PREVIEW / futures_5min / 2023-04-30

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-04-30.parquet
  size:    69 KB
  rows:    3,476

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
2023-04-30 18:00:00	ES	Futures	4648.44	4649.27	4643.73	4644.84	2266.0
2023-04-30 18:05:00	ES	Futures	4644.84	4645.95	4644.56	4645.39	837.0
2023-04-30 18:10:00	ES	Futures	4645.11	4647.33	4644.84	4647.33	650.0
2023-04-30 18:15:00	ES	Futures	4647.06	4649.83	4647.06	4648.44	964.0
2023-04-30 18:20:00	ES	Futures	4648.44	4649.27	4645.39	4647.33	897.0
2023-04-30 18:25:00	ES	Futures	4647.33	4648.17	4646.22	4646.22	264.0
2023-04-30 18:30:00	ES	Futures	4646.22	4646.78	4645.39	4646.5	352.0
2023-04-30 18:35:00	ES	Futures	4646.5	4646.78	4642.06	4642.9	1566.0
2023-04-30 18:40:00	ES	Futures	4643.17	4643.73	4642.06	4642.9	689.0
2023-04-30 18:45:00	ES	Futures	4643.17	4643.17	4641.23	4642.34	596.0
2023-04-30 18:50:00	ES	Futures	4642.34	4642.9	4641.51	4642.06	314.0
2023-04-30 18:55:00	ES	Futures	4642.06	4642.34	4640.95	4642.34	479.0
2023-04-30 19:00:00	ES	Futures	4642.34	4644.28	4642.34	4643.17	469.0
2023-04-30 19:05:00	ES	Futures	4643.45	4644.84	4643.17	4644.56	326.0
2023-04-30 19:10:00	ES	Futures	4644.56	4644.84	4643.45	4644.01	285.0
2023-04-30 19:15:00	ES	Futures	4644.28	4644.56	4643.45	4643.73	235.0
2023-04-30 19:20:00	ES	Futures	4643.73	4643.73	4642.34	4642.62	290.0
2023-04-30 19:25:00	ES	Futures	4642.9	4644.01	4642.62	4643.45	193.0
2023-04-30 19:30:00	ES	Futures	4643.17	4643.17	4641.79	4642.06	428.0
2023-04-30 19:35:00	ES	Futures	4642.34	4642.34	4640.4	4640.95	757.0
2023-04-30 19:40:00	ES	Futures	4640.68	4640.68	4638.74	4639.57	861.0
2023-04-30 19:45:00	ES	Futures	4639.57	4641.23	4639.29	4640.68	703.0
2023-04-30 19:50:00	ES	Futures	4640.95	4641.51	4640.12	4640.95	791.0
2023-04-30 19:55:00	ES	Futures	4640.68	4642.9	4640.12	4640.12	972.0
2023-04-30 20:00:00	ES	Futures	4639.84	4642.34	4639.84	4642.06	1031.0
2023-04-30 20:05:00	ES	Futures	4642.06	4643.73	4641.79	4643.45	886.0
2023-04-30 20:10:00	ES	Futures	4643.73	4644.56	4642.62	4643.17	678.0
2023-04-30 20:15:00	ES	Futures	4643.17	4644.01	4638.46	4640.12	1167.0
2023-04-30 20:20:00	ES	Futures	4640.12	4641.51	4639.84	4640.4	653.0
2023-04-30 20:25:00	ES	Futures	4640.12	4641.51	4638.74	4641.51	819.0
2023-04-30 20:30:00	ES	Futures	4641.51	4642.06	4641.23	4641.23	321.0
2023-04-30 20:35:00	ES	Futures	4640.95	4642.06	4640.95	4641.23	328.0
2023-04-30 20:40:00	ES	Futures	4640.95	4645.95	4640.95	4644.84	949.0
2023-04-30 20:45:00	ES	Futures	4644.56	4645.39	4643.45	4644.84	622.0
2023-04-30 20:50:00	ES	Futures	4645.11	4645.67	4643.73	4644.28	511.0
2023-04-30 20:55:00	ES	Futures	4644.56	4645.39	4644.01	4645.11	454.0
2023-04-30 21:00:00	ES	Futures	4645.11	4645.67	4645.11	4645.39	319.0
2023-04-30 21:05:00	ES	Futures	4645.11	4645.67	4644.28	4644.28	418.0
2023-04-30 21:10:00	ES	Futures	4644.01	4645.95	4643.73	4645.11	357.0
2023-04-30 21:15:00	ES	Futures	4645.11	4646.5	4644.56	4646.22	447.0
2023-04-30 21:20:00	ES	Futures	4646.22	4646.22	4644.01	4644.84	455.0
2023-04-30 21:25:00	ES	Futures	4644.84	4645.67	4644.56	4644.84	262.0
2023-04-30 21:30:00	ES	Futures	4644.84	4645.11	4644.28	4644.84	323.0
2023-04-30 21:35:00	ES	Futures	4644.84	4645.39	4644.01	4644.56	413.0
2023-04-30 21:40:00	ES	Futures	4644.56	4644.56	4643.45	4644.01	240.0
2023-04-30 21:45:00	ES	Futures	4643.73	4644.28	4642.9	4643.17	404.0
2023-04-30 21:50:00	ES	Futures	4643.17	4644.01	4642.9	4643.17	274.0
2023-04-30 21:55:00	ES	Futures	4643.17	4644.84	4642.9	4644.01	399.0
2023-04-30 22:00:00	ES	Futures	4644.01	4644.84	4644.01	4644.01	193.0
2023-04-30 22:05:00	ES	Futures	4644.01	4644.84	4644.01	4644.28	181.0

> showing 50 of 3,476 rows — these rows as CSV

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