PREVIEW / futures_5min / 2023-04-07

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-07.parquet
  size:    68 KB
  rows:    3,658

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
2023-04-07 00:00:00	ES	Futures	4580.21	4580.49	4579.94	4580.49	95.0
2023-04-07 00:05:00	ES	Futures	4580.21	4580.49	4579.94	4580.21	47.0
2023-04-07 00:10:00	ES	Futures	4580.21	4580.21	4579.38	4580.21	206.0
2023-04-07 00:15:00	ES	Futures	4580.21	4580.77	4579.94	4580.77	204.0
2023-04-07 00:20:00	ES	Futures	4580.77	4580.77	4580.21	4580.49	73.0
2023-04-07 00:25:00	ES	Futures	4580.49	4581.05	4580.49	4580.77	88.0
2023-04-07 00:30:00	ES	Futures	4580.49	4581.05	4580.49	4580.77	79.0
2023-04-07 00:35:00	ES	Futures	4580.77	4580.77	4580.21	4580.77	81.0
2023-04-07 00:40:00	ES	Futures	4580.77	4580.77	4580.49	4580.77	28.0
2023-04-07 00:45:00	ES	Futures	4580.77	4581.05	4580.49	4580.77	75.0
2023-04-07 00:50:00	ES	Futures	4580.77	4580.77	4580.49	4580.77	106.0
2023-04-07 00:55:00	ES	Futures	4580.77	4580.77	4580.49	4580.49	80.0
2023-04-07 01:00:00	ES	Futures	4580.49	4580.77	4579.66	4579.94	115.0
2023-04-07 01:05:00	ES	Futures	4579.94	4580.21	4579.38	4579.38	99.0
2023-04-07 01:10:00	ES	Futures	4579.66	4579.94	4579.38	4579.94	108.0
2023-04-07 01:15:00	ES	Futures	4579.94	4580.21	4579.66	4579.94	66.0
2023-04-07 01:20:00	ES	Futures	4580.21	4580.21	4579.66	4579.66	172.0
2023-04-07 01:25:00	ES	Futures	4579.66	4580.21	4579.66	4579.94	64.0
2023-04-07 01:30:00	ES	Futures	4579.94	4580.21	4579.94	4580.21	58.0
2023-04-07 01:35:00	ES	Futures	4580.21	4580.77	4579.94	4580.49	168.0
2023-04-07 01:40:00	ES	Futures	4580.49	4581.32	4580.49	4581.05	219.0
2023-04-07 01:45:00	ES	Futures	4580.77	4580.77	4580.21	4580.77	169.0
2023-04-07 01:50:00	ES	Futures	4580.77	4580.77	4579.94	4580.49	168.0
2023-04-07 01:55:00	ES	Futures	4580.49	4581.05	4580.49	4580.77	338.0
2023-04-07 02:00:00	ES	Futures	4580.77	4580.77	4579.1	4579.66	291.0
2023-04-07 02:05:00	ES	Futures	4579.38	4579.66	4579.1	4579.38	136.0
2023-04-07 02:10:00	ES	Futures	4579.1	4580.21	4579.1	4579.94	175.0
2023-04-07 02:15:00	ES	Futures	4579.94	4580.21	4579.94	4579.94	83.0
2023-04-07 02:20:00	ES	Futures	4579.94	4580.21	4579.66	4579.94	68.0
2023-04-07 02:25:00	ES	Futures	4580.21	4580.77	4580.21	4580.49	101.0
2023-04-07 02:30:00	ES	Futures	4580.77	4581.32	4580.49	4580.49	110.0
2023-04-07 02:35:00	ES	Futures	4580.49	4581.05	4580.49	4580.77	93.0
2023-04-07 02:40:00	ES	Futures	4580.77	4581.05	4580.49	4581.05	62.0
2023-04-07 02:45:00	ES	Futures	4581.05	4581.05	4579.94	4579.94	156.0
2023-04-07 02:50:00	ES	Futures	4580.21	4580.49	4579.94	4580.21	45.0
2023-04-07 02:55:00	ES	Futures	4579.94	4579.94	4579.38	4579.66	69.0
2023-04-07 03:00:00	ES	Futures	4579.66	4579.94	4577.72	4578.55	397.0
2023-04-07 03:05:00	ES	Futures	4578.55	4578.55	4578.0	4578.55	130.0
2023-04-07 03:10:00	ES	Futures	4578.27	4579.1	4578.27	4578.55	147.0
2023-04-07 03:15:00	ES	Futures	4578.27	4578.83	4577.72	4578.0	130.0
2023-04-07 03:20:00	ES	Futures	4578.27	4578.55	4578.0	4578.27	68.0
2023-04-07 03:25:00	ES	Futures	4578.27	4578.55	4575.78	4576.05	608.0
2023-04-07 03:30:00	ES	Futures	4576.33	4577.44	4576.05	4576.89	242.0
2023-04-07 03:35:00	ES	Futures	4577.16	4578.0	4576.89	4577.72	126.0
2023-04-07 03:40:00	ES	Futures	4577.72	4577.72	4577.16	4577.16	95.0
2023-04-07 03:45:00	ES	Futures	4577.16	4577.44	4576.61	4576.89	126.0
2023-04-07 03:50:00	ES	Futures	4576.89	4577.16	4576.33	4576.89	268.0
2023-04-07 03:55:00	ES	Futures	4576.89	4577.44	4576.89	4577.16	121.0
2023-04-07 04:00:00	ES	Futures	4576.89	4578.0	4576.89	4577.44	107.0
2023-04-07 04:05:00	ES	Futures	4577.72	4577.72	4577.16	4577.72	64.0

> showing 50 of 3,658 rows — these rows as CSV

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