PREVIEW / futures_5min / 2023-05-05

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-05.parquet
  size:    312 KB
  rows:    16,333

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
2023-05-05 00:00:00	ES	Futures	4540.27	4540.27	4538.61	4539.72	424.0
2023-05-05 00:05:00	ES	Futures	4540.0	4540.27	4539.44	4540.0	182.0
2023-05-05 00:10:00	ES	Futures	4540.0	4540.0	4539.17	4539.17	267.0
2023-05-05 00:15:00	ES	Futures	4539.17	4539.44	4538.61	4539.44	194.0
2023-05-05 00:20:00	ES	Futures	4539.17	4540.0	4539.17	4540.0	270.0
2023-05-05 00:25:00	ES	Futures	4540.0	4540.0	4539.17	4539.44	123.0
2023-05-05 00:30:00	ES	Futures	4539.44	4539.72	4538.89	4539.44	121.0
2023-05-05 00:35:00	ES	Futures	4539.44	4539.72	4539.17	4539.72	109.0
2023-05-05 00:40:00	ES	Futures	4539.72	4540.0	4539.17	4539.44	157.0
2023-05-05 00:45:00	ES	Futures	4539.17	4539.72	4539.17	4539.44	147.0
2023-05-05 00:50:00	ES	Futures	4539.44	4540.27	4539.17	4539.17	414.0
2023-05-05 00:55:00	ES	Futures	4539.17	4540.27	4539.17	4540.0	232.0
2023-05-05 01:00:00	ES	Futures	4539.72	4540.27	4538.89	4538.89	404.0
2023-05-05 01:05:00	ES	Futures	4538.89	4539.44	4538.61	4539.17	236.0
2023-05-05 01:10:00	ES	Futures	4539.44	4540.0	4539.17	4540.0	210.0
2023-05-05 01:15:00	ES	Futures	4540.0	4540.0	4538.61	4539.17	245.0
2023-05-05 01:20:00	ES	Futures	4539.44	4540.0	4538.89	4539.72	195.0
2023-05-05 01:25:00	ES	Futures	4539.72	4539.72	4538.33	4538.89	228.0
2023-05-05 01:30:00	ES	Futures	4538.61	4538.89	4538.33	4538.61	202.0
2023-05-05 01:35:00	ES	Futures	4538.61	4538.61	4536.95	4537.78	322.0
2023-05-05 01:40:00	ES	Futures	4537.78	4537.78	4536.67	4536.95	309.0
2023-05-05 01:45:00	ES	Futures	4536.67	4537.5	4536.11	4537.5	342.0
2023-05-05 01:50:00	ES	Futures	4537.5	4537.5	4536.67	4536.67	161.0
2023-05-05 01:55:00	ES	Futures	4536.95	4537.78	4536.67	4537.78	399.0
2023-05-05 02:00:00	ES	Futures	4537.78	4537.78	4534.73	4536.39	1078.0
2023-05-05 02:05:00	ES	Futures	4536.67	4538.33	4535.01	4537.5	864.0
2023-05-05 02:10:00	ES	Futures	4537.78	4538.33	4537.22	4537.78	401.0
2023-05-05 02:15:00	ES	Futures	4537.78	4539.72	4537.22	4539.44	760.0
2023-05-05 02:20:00	ES	Futures	4539.44	4539.72	4537.78	4538.06	440.0
2023-05-05 02:25:00	ES	Futures	4538.06	4539.72	4538.06	4539.44	452.0
2023-05-05 02:30:00	ES	Futures	4539.44	4539.72	4538.61	4539.17	478.0
2023-05-05 02:35:00	ES	Futures	4539.17	4539.72	4538.61	4539.72	555.0
2023-05-05 02:40:00	ES	Futures	4539.72	4539.72	4538.33	4538.89	400.0
2023-05-05 02:45:00	ES	Futures	4538.61	4540.83	4538.06	4540.55	739.0
2023-05-05 02:50:00	ES	Futures	4540.27	4540.55	4539.72	4540.0	343.0
2023-05-05 02:55:00	ES	Futures	4540.0	4541.94	4540.0	4541.66	1167.0
2023-05-05 03:00:00	ES	Futures	4541.38	4543.33	4540.0	4540.83	2685.0
2023-05-05 03:05:00	ES	Futures	4540.83	4542.22	4534.17	4534.45	2267.0
2023-05-05 03:10:00	ES	Futures	4534.17	4537.78	4533.9	4536.95	1523.0
2023-05-05 03:15:00	ES	Futures	4537.22	4540.27	4536.95	4539.44	1083.0
2023-05-05 03:20:00	ES	Futures	4539.44	4543.05	4539.17	4542.77	1584.0
2023-05-05 03:25:00	ES	Futures	4542.77	4543.6	4540.0	4541.94	1532.0
2023-05-05 03:30:00	ES	Futures	4541.94	4542.22	4537.78	4538.06	1197.0
2023-05-05 03:35:00	ES	Futures	4538.33	4540.0	4537.78	4537.78	1166.0
2023-05-05 03:40:00	ES	Futures	4537.78	4538.89	4536.95	4537.78	1108.0
2023-05-05 03:45:00	ES	Futures	4537.5	4539.44	4537.5	4537.78	818.0
2023-05-05 03:50:00	ES	Futures	4537.78	4540.27	4536.39	4540.0	1392.0
2023-05-05 03:55:00	ES	Futures	4540.0	4540.0	4537.5	4537.78	1037.0
2023-05-05 04:00:00	ES	Futures	4537.5	4539.72	4537.22	4537.5	1495.0
2023-05-05 04:05:00	ES	Futures	4537.5	4539.44	4537.5	4538.06	932.0

> showing 50 of 16,333 rows — these rows as CSV

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