PREVIEW / futures_5min / 2023-04-06

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-06.parquet
  size:    307 KB
  rows:    17,990

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
2023-04-06 00:00:00	ES	Futures	4556.08	4556.92	4555.53	4556.64	574.0
2023-04-06 00:05:00	ES	Futures	4556.64	4557.19	4556.08	4556.36	368.0
2023-04-06 00:10:00	ES	Futures	4556.64	4556.92	4555.53	4556.08	304.0
2023-04-06 00:15:00	ES	Futures	4556.08	4556.64	4556.08	4556.08	166.0
2023-04-06 00:20:00	ES	Futures	4556.08	4556.64	4555.81	4556.36	229.0
2023-04-06 00:25:00	ES	Futures	4556.36	4557.19	4556.08	4556.64	216.0
2023-04-06 00:30:00	ES	Futures	4556.64	4556.92	4556.08	4556.64	254.0
2023-04-06 00:35:00	ES	Futures	4556.36	4557.19	4556.36	4556.64	173.0
2023-04-06 00:40:00	ES	Futures	4556.92	4557.75	4556.64	4557.19	424.0
2023-04-06 00:45:00	ES	Futures	4557.19	4557.75	4557.19	4557.47	176.0
2023-04-06 00:50:00	ES	Futures	4557.47	4557.47	4556.64	4556.92	226.0
2023-04-06 00:55:00	ES	Futures	4556.92	4556.92	4555.81	4556.08	242.0
2023-04-06 01:00:00	ES	Futures	4556.08	4556.36	4554.42	4554.97	814.0
2023-04-06 01:05:00	ES	Futures	4554.97	4555.53	4554.7	4555.25	642.0
2023-04-06 01:10:00	ES	Futures	4555.25	4556.08	4555.25	4556.08	359.0
2023-04-06 01:15:00	ES	Futures	4556.08	4556.08	4555.25	4555.53	269.0
2023-04-06 01:20:00	ES	Futures	4555.81	4555.81	4554.7	4554.7	309.0
2023-04-06 01:25:00	ES	Futures	4554.97	4555.53	4554.7	4554.7	272.0
2023-04-06 01:30:00	ES	Futures	4554.97	4555.25	4554.7	4554.97	323.0
2023-04-06 01:35:00	ES	Futures	4554.97	4555.53	4554.97	4555.25	503.0
2023-04-06 01:40:00	ES	Futures	4555.53	4555.53	4554.7	4554.97	326.0
2023-04-06 01:45:00	ES	Futures	4554.97	4555.53	4554.7	4555.53	260.0
2023-04-06 01:50:00	ES	Futures	4555.53	4557.47	4555.25	4556.92	1259.0
2023-04-06 01:55:00	ES	Futures	4556.92	4558.03	4555.81	4557.47	972.0
2023-04-06 02:00:00	ES	Futures	4557.47	4559.41	4556.64	4559.41	1330.0
2023-04-06 02:05:00	ES	Futures	4559.14	4560.8	4558.86	4559.97	1548.0
2023-04-06 02:10:00	ES	Futures	4559.97	4560.24	4558.58	4558.86	686.0
2023-04-06 02:15:00	ES	Futures	4558.86	4561.35	4558.86	4560.8	826.0
2023-04-06 02:20:00	ES	Futures	4560.8	4561.08	4559.41	4559.69	610.0
2023-04-06 02:25:00	ES	Futures	4559.69	4560.8	4559.41	4560.52	419.0
2023-04-06 02:30:00	ES	Futures	4560.52	4562.19	4559.97	4561.91	1292.0
2023-04-06 02:35:00	ES	Futures	4561.91	4562.74	4561.35	4561.63	788.0
2023-04-06 02:40:00	ES	Futures	4561.63	4561.63	4560.8	4561.35	456.0
2023-04-06 02:45:00	ES	Futures	4561.35	4562.46	4560.8	4561.63	620.0
2023-04-06 02:50:00	ES	Futures	4561.91	4563.57	4561.91	4563.3	689.0
2023-04-06 02:55:00	ES	Futures	4563.3	4564.96	4563.02	4563.02	857.0
2023-04-06 03:00:00	ES	Futures	4563.3	4564.13	4561.35	4563.02	1919.0
2023-04-06 03:05:00	ES	Futures	4563.02	4564.4	4562.19	4563.3	1481.0
2023-04-06 03:10:00	ES	Futures	4563.02	4565.24	4562.46	4564.68	1966.0
2023-04-06 03:15:00	ES	Futures	4564.68	4568.57	4564.68	4568.29	2412.0
2023-04-06 03:20:00	ES	Futures	4568.29	4568.84	4566.62	4567.73	1174.0
2023-04-06 03:25:00	ES	Futures	4567.73	4568.57	4566.9	4568.29	1015.0
2023-04-06 03:30:00	ES	Futures	4568.57	4569.4	4567.18	4568.29	1344.0
2023-04-06 03:35:00	ES	Futures	4568.29	4568.84	4567.18	4567.73	818.0
2023-04-06 03:40:00	ES	Futures	4568.01	4568.29	4566.35	4566.35	1400.0
2023-04-06 03:45:00	ES	Futures	4566.62	4568.01	4566.07	4566.35	817.0
2023-04-06 03:50:00	ES	Futures	4566.35	4568.29	4565.79	4567.73	902.0
2023-04-06 03:55:00	ES	Futures	4567.73	4568.29	4566.62	4566.9	579.0
2023-04-06 04:00:00	ES	Futures	4566.9	4568.29	4566.07	4568.01	931.0
2023-04-06 04:05:00	ES	Futures	4567.73	4568.57	4566.35	4567.46	1700.0

> showing 50 of 17,990 rows — these rows as CSV

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