PREVIEW / futures_5min / 2023-05-02

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-02.parquet
  size:    370 KB
  rows:    20,335

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
2023-05-02 00:00:00	ES	Futures	4641.79	4642.34	4641.51	4642.06	495.0
2023-05-02 00:05:00	ES	Futures	4642.06	4642.34	4641.79	4642.34	195.0
2023-05-02 00:10:00	ES	Futures	4642.34	4643.17	4642.34	4643.17	463.0
2023-05-02 00:15:00	ES	Futures	4643.17	4643.17	4641.79	4641.79	328.0
2023-05-02 00:20:00	ES	Futures	4642.06	4642.06	4640.68	4641.51	557.0
2023-05-02 00:25:00	ES	Futures	4641.51	4641.79	4640.95	4641.79	243.0
2023-05-02 00:30:00	ES	Futures	4641.79	4642.06	4640.12	4642.06	2204.0
2023-05-02 00:35:00	ES	Futures	4641.79	4643.17	4641.51	4643.17	502.0
2023-05-02 00:40:00	ES	Futures	4643.17	4643.17	4641.79	4642.06	305.0
2023-05-02 00:45:00	ES	Futures	4641.79	4642.9	4641.79	4642.62	194.0
2023-05-02 00:50:00	ES	Futures	4642.34	4642.62	4641.79	4642.34	260.0
2023-05-02 00:55:00	ES	Futures	4642.34	4642.9	4642.06	4642.06	235.0
2023-05-02 01:00:00	ES	Futures	4641.79	4642.62	4641.23	4642.34	658.0
2023-05-02 01:05:00	ES	Futures	4642.34	4644.28	4641.79	4644.01	982.0
2023-05-02 01:10:00	ES	Futures	4644.01	4644.28	4642.62	4643.45	443.0
2023-05-02 01:15:00	ES	Futures	4643.45	4644.01	4643.17	4643.45	543.0
2023-05-02 01:20:00	ES	Futures	4643.45	4644.28	4643.17	4643.73	337.0
2023-05-02 01:25:00	ES	Futures	4643.73	4644.28	4643.17	4644.28	439.0
2023-05-02 01:30:00	ES	Futures	4644.28	4644.84	4644.01	4644.28	469.0
2023-05-02 01:35:00	ES	Futures	4644.56	4645.39	4644.56	4645.11	455.0
2023-05-02 01:40:00	ES	Futures	4645.11	4645.67	4644.01	4644.56	339.0
2023-05-02 01:45:00	ES	Futures	4644.28	4644.56	4643.73	4644.01	375.0
2023-05-02 01:50:00	ES	Futures	4644.01	4644.28	4642.9	4643.17	440.0
2023-05-02 01:55:00	ES	Futures	4643.45	4643.73	4642.62	4642.62	343.0
2023-05-02 02:00:00	ES	Futures	4642.62	4643.45	4641.79	4643.17	776.0
2023-05-02 02:05:00	ES	Futures	4643.17	4643.17	4640.95	4641.23	817.0
2023-05-02 02:10:00	ES	Futures	4641.51	4641.51	4640.12	4640.4	946.0
2023-05-02 02:15:00	ES	Futures	4640.68	4641.79	4640.4	4641.23	395.0
2023-05-02 02:20:00	ES	Futures	4641.23	4642.9	4641.23	4642.9	477.0
2023-05-02 02:25:00	ES	Futures	4643.17	4643.45	4642.34	4642.34	347.0
2023-05-02 02:30:00	ES	Futures	4642.34	4643.45	4642.06	4643.17	405.0
2023-05-02 02:35:00	ES	Futures	4643.45	4644.01	4643.17	4644.01	489.0
2023-05-02 02:40:00	ES	Futures	4644.01	4645.95	4643.73	4645.39	737.0
2023-05-02 02:45:00	ES	Futures	4645.67	4645.95	4645.11	4645.67	390.0
2023-05-02 02:50:00	ES	Futures	4645.95	4646.22	4645.11	4645.67	371.0
2023-05-02 02:55:00	ES	Futures	4645.39	4647.33	4645.39	4646.22	995.0
2023-05-02 03:00:00	ES	Futures	4645.95	4647.89	4644.01	4647.61	2704.0
2023-05-02 03:05:00	ES	Futures	4647.61	4650.11	4647.06	4648.72	2424.0
2023-05-02 03:10:00	ES	Futures	4648.72	4649.83	4645.95	4647.33	1784.0
2023-05-02 03:15:00	ES	Futures	4647.33	4648.17	4644.84	4645.11	1684.0
2023-05-02 03:20:00	ES	Futures	4645.11	4645.39	4641.79	4643.17	1892.0
2023-05-02 03:25:00	ES	Futures	4643.17	4644.56	4641.23	4643.17	1423.0
2023-05-02 03:30:00	ES	Futures	4642.9	4643.73	4641.23	4642.06	933.0
2023-05-02 03:35:00	ES	Futures	4642.06	4642.9	4640.68	4642.62	1183.0
2023-05-02 03:40:00	ES	Futures	4642.62	4643.45	4641.51	4641.79	687.0
2023-05-02 03:45:00	ES	Futures	4641.79	4642.9	4641.23	4641.51	1094.0
2023-05-02 03:50:00	ES	Futures	4641.79	4642.62	4639.57	4639.84	1490.0
2023-05-02 03:55:00	ES	Futures	4639.84	4640.95	4639.57	4639.84	1661.0
2023-05-02 04:00:00	ES	Futures	4639.84	4640.12	4636.24	4636.79	3432.0
2023-05-02 04:05:00	ES	Futures	4636.52	4639.01	4636.24	4638.46	2023.0

> showing 50 of 20,335 rows — these rows as CSV

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