PREVIEW / futures_5min / 2023-04-17

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-17.parquet
  size:    331 KB
  rows:    19,597

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
2023-04-17 00:00:00	ES	Futures	4626.81	4628.2	4626.53	4626.81	670.0
2023-04-17 00:05:00	ES	Futures	4626.81	4627.36	4626.53	4627.09	254.0
2023-04-17 00:10:00	ES	Futures	4627.09	4627.09	4626.25	4626.25	137.0
2023-04-17 00:15:00	ES	Futures	4626.25	4626.53	4625.7	4625.98	180.0
2023-04-17 00:20:00	ES	Futures	4625.7	4626.81	4625.42	4626.53	317.0
2023-04-17 00:25:00	ES	Futures	4626.81	4626.81	4625.98	4626.25	78.0
2023-04-17 00:30:00	ES	Futures	4626.53	4626.81	4626.25	4626.25	96.0
2023-04-17 00:35:00	ES	Futures	4626.25	4626.53	4626.25	4626.25	81.0
2023-04-17 00:40:00	ES	Futures	4626.53	4626.81	4626.25	4626.53	65.0
2023-04-17 00:45:00	ES	Futures	4626.53	4627.09	4625.98	4626.25	247.0
2023-04-17 00:50:00	ES	Futures	4626.25	4626.53	4626.25	4626.53	103.0
2023-04-17 00:55:00	ES	Futures	4626.53	4626.81	4626.25	4626.53	156.0
2023-04-17 01:00:00	ES	Futures	4626.81	4628.2	4625.98	4628.2	677.0
2023-04-17 01:05:00	ES	Futures	4627.92	4628.2	4626.53	4626.81	394.0
2023-04-17 01:10:00	ES	Futures	4626.53	4626.81	4625.42	4625.7	414.0
2023-04-17 01:15:00	ES	Futures	4625.98	4626.81	4625.7	4626.53	393.0
2023-04-17 01:20:00	ES	Futures	4626.53	4626.81	4625.98	4626.25	203.0
2023-04-17 01:25:00	ES	Futures	4626.25	4628.2	4625.98	4627.92	427.0
2023-04-17 01:30:00	ES	Futures	4627.92	4629.58	4627.92	4628.75	914.0
2023-04-17 01:35:00	ES	Futures	4628.75	4629.03	4627.64	4628.47	373.0
2023-04-17 01:40:00	ES	Futures	4628.47	4628.75	4627.92	4628.47	225.0
2023-04-17 01:45:00	ES	Futures	4628.2	4629.86	4628.2	4629.58	585.0
2023-04-17 01:50:00	ES	Futures	4629.58	4629.58	4628.47	4629.03	457.0
2023-04-17 01:55:00	ES	Futures	4629.31	4629.58	4628.2	4629.58	565.0
2023-04-17 02:00:00	ES	Futures	4629.58	4629.58	4628.47	4628.47	962.0
2023-04-17 02:05:00	ES	Futures	4628.47	4630.69	4628.2	4628.47	1128.0
2023-04-17 02:10:00	ES	Futures	4628.47	4629.03	4627.92	4628.2	533.0
2023-04-17 02:15:00	ES	Futures	4628.2	4628.2	4626.53	4626.53	974.0
2023-04-17 02:20:00	ES	Futures	4626.53	4627.09	4625.7	4625.7	720.0
2023-04-17 02:25:00	ES	Futures	4625.98	4627.92	4625.15	4627.64	934.0
2023-04-17 02:30:00	ES	Futures	4627.64	4627.64	4625.98	4625.98	470.0
2023-04-17 02:35:00	ES	Futures	4625.98	4626.81	4624.87	4625.7	962.0
2023-04-17 02:40:00	ES	Futures	4625.7	4625.98	4624.31	4625.15	752.0
2023-04-17 02:45:00	ES	Futures	4624.87	4626.81	4624.87	4626.81	817.0
2023-04-17 02:50:00	ES	Futures	4626.53	4627.64	4626.25	4627.64	489.0
2023-04-17 02:55:00	ES	Futures	4627.64	4629.03	4627.36	4628.2	751.0
2023-04-17 03:00:00	ES	Futures	4628.47	4631.25	4626.53	4630.41	2808.0
2023-04-17 03:05:00	ES	Futures	4630.69	4632.08	4628.75	4629.03	2517.0
2023-04-17 03:10:00	ES	Futures	4629.03	4631.25	4628.75	4629.03	1379.0
2023-04-17 03:15:00	ES	Futures	4629.03	4630.14	4627.09	4627.92	1713.0
2023-04-17 03:20:00	ES	Futures	4628.2	4629.58	4627.36	4629.58	1073.0
2023-04-17 03:25:00	ES	Futures	4629.31	4629.86	4628.2	4629.86	749.0
2023-04-17 03:30:00	ES	Futures	4629.86	4632.63	4629.03	4632.63	1395.0
2023-04-17 03:35:00	ES	Futures	4632.63	4632.91	4631.25	4632.08	1378.0
2023-04-17 03:40:00	ES	Futures	4632.08	4632.08	4627.64	4628.2	1816.0
2023-04-17 03:45:00	ES	Futures	4628.47	4630.14	4627.92	4629.58	941.0
2023-04-17 03:50:00	ES	Futures	4629.58	4630.14	4627.64	4628.75	1093.0
2023-04-17 03:55:00	ES	Futures	4628.75	4628.75	4627.36	4627.92	1168.0
2023-04-17 04:00:00	ES	Futures	4628.2	4629.03	4627.09	4629.03	1392.0
2023-04-17 04:05:00	ES	Futures	4628.75	4629.31	4625.98	4626.81	1201.0

> showing 50 of 19,597 rows — these rows as CSV

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