PREVIEW / futures_5min / 2023-04-23

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-23.parquet
  size:    71 KB
  rows:    3,635

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
2023-04-23 18:00:00	ES	Futures	4604.07	4605.18	4602.68	4604.07	1402.0
2023-04-23 18:05:00	ES	Futures	4603.79	4604.34	4602.4	4604.34	852.0
2023-04-23 18:10:00	ES	Futures	4604.34	4605.45	4604.07	4604.9	637.0
2023-04-23 18:15:00	ES	Futures	4604.9	4605.73	4602.96	4603.51	669.0
2023-04-23 18:20:00	ES	Futures	4603.51	4604.34	4602.96	4604.34	298.0
2023-04-23 18:25:00	ES	Futures	4604.34	4604.62	4603.51	4603.79	343.0
2023-04-23 18:30:00	ES	Futures	4604.07	4605.18	4603.79	4604.9	399.0
2023-04-23 18:35:00	ES	Futures	4604.9	4604.9	4604.07	4604.07	188.0
2023-04-23 18:40:00	ES	Futures	4604.07	4604.34	4603.79	4604.07	132.0
2023-04-23 18:45:00	ES	Futures	4604.07	4604.34	4603.51	4604.34	150.0
2023-04-23 18:50:00	ES	Futures	4604.34	4605.73	4604.07	4604.9	450.0
2023-04-23 18:55:00	ES	Futures	4604.62	4605.18	4604.62	4605.18	105.0
2023-04-23 19:00:00	ES	Futures	4605.18	4606.29	4604.9	4605.45	598.0
2023-04-23 19:05:00	ES	Futures	4605.45	4606.29	4605.18	4605.73	390.0
2023-04-23 19:10:00	ES	Futures	4605.73	4606.84	4605.73	4606.01	516.0
2023-04-23 19:15:00	ES	Futures	4605.73	4606.01	4605.45	4605.73	120.0
2023-04-23 19:20:00	ES	Futures	4605.73	4606.01	4605.73	4606.01	68.0
2023-04-23 19:25:00	ES	Futures	4606.01	4606.01	4605.18	4605.45	110.0
2023-04-23 19:30:00	ES	Futures	4605.45	4606.01	4605.45	4605.45	195.0
2023-04-23 19:35:00	ES	Futures	4605.45	4605.73	4604.62	4604.9	355.0
2023-04-23 19:40:00	ES	Futures	4604.9	4605.18	4604.34	4604.9	112.0
2023-04-23 19:45:00	ES	Futures	4604.9	4606.01	4604.9	4606.01	233.0
2023-04-23 19:50:00	ES	Futures	4605.73	4606.29	4604.62	4604.9	394.0
2023-04-23 19:55:00	ES	Futures	4604.9	4605.18	4604.34	4604.62	206.0
2023-04-23 20:00:00	ES	Futures	4604.62	4604.62	4600.18	4601.57	2109.0
2023-04-23 20:05:00	ES	Futures	4601.85	4601.85	4600.18	4601.02	643.0
2023-04-23 20:10:00	ES	Futures	4601.02	4601.02	4599.35	4601.02	1051.0
2023-04-23 20:15:00	ES	Futures	4600.74	4601.02	4599.91	4599.91	537.0
2023-04-23 20:20:00	ES	Futures	4600.18	4600.18	4598.8	4599.07	790.0
2023-04-23 20:25:00	ES	Futures	4599.07	4600.18	4598.8	4599.91	331.0
2023-04-23 20:30:00	ES	Futures	4599.91	4600.74	4599.35	4600.46	471.0
2023-04-23 20:35:00	ES	Futures	4600.74	4600.74	4597.96	4598.24	848.0
2023-04-23 20:40:00	ES	Futures	4598.24	4599.35	4597.96	4599.07	568.0
2023-04-23 20:45:00	ES	Futures	4599.07	4599.63	4598.24	4599.35	395.0
2023-04-23 20:50:00	ES	Futures	4599.63	4601.29	4599.35	4601.29	581.0
2023-04-23 20:55:00	ES	Futures	4601.29	4601.29	4600.46	4601.02	360.0
2023-04-23 21:00:00	ES	Futures	4600.74	4601.57	4599.91	4601.02	718.0
2023-04-23 21:05:00	ES	Futures	4601.29	4601.57	4600.74	4601.29	312.0
2023-04-23 21:10:00	ES	Futures	4601.29	4601.85	4600.74	4601.57	450.0
2023-04-23 21:15:00	ES	Futures	4601.57	4602.12	4601.02	4601.85	717.0
2023-04-23 21:20:00	ES	Futures	4601.85	4602.12	4601.29	4601.57	369.0
2023-04-23 21:25:00	ES	Futures	4601.29	4601.57	4600.74	4601.29	415.0
2023-04-23 21:30:00	ES	Futures	4601.29	4602.12	4600.46	4601.85	575.0
2023-04-23 21:35:00	ES	Futures	4601.85	4602.68	4601.85	4602.12	597.0
2023-04-23 21:40:00	ES	Futures	4601.85	4601.85	4600.46	4600.74	640.0
2023-04-23 21:45:00	ES	Futures	4601.02	4602.12	4601.02	4601.85	409.0
2023-04-23 21:50:00	ES	Futures	4601.57	4601.85	4600.46	4600.74	304.0
2023-04-23 21:55:00	ES	Futures	4600.74	4601.29	4599.63	4599.91	369.0
2023-04-23 22:00:00	ES	Futures	4599.63	4600.74	4599.07	4600.46	605.0
2023-04-23 22:05:00	ES	Futures	4600.74	4601.02	4600.18	4600.74	376.0

> showing 50 of 3,635 rows — these rows as CSV

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