PREVIEW / futures_5min / 2023-04-24

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-24.parquet
  size:    325 KB
  rows:    19,337

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
2023-04-24 00:00:00	ES	Futures	4597.41	4597.69	4596.86	4597.41	297.0
2023-04-24 00:05:00	ES	Futures	4597.13	4597.41	4596.58	4597.41	297.0
2023-04-24 00:10:00	ES	Futures	4597.13	4597.41	4596.86	4597.13	165.0
2023-04-24 00:15:00	ES	Futures	4597.13	4597.13	4596.3	4596.86	259.0
2023-04-24 00:20:00	ES	Futures	4596.86	4597.41	4596.58	4597.13	165.0
2023-04-24 00:25:00	ES	Futures	4596.86	4597.96	4596.86	4597.96	117.0
2023-04-24 00:30:00	ES	Futures	4597.69	4597.96	4597.41	4597.69	161.0
2023-04-24 00:35:00	ES	Futures	4597.69	4597.69	4596.58	4596.86	291.0
2023-04-24 00:40:00	ES	Futures	4596.58	4597.13	4596.58	4596.86	223.0
2023-04-24 00:45:00	ES	Futures	4597.13	4597.41	4596.86	4597.41	73.0
2023-04-24 00:50:00	ES	Futures	4597.41	4597.41	4596.3	4596.3	210.0
2023-04-24 00:55:00	ES	Futures	4596.58	4596.86	4594.91	4596.02	1056.0
2023-04-24 01:00:00	ES	Futures	4596.02	4596.3	4594.91	4595.19	465.0
2023-04-24 01:05:00	ES	Futures	4594.91	4595.19	4593.8	4594.36	999.0
2023-04-24 01:10:00	ES	Futures	4594.08	4595.75	4594.08	4595.75	343.0
2023-04-24 01:15:00	ES	Futures	4595.47	4595.75	4595.19	4595.47	272.0
2023-04-24 01:20:00	ES	Futures	4595.47	4595.75	4594.64	4595.19	285.0
2023-04-24 01:25:00	ES	Futures	4595.47	4596.02	4595.19	4595.47	553.0
2023-04-24 01:30:00	ES	Futures	4595.47	4595.75	4593.25	4593.53	673.0
2023-04-24 01:35:00	ES	Futures	4593.53	4594.36	4593.25	4593.53	329.0
2023-04-24 01:40:00	ES	Futures	4593.25	4593.25	4591.59	4592.42	1280.0
2023-04-24 01:45:00	ES	Futures	4592.42	4592.97	4591.59	4592.69	1055.0
2023-04-24 01:50:00	ES	Futures	4592.69	4593.8	4592.42	4593.53	342.0
2023-04-24 01:55:00	ES	Futures	4593.53	4593.8	4591.03	4591.59	1388.0
2023-04-24 02:00:00	ES	Futures	4591.86	4592.14	4589.64	4591.03	2274.0
2023-04-24 02:05:00	ES	Futures	4591.03	4591.31	4585.76	4586.87	3291.0
2023-04-24 02:10:00	ES	Futures	4586.87	4589.09	4586.04	4588.81	1911.0
2023-04-24 02:15:00	ES	Futures	4588.81	4589.92	4588.26	4588.81	1040.0
2023-04-24 02:20:00	ES	Futures	4588.81	4590.2	4588.81	4589.92	640.0
2023-04-24 02:25:00	ES	Futures	4589.92	4591.31	4589.64	4590.2	796.0
2023-04-24 02:30:00	ES	Futures	4589.92	4590.2	4587.43	4589.64	1266.0
2023-04-24 02:35:00	ES	Futures	4589.37	4591.03	4589.37	4590.75	613.0
2023-04-24 02:40:00	ES	Futures	4590.75	4590.75	4588.53	4589.37	842.0
2023-04-24 02:45:00	ES	Futures	4589.09	4590.75	4588.81	4590.2	476.0
2023-04-24 02:50:00	ES	Futures	4590.2	4591.03	4589.92	4589.92	395.0
2023-04-24 02:55:00	ES	Futures	4590.2	4590.2	4588.53	4589.64	633.0
2023-04-24 03:00:00	ES	Futures	4589.64	4590.2	4588.53	4589.37	1911.0
2023-04-24 03:05:00	ES	Futures	4589.37	4590.75	4587.98	4590.2	1381.0
2023-04-24 03:10:00	ES	Futures	4590.2	4590.2	4586.59	4586.87	1666.0
2023-04-24 03:15:00	ES	Futures	4586.87	4589.37	4586.04	4587.15	1610.0
2023-04-24 03:20:00	ES	Futures	4587.43	4592.14	4586.87	4592.14	1753.0
2023-04-24 03:25:00	ES	Futures	4592.14	4593.8	4591.59	4592.42	1722.0
2023-04-24 03:30:00	ES	Futures	4592.42	4594.08	4592.14	4592.42	1420.0
2023-04-24 03:35:00	ES	Futures	4592.69	4593.8	4592.14	4593.53	687.0
2023-04-24 03:40:00	ES	Futures	4593.53	4593.8	4592.42	4593.25	833.0
2023-04-24 03:45:00	ES	Futures	4593.53	4594.91	4592.42	4593.53	1319.0
2023-04-24 03:50:00	ES	Futures	4593.25	4594.08	4592.42	4593.25	805.0
2023-04-24 03:55:00	ES	Futures	4592.97	4594.08	4592.97	4593.53	535.0
2023-04-24 04:00:00	ES	Futures	4593.53	4596.3	4592.97	4596.02	1371.0
2023-04-24 04:05:00	ES	Futures	4596.3	4597.13	4595.47	4596.3	1238.0

> showing 50 of 19,337 rows — these rows as CSV

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