PREVIEW / futures_5min / 2023-04-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-12.parquet
  size:    338 KB
  rows:    19,582

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
2023-04-12 00:00:00	ES	Futures	4589.92	4590.2	4589.64	4589.92	176.0
2023-04-12 00:05:00	ES	Futures	4589.92	4590.2	4589.37	4589.64	142.0
2023-04-12 00:10:00	ES	Futures	4589.92	4590.48	4589.64	4589.92	139.0
2023-04-12 00:15:00	ES	Futures	4589.92	4590.48	4589.92	4590.2	222.0
2023-04-12 00:20:00	ES	Futures	4590.48	4591.31	4590.48	4590.75	253.0
2023-04-12 00:25:00	ES	Futures	4590.75	4591.03	4590.48	4590.75	120.0
2023-04-12 00:30:00	ES	Futures	4590.75	4591.03	4590.48	4590.75	188.0
2023-04-12 00:35:00	ES	Futures	4590.48	4591.03	4590.48	4591.03	132.0
2023-04-12 00:40:00	ES	Futures	4591.03	4592.14	4591.03	4591.59	581.0
2023-04-12 00:45:00	ES	Futures	4591.59	4591.59	4590.2	4590.75	604.0
2023-04-12 00:50:00	ES	Futures	4590.75	4591.31	4590.2	4590.2	496.0
2023-04-12 00:55:00	ES	Futures	4590.2	4590.75	4590.2	4590.48	91.0
2023-04-12 01:00:00	ES	Futures	4590.75	4591.31	4590.48	4591.03	447.0
2023-04-12 01:05:00	ES	Futures	4591.03	4591.59	4591.03	4591.31	178.0
2023-04-12 01:10:00	ES	Futures	4591.31	4591.86	4590.75	4590.75	507.0
2023-04-12 01:15:00	ES	Futures	4591.03	4591.03	4590.2	4590.75	495.0
2023-04-12 01:20:00	ES	Futures	4590.75	4591.59	4590.75	4591.03	226.0
2023-04-12 01:25:00	ES	Futures	4591.31	4591.31	4590.48	4590.75	160.0
2023-04-12 01:30:00	ES	Futures	4590.48	4591.03	4590.48	4590.75	134.0
2023-04-12 01:35:00	ES	Futures	4590.75	4591.59	4590.75	4591.59	273.0
2023-04-12 01:40:00	ES	Futures	4591.59	4591.59	4591.03	4591.31	362.0
2023-04-12 01:45:00	ES	Futures	4591.31	4591.86	4591.31	4591.59	296.0
2023-04-12 01:50:00	ES	Futures	4591.59	4592.42	4591.31	4591.86	373.0
2023-04-12 01:55:00	ES	Futures	4592.14	4592.42	4591.86	4592.14	302.0
2023-04-12 02:00:00	ES	Futures	4592.42	4592.69	4591.31	4591.31	983.0
2023-04-12 02:05:00	ES	Futures	4591.31	4591.59	4590.2	4590.48	909.0
2023-04-12 02:10:00	ES	Futures	4590.2	4590.48	4589.09	4589.37	1091.0
2023-04-12 02:15:00	ES	Futures	4589.37	4589.37	4587.98	4588.81	871.0
2023-04-12 02:20:00	ES	Futures	4588.53	4589.92	4588.53	4589.37	531.0
2023-04-12 02:25:00	ES	Futures	4589.09	4589.64	4586.32	4586.59	1810.0
2023-04-12 02:30:00	ES	Futures	4586.59	4587.43	4586.04	4587.43	985.0
2023-04-12 02:35:00	ES	Futures	4587.7	4588.26	4587.15	4587.15	542.0
2023-04-12 02:40:00	ES	Futures	4587.15	4587.43	4586.87	4587.15	404.0
2023-04-12 02:45:00	ES	Futures	4587.15	4588.53	4587.15	4588.53	481.0
2023-04-12 02:50:00	ES	Futures	4588.26	4588.53	4587.7	4587.7	459.0
2023-04-12 02:55:00	ES	Futures	4587.98	4588.53	4587.43	4587.98	578.0
2023-04-12 03:00:00	ES	Futures	4587.98	4589.37	4586.87	4588.26	3113.0
2023-04-12 03:05:00	ES	Futures	4588.53	4589.64	4587.7	4588.26	1020.0
2023-04-12 03:10:00	ES	Futures	4588.26	4589.37	4586.87	4587.98	1255.0
2023-04-12 03:15:00	ES	Futures	4588.26	4590.2	4588.26	4589.09	1107.0
2023-04-12 03:20:00	ES	Futures	4589.09	4590.48	4588.26	4590.2	960.0
2023-04-12 03:25:00	ES	Futures	4590.48	4590.75	4588.81	4589.37	935.0
2023-04-12 03:30:00	ES	Futures	4589.64	4591.03	4588.53	4589.37	1408.0
2023-04-12 03:35:00	ES	Futures	4589.37	4589.64	4587.98	4588.26	1180.0
2023-04-12 03:40:00	ES	Futures	4588.26	4590.75	4588.26	4590.48	1249.0
2023-04-12 03:45:00	ES	Futures	4590.48	4592.42	4590.48	4592.14	1211.0
2023-04-12 03:50:00	ES	Futures	4592.14	4592.97	4591.31	4591.31	1251.0
2023-04-12 03:55:00	ES	Futures	4591.03	4592.14	4591.03	4591.86	516.0
2023-04-12 04:00:00	ES	Futures	4591.86	4592.97	4591.59	4592.97	1263.0
2023-04-12 04:05:00	ES	Futures	4592.69	4595.47	4592.69	4595.19	1626.0

> showing 50 of 19,582 rows — these rows as CSV

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