PREVIEW / futures_5min / 2023-04-27

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-27.parquet
  size:    346 KB
  rows:    20,006

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
2023-04-27 00:00:00	ES	Futures	4531.68	4532.23	4531.68	4532.23	278.0
2023-04-27 00:05:00	ES	Futures	4531.95	4531.95	4531.68	4531.95	46.0
2023-04-27 00:10:00	ES	Futures	4531.95	4532.51	4531.95	4532.23	57.0
2023-04-27 00:15:00	ES	Futures	4532.51	4534.17	4532.51	4533.9	536.0
2023-04-27 00:20:00	ES	Futures	4534.17	4534.73	4533.9	4534.45	378.0
2023-04-27 00:25:00	ES	Futures	4534.45	4535.01	4534.17	4534.45	409.0
2023-04-27 00:30:00	ES	Futures	4534.45	4534.73	4533.9	4534.73	217.0
2023-04-27 00:35:00	ES	Futures	4534.73	4535.01	4534.45	4534.45	145.0
2023-04-27 00:40:00	ES	Futures	4534.45	4534.45	4534.17	4534.45	221.0
2023-04-27 00:45:00	ES	Futures	4534.17	4534.45	4533.9	4534.17	337.0
2023-04-27 00:50:00	ES	Futures	4534.17	4535.56	4534.17	4535.56	367.0
2023-04-27 00:55:00	ES	Futures	4535.56	4536.11	4535.28	4535.84	415.0
2023-04-27 01:00:00	ES	Futures	4536.11	4536.11	4534.45	4534.73	362.0
2023-04-27 01:05:00	ES	Futures	4534.73	4534.73	4533.34	4534.45	640.0
2023-04-27 01:10:00	ES	Futures	4534.17	4534.73	4533.62	4534.45	354.0
2023-04-27 01:15:00	ES	Futures	4534.45	4534.45	4533.62	4533.9	199.0
2023-04-27 01:20:00	ES	Futures	4533.9	4535.56	4533.62	4535.56	238.0
2023-04-27 01:25:00	ES	Futures	4535.28	4535.56	4535.01	4535.28	293.0
2023-04-27 01:30:00	ES	Futures	4535.56	4537.22	4535.28	4536.67	907.0
2023-04-27 01:35:00	ES	Futures	4536.95	4539.17	4536.95	4538.61	1017.0
2023-04-27 01:40:00	ES	Futures	4538.61	4538.89	4537.5	4538.61	821.0
2023-04-27 01:45:00	ES	Futures	4538.61	4539.44	4538.06	4538.06	852.0
2023-04-27 01:50:00	ES	Futures	4538.06	4538.61	4537.22	4537.5	626.0
2023-04-27 01:55:00	ES	Futures	4537.78	4538.33	4537.22	4538.33	406.0
2023-04-27 02:00:00	ES	Futures	4538.33	4539.17	4536.95	4537.5	1493.0
2023-04-27 02:05:00	ES	Futures	4537.5	4538.33	4536.95	4538.33	538.0
2023-04-27 02:10:00	ES	Futures	4538.33	4538.61	4537.22	4538.33	435.0
2023-04-27 02:15:00	ES	Futures	4538.61	4539.17	4536.95	4538.89	729.0
2023-04-27 02:20:00	ES	Futures	4539.17	4540.27	4537.78	4538.61	774.0
2023-04-27 02:25:00	ES	Futures	4538.33	4538.61	4537.22	4537.78	648.0
2023-04-27 02:30:00	ES	Futures	4537.78	4538.61	4537.5	4537.5	323.0
2023-04-27 02:35:00	ES	Futures	4537.5	4538.33	4536.95	4538.06	290.0
2023-04-27 02:40:00	ES	Futures	4538.06	4538.89	4537.78	4538.33	570.0
2023-04-27 02:45:00	ES	Futures	4538.33	4538.33	4536.11	4537.22	731.0
2023-04-27 02:50:00	ES	Futures	4537.22	4538.33	4536.95	4538.06	401.0
2023-04-27 02:55:00	ES	Futures	4538.06	4538.89	4537.5	4537.78	620.0
2023-04-27 03:00:00	ES	Futures	4538.06	4540.0	4537.78	4538.33	1909.0
2023-04-27 03:05:00	ES	Futures	4538.33	4538.33	4534.73	4536.67	2040.0
2023-04-27 03:10:00	ES	Futures	4536.67	4540.27	4536.67	4539.72	2187.0
2023-04-27 03:15:00	ES	Futures	4539.72	4543.6	4539.44	4542.22	3437.0
2023-04-27 03:20:00	ES	Futures	4542.22	4542.77	4539.72	4540.83	1401.0
2023-04-27 03:25:00	ES	Futures	4540.83	4541.94	4539.17	4541.66	1464.0
2023-04-27 03:30:00	ES	Futures	4541.94	4542.49	4540.27	4541.66	1247.0
2023-04-27 03:35:00	ES	Futures	4541.66	4541.94	4540.55	4541.94	472.0
2023-04-27 03:40:00	ES	Futures	4541.94	4544.44	4541.94	4543.05	1826.0
2023-04-27 03:45:00	ES	Futures	4543.05	4544.71	4542.22	4544.71	1548.0
2023-04-27 03:50:00	ES	Futures	4544.71	4545.27	4543.6	4544.71	1433.0
2023-04-27 03:55:00	ES	Futures	4544.71	4545.54	4544.16	4544.44	1329.0
2023-04-27 04:00:00	ES	Futures	4544.44	4544.99	4541.38	4541.38	1570.0
2023-04-27 04:05:00	ES	Futures	4541.66	4542.22	4540.55	4540.83	1316.0

> showing 50 of 20,006 rows — these rows as CSV

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