PREVIEW / futures_5min / 2023-05-04

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-04.parquet
  size:    364 KB
  rows:    20,377

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
2023-05-04 00:00:00	ES	Futures	4562.46	4562.74	4561.91	4561.91	258.0
2023-05-04 00:05:00	ES	Futures	4562.19	4562.19	4560.24	4560.52	787.0
2023-05-04 00:10:00	ES	Futures	4560.24	4560.52	4559.14	4559.69	644.0
2023-05-04 00:15:00	ES	Futures	4559.41	4560.52	4559.41	4560.24	314.0
2023-05-04 00:20:00	ES	Futures	4560.52	4562.46	4560.24	4561.91	467.0
2023-05-04 00:25:00	ES	Futures	4561.91	4562.19	4560.24	4561.08	309.0
2023-05-04 00:30:00	ES	Futures	4561.08	4564.4	4561.08	4564.4	1013.0
2023-05-04 00:35:00	ES	Futures	4564.13	4568.57	4564.13	4568.29	1987.0
2023-05-04 00:40:00	ES	Futures	4568.01	4568.29	4566.07	4566.62	936.0
2023-05-04 00:45:00	ES	Futures	4566.62	4566.9	4565.51	4565.79	444.0
2023-05-04 00:50:00	ES	Futures	4566.07	4566.35	4564.68	4566.07	741.0
2023-05-04 00:55:00	ES	Futures	4566.35	4566.9	4565.79	4565.79	202.0
2023-05-04 01:00:00	ES	Futures	4565.79	4567.18	4565.79	4566.62	740.0
2023-05-04 01:05:00	ES	Futures	4566.62	4567.73	4566.62	4567.18	547.0
2023-05-04 01:10:00	ES	Futures	4567.18	4568.29	4566.9	4567.73	589.0
2023-05-04 01:15:00	ES	Futures	4568.01	4568.29	4566.9	4566.9	452.0
2023-05-04 01:20:00	ES	Futures	4567.18	4567.18	4566.07	4566.35	302.0
2023-05-04 01:25:00	ES	Futures	4566.62	4567.46	4566.62	4567.18	526.0
2023-05-04 01:30:00	ES	Futures	4567.18	4567.73	4566.62	4567.18	440.0
2023-05-04 01:35:00	ES	Futures	4567.18	4568.01	4566.62	4567.18	674.0
2023-05-04 01:40:00	ES	Futures	4567.18	4567.73	4566.62	4567.46	256.0
2023-05-04 01:45:00	ES	Futures	4567.18	4567.46	4566.07	4566.35	450.0
2023-05-04 01:50:00	ES	Futures	4566.07	4566.35	4563.57	4563.57	1179.0
2023-05-04 01:55:00	ES	Futures	4563.85	4566.62	4563.85	4566.62	1069.0
2023-05-04 02:00:00	ES	Futures	4566.62	4567.46	4564.96	4564.96	1141.0
2023-05-04 02:05:00	ES	Futures	4564.68	4565.24	4563.57	4563.85	1113.0
2023-05-04 02:10:00	ES	Futures	4563.57	4564.4	4563.02	4563.57	656.0
2023-05-04 02:15:00	ES	Futures	4563.3	4563.57	4559.14	4560.52	1262.0
2023-05-04 02:20:00	ES	Futures	4560.24	4560.52	4558.3	4558.3	1318.0
2023-05-04 02:25:00	ES	Futures	4558.3	4560.24	4558.03	4560.24	813.0
2023-05-04 02:30:00	ES	Futures	4560.24	4560.8	4558.3	4558.58	968.0
2023-05-04 02:35:00	ES	Futures	4558.3	4559.97	4557.75	4559.41	944.0
2023-05-04 02:40:00	ES	Futures	4559.41	4559.41	4557.47	4558.3	801.0
2023-05-04 02:45:00	ES	Futures	4558.3	4559.69	4558.3	4559.41	570.0
2023-05-04 02:50:00	ES	Futures	4559.41	4562.19	4559.41	4562.19	855.0
2023-05-04 02:55:00	ES	Futures	4561.63	4563.57	4561.63	4562.74	763.0
2023-05-04 03:00:00	ES	Futures	4563.02	4563.02	4560.52	4560.52	2037.0
2023-05-04 03:05:00	ES	Futures	4560.52	4560.52	4556.36	4557.47	2443.0
2023-05-04 03:10:00	ES	Futures	4557.75	4557.75	4552.2	4552.48	3507.0
2023-05-04 03:15:00	ES	Futures	4552.48	4554.97	4550.81	4551.65	2410.0
2023-05-04 03:20:00	ES	Futures	4551.37	4553.59	4549.98	4552.2	2199.0
2023-05-04 03:25:00	ES	Futures	4552.48	4552.48	4546.65	4550.54	3873.0
2023-05-04 03:30:00	ES	Futures	4550.54	4555.25	4547.49	4554.42	3213.0
2023-05-04 03:35:00	ES	Futures	4554.14	4564.4	4554.14	4563.57	6087.0
2023-05-04 03:40:00	ES	Futures	4563.57	4565.79	4562.74	4564.13	2572.0
2023-05-04 03:45:00	ES	Futures	4564.13	4565.24	4562.46	4563.02	1563.0
2023-05-04 03:50:00	ES	Futures	4563.02	4564.4	4561.35	4563.57	1194.0
2023-05-04 03:55:00	ES	Futures	4563.57	4566.07	4562.19	4563.85	1300.0
2023-05-04 04:00:00	ES	Futures	4563.85	4564.13	4560.24	4561.63	2123.0
2023-05-04 04:05:00	ES	Futures	4561.35	4561.35	4557.19	4557.19	1700.0

> showing 50 of 20,377 rows — these rows as CSV

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