PREVIEW / futures_5min / 2023-04-19

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-19.parquet
  size:    328 KB
  rows:    19,514

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
2023-04-19 00:00:00	ES	Futures	4631.52	4631.8	4630.69	4631.25	207.0
2023-04-19 00:05:00	ES	Futures	4630.97	4631.25	4630.69	4630.69	120.0
2023-04-19 00:10:00	ES	Futures	4630.69	4630.97	4630.41	4630.69	199.0
2023-04-19 00:15:00	ES	Futures	4630.69	4630.69	4630.41	4630.41	161.0
2023-04-19 00:20:00	ES	Futures	4630.41	4630.97	4630.41	4630.69	131.0
2023-04-19 00:25:00	ES	Futures	4630.69	4631.25	4630.69	4631.25	49.0
2023-04-19 00:30:00	ES	Futures	4631.25	4631.25	4630.69	4630.97	314.0
2023-04-19 00:35:00	ES	Futures	4630.69	4630.69	4630.41	4630.41	75.0
2023-04-19 00:40:00	ES	Futures	4630.41	4630.97	4630.41	4630.69	100.0
2023-04-19 00:45:00	ES	Futures	4630.69	4630.97	4630.69	4630.69	122.0
2023-04-19 00:50:00	ES	Futures	4630.69	4631.25	4630.69	4630.97	93.0
2023-04-19 00:55:00	ES	Futures	4630.97	4631.25	4630.41	4630.69	117.0
2023-04-19 01:00:00	ES	Futures	4630.69	4631.25	4630.41	4630.41	610.0
2023-04-19 01:05:00	ES	Futures	4630.69	4630.69	4629.31	4629.31	646.0
2023-04-19 01:10:00	ES	Futures	4629.58	4630.97	4629.31	4630.69	402.0
2023-04-19 01:15:00	ES	Futures	4630.69	4630.97	4630.14	4630.14	215.0
2023-04-19 01:20:00	ES	Futures	4630.41	4630.97	4630.41	4630.69	153.0
2023-04-19 01:25:00	ES	Futures	4630.69	4630.69	4629.58	4629.58	389.0
2023-04-19 01:30:00	ES	Futures	4629.86	4630.41	4629.03	4630.14	419.0
2023-04-19 01:35:00	ES	Futures	4629.86	4630.14	4629.31	4629.58	383.0
2023-04-19 01:40:00	ES	Futures	4629.58	4629.58	4629.31	4629.58	307.0
2023-04-19 01:45:00	ES	Futures	4629.58	4630.14	4629.31	4629.86	217.0
2023-04-19 01:50:00	ES	Futures	4630.14	4630.41	4629.86	4630.14	370.0
2023-04-19 01:55:00	ES	Futures	4630.14	4630.41	4629.31	4629.31	736.0
2023-04-19 02:00:00	ES	Futures	4629.31	4629.86	4629.03	4629.58	1166.0
2023-04-19 02:05:00	ES	Futures	4629.58	4629.58	4626.25	4626.81	1750.0
2023-04-19 02:10:00	ES	Futures	4626.81	4627.64	4623.76	4624.04	2006.0
2023-04-19 02:15:00	ES	Futures	4624.04	4625.15	4621.54	4621.54	2184.0
2023-04-19 02:20:00	ES	Futures	4621.82	4622.37	4621.26	4621.26	1210.0
2023-04-19 02:25:00	ES	Futures	4621.26	4622.65	4619.6	4621.82	1672.0
2023-04-19 02:30:00	ES	Futures	4621.82	4624.31	4621.82	4624.31	1066.0
2023-04-19 02:35:00	ES	Futures	4624.31	4624.59	4623.76	4623.76	803.0
2023-04-19 02:40:00	ES	Futures	4623.76	4624.59	4623.48	4623.76	417.0
2023-04-19 02:45:00	ES	Futures	4623.76	4624.59	4623.48	4624.59	460.0
2023-04-19 02:50:00	ES	Futures	4624.31	4625.15	4624.04	4624.31	502.0
2023-04-19 02:55:00	ES	Futures	4624.04	4624.87	4622.93	4623.2	809.0
2023-04-19 03:00:00	ES	Futures	4623.2	4624.31	4621.82	4623.48	2382.0
2023-04-19 03:05:00	ES	Futures	4623.48	4624.87	4621.82	4622.37	2460.0
2023-04-19 03:10:00	ES	Futures	4622.37	4622.93	4620.71	4621.26	2093.0
2023-04-19 03:15:00	ES	Futures	4621.54	4624.87	4621.26	4622.65	1300.0
2023-04-19 03:20:00	ES	Futures	4622.93	4624.59	4622.93	4623.2	883.0
2023-04-19 03:25:00	ES	Futures	4623.48	4624.04	4623.2	4623.48	634.0
2023-04-19 03:30:00	ES	Futures	4623.48	4624.31	4622.09	4622.09	1241.0
2023-04-19 03:35:00	ES	Futures	4622.37	4622.65	4620.43	4620.43	865.0
2023-04-19 03:40:00	ES	Futures	4620.43	4620.71	4618.21	4619.6	1811.0
2023-04-19 03:45:00	ES	Futures	4619.6	4620.98	4618.77	4620.43	1319.0
2023-04-19 03:50:00	ES	Futures	4620.43	4622.37	4619.6	4622.37	1081.0
2023-04-19 03:55:00	ES	Futures	4622.09	4623.48	4622.09	4622.65	1223.0
2023-04-19 04:00:00	ES	Futures	4622.37	4623.2	4620.71	4622.09	1153.0
2023-04-19 04:05:00	ES	Futures	4622.09	4623.76	4620.15	4620.15	1334.0

> showing 50 of 19,514 rows — these rows as CSV

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