PREVIEW / futures_5min / 2023-03-31

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-03-31.parquet
  size:    306 KB
  rows:    16,305

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
2023-03-31 00:00:00	ES	Futures	4539.44	4540.0	4538.89	4539.72	391.0
2023-03-31 00:05:00	ES	Futures	4540.0	4540.27	4539.44	4539.72	181.0
2023-03-31 00:10:00	ES	Futures	4539.72	4540.83	4539.72	4540.55	441.0
2023-03-31 00:15:00	ES	Futures	4540.55	4540.83	4540.27	4540.83	301.0
2023-03-31 00:20:00	ES	Futures	4540.55	4540.83	4540.0	4540.55	360.0
2023-03-31 00:25:00	ES	Futures	4540.55	4541.11	4540.0	4540.83	427.0
2023-03-31 00:30:00	ES	Futures	4540.83	4541.38	4540.55	4541.11	464.0
2023-03-31 00:35:00	ES	Futures	4541.38	4541.66	4540.0	4540.27	339.0
2023-03-31 00:40:00	ES	Futures	4540.0	4540.0	4539.17	4539.17	422.0
2023-03-31 00:45:00	ES	Futures	4539.44	4539.72	4538.89	4539.44	197.0
2023-03-31 00:50:00	ES	Futures	4539.72	4540.0	4539.44	4539.44	278.0
2023-03-31 00:55:00	ES	Futures	4539.44	4539.72	4538.89	4539.44	189.0
2023-03-31 01:00:00	ES	Futures	4539.44	4539.44	4537.22	4537.78	816.0
2023-03-31 01:05:00	ES	Futures	4537.78	4537.78	4535.84	4536.39	886.0
2023-03-31 01:10:00	ES	Futures	4536.39	4537.22	4535.28	4536.67	727.0
2023-03-31 01:15:00	ES	Futures	4536.39	4537.22	4535.56	4535.56	521.0
2023-03-31 01:20:00	ES	Futures	4535.84	4535.84	4534.45	4535.01	429.0
2023-03-31 01:25:00	ES	Futures	4534.73	4534.73	4533.06	4533.34	805.0
2023-03-31 01:30:00	ES	Futures	4533.62	4534.73	4533.34	4533.9	503.0
2023-03-31 01:35:00	ES	Futures	4534.17	4534.17	4533.06	4533.06	431.0
2023-03-31 01:40:00	ES	Futures	4533.34	4534.73	4533.06	4534.17	349.0
2023-03-31 01:45:00	ES	Futures	4533.9	4534.17	4532.79	4532.79	560.0
2023-03-31 01:50:00	ES	Futures	4532.79	4533.9	4531.68	4532.79	1061.0
2023-03-31 01:55:00	ES	Futures	4532.79	4533.9	4532.51	4533.34	904.0
2023-03-31 02:00:00	ES	Futures	4533.34	4535.28	4532.23	4533.34	1750.0
2023-03-31 02:05:00	ES	Futures	4533.34	4533.34	4530.57	4531.4	1240.0
2023-03-31 02:10:00	ES	Futures	4531.12	4534.17	4531.12	4532.79	937.0
2023-03-31 02:15:00	ES	Futures	4532.51	4532.79	4531.68	4532.23	546.0
2023-03-31 02:20:00	ES	Futures	4532.23	4532.23	4531.12	4531.68	351.0
2023-03-31 02:25:00	ES	Futures	4531.68	4532.23	4529.46	4529.46	758.0
2023-03-31 02:30:00	ES	Futures	4529.74	4531.95	4529.18	4531.68	1064.0
2023-03-31 02:35:00	ES	Futures	4531.95	4532.23	4530.57	4532.23	462.0
2023-03-31 02:40:00	ES	Futures	4532.23	4532.51	4531.12	4531.4	285.0
2023-03-31 02:45:00	ES	Futures	4531.4	4531.68	4530.29	4530.57	737.0
2023-03-31 02:50:00	ES	Futures	4530.29	4530.84	4529.46	4529.74	526.0
2023-03-31 02:55:00	ES	Futures	4530.01	4532.51	4529.74	4532.23	841.0
2023-03-31 03:00:00	ES	Futures	4531.95	4535.56	4530.84	4532.79	2538.0
2023-03-31 03:05:00	ES	Futures	4532.51	4533.34	4530.57	4531.68	1735.0
2023-03-31 03:10:00	ES	Futures	4531.95	4533.9	4531.12	4532.51	1270.0
2023-03-31 03:15:00	ES	Futures	4532.51	4532.79	4528.9	4529.74	1369.0
2023-03-31 03:20:00	ES	Futures	4529.46	4530.29	4528.07	4529.46	1559.0
2023-03-31 03:25:00	ES	Futures	4529.46	4531.12	4528.63	4529.74	1264.0
2023-03-31 03:30:00	ES	Futures	4529.74	4530.84	4528.35	4530.01	1233.0
2023-03-31 03:35:00	ES	Futures	4530.01	4531.12	4528.07	4528.07	1335.0
2023-03-31 03:40:00	ES	Futures	4527.79	4529.18	4526.96	4528.63	1404.0
2023-03-31 03:45:00	ES	Futures	4528.63	4528.9	4525.85	4527.24	1351.0
2023-03-31 03:50:00	ES	Futures	4527.24	4527.52	4525.85	4526.13	901.0
2023-03-31 03:55:00	ES	Futures	4525.85	4529.74	4525.58	4529.18	1316.0
2023-03-31 04:00:00	ES	Futures	4528.9	4529.18	4525.85	4527.79	1589.0
2023-03-31 04:05:00	ES	Futures	4527.79	4528.63	4526.96	4527.52	929.0

> showing 50 of 16,305 rows — these rows as CSV

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