PREVIEW / futures_5min / 2023-05-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-01.parquet
  size:    273 KB
  rows:    15,836

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
2023-05-01 00:00:00	ES	Futures	4649.83	4650.11	4648.72	4649.0	290.0
2023-05-01 00:05:00	ES	Futures	4649.27	4649.83	4649.0	4649.0	186.0
2023-05-01 00:10:00	ES	Futures	4649.0	4650.11	4648.72	4650.11	249.0
2023-05-01 00:15:00	ES	Futures	4649.83	4650.38	4649.27	4649.83	366.0
2023-05-01 00:20:00	ES	Futures	4649.83	4650.11	4649.27	4649.83	97.0
2023-05-01 00:25:00	ES	Futures	4649.83	4650.38	4649.27	4650.11	88.0
2023-05-01 00:30:00	ES	Futures	4650.11	4650.11	4649.27	4649.55	122.0
2023-05-01 00:35:00	ES	Futures	4649.55	4649.55	4648.44	4649.0	240.0
2023-05-01 00:40:00	ES	Futures	4649.0	4650.11	4648.72	4650.11	169.0
2023-05-01 00:45:00	ES	Futures	4650.11	4650.38	4649.83	4650.38	318.0
2023-05-01 00:50:00	ES	Futures	4650.38	4650.38	4649.55	4649.83	206.0
2023-05-01 00:55:00	ES	Futures	4649.83	4650.11	4649.27	4650.11	149.0
2023-05-01 01:00:00	ES	Futures	4650.11	4650.11	4649.27	4649.27	181.0
2023-05-01 01:05:00	ES	Futures	4649.0	4649.27	4648.17	4648.17	376.0
2023-05-01 01:10:00	ES	Futures	4648.17	4649.27	4647.89	4649.0	340.0
2023-05-01 01:15:00	ES	Futures	4649.27	4649.55	4649.0	4649.55	181.0
2023-05-01 01:20:00	ES	Futures	4649.55	4649.83	4649.27	4649.55	223.0
2023-05-01 01:25:00	ES	Futures	4649.55	4650.11	4649.27	4649.55	165.0
2023-05-01 01:30:00	ES	Futures	4649.55	4649.83	4649.27	4649.27	176.0
2023-05-01 01:35:00	ES	Futures	4649.55	4649.83	4648.72	4649.27	207.0
2023-05-01 01:40:00	ES	Futures	4649.55	4649.55	4648.72	4648.72	185.0
2023-05-01 01:45:00	ES	Futures	4648.72	4649.55	4648.72	4649.27	388.0
2023-05-01 01:50:00	ES	Futures	4649.27	4653.71	4649.27	4651.49	1704.0
2023-05-01 01:55:00	ES	Futures	4651.22	4651.49	4650.11	4651.22	572.0
2023-05-01 02:00:00	ES	Futures	4650.94	4651.22	4646.78	4648.72	1117.0
2023-05-01 02:05:00	ES	Futures	4649.0	4650.66	4649.0	4649.27	703.0
2023-05-01 02:10:00	ES	Futures	4649.55	4650.11	4649.0	4649.83	351.0
2023-05-01 02:15:00	ES	Futures	4649.55	4650.94	4649.0	4650.66	496.0
2023-05-01 02:20:00	ES	Futures	4650.66	4650.94	4649.83	4650.11	356.0
2023-05-01 02:25:00	ES	Futures	4650.11	4651.77	4649.83	4651.77	346.0
2023-05-01 02:30:00	ES	Futures	4651.49	4652.05	4650.66	4651.77	384.0
2023-05-01 02:35:00	ES	Futures	4651.77	4652.05	4650.94	4651.22	236.0
2023-05-01 02:40:00	ES	Futures	4651.22	4655.1	4651.22	4652.88	1509.0
2023-05-01 02:45:00	ES	Futures	4652.88	4653.44	4652.6	4653.16	303.0
2023-05-01 02:50:00	ES	Futures	4653.16	4653.44	4652.6	4653.16	221.0
2023-05-01 02:55:00	ES	Futures	4652.88	4653.71	4652.6	4653.71	250.0
2023-05-01 03:00:00	ES	Futures	4653.71	4653.71	4651.77	4652.6	588.0
2023-05-01 03:05:00	ES	Futures	4652.33	4653.16	4652.05	4652.6	294.0
2023-05-01 03:10:00	ES	Futures	4652.6	4653.44	4652.6	4652.88	364.0
2023-05-01 03:15:00	ES	Futures	4652.88	4653.71	4652.88	4653.71	237.0
2023-05-01 03:20:00	ES	Futures	4653.71	4653.99	4651.77	4652.6	566.0
2023-05-01 03:25:00	ES	Futures	4652.6	4653.44	4651.22	4651.49	667.0
2023-05-01 03:30:00	ES	Futures	4651.77	4652.05	4649.55	4650.11	909.0
2023-05-01 03:35:00	ES	Futures	4649.83	4649.83	4648.17	4649.55	999.0
2023-05-01 03:40:00	ES	Futures	4649.27	4649.55	4648.72	4649.55	509.0
2023-05-01 03:45:00	ES	Futures	4649.55	4649.55	4648.17	4648.44	356.0
2023-05-01 03:50:00	ES	Futures	4648.72	4649.27	4648.17	4649.27	298.0
2023-05-01 03:55:00	ES	Futures	4649.27	4650.38	4649.27	4649.83	323.0
2023-05-01 04:00:00	ES	Futures	4649.55	4649.83	4648.17	4648.72	1128.0
2023-05-01 04:05:00	ES	Futures	4648.72	4649.0	4646.5	4646.78	1001.0

> showing 50 of 15,836 rows — these rows as CSV

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