PREVIEW / futures_5min / 2023-04-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-04.parquet
  size:    355 KB
  rows:    20,058

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
2023-04-04 00:00:00	ES	Futures	4606.56	4606.84	4605.45	4605.73	711.0
2023-04-04 00:05:00	ES	Futures	4605.73	4605.73	4605.18	4605.45	138.0
2023-04-04 00:10:00	ES	Futures	4605.73	4605.73	4604.9	4604.9	142.0
2023-04-04 00:15:00	ES	Futures	4605.18	4605.18	4604.62	4604.9	277.0
2023-04-04 00:20:00	ES	Futures	4605.18	4605.45	4604.9	4605.18	157.0
2023-04-04 00:25:00	ES	Futures	4605.45	4606.01	4605.18	4605.73	284.0
2023-04-04 00:30:00	ES	Futures	4606.01	4606.29	4605.45	4605.45	553.0
2023-04-04 00:35:00	ES	Futures	4605.73	4606.01	4605.18	4605.73	235.0
2023-04-04 00:40:00	ES	Futures	4605.73	4608.78	4605.73	4608.5	834.0
2023-04-04 00:45:00	ES	Futures	4608.78	4609.61	4607.67	4608.5	833.0
2023-04-04 00:50:00	ES	Futures	4608.5	4608.78	4606.84	4606.84	350.0
2023-04-04 00:55:00	ES	Futures	4607.12	4607.39	4606.56	4606.56	290.0
2023-04-04 01:00:00	ES	Futures	4606.84	4606.84	4606.01	4606.56	291.0
2023-04-04 01:05:00	ES	Futures	4606.56	4606.84	4605.18	4605.73	450.0
2023-04-04 01:10:00	ES	Futures	4606.01	4606.01	4604.9	4605.73	294.0
2023-04-04 01:15:00	ES	Futures	4606.01	4606.01	4604.9	4604.9	187.0
2023-04-04 01:20:00	ES	Futures	4605.18	4606.01	4605.18	4606.01	170.0
2023-04-04 01:25:00	ES	Futures	4606.29	4607.39	4606.01	4607.12	287.0
2023-04-04 01:30:00	ES	Futures	4607.12	4607.39	4604.9	4605.18	357.0
2023-04-04 01:35:00	ES	Futures	4605.45	4605.45	4604.62	4604.9	191.0
2023-04-04 01:40:00	ES	Futures	4604.9	4605.18	4603.79	4603.79	294.0
2023-04-04 01:45:00	ES	Futures	4603.79	4604.07	4603.51	4603.51	338.0
2023-04-04 01:50:00	ES	Futures	4603.79	4605.73	4603.79	4605.18	377.0
2023-04-04 01:55:00	ES	Futures	4605.18	4606.01	4604.9	4605.45	490.0
2023-04-04 02:00:00	ES	Futures	4605.45	4605.45	4602.4	4602.96	1098.0
2023-04-04 02:05:00	ES	Futures	4602.96	4603.79	4602.68	4602.68	535.0
2023-04-04 02:10:00	ES	Futures	4602.96	4604.34	4602.68	4604.07	325.0
2023-04-04 02:15:00	ES	Futures	4604.07	4606.01	4603.79	4606.01	403.0
2023-04-04 02:20:00	ES	Futures	4606.29	4608.23	4606.01	4608.23	885.0
2023-04-04 02:25:00	ES	Futures	4608.23	4608.5	4607.12	4607.67	396.0
2023-04-04 02:30:00	ES	Futures	4607.67	4607.67	4606.56	4607.12	543.0
2023-04-04 02:35:00	ES	Futures	4607.12	4608.23	4607.12	4607.39	469.0
2023-04-04 02:40:00	ES	Futures	4607.39	4609.06	4607.39	4608.78	473.0
2023-04-04 02:45:00	ES	Futures	4609.06	4609.06	4607.67	4607.67	378.0
2023-04-04 02:50:00	ES	Futures	4607.67	4609.34	4607.67	4609.34	392.0
2023-04-04 02:55:00	ES	Futures	4609.06	4609.34	4607.95	4608.78	487.0
2023-04-04 03:00:00	ES	Futures	4609.06	4610.72	4608.23	4609.06	2908.0
2023-04-04 03:05:00	ES	Futures	4608.78	4610.17	4607.67	4608.23	1536.0
2023-04-04 03:10:00	ES	Futures	4607.95	4608.23	4605.73	4607.39	1581.0
2023-04-04 03:15:00	ES	Futures	4607.67	4607.67	4605.18	4605.45	1157.0
2023-04-04 03:20:00	ES	Futures	4605.45	4606.29	4604.34	4606.01	1104.0
2023-04-04 03:25:00	ES	Futures	4605.73	4605.73	4604.07	4604.07	1239.0
2023-04-04 03:30:00	ES	Futures	4604.34	4605.73	4603.79	4604.34	1374.0
2023-04-04 03:35:00	ES	Futures	4604.34	4605.45	4603.79	4604.34	928.0
2023-04-04 03:40:00	ES	Futures	4604.34	4604.62	4602.4	4604.34	1147.0
2023-04-04 03:45:00	ES	Futures	4604.62	4605.18	4603.51	4604.34	689.0
2023-04-04 03:50:00	ES	Futures	4604.34	4605.73	4604.07	4604.9	1197.0
2023-04-04 03:55:00	ES	Futures	4604.9	4606.01	4604.07	4604.34	1387.0
2023-04-04 04:00:00	ES	Futures	4604.62	4605.45	4604.34	4605.18	1588.0
2023-04-04 04:05:00	ES	Futures	4604.9	4606.84	4604.9	4606.84	1059.0

> showing 50 of 20,058 rows — these rows as CSV

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