PREVIEW / futures_5min / 2023-03-29

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-29.parquet
  size:    337 KB
  rows:    20,050

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
2023-03-29 00:00:00	ES	Futures	4457.62	4457.9	4456.79	4457.62	526.0
2023-03-29 00:05:00	ES	Futures	4457.62	4457.62	4457.07	4457.62	355.0
2023-03-29 00:10:00	ES	Futures	4457.62	4459.01	4457.35	4458.46	823.0
2023-03-29 00:15:00	ES	Futures	4458.46	4459.01	4457.9	4458.18	752.0
2023-03-29 00:20:00	ES	Futures	4458.18	4459.29	4458.18	4459.01	429.0
2023-03-29 00:25:00	ES	Futures	4458.73	4459.01	4458.18	4459.01	434.0
2023-03-29 00:30:00	ES	Futures	4459.01	4460.67	4458.73	4460.12	1309.0
2023-03-29 00:35:00	ES	Futures	4460.4	4460.95	4459.57	4459.57	703.0
2023-03-29 00:40:00	ES	Futures	4459.57	4460.95	4459.57	4460.95	341.0
2023-03-29 00:45:00	ES	Futures	4460.67	4460.95	4460.4	4460.95	324.0
2023-03-29 00:50:00	ES	Futures	4460.95	4461.23	4460.4	4460.95	283.0
2023-03-29 00:55:00	ES	Futures	4460.95	4460.95	4459.84	4460.4	388.0
2023-03-29 01:00:00	ES	Futures	4460.67	4462.62	4460.67	4461.51	1489.0
2023-03-29 01:05:00	ES	Futures	4461.23	4462.06	4460.95	4461.51	664.0
2023-03-29 01:10:00	ES	Futures	4461.51	4461.51	4460.4	4460.95	515.0
2023-03-29 01:15:00	ES	Futures	4460.95	4461.23	4460.67	4460.95	455.0
2023-03-29 01:20:00	ES	Futures	4460.67	4461.78	4460.4	4461.78	585.0
2023-03-29 01:25:00	ES	Futures	4461.51	4461.78	4460.12	4460.12	824.0
2023-03-29 01:30:00	ES	Futures	4460.4	4460.95	4459.57	4460.67	818.0
2023-03-29 01:35:00	ES	Futures	4460.95	4461.51	4460.4	4460.67	525.0
2023-03-29 01:40:00	ES	Futures	4460.67	4462.62	4460.4	4462.06	736.0
2023-03-29 01:45:00	ES	Futures	4462.34	4462.89	4461.78	4462.34	711.0
2023-03-29 01:50:00	ES	Futures	4462.62	4467.61	4462.34	4467.33	3600.0
2023-03-29 01:55:00	ES	Futures	4467.33	4470.38	4467.33	4470.38	3653.0
2023-03-29 02:00:00	ES	Futures	4470.38	4470.38	4466.78	4468.44	2654.0
2023-03-29 02:05:00	ES	Futures	4468.16	4468.16	4467.05	4468.16	1193.0
2023-03-29 02:10:00	ES	Futures	4468.16	4468.44	4467.05	4467.05	974.0
2023-03-29 02:15:00	ES	Futures	4467.33	4467.89	4466.78	4466.78	730.0
2023-03-29 02:20:00	ES	Futures	4466.78	4466.78	4464.28	4465.39	1308.0
2023-03-29 02:25:00	ES	Futures	4465.67	4467.61	4465.39	4467.05	1024.0
2023-03-29 02:30:00	ES	Futures	4467.33	4469.27	4467.33	4468.44	1268.0
2023-03-29 02:35:00	ES	Futures	4468.44	4468.44	4466.78	4466.78	894.0
2023-03-29 02:40:00	ES	Futures	4466.78	4468.16	4466.78	4467.61	520.0
2023-03-29 02:45:00	ES	Futures	4467.61	4467.89	4466.78	4467.33	698.0
2023-03-29 02:50:00	ES	Futures	4467.33	4468.44	4467.05	4467.33	740.0
2023-03-29 02:55:00	ES	Futures	4467.61	4469.83	4467.33	4469.0	1285.0
2023-03-29 03:00:00	ES	Futures	4468.72	4474.26	4468.72	4471.21	5614.0
2023-03-29 03:05:00	ES	Futures	4471.49	4473.99	4469.83	4472.05	3213.0
2023-03-29 03:10:00	ES	Futures	4471.77	4472.88	4468.72	4469.83	2730.0
2023-03-29 03:15:00	ES	Futures	4470.1	4472.05	4469.83	4470.38	2476.0
2023-03-29 03:20:00	ES	Futures	4470.38	4472.6	4469.83	4471.49	1865.0
2023-03-29 03:25:00	ES	Futures	4471.49	4475.37	4471.21	4474.54	2605.0
2023-03-29 03:30:00	ES	Futures	4474.82	4476.48	4473.99	4474.26	3340.0
2023-03-29 03:35:00	ES	Futures	4474.26	4474.82	4472.32	4473.71	1625.0
2023-03-29 03:40:00	ES	Futures	4473.71	4474.54	4472.88	4472.88	1303.0
2023-03-29 03:45:00	ES	Futures	4473.16	4475.37	4473.16	4474.82	1156.0
2023-03-29 03:50:00	ES	Futures	4474.82	4475.37	4473.43	4474.82	1379.0
2023-03-29 03:55:00	ES	Futures	4474.82	4475.65	4473.99	4474.26	1415.0
2023-03-29 04:00:00	ES	Futures	4474.26	4475.37	4470.94	4471.49	2160.0
2023-03-29 04:05:00	ES	Futures	4471.77	4473.16	4470.66	4472.6	1648.0

> showing 50 of 20,050 rows — these rows as CSV

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