PREVIEW / futures_5min / 2023-04-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-21.parquet
  size:    276 KB
  rows:    15,524

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
2023-04-21 00:00:00	ES	Futures	4609.34	4609.61	4608.5	4608.5	189.0
2023-04-21 00:05:00	ES	Futures	4608.78	4609.06	4608.5	4608.78	157.0
2023-04-21 00:10:00	ES	Futures	4608.78	4609.06	4608.23	4608.23	178.0
2023-04-21 00:15:00	ES	Futures	4608.5	4608.78	4607.95	4608.23	305.0
2023-04-21 00:20:00	ES	Futures	4608.5	4608.5	4607.12	4607.12	379.0
2023-04-21 00:25:00	ES	Futures	4607.12	4607.67	4606.29	4606.84	423.0
2023-04-21 00:30:00	ES	Futures	4606.84	4606.84	4605.45	4606.01	719.0
2023-04-21 00:35:00	ES	Futures	4606.01	4606.84	4606.01	4606.29	394.0
2023-04-21 00:40:00	ES	Futures	4606.56	4606.56	4605.45	4606.56	393.0
2023-04-21 00:45:00	ES	Futures	4606.56	4606.56	4605.45	4606.29	486.0
2023-04-21 00:50:00	ES	Futures	4606.01	4606.01	4605.73	4606.01	295.0
2023-04-21 00:55:00	ES	Futures	4606.01	4606.01	4605.45	4605.45	464.0
2023-04-21 01:00:00	ES	Futures	4605.73	4606.29	4605.18	4606.29	596.0
2023-04-21 01:05:00	ES	Futures	4606.56	4606.84	4606.29	4606.84	477.0
2023-04-21 01:10:00	ES	Futures	4606.84	4607.12	4606.01	4606.01	479.0
2023-04-21 01:15:00	ES	Futures	4606.29	4607.39	4606.01	4607.12	362.0
2023-04-21 01:20:00	ES	Futures	4606.84	4607.12	4606.29	4606.56	351.0
2023-04-21 01:25:00	ES	Futures	4606.56	4606.84	4605.73	4606.56	528.0
2023-04-21 01:30:00	ES	Futures	4606.29	4606.84	4606.01	4606.56	399.0
2023-04-21 01:35:00	ES	Futures	4606.29	4606.56	4605.18	4605.18	765.0
2023-04-21 01:40:00	ES	Futures	4605.45	4606.84	4605.45	4606.56	711.0
2023-04-21 01:45:00	ES	Futures	4606.56	4607.67	4606.29	4607.39	571.0
2023-04-21 01:50:00	ES	Futures	4607.12	4607.95	4606.56	4606.84	458.0
2023-04-21 01:55:00	ES	Futures	4606.84	4607.12	4605.73	4605.73	444.0
2023-04-21 02:00:00	ES	Futures	4606.01	4607.67	4605.45	4606.56	965.0
2023-04-21 02:05:00	ES	Futures	4606.84	4606.84	4605.73	4606.29	459.0
2023-04-21 02:10:00	ES	Futures	4606.29	4606.29	4605.45	4605.45	323.0
2023-04-21 02:15:00	ES	Futures	4605.45	4606.56	4604.07	4606.29	861.0
2023-04-21 02:20:00	ES	Futures	4606.29	4607.39	4606.29	4606.84	468.0
2023-04-21 02:25:00	ES	Futures	4606.56	4606.56	4604.62	4604.9	479.0
2023-04-21 02:30:00	ES	Futures	4604.62	4604.62	4601.57	4602.12	1985.0
2023-04-21 02:35:00	ES	Futures	4602.12	4602.96	4600.18	4600.18	1551.0
2023-04-21 02:40:00	ES	Futures	4600.18	4601.02	4600.18	4600.46	938.0
2023-04-21 02:45:00	ES	Futures	4600.46	4601.29	4599.63	4600.18	1024.0
2023-04-21 02:50:00	ES	Futures	4600.46	4601.02	4599.07	4599.91	686.0
2023-04-21 02:55:00	ES	Futures	4599.63	4601.29	4599.35	4599.91	619.0
2023-04-21 03:00:00	ES	Futures	4599.63	4602.12	4599.63	4602.12	2324.0
2023-04-21 03:05:00	ES	Futures	4602.12	4603.23	4601.85	4602.96	1301.0
2023-04-21 03:10:00	ES	Futures	4603.23	4603.79	4600.46	4600.46	866.0
2023-04-21 03:15:00	ES	Futures	4600.46	4602.96	4600.18	4602.4	1412.0
2023-04-21 03:20:00	ES	Futures	4602.12	4604.07	4601.57	4601.57	1188.0
2023-04-21 03:25:00	ES	Futures	4601.57	4601.85	4599.91	4600.18	1324.0
2023-04-21 03:30:00	ES	Futures	4599.91	4600.18	4594.64	4596.58	4265.0
2023-04-21 03:35:00	ES	Futures	4596.58	4597.41	4595.19	4596.86	1857.0
2023-04-21 03:40:00	ES	Futures	4596.58	4597.13	4594.64	4595.47	1480.0
2023-04-21 03:45:00	ES	Futures	4595.19	4597.41	4595.19	4597.41	990.0
2023-04-21 03:50:00	ES	Futures	4597.13	4601.85	4596.86	4600.74	1748.0
2023-04-21 03:55:00	ES	Futures	4600.74	4603.23	4600.74	4602.12	1276.0
2023-04-21 04:00:00	ES	Futures	4602.12	4606.56	4600.74	4605.45	2912.0
2023-04-21 04:05:00	ES	Futures	4605.45	4607.67	4603.79	4604.9	2020.0

> showing 50 of 15,524 rows — these rows as CSV

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