PREVIEW / futures_5min / 2023-05-03

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-03.parquet
  size:    371 KB
  rows:    20,581

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
2023-05-03 00:00:00	ES	Futures	4596.3	4596.58	4595.19	4596.3	845.0
2023-05-03 00:05:00	ES	Futures	4596.02	4596.3	4595.19	4595.75	344.0
2023-05-03 00:10:00	ES	Futures	4595.47	4596.02	4595.47	4595.75	150.0
2023-05-03 00:15:00	ES	Futures	4595.47	4596.02	4595.47	4596.02	182.0
2023-05-03 00:20:00	ES	Futures	4596.02	4596.02	4594.36	4594.64	387.0
2023-05-03 00:25:00	ES	Futures	4594.91	4596.02	4594.36	4596.02	352.0
2023-05-03 00:30:00	ES	Futures	4596.02	4596.02	4594.64	4594.64	231.0
2023-05-03 00:35:00	ES	Futures	4594.91	4595.19	4594.64	4594.64	123.0
2023-05-03 00:40:00	ES	Futures	4594.91	4595.47	4594.64	4595.19	173.0
2023-05-03 00:45:00	ES	Futures	4595.47	4596.02	4594.91	4596.02	145.0
2023-05-03 00:50:00	ES	Futures	4596.02	4596.02	4595.47	4595.75	142.0
2023-05-03 00:55:00	ES	Futures	4595.47	4596.02	4595.47	4596.02	135.0
2023-05-03 01:00:00	ES	Futures	4595.75	4599.35	4595.75	4598.52	1491.0
2023-05-03 01:05:00	ES	Futures	4598.52	4598.52	4596.86	4597.41	402.0
2023-05-03 01:10:00	ES	Futures	4597.13	4598.24	4596.86	4598.24	635.0
2023-05-03 01:15:00	ES	Futures	4598.52	4599.07	4597.13	4597.13	590.0
2023-05-03 01:20:00	ES	Futures	4597.13	4597.41	4595.75	4596.3	671.0
2023-05-03 01:25:00	ES	Futures	4596.58	4596.86	4596.02	4596.58	271.0
2023-05-03 01:30:00	ES	Futures	4596.86	4597.13	4595.19	4595.75	370.0
2023-05-03 01:35:00	ES	Futures	4595.75	4596.3	4595.19	4595.75	409.0
2023-05-03 01:40:00	ES	Futures	4595.75	4597.13	4595.75	4597.13	534.0
2023-05-03 01:45:00	ES	Futures	4597.13	4597.41	4596.58	4597.41	295.0
2023-05-03 01:50:00	ES	Futures	4597.41	4598.8	4597.13	4598.24	636.0
2023-05-03 01:55:00	ES	Futures	4597.96	4598.24	4597.69	4597.96	210.0
2023-05-03 02:00:00	ES	Futures	4597.69	4599.35	4597.13	4597.13	1084.0
2023-05-03 02:05:00	ES	Futures	4597.41	4597.69	4595.47	4597.13	878.0
2023-05-03 02:10:00	ES	Futures	4597.13	4599.07	4596.86	4598.24	703.0
2023-05-03 02:15:00	ES	Futures	4598.24	4598.52	4596.58	4598.24	602.0
2023-05-03 02:20:00	ES	Futures	4598.24	4599.07	4596.86	4597.13	654.0
2023-05-03 02:25:00	ES	Futures	4597.13	4599.07	4596.86	4598.8	415.0
2023-05-03 02:30:00	ES	Futures	4599.07	4599.07	4597.96	4598.24	533.0
2023-05-03 02:35:00	ES	Futures	4597.96	4598.52	4597.13	4597.96	342.0
2023-05-03 02:40:00	ES	Futures	4597.69	4598.8	4596.86	4597.41	792.0
2023-05-03 02:45:00	ES	Futures	4597.13	4597.96	4596.02	4597.13	860.0
2023-05-03 02:50:00	ES	Futures	4597.41	4599.35	4597.13	4598.52	1065.0
2023-05-03 02:55:00	ES	Futures	4598.8	4599.35	4597.13	4597.13	830.0
2023-05-03 03:00:00	ES	Futures	4597.41	4601.57	4596.02	4599.35	3595.0
2023-05-03 03:05:00	ES	Futures	4599.63	4599.63	4594.64	4595.19	2553.0
2023-05-03 03:10:00	ES	Futures	4595.19	4596.86	4594.91	4595.75	1150.0
2023-05-03 03:15:00	ES	Futures	4596.02	4601.57	4595.47	4599.91	1889.0
2023-05-03 03:20:00	ES	Futures	4599.91	4599.91	4598.24	4599.07	988.0
2023-05-03 03:25:00	ES	Futures	4599.35	4599.63	4597.96	4598.8	1257.0
2023-05-03 03:30:00	ES	Futures	4598.8	4599.35	4597.69	4599.07	1000.0
2023-05-03 03:35:00	ES	Futures	4598.8	4600.18	4597.69	4598.24	1262.0
2023-05-03 03:40:00	ES	Futures	4597.96	4598.8	4597.41	4597.41	721.0
2023-05-03 03:45:00	ES	Futures	4597.41	4598.52	4597.41	4597.41	683.0
2023-05-03 03:50:00	ES	Futures	4597.69	4597.96	4594.36	4594.64	1115.0
2023-05-03 03:55:00	ES	Futures	4594.64	4595.47	4594.08	4594.36	1709.0
2023-05-03 04:00:00	ES	Futures	4594.91	4596.58	4593.25	4593.53	2188.0
2023-05-03 04:05:00	ES	Futures	4593.53	4598.24	4592.97	4595.47	2058.0

> showing 50 of 20,581 rows — these rows as CSV

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