PREVIEW / futures_5min / 2023-04-16

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-16.parquet
  size:    73 KB
  rows:    3,929

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
2023-04-16 18:00:00	ES	Futures	4630.97	4631.52	4627.92	4628.47	1570.0
2023-04-16 18:05:00	ES	Futures	4628.47	4630.14	4628.2	4629.86	524.0
2023-04-16 18:10:00	ES	Futures	4630.14	4630.14	4627.64	4628.2	586.0
2023-04-16 18:15:00	ES	Futures	4628.2	4628.75	4626.53	4627.36	660.0
2023-04-16 18:20:00	ES	Futures	4627.09	4629.03	4627.09	4627.64	499.0
2023-04-16 18:25:00	ES	Futures	4627.64	4628.2	4626.81	4627.64	498.0
2023-04-16 18:30:00	ES	Futures	4627.36	4628.47	4626.25	4627.92	730.0
2023-04-16 18:35:00	ES	Futures	4628.2	4628.2	4626.53	4627.92	489.0
2023-04-16 18:40:00	ES	Futures	4627.92	4628.47	4627.36	4627.92	376.0
2023-04-16 18:45:00	ES	Futures	4627.92	4628.75	4627.64	4627.92	284.0
2023-04-16 18:50:00	ES	Futures	4627.92	4629.86	4627.36	4629.58	757.0
2023-04-16 18:55:00	ES	Futures	4629.31	4630.69	4629.31	4629.86	536.0
2023-04-16 19:00:00	ES	Futures	4629.86	4630.41	4628.2	4628.75	630.0
2023-04-16 19:05:00	ES	Futures	4629.03	4629.31	4628.47	4628.75	235.0
2023-04-16 19:10:00	ES	Futures	4628.75	4628.75	4627.92	4628.2	437.0
2023-04-16 19:15:00	ES	Futures	4628.2	4628.47	4626.81	4627.36	381.0
2023-04-16 19:20:00	ES	Futures	4627.09	4628.47	4627.09	4627.64	392.0
2023-04-16 19:25:00	ES	Futures	4627.64	4628.47	4627.36	4628.2	204.0
2023-04-16 19:30:00	ES	Futures	4627.92	4629.31	4627.92	4628.2	570.0
2023-04-16 19:35:00	ES	Futures	4628.2	4628.75	4627.92	4628.2	309.0
2023-04-16 19:40:00	ES	Futures	4627.92	4629.03	4627.36	4627.36	270.0
2023-04-16 19:45:00	ES	Futures	4627.36	4628.75	4627.36	4628.2	263.0
2023-04-16 19:50:00	ES	Futures	4628.47	4629.03	4627.92	4628.2	411.0
2023-04-16 19:55:00	ES	Futures	4628.2	4628.47	4627.36	4628.47	293.0
2023-04-16 20:00:00	ES	Futures	4628.2	4629.58	4627.64	4628.75	919.0
2023-04-16 20:05:00	ES	Futures	4628.47	4628.75	4627.92	4628.47	402.0
2023-04-16 20:10:00	ES	Futures	4628.47	4629.03	4627.36	4628.2	707.0
2023-04-16 20:15:00	ES	Futures	4628.2	4628.47	4626.81	4627.64	676.0
2023-04-16 20:20:00	ES	Futures	4627.64	4629.86	4627.36	4629.03	627.0
2023-04-16 20:25:00	ES	Futures	4629.31	4629.31	4627.64	4628.47	414.0
2023-04-16 20:30:00	ES	Futures	4628.47	4630.41	4628.47	4629.86	536.0
2023-04-16 20:35:00	ES	Futures	4629.86	4630.14	4628.2	4628.47	292.0
2023-04-16 20:40:00	ES	Futures	4628.47	4629.03	4628.2	4628.2	250.0
2023-04-16 20:45:00	ES	Futures	4628.2	4629.03	4627.36	4628.47	487.0
2023-04-16 20:50:00	ES	Futures	4628.2	4628.2	4625.98	4626.81	718.0
2023-04-16 20:55:00	ES	Futures	4626.81	4626.81	4625.42	4625.7	764.0
2023-04-16 21:00:00	ES	Futures	4625.42	4626.81	4625.15	4625.15	555.0
2023-04-16 21:05:00	ES	Futures	4625.15	4627.09	4624.87	4626.25	686.0
2023-04-16 21:10:00	ES	Futures	4626.25	4627.09	4625.98	4626.81	575.0
2023-04-16 21:15:00	ES	Futures	4626.53	4626.81	4625.15	4626.53	769.0
2023-04-16 21:20:00	ES	Futures	4626.81	4626.81	4625.98	4626.53	386.0
2023-04-16 21:25:00	ES	Futures	4626.81	4627.09	4625.42	4625.42	371.0
2023-04-16 21:30:00	ES	Futures	4625.42	4627.09	4625.42	4627.09	715.0
2023-04-16 21:35:00	ES	Futures	4627.09	4627.36	4626.25	4626.81	607.0
2023-04-16 21:40:00	ES	Futures	4626.53	4629.58	4626.53	4629.31	1060.0
2023-04-16 21:45:00	ES	Futures	4629.03	4630.14	4628.2	4628.47	1253.0
2023-04-16 21:50:00	ES	Futures	4628.2	4630.14	4627.92	4627.92	766.0
2023-04-16 21:55:00	ES	Futures	4627.92	4628.47	4627.09	4627.36	768.0
2023-04-16 22:00:00	ES	Futures	4627.09	4628.2	4625.98	4626.25	775.0
2023-04-16 22:05:00	ES	Futures	4626.25	4626.81	4625.7	4626.53	389.0

> showing 50 of 3,929 rows — these rows as CSV

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