PREVIEW / futures_5min / 2023-04-09

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-09.parquet
  size:    66 KB
  rows:    3,330

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
2023-04-09 18:00:00	ES	Futures	4591.86	4591.86	4589.64	4590.48	1363.0
2023-04-09 18:05:00	ES	Futures	4590.75	4592.42	4589.64	4592.42	986.0
2023-04-09 18:10:00	ES	Futures	4592.69	4594.36	4591.03	4594.08	902.0
2023-04-09 18:15:00	ES	Futures	4594.08	4596.3	4593.8	4594.36	1496.0
2023-04-09 18:20:00	ES	Futures	4594.08	4594.64	4592.14	4594.08	717.0
2023-04-09 18:25:00	ES	Futures	4594.36	4594.91	4593.53	4594.36	399.0
2023-04-09 18:30:00	ES	Futures	4594.36	4595.19	4593.53	4594.64	688.0
2023-04-09 18:35:00	ES	Futures	4594.64	4595.19	4594.36	4595.19	297.0
2023-04-09 18:40:00	ES	Futures	4595.19	4595.47	4593.8	4594.36	587.0
2023-04-09 18:45:00	ES	Futures	4594.64	4595.19	4593.8	4594.08	361.0
2023-04-09 18:50:00	ES	Futures	4594.08	4594.36	4592.97	4593.53	278.0
2023-04-09 18:55:00	ES	Futures	4593.25	4593.8	4592.69	4593.53	242.0
2023-04-09 19:00:00	ES	Futures	4593.53	4593.53	4590.75	4590.75	1017.0
2023-04-09 19:05:00	ES	Futures	4590.75	4591.03	4587.98	4589.09	1359.0
2023-04-09 19:10:00	ES	Futures	4589.09	4589.37	4586.87	4587.98	910.0
2023-04-09 19:15:00	ES	Futures	4587.7	4588.26	4586.87	4587.15	444.0
2023-04-09 19:20:00	ES	Futures	4587.15	4588.81	4587.15	4588.53	568.0
2023-04-09 19:25:00	ES	Futures	4588.26	4588.53	4587.43	4587.98	295.0
2023-04-09 19:30:00	ES	Futures	4587.98	4588.26	4586.87	4587.15	455.0
2023-04-09 19:35:00	ES	Futures	4587.43	4588.81	4586.32	4588.26	643.0
2023-04-09 19:40:00	ES	Futures	4587.98	4588.81	4587.15	4587.7	390.0
2023-04-09 19:45:00	ES	Futures	4587.98	4588.81	4587.43	4588.53	436.0
2023-04-09 19:50:00	ES	Futures	4588.53	4589.09	4588.26	4588.26	316.0
2023-04-09 19:55:00	ES	Futures	4588.26	4588.26	4587.43	4587.43	434.0
2023-04-09 20:00:00	ES	Futures	4587.7	4588.53	4586.59	4588.53	1052.0
2023-04-09 20:05:00	ES	Futures	4588.53	4590.2	4588.53	4589.64	1369.0
2023-04-09 20:10:00	ES	Futures	4589.64	4590.48	4588.81	4589.64	941.0
2023-04-09 20:15:00	ES	Futures	4589.92	4589.92	4587.15	4587.43	1077.0
2023-04-09 20:20:00	ES	Futures	4587.7	4587.7	4584.93	4585.48	1383.0
2023-04-09 20:25:00	ES	Futures	4585.76	4586.04	4583.82	4584.93	1205.0
2023-04-09 20:30:00	ES	Futures	4584.93	4585.21	4583.54	4584.1	1056.0
2023-04-09 20:35:00	ES	Futures	4584.1	4584.65	4583.26	4584.1	803.0
2023-04-09 20:40:00	ES	Futures	4584.1	4585.21	4584.1	4585.21	351.0
2023-04-09 20:45:00	ES	Futures	4585.21	4585.48	4584.1	4585.21	396.0
2023-04-09 20:50:00	ES	Futures	4585.21	4585.48	4584.1	4584.65	345.0
2023-04-09 20:55:00	ES	Futures	4584.65	4584.93	4584.1	4584.37	326.0
2023-04-09 21:00:00	ES	Futures	4584.1	4584.93	4584.1	4584.65	221.0
2023-04-09 21:05:00	ES	Futures	4584.93	4585.48	4584.93	4584.93	455.0
2023-04-09 21:10:00	ES	Futures	4584.93	4585.76	4584.1	4584.93	401.0
2023-04-09 21:15:00	ES	Futures	4584.93	4585.76	4584.65	4584.93	183.0
2023-04-09 21:20:00	ES	Futures	4585.21	4585.21	4583.82	4584.1	500.0
2023-04-09 21:25:00	ES	Futures	4584.1	4584.37	4583.26	4584.37	366.0
2023-04-09 21:30:00	ES	Futures	4584.37	4584.93	4584.1	4584.37	542.0
2023-04-09 21:35:00	ES	Futures	4584.37	4584.93	4584.1	4584.37	235.0
2023-04-09 21:40:00	ES	Futures	4584.65	4585.21	4584.37	4585.21	222.0
2023-04-09 21:45:00	ES	Futures	4585.21	4585.48	4584.65	4585.48	289.0
2023-04-09 21:50:00	ES	Futures	4585.48	4586.32	4585.21	4586.04	406.0
2023-04-09 21:55:00	ES	Futures	4585.76	4586.04	4585.21	4585.76	173.0
2023-04-09 22:00:00	ES	Futures	4585.76	4585.76	4584.65	4585.21	358.0
2023-04-09 22:05:00	ES	Futures	4585.21	4585.76	4584.65	4585.48	293.0

> showing 50 of 3,330 rows — these rows as CSV

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