PREVIEW / futures_5min / 2023-03-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-30.parquet
  size:    351 KB
  rows:    20,085

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
2023-03-30 00:00:00	ES	Futures	4499.5	4499.78	4498.95	4499.23	348.0
2023-03-30 00:05:00	ES	Futures	4498.95	4500.34	4498.95	4500.34	377.0
2023-03-30 00:10:00	ES	Futures	4500.34	4500.61	4499.78	4500.61	299.0
2023-03-30 00:15:00	ES	Futures	4500.61	4501.45	4500.61	4500.61	355.0
2023-03-30 00:20:00	ES	Futures	4500.61	4502.55	4500.34	4502.55	481.0
2023-03-30 00:25:00	ES	Futures	4502.28	4502.55	4501.45	4502.0	545.0
2023-03-30 00:30:00	ES	Futures	4502.0	4502.0	4501.17	4501.72	271.0
2023-03-30 00:35:00	ES	Futures	4501.72	4501.72	4500.89	4501.17	313.0
2023-03-30 00:40:00	ES	Futures	4501.17	4502.55	4501.17	4502.55	333.0
2023-03-30 00:45:00	ES	Futures	4502.28	4502.83	4501.45	4502.0	411.0
2023-03-30 00:50:00	ES	Futures	4502.0	4503.11	4501.72	4502.55	495.0
2023-03-30 00:55:00	ES	Futures	4502.55	4502.83	4501.72	4502.0	266.0
2023-03-30 01:00:00	ES	Futures	4502.0	4502.55	4501.17	4501.45	617.0
2023-03-30 01:05:00	ES	Futures	4501.45	4503.39	4501.17	4503.39	472.0
2023-03-30 01:10:00	ES	Futures	4503.39	4504.5	4503.11	4503.39	740.0
2023-03-30 01:15:00	ES	Futures	4503.39	4504.22	4503.11	4503.94	422.0
2023-03-30 01:20:00	ES	Futures	4503.94	4504.22	4503.11	4503.11	588.0
2023-03-30 01:25:00	ES	Futures	4503.11	4503.66	4502.55	4503.66	477.0
2023-03-30 01:30:00	ES	Futures	4503.66	4509.21	4503.66	4508.93	3013.0
2023-03-30 01:35:00	ES	Futures	4508.93	4508.93	4503.11	4505.33	1851.0
2023-03-30 01:40:00	ES	Futures	4505.05	4506.72	4504.77	4506.16	905.0
2023-03-30 01:45:00	ES	Futures	4506.16	4508.38	4505.61	4506.44	1066.0
2023-03-30 01:50:00	ES	Futures	4506.16	4509.21	4505.61	4508.93	987.0
2023-03-30 01:55:00	ES	Futures	4509.21	4511.43	4508.66	4511.43	2536.0
2023-03-30 02:00:00	ES	Futures	4511.43	4511.71	4508.1	4510.04	2924.0
2023-03-30 02:05:00	ES	Futures	4510.04	4512.54	4510.04	4511.98	1804.0
2023-03-30 02:10:00	ES	Futures	4511.71	4512.26	4510.32	4511.98	790.0
2023-03-30 02:15:00	ES	Futures	4511.98	4513.09	4510.04	4510.6	1582.0
2023-03-30 02:20:00	ES	Futures	4510.6	4511.15	4509.49	4509.77	782.0
2023-03-30 02:25:00	ES	Futures	4509.77	4511.15	4508.93	4510.88	1043.0
2023-03-30 02:30:00	ES	Futures	4510.88	4511.43	4507.82	4508.66	1703.0
2023-03-30 02:35:00	ES	Futures	4508.38	4509.21	4507.27	4508.38	1060.0
2023-03-30 02:40:00	ES	Futures	4508.38	4509.49	4508.1	4508.66	605.0
2023-03-30 02:45:00	ES	Futures	4508.66	4511.43	4508.66	4510.88	900.0
2023-03-30 02:50:00	ES	Futures	4510.6	4511.15	4510.04	4510.32	533.0
2023-03-30 02:55:00	ES	Futures	4510.32	4512.26	4510.32	4511.15	727.0
2023-03-30 03:00:00	ES	Futures	4511.15	4512.54	4508.93	4510.6	4051.0
2023-03-30 03:05:00	ES	Futures	4510.6	4510.88	4506.99	4507.27	1873.0
2023-03-30 03:10:00	ES	Futures	4507.55	4513.65	4507.27	4512.54	2174.0
2023-03-30 03:15:00	ES	Futures	4512.82	4513.93	4512.26	4513.37	1721.0
2023-03-30 03:20:00	ES	Futures	4513.65	4514.2	4512.54	4512.82	1591.0
2023-03-30 03:25:00	ES	Futures	4513.09	4516.42	4512.54	4515.31	3059.0
2023-03-30 03:30:00	ES	Futures	4515.59	4518.36	4515.31	4516.42	3136.0
2023-03-30 03:35:00	ES	Futures	4516.7	4518.64	4515.59	4518.64	2241.0
2023-03-30 03:40:00	ES	Futures	4518.36	4520.31	4517.81	4519.2	3349.0
2023-03-30 03:45:00	ES	Futures	4519.2	4519.47	4516.15	4516.42	2145.0
2023-03-30 03:50:00	ES	Futures	4516.42	4517.53	4515.59	4516.7	1458.0
2023-03-30 03:55:00	ES	Futures	4516.7	4517.53	4515.31	4516.15	1360.0
2023-03-30 04:00:00	ES	Futures	4516.15	4516.7	4514.48	4515.87	1793.0
2023-03-30 04:05:00	ES	Futures	4516.15	4518.09	4515.31	4517.53	1394.0

> showing 50 of 20,085 rows — these rows as CSV

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