PREVIEW / futures_5min / 2023-04-26

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-26.parquet
  size:    350 KB
  rows:    20,373

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
2023-04-26 00:00:00	ES	Futures	4559.14	4559.69	4558.58	4559.14	854.0
2023-04-26 00:05:00	ES	Futures	4559.14	4559.41	4558.58	4559.14	603.0
2023-04-26 00:10:00	ES	Futures	4558.86	4558.86	4558.03	4558.58	347.0
2023-04-26 00:15:00	ES	Futures	4558.58	4559.14	4558.3	4558.58	498.0
2023-04-26 00:20:00	ES	Futures	4558.58	4559.14	4558.3	4558.86	386.0
2023-04-26 00:25:00	ES	Futures	4559.14	4559.69	4559.14	4559.14	574.0
2023-04-26 00:30:00	ES	Futures	4559.14	4561.08	4558.86	4560.8	650.0
2023-04-26 00:35:00	ES	Futures	4560.52	4560.8	4559.41	4559.97	1176.0
2023-04-26 00:40:00	ES	Futures	4559.69	4560.24	4559.41	4559.69	456.0
2023-04-26 00:45:00	ES	Futures	4559.69	4560.52	4559.69	4560.52	205.0
2023-04-26 00:50:00	ES	Futures	4560.24	4561.08	4560.24	4560.52	310.0
2023-04-26 00:55:00	ES	Futures	4560.24	4560.8	4560.24	4560.52	224.0
2023-04-26 01:00:00	ES	Futures	4560.52	4561.35	4560.24	4561.08	464.0
2023-04-26 01:05:00	ES	Futures	4561.08	4561.91	4560.8	4561.08	520.0
2023-04-26 01:10:00	ES	Futures	4560.8	4561.91	4560.8	4561.35	393.0
2023-04-26 01:15:00	ES	Futures	4561.35	4561.63	4559.97	4560.24	415.0
2023-04-26 01:20:00	ES	Futures	4560.52	4561.63	4559.97	4561.35	331.0
2023-04-26 01:25:00	ES	Futures	4561.08	4562.19	4561.08	4562.19	452.0
2023-04-26 01:30:00	ES	Futures	4562.46	4562.74	4561.63	4561.91	650.0
2023-04-26 01:35:00	ES	Futures	4561.63	4562.46	4561.35	4562.19	294.0
2023-04-26 01:40:00	ES	Futures	4562.19	4563.3	4562.19	4562.74	759.0
2023-04-26 01:45:00	ES	Futures	4562.74	4565.79	4562.74	4564.68	1619.0
2023-04-26 01:50:00	ES	Futures	4564.68	4565.24	4563.02	4563.3	491.0
2023-04-26 01:55:00	ES	Futures	4563.3	4564.96	4563.3	4564.68	603.0
2023-04-26 02:00:00	ES	Futures	4564.96	4565.24	4563.02	4563.02	1392.0
2023-04-26 02:05:00	ES	Futures	4563.02	4563.85	4561.91	4562.74	917.0
2023-04-26 02:10:00	ES	Futures	4562.74	4563.85	4562.74	4563.3	352.0
2023-04-26 02:15:00	ES	Futures	4563.02	4563.57	4559.97	4560.8	818.0
2023-04-26 02:20:00	ES	Futures	4560.52	4561.91	4559.97	4561.08	744.0
2023-04-26 02:25:00	ES	Futures	4561.35	4561.63	4560.24	4561.63	705.0
2023-04-26 02:30:00	ES	Futures	4561.63	4563.02	4561.08	4563.02	682.0
2023-04-26 02:35:00	ES	Futures	4562.74	4563.85	4562.46	4563.02	463.0
2023-04-26 02:40:00	ES	Futures	4563.02	4563.3	4561.63	4561.91	974.0
2023-04-26 02:45:00	ES	Futures	4561.91	4562.46	4561.35	4561.91	475.0
2023-04-26 02:50:00	ES	Futures	4561.63	4563.02	4560.8	4562.74	800.0
2023-04-26 02:55:00	ES	Futures	4562.74	4563.57	4561.63	4562.74	599.0
2023-04-26 03:00:00	ES	Futures	4562.74	4563.3	4560.52	4561.08	2484.0
2023-04-26 03:05:00	ES	Futures	4561.35	4563.57	4561.08	4562.74	2027.0
2023-04-26 03:10:00	ES	Futures	4562.46	4563.3	4559.14	4559.14	1761.0
2023-04-26 03:15:00	ES	Futures	4559.41	4560.8	4558.58	4559.69	1657.0
2023-04-26 03:20:00	ES	Futures	4559.69	4559.97	4556.08	4556.64	2450.0
2023-04-26 03:25:00	ES	Futures	4556.36	4560.24	4556.36	4559.41	2031.0
2023-04-26 03:30:00	ES	Futures	4559.69	4559.97	4555.81	4557.47	2396.0
2023-04-26 03:35:00	ES	Futures	4557.47	4559.14	4554.14	4554.7	1966.0
2023-04-26 03:40:00	ES	Futures	4554.7	4556.08	4551.65	4551.65	2916.0
2023-04-26 03:45:00	ES	Futures	4551.92	4553.59	4549.98	4550.81	2559.0
2023-04-26 03:50:00	ES	Futures	4550.54	4551.09	4549.43	4550.81	2335.0
2023-04-26 03:55:00	ES	Futures	4550.81	4555.81	4550.26	4555.53	2063.0
2023-04-26 04:00:00	ES	Futures	4555.53	4557.19	4552.2	4553.31	2938.0
2023-04-26 04:05:00	ES	Futures	4553.03	4553.87	4548.6	4550.26	3048.0

> showing 50 of 20,373 rows — these rows as CSV

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