PREVIEW / futures_5min / 2023-04-20

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-20.parquet
  size:    321 KB
  rows:    19,207

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
2023-04-20 00:00:00	ES	Futures	4627.36	4627.92	4626.81	4627.64	541.0
2023-04-20 00:05:00	ES	Futures	4627.64	4627.92	4626.81	4626.81	300.0
2023-04-20 00:10:00	ES	Futures	4626.81	4627.36	4626.53	4627.09	285.0
2023-04-20 00:15:00	ES	Futures	4627.36	4628.2	4627.36	4627.92	344.0
2023-04-20 00:20:00	ES	Futures	4627.92	4628.2	4626.81	4626.81	142.0
2023-04-20 00:25:00	ES	Futures	4626.81	4627.09	4626.25	4626.25	179.0
2023-04-20 00:30:00	ES	Futures	4626.53	4626.81	4625.7	4625.7	277.0
2023-04-20 00:35:00	ES	Futures	4625.7	4625.98	4625.15	4625.42	247.0
2023-04-20 00:40:00	ES	Futures	4625.42	4625.42	4624.31	4624.31	346.0
2023-04-20 00:45:00	ES	Futures	4624.31	4624.87	4624.04	4624.87	203.0
2023-04-20 00:50:00	ES	Futures	4624.87	4625.7	4624.59	4625.42	149.0
2023-04-20 00:55:00	ES	Futures	4625.42	4625.7	4624.59	4624.59	187.0
2023-04-20 01:00:00	ES	Futures	4624.87	4624.87	4623.2	4624.04	755.0
2023-04-20 01:05:00	ES	Futures	4624.04	4624.04	4623.48	4623.76	236.0
2023-04-20 01:10:00	ES	Futures	4623.76	4624.04	4623.48	4623.76	168.0
2023-04-20 01:15:00	ES	Futures	4623.48	4623.76	4623.48	4623.76	122.0
2023-04-20 01:20:00	ES	Futures	4623.76	4623.76	4621.54	4621.82	872.0
2023-04-20 01:25:00	ES	Futures	4621.54	4621.54	4620.71	4620.98	1279.0
2023-04-20 01:30:00	ES	Futures	4620.98	4621.82	4620.71	4620.98	680.0
2023-04-20 01:35:00	ES	Futures	4620.98	4621.26	4620.71	4620.98	809.0
2023-04-20 01:40:00	ES	Futures	4620.98	4621.54	4620.71	4621.26	394.0
2023-04-20 01:45:00	ES	Futures	4621.54	4621.82	4621.26	4621.54	249.0
2023-04-20 01:50:00	ES	Futures	4621.54	4622.65	4621.54	4622.37	619.0
2023-04-20 01:55:00	ES	Futures	4622.09	4623.48	4622.09	4622.65	684.0
2023-04-20 02:00:00	ES	Futures	4622.65	4623.2	4620.71	4620.71	1307.0
2023-04-20 02:05:00	ES	Futures	4620.98	4623.48	4620.71	4623.2	1214.0
2023-04-20 02:10:00	ES	Futures	4623.2	4624.87	4623.2	4624.87	864.0
2023-04-20 02:15:00	ES	Futures	4624.59	4626.25	4624.59	4625.42	1096.0
2023-04-20 02:20:00	ES	Futures	4625.7	4625.7	4624.31	4624.59	556.0
2023-04-20 02:25:00	ES	Futures	4624.59	4624.59	4624.04	4624.04	386.0
2023-04-20 02:30:00	ES	Futures	4623.76	4624.59	4622.09	4622.37	812.0
2023-04-20 02:35:00	ES	Futures	4622.37	4622.65	4621.54	4621.54	388.0
2023-04-20 02:40:00	ES	Futures	4621.82	4623.48	4621.82	4623.48	597.0
2023-04-20 02:45:00	ES	Futures	4623.48	4624.31	4622.37	4622.65	660.0
2023-04-20 02:50:00	ES	Futures	4622.65	4623.48	4622.65	4623.2	332.0
2023-04-20 02:55:00	ES	Futures	4623.2	4623.48	4622.37	4622.37	365.0
2023-04-20 03:00:00	ES	Futures	4622.65	4622.93	4620.71	4620.98	2505.0
2023-04-20 03:05:00	ES	Futures	4620.98	4622.37	4620.71	4622.37	3015.0
2023-04-20 03:10:00	ES	Futures	4622.37	4622.65	4619.04	4619.32	2640.0
2023-04-20 03:15:00	ES	Futures	4619.04	4619.6	4616.55	4617.93	2265.0
2023-04-20 03:20:00	ES	Futures	4617.66	4619.04	4616.82	4617.93	1575.0
2023-04-20 03:25:00	ES	Futures	4617.93	4618.49	4614.33	4614.61	2718.0
2023-04-20 03:30:00	ES	Futures	4614.61	4615.16	4610.17	4610.45	4155.0
2023-04-20 03:35:00	ES	Futures	4610.45	4610.45	4604.07	4605.45	7065.0
2023-04-20 03:40:00	ES	Futures	4605.45	4606.01	4600.74	4603.23	5806.0
2023-04-20 03:45:00	ES	Futures	4602.96	4605.73	4602.4	4605.18	4426.0
2023-04-20 03:50:00	ES	Futures	4604.9	4605.45	4602.68	4605.45	3209.0
2023-04-20 03:55:00	ES	Futures	4605.45	4605.73	4602.68	4603.51	2496.0
2023-04-20 04:00:00	ES	Futures	4603.51	4605.18	4600.18	4601.29	5159.0
2023-04-20 04:05:00	ES	Futures	4601.02	4603.23	4600.46	4601.29	3789.0

> showing 50 of 19,207 rows — these rows as CSV

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