PREVIEW / futures_5min / 2023-04-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-05.parquet
  size:    344 KB
  rows:    19,924

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
2023-04-05 00:00:00	ES	Futures	4582.99	4582.99	4581.32	4582.16	726.0
2023-04-05 00:05:00	ES	Futures	4582.43	4582.43	4581.05	4582.16	496.0
2023-04-05 00:10:00	ES	Futures	4581.88	4582.16	4580.77	4581.32	361.0
2023-04-05 00:15:00	ES	Futures	4581.32	4582.16	4581.05	4581.88	351.0
2023-04-05 00:20:00	ES	Futures	4581.6	4581.6	4580.77	4580.77	275.0
2023-04-05 00:25:00	ES	Futures	4580.77	4581.88	4580.49	4580.77	372.0
2023-04-05 00:30:00	ES	Futures	4580.77	4581.05	4580.21	4580.77	384.0
2023-04-05 00:35:00	ES	Futures	4580.77	4581.32	4580.49	4580.49	183.0
2023-04-05 00:40:00	ES	Futures	4580.77	4581.6	4580.49	4581.05	137.0
2023-04-05 00:45:00	ES	Futures	4581.05	4581.32	4580.49	4580.77	164.0
2023-04-05 00:50:00	ES	Futures	4580.49	4581.05	4580.49	4580.77	212.0
2023-04-05 00:55:00	ES	Futures	4580.77	4581.88	4580.77	4581.32	415.0
2023-04-05 01:00:00	ES	Futures	4581.6	4582.16	4581.05	4581.05	390.0
2023-04-05 01:05:00	ES	Futures	4581.32	4581.32	4580.49	4581.32	323.0
2023-04-05 01:10:00	ES	Futures	4581.32	4581.6	4580.77	4581.05	165.0
2023-04-05 01:15:00	ES	Futures	4581.05	4581.05	4580.21	4580.77	282.0
2023-04-05 01:20:00	ES	Futures	4580.77	4581.32	4580.77	4581.32	116.0
2023-04-05 01:25:00	ES	Futures	4581.32	4581.6	4581.32	4581.32	152.0
2023-04-05 01:30:00	ES	Futures	4581.05	4581.32	4578.83	4578.83	798.0
2023-04-05 01:35:00	ES	Futures	4578.83	4580.77	4578.83	4580.21	523.0
2023-04-05 01:40:00	ES	Futures	4580.49	4581.05	4579.38	4579.38	374.0
2023-04-05 01:45:00	ES	Futures	4579.66	4580.49	4579.38	4579.94	406.0
2023-04-05 01:50:00	ES	Futures	4579.94	4580.77	4579.94	4580.49	328.0
2023-04-05 01:55:00	ES	Futures	4580.49	4580.77	4579.1	4579.94	1061.0
2023-04-05 02:00:00	ES	Futures	4580.21	4580.49	4576.89	4576.89	1732.0
2023-04-05 02:05:00	ES	Futures	4577.16	4578.83	4575.5	4578.83	1364.0
2023-04-05 02:10:00	ES	Futures	4578.83	4579.1	4577.16	4579.1	671.0
2023-04-05 02:15:00	ES	Futures	4579.1	4581.05	4578.27	4579.94	778.0
2023-04-05 02:20:00	ES	Futures	4579.94	4579.94	4578.55	4579.94	817.0
2023-04-05 02:25:00	ES	Futures	4580.21	4582.71	4580.21	4581.88	1031.0
2023-04-05 02:30:00	ES	Futures	4582.16	4582.71	4581.88	4582.71	611.0
2023-04-05 02:35:00	ES	Futures	4582.43	4583.54	4582.16	4582.16	582.0
2023-04-05 02:40:00	ES	Futures	4582.16	4582.43	4580.49	4581.32	504.0
2023-04-05 02:45:00	ES	Futures	4581.32	4583.54	4580.77	4583.26	495.0
2023-04-05 02:50:00	ES	Futures	4583.26	4583.54	4582.16	4582.43	464.0
2023-04-05 02:55:00	ES	Futures	4582.43	4583.26	4582.43	4582.71	389.0
2023-04-05 03:00:00	ES	Futures	4582.71	4582.99	4579.66	4582.71	3098.0
2023-04-05 03:05:00	ES	Futures	4582.43	4584.1	4581.6	4582.43	1424.0
2023-04-05 03:10:00	ES	Futures	4582.16	4583.26	4579.66	4581.32	1420.0
2023-04-05 03:15:00	ES	Futures	4581.6	4584.1	4581.6	4584.1	1044.0
2023-04-05 03:20:00	ES	Futures	4583.82	4583.82	4579.1	4579.38	1179.0
2023-04-05 03:25:00	ES	Futures	4579.38	4581.05	4576.61	4578.0	1980.0
2023-04-05 03:30:00	ES	Futures	4578.0	4580.77	4576.33	4580.77	2000.0
2023-04-05 03:35:00	ES	Futures	4580.77	4581.88	4578.0	4578.0	1611.0
2023-04-05 03:40:00	ES	Futures	4578.0	4578.83	4572.73	4572.73	2696.0
2023-04-05 03:45:00	ES	Futures	4572.73	4575.78	4571.34	4575.5	2924.0
2023-04-05 03:50:00	ES	Futures	4575.22	4576.61	4573.28	4573.56	1603.0
2023-04-05 03:55:00	ES	Futures	4573.56	4576.33	4573.56	4575.22	1167.0
2023-04-05 04:00:00	ES	Futures	4575.5	4575.5	4572.17	4572.45	1992.0
2023-04-05 04:05:00	ES	Futures	4572.45	4574.39	4571.34	4572.17	1446.0

> showing 50 of 19,924 rows — these rows as CSV

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