PREVIEW / futures_5min / 2023-04-11

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-11.parquet
  size:    320 KB
  rows:    19,544

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
2023-04-11 00:00:00	ES	Futures	4593.25	4594.36	4592.97	4594.08	403.0
2023-04-11 00:05:00	ES	Futures	4594.08	4594.64	4593.53	4594.36	442.0
2023-04-11 00:10:00	ES	Futures	4594.36	4594.91	4594.36	4594.36	263.0
2023-04-11 00:15:00	ES	Futures	4594.36	4594.91	4594.08	4594.08	283.0
2023-04-11 00:20:00	ES	Futures	4594.08	4594.36	4593.53	4594.08	212.0
2023-04-11 00:25:00	ES	Futures	4593.8	4594.08	4593.25	4593.8	293.0
2023-04-11 00:30:00	ES	Futures	4593.8	4594.36	4593.25	4593.8	238.0
2023-04-11 00:35:00	ES	Futures	4593.8	4593.8	4592.97	4593.25	281.0
2023-04-11 00:40:00	ES	Futures	4593.25	4593.8	4593.25	4593.25	216.0
2023-04-11 00:45:00	ES	Futures	4593.53	4593.53	4592.14	4592.14	479.0
2023-04-11 00:50:00	ES	Futures	4592.14	4592.42	4591.31	4591.59	414.0
2023-04-11 00:55:00	ES	Futures	4591.86	4592.42	4591.03	4591.31	428.0
2023-04-11 01:00:00	ES	Futures	4591.31	4592.14	4591.03	4591.59	465.0
2023-04-11 01:05:00	ES	Futures	4591.59	4592.14	4591.31	4591.59	568.0
2023-04-11 01:10:00	ES	Futures	4591.59	4592.97	4591.59	4592.69	359.0
2023-04-11 01:15:00	ES	Futures	4592.97	4592.97	4592.14	4592.42	271.0
2023-04-11 01:20:00	ES	Futures	4592.42	4592.97	4591.86	4592.69	350.0
2023-04-11 01:25:00	ES	Futures	4592.97	4592.97	4592.14	4592.42	303.0
2023-04-11 01:30:00	ES	Futures	4592.42	4593.25	4592.42	4592.69	247.0
2023-04-11 01:35:00	ES	Futures	4592.69	4593.25	4592.42	4592.97	278.0
2023-04-11 01:40:00	ES	Futures	4593.25	4594.08	4592.69	4594.08	492.0
2023-04-11 01:45:00	ES	Futures	4594.08	4594.64	4593.8	4594.64	403.0
2023-04-11 01:50:00	ES	Futures	4594.91	4595.19	4593.8	4594.08	615.0
2023-04-11 01:55:00	ES	Futures	4594.08	4594.91	4593.53	4594.36	644.0
2023-04-11 02:00:00	ES	Futures	4594.36	4594.91	4593.53	4594.64	1165.0
2023-04-11 02:05:00	ES	Futures	4594.64	4596.02	4594.64	4595.47	1254.0
2023-04-11 02:10:00	ES	Futures	4595.75	4596.3	4595.19	4596.02	599.0
2023-04-11 02:15:00	ES	Futures	4596.02	4597.13	4595.75	4596.02	837.0
2023-04-11 02:20:00	ES	Futures	4596.02	4596.3	4594.91	4595.19	527.0
2023-04-11 02:25:00	ES	Futures	4595.19	4596.02	4594.64	4595.19	660.0
2023-04-11 02:30:00	ES	Futures	4595.47	4596.02	4595.19	4595.19	541.0
2023-04-11 02:35:00	ES	Futures	4595.19	4595.47	4594.08	4594.91	509.0
2023-04-11 02:40:00	ES	Futures	4594.91	4595.75	4594.36	4595.19	457.0
2023-04-11 02:45:00	ES	Futures	4595.19	4595.19	4593.25	4593.53	624.0
2023-04-11 02:50:00	ES	Futures	4593.8	4594.36	4593.25	4593.8	384.0
2023-04-11 02:55:00	ES	Futures	4593.8	4594.36	4592.97	4593.25	592.0
2023-04-11 03:00:00	ES	Futures	4592.97	4595.47	4592.42	4594.64	2770.0
2023-04-11 03:05:00	ES	Futures	4594.64	4594.64	4591.86	4593.25	2561.0
2023-04-11 03:10:00	ES	Futures	4593.25	4594.36	4591.59	4591.59	1427.0
2023-04-11 03:15:00	ES	Futures	4591.86	4593.25	4590.48	4591.03	1693.0
2023-04-11 03:20:00	ES	Futures	4591.03	4592.69	4590.75	4592.42	1476.0
2023-04-11 03:25:00	ES	Futures	4592.69	4594.36	4592.14	4593.53	1528.0
2023-04-11 03:30:00	ES	Futures	4593.53	4594.64	4593.25	4594.08	1554.0
2023-04-11 03:35:00	ES	Futures	4593.8	4593.8	4591.31	4591.59	1096.0
2023-04-11 03:40:00	ES	Futures	4591.86	4592.14	4590.48	4591.31	1057.0
2023-04-11 03:45:00	ES	Futures	4591.59	4592.69	4591.31	4592.14	887.0
2023-04-11 03:50:00	ES	Futures	4592.14	4592.69	4591.59	4591.59	691.0
2023-04-11 03:55:00	ES	Futures	4591.59	4592.42	4590.75	4591.86	934.0
2023-04-11 04:00:00	ES	Futures	4591.86	4594.08	4591.59	4593.53	914.0
2023-04-11 04:05:00	ES	Futures	4593.8	4594.08	4592.14	4592.69	923.0

> showing 50 of 19,544 rows — these rows as CSV

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