:20:00	ES	Futures	4452.63	4452.63	4451.8	4452.08	183.0
2023-03-28 00:25:00	ES	Futures	4452.35	4452.63	4451.8	4452.35	218.0
2023-03-28 00:30:00	ES	Futures	4452.35	4452.35	4451.52	4452.35	241.0
2023-03-28 00:35:00	ES	Futures	4452.08	4452.08	4450.97	4451.24	549.0
2023-03-28 00:40:00	ES	Futures	4451.24	4452.35	4451.24	4452.08	281.0
2023-03-28 00:45:00	ES	Futures	4452.35	4452.35	4451.8	4452.35	162.0
2023-03-28 00:50:00	ES	Futures	4452.08	4452.35	4451.52	4451.8	179.0
2023-03-28 00:55:00	ES	Futures	4452.08	4452.35	4451.8	4451.8	164.0
2023-03-28 01:00:00	ES	Futures	4451.8	4452.35	4451.24	4452.08	361.0
2023-03-28 01:05:00	ES	Futures	4452.08	4452.08	4451.24	4451.8	255.0
2023-03-28 01:10:00	ES	Futures	4452.08	4452.91	4451.52	4452.63	456.0
2023-03-28 01:15:00	ES	Futures	4452.63	4452.63	4450.41	4450.69	324.0
2023-03-28 01:20:00	ES	Futures	4450.41	4451.24	4449.86	4450.41	374.0
2023-03-28 01:25:00	ES	Futures	4450.41	4450.69	4449.3	4450.69	595.0
2023-03-28 01:30:00	ES	Futures	4450.69	4450.69	4450.14	4450.69	273.0
2023-03-28 01:35:00	ES	Futures	4450.97	4451.24	4450.41	4451.24	269.0
2023-03-28 01:40:00	ES	Futures	4450.97	4452.35	4450.97	4451.52	366.0
2023-03-28 01:45:00	ES	Futures	4451.24	4452.63	4450.97	4452.08	560.0
2023-03-28 01:50:00	ES	Futures	4452.35	4453.19	4452.08	4452.35	603.0
2023-03-28 01:55:00	ES	Futures	4452.35	4452.63	4451.8	4452.35	399.0
2023-03-28 02:00:00	ES	Futures	4452.63	4454.3	4452.35	4454.02	1018.0
2023-03-28 02:05:00	ES	Futures	4454.02	4456.79	4453.74	4456.24	1168.0
2023-03-28 02:10:00	ES	Futures	4456.24	4457.9	4455.96	4456.79	1021.0
2023-03-28 02:15:00	ES	Futures	4457.07	4457.62	4455.68	4456.24	640.0
2023-03-28 02:20:00	ES	Futures	4455.96	4457.35	4455.96	4457.07	356.0
2023-03-28 02:25:00	ES	Futures	4457.35	4458.46	4456.51	4457.62	986.0
2023-03-28 02:30:00	ES	Futures	4457.9	4459.01	4456.51	4457.9	794.0
2023-03-28 02:35:00	ES	Futures	4457.62	4459.29	4457.62	4458.46	776.0
2023-03-28 02:40:00	ES	Futures	4458.46	4459.57	4458.18	4458.73	931.0
2023-03-28 02:45:00	ES	Futures	4458.46	4459.84	4457.62	4458.73	730.0
2023-03-28 02:50:00	ES	Futures	4458.46	4459.01	4456.51	4457.9	545.0
2023-03-28 02:55:00	ES	Futures	4457.9	4459.29	4457.07	4458.18	503.0
2023-03-28 03:00:00	ES	Futures	4458.18	4464.0	4458.18	4462.06	3573.0
2023-03-28 03:05:00	ES	Futures	4461.78	4462.34	4459.01	4460.12	1748.0
2023-03-28 03:10:00	ES	Futures	4459.84	4461.23	4455.68	4455.96	1761.0
2023-03-28 03:15:00	ES	Futures	4456.24	4457.35	4454.57	4456.24	1723.0
2023-03-28 03:20:00	ES	Futures	4456.24	4456.24	4451.52	4453.74	2021.0
2023-03-28 03:25:00	ES	Futures	4453.74	4454.57	4452.35	4453.74	1478.0
2023-03-28 03:30:00	ES	Futures	4453.74	4454.02	4451.52	4453.74	1407.0
2023-03-28 03:35:00	ES	Futures	4453.74	4457.07	4453.74	4456.79	1188.0
2023-03-28 03:40:00	ES	Futures	4456.79	4457.9	4455.4	4455.68	1542.0
2023-03-28 03:45:00	ES	Futures	4455.68	4456.79	4453.74	4453.74	1358.0
2023-03-28 03:50:00	ES	Futures	4453.74	4453.74	4449.03	4450.69	2087.0
2023-03-28 03:55:00	ES	Futures	4450.41	4452.35	4447.08	4448.75	2385.0
2023-03-28 04:00:00	ES	Futures	4448.47	4449.58	4447.08	4447.92	1654.0
2023-03-28 04:05:00	ES	Futures	4448.19	4450.97	4447.08	4450.14	1714.0

> showing 50 of 19,792 rows — these rows as CSV

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