PREVIEW / futures_5min / 2023-04-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-03.parquet
  size:    349 KB
  rows:    20,109

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
2023-04-03 00:00:00	ES	Futures	4575.5	4576.33	4575.5	4576.05	241.0
2023-04-03 00:05:00	ES	Futures	4576.05	4577.16	4575.78	4576.33	301.0
2023-04-03 00:10:00	ES	Futures	4576.33	4578.0	4576.05	4578.0	379.0
2023-04-03 00:15:00	ES	Futures	4577.72	4578.27	4576.89	4577.16	370.0
2023-04-03 00:20:00	ES	Futures	4577.16	4577.72	4576.89	4577.44	174.0
2023-04-03 00:25:00	ES	Futures	4577.44	4577.72	4576.89	4577.16	211.0
2023-04-03 00:30:00	ES	Futures	4576.89	4577.44	4576.89	4577.44	165.0
2023-04-03 00:35:00	ES	Futures	4577.72	4578.83	4577.44	4578.83	299.0
2023-04-03 00:40:00	ES	Futures	4578.83	4579.38	4578.0	4578.55	256.0
2023-04-03 00:45:00	ES	Futures	4578.55	4578.83	4577.72	4578.55	218.0
2023-04-03 00:50:00	ES	Futures	4578.55	4579.1	4576.61	4578.83	929.0
2023-04-03 00:55:00	ES	Futures	4578.83	4579.38	4578.55	4578.83	225.0
2023-04-03 01:00:00	ES	Futures	4578.83	4579.1	4577.44	4578.0	615.0
2023-04-03 01:05:00	ES	Futures	4578.0	4578.55	4577.44	4577.72	379.0
2023-04-03 01:10:00	ES	Futures	4577.72	4577.72	4575.78	4576.61	612.0
2023-04-03 01:15:00	ES	Futures	4576.89	4578.27	4576.33	4578.27	327.0
2023-04-03 01:20:00	ES	Futures	4578.27	4578.83	4578.0	4578.55	412.0
2023-04-03 01:25:00	ES	Futures	4578.55	4578.55	4577.44	4577.72	224.0
2023-04-03 01:30:00	ES	Futures	4577.72	4578.55	4577.16	4578.27	371.0
2023-04-03 01:35:00	ES	Futures	4578.27	4578.83	4578.0	4578.55	284.0
2023-04-03 01:40:00	ES	Futures	4578.27	4578.83	4576.61	4576.61	450.0
2023-04-03 01:45:00	ES	Futures	4576.61	4576.89	4574.94	4575.78	858.0
2023-04-03 01:50:00	ES	Futures	4575.78	4576.61	4574.11	4574.94	986.0
2023-04-03 01:55:00	ES	Futures	4574.94	4576.61	4574.11	4576.33	1066.0
2023-04-03 02:00:00	ES	Futures	4576.61	4577.44	4574.11	4576.61	1659.0
2023-04-03 02:05:00	ES	Futures	4576.61	4578.55	4576.61	4577.72	946.0
2023-04-03 02:10:00	ES	Futures	4577.44	4579.94	4577.16	4578.55	1309.0
2023-04-03 02:15:00	ES	Futures	4578.27	4578.83	4576.61	4578.0	1035.0
2023-04-03 02:20:00	ES	Futures	4577.72	4578.55	4575.5	4576.33	634.0
2023-04-03 02:25:00	ES	Futures	4576.05	4576.89	4575.5	4576.05	666.0
2023-04-03 02:30:00	ES	Futures	4576.05	4579.38	4576.05	4579.1	769.0
2023-04-03 02:35:00	ES	Futures	4579.1	4579.66	4577.16	4577.72	1054.0
2023-04-03 02:40:00	ES	Futures	4577.72	4578.83	4577.44	4578.27	528.0
2023-04-03 02:45:00	ES	Futures	4578.55	4580.49	4578.27	4579.66	847.0
2023-04-03 02:50:00	ES	Futures	4579.38	4580.21	4579.1	4579.1	358.0
2023-04-03 02:55:00	ES	Futures	4579.38	4583.82	4579.38	4583.82	1446.0
2023-04-03 03:00:00	ES	Futures	4583.82	4584.37	4578.83	4581.88	5991.0
2023-04-03 03:05:00	ES	Futures	4581.6	4583.54	4579.66	4582.99	2416.0
2023-04-03 03:10:00	ES	Futures	4582.71	4585.76	4581.05	4584.1	3636.0
2023-04-03 03:15:00	ES	Futures	4584.1	4584.65	4581.6	4582.71	2668.0
2023-04-03 03:20:00	ES	Futures	4582.99	4583.26	4580.77	4583.26	1428.0
2023-04-03 03:25:00	ES	Futures	4583.26	4583.54	4581.6	4582.16	1430.0
2023-04-03 03:30:00	ES	Futures	4582.16	4585.48	4581.05	4584.37	1722.0
2023-04-03 03:35:00	ES	Futures	4584.65	4585.76	4582.16	4584.37	1617.0
2023-04-03 03:40:00	ES	Futures	4584.37	4584.93	4582.99	4583.26	941.0
2023-04-03 03:45:00	ES	Futures	4583.54	4584.65	4582.99	4584.1	1236.0
2023-04-03 03:50:00	ES	Futures	4584.37	4586.87	4584.37	4586.59	1870.0
2023-04-03 03:55:00	ES	Futures	4586.87	4589.64	4586.59	4588.53	3259.0
2023-04-03 04:00:00	ES	Futures	4588.26	4589.92	4586.04	4586.87	2659.0
2023-04-03 04:05:00	ES	Futures	4586.59	4587.7	4584.65	4584.93	1961.0

> showing 50 of 20,109 rows — these rows as CSV

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