PREVIEW / futures_5min / 2023-04-28

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-28.parquet
  size:    318 KB
  rows:    16,607

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
2023-04-28 00:00:00	ES	Futures	4602.12	4605.45	4601.57	4603.51	1873.0
2023-04-28 00:05:00	ES	Futures	4603.51	4604.07	4602.12	4603.79	871.0
2023-04-28 00:10:00	ES	Futures	4603.79	4604.62	4603.51	4604.62	660.0
2023-04-28 00:15:00	ES	Futures	4604.62	4605.73	4604.62	4605.45	771.0
2023-04-28 00:20:00	ES	Futures	4605.18	4605.18	4604.62	4604.9	310.0
2023-04-28 00:25:00	ES	Futures	4604.9	4604.9	4603.79	4604.34	551.0
2023-04-28 00:30:00	ES	Futures	4604.07	4604.9	4603.79	4603.79	289.0
2023-04-28 00:35:00	ES	Futures	4603.79	4603.79	4602.4	4603.23	586.0
2023-04-28 00:40:00	ES	Futures	4602.96	4603.23	4602.4	4603.23	211.0
2023-04-28 00:45:00	ES	Futures	4602.96	4603.23	4602.68	4602.96	273.0
2023-04-28 00:50:00	ES	Futures	4602.96	4603.51	4602.96	4603.23	317.0
2023-04-28 00:55:00	ES	Futures	4603.23	4603.79	4602.68	4603.51	262.0
2023-04-28 01:00:00	ES	Futures	4603.23	4603.51	4602.4	4602.4	472.0
2023-04-28 01:05:00	ES	Futures	4602.4	4603.51	4601.02	4601.29	1278.0
2023-04-28 01:10:00	ES	Futures	4601.02	4602.12	4601.02	4601.85	434.0
2023-04-28 01:15:00	ES	Futures	4601.85	4603.23	4601.85	4602.96	301.0
2023-04-28 01:20:00	ES	Futures	4602.68	4603.51	4602.68	4603.23	264.0
2023-04-28 01:25:00	ES	Futures	4603.51	4603.79	4602.96	4603.51	399.0
2023-04-28 01:30:00	ES	Futures	4603.51	4607.39	4602.96	4606.01	1019.0
2023-04-28 01:35:00	ES	Futures	4606.01	4610.17	4605.73	4607.39	2051.0
2023-04-28 01:40:00	ES	Futures	4607.12	4608.78	4606.29	4608.5	727.0
2023-04-28 01:45:00	ES	Futures	4608.23	4608.23	4606.84	4607.12	677.0
2023-04-28 01:50:00	ES	Futures	4607.12	4608.5	4606.56	4608.23	843.0
2023-04-28 01:55:00	ES	Futures	4608.23	4608.5	4606.84	4608.23	790.0
2023-04-28 02:00:00	ES	Futures	4607.95	4608.23	4604.62	4604.9	2019.0
2023-04-28 02:05:00	ES	Futures	4605.18	4605.45	4602.12	4602.96	1075.0
2023-04-28 02:10:00	ES	Futures	4603.23	4605.18	4602.68	4604.34	673.0
2023-04-28 02:15:00	ES	Futures	4604.07	4604.34	4603.23	4604.07	391.0
2023-04-28 02:20:00	ES	Futures	4603.79	4604.34	4602.96	4604.34	633.0
2023-04-28 02:25:00	ES	Futures	4604.34	4604.62	4603.51	4603.79	320.0
2023-04-28 02:30:00	ES	Futures	4604.07	4604.07	4599.35	4601.29	2399.0
2023-04-28 02:35:00	ES	Futures	4601.57	4603.23	4601.29	4602.4	657.0
2023-04-28 02:40:00	ES	Futures	4602.4	4603.51	4602.12	4602.96	668.0
2023-04-28 02:45:00	ES	Futures	4602.96	4602.96	4599.63	4601.02	2430.0
2023-04-28 02:50:00	ES	Futures	4601.29	4601.57	4600.46	4601.29	486.0
2023-04-28 02:55:00	ES	Futures	4601.02	4601.02	4598.8	4598.8	886.0
2023-04-28 03:00:00	ES	Futures	4599.07	4601.02	4598.8	4601.02	2428.0
2023-04-28 03:05:00	ES	Futures	4600.74	4601.57	4597.41	4598.52	2861.0
2023-04-28 03:10:00	ES	Futures	4598.8	4600.46	4596.86	4596.86	2002.0
2023-04-28 03:15:00	ES	Futures	4597.13	4597.41	4593.8	4595.75	3161.0
2023-04-28 03:20:00	ES	Futures	4596.02	4599.35	4594.91	4597.13	2089.0
2023-04-28 03:25:00	ES	Futures	4597.13	4597.96	4594.91	4595.47	1658.0
2023-04-28 03:30:00	ES	Futures	4595.47	4597.13	4594.64	4596.58	1824.0
2023-04-28 03:35:00	ES	Futures	4596.3	4596.3	4593.8	4595.19	1502.0
2023-04-28 03:40:00	ES	Futures	4595.19	4596.86	4593.53	4593.8	1635.0
2023-04-28 03:45:00	ES	Futures	4593.8	4596.58	4593.8	4596.58	1302.0
2023-04-28 03:50:00	ES	Futures	4596.58	4598.24	4596.02	4597.41	1334.0
2023-04-28 03:55:00	ES	Futures	4597.13	4597.13	4594.91	4595.19	1272.0
2023-04-28 04:00:00	ES	Futures	4595.19	4596.3	4592.69	4593.53	4404.0
2023-04-28 04:05:00	ES	Futures	4593.53	4594.36	4592.69	4593.25	2312.0

> showing 50 of 16,607 rows — these rows as CSV

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