PREVIEW / futures_5min / 2023-05-12

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-05-12.parquet
  size:    293 KB
  rows:    16,165

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
2023-05-12 00:00:00	ES	Futures	4603.23	4604.07	4602.96	4603.79	448.0
2023-05-12 00:05:00	ES	Futures	4603.79	4605.18	4603.51	4604.9	779.0
2023-05-12 00:10:00	ES	Futures	4604.9	4605.18	4604.07	4604.34	181.0
2023-05-12 00:15:00	ES	Futures	4604.34	4605.73	4604.34	4605.73	436.0
2023-05-12 00:20:00	ES	Futures	4605.73	4606.01	4604.9	4606.01	297.0
2023-05-12 00:25:00	ES	Futures	4605.73	4606.01	4605.45	4605.45	114.0
2023-05-12 00:30:00	ES	Futures	4605.45	4606.56	4605.45	4606.29	249.0
2023-05-12 00:35:00	ES	Futures	4606.01	4606.56	4605.73	4606.29	206.0
2023-05-12 00:40:00	ES	Futures	4606.01	4606.29	4605.73	4606.29	139.0
2023-05-12 00:45:00	ES	Futures	4606.29	4607.67	4606.29	4607.12	648.0
2023-05-12 00:50:00	ES	Futures	4607.12	4607.12	4605.45	4605.73	142.0
2023-05-12 00:55:00	ES	Futures	4605.73	4607.67	4605.73	4607.67	416.0
2023-05-12 01:00:00	ES	Futures	4607.67	4608.23	4606.84	4607.39	470.0
2023-05-12 01:05:00	ES	Futures	4607.39	4607.67	4606.01	4606.56	329.0
2023-05-12 01:10:00	ES	Futures	4606.29	4606.84	4606.29	4606.84	223.0
2023-05-12 01:15:00	ES	Futures	4606.84	4607.95	4606.84	4607.67	254.0
2023-05-12 01:20:00	ES	Futures	4607.67	4607.67	4605.45	4606.29	333.0
2023-05-12 01:25:00	ES	Futures	4606.01	4607.12	4605.73	4606.56	371.0
2023-05-12 01:30:00	ES	Futures	4606.84	4607.67	4606.84	4607.39	371.0
2023-05-12 01:35:00	ES	Futures	4607.39	4607.39	4606.56	4606.84	352.0
2023-05-12 01:40:00	ES	Futures	4606.84	4607.39	4606.29	4606.84	329.0
2023-05-12 01:45:00	ES	Futures	4606.84	4607.95	4606.56	4607.67	440.0
2023-05-12 01:50:00	ES	Futures	4607.39	4607.39	4605.18	4605.45	647.0
2023-05-12 01:55:00	ES	Futures	4605.45	4606.29	4605.18	4606.01	692.0
2023-05-12 02:00:00	ES	Futures	4605.73	4606.01	4603.51	4604.34	899.0
2023-05-12 02:05:00	ES	Futures	4604.07	4607.12	4604.07	4606.56	967.0
2023-05-12 02:10:00	ES	Futures	4606.56	4606.56	4603.79	4604.07	462.0
2023-05-12 02:15:00	ES	Futures	4604.07	4605.18	4603.79	4604.34	554.0
2023-05-12 02:20:00	ES	Futures	4604.34	4605.18	4604.07	4604.9	365.0
2023-05-12 02:25:00	ES	Futures	4605.18	4606.56	4604.9	4606.56	409.0
2023-05-12 02:30:00	ES	Futures	4606.56	4606.56	4605.73	4605.73	406.0
2023-05-12 02:35:00	ES	Futures	4605.73	4606.29	4605.45	4605.45	238.0
2023-05-12 02:40:00	ES	Futures	4605.73	4606.01	4605.18	4606.01	281.0
2023-05-12 02:45:00	ES	Futures	4606.01	4606.56	4605.73	4606.56	280.0
2023-05-12 02:50:00	ES	Futures	4606.56	4607.67	4605.73	4606.01	769.0
2023-05-12 02:55:00	ES	Futures	4605.73	4606.29	4605.18	4605.45	485.0
2023-05-12 03:00:00	ES	Futures	4605.73	4609.61	4604.34	4607.12	4286.0
2023-05-12 03:05:00	ES	Futures	4607.12	4608.78	4606.01	4606.29	1363.0
2023-05-12 03:10:00	ES	Futures	4606.01	4606.84	4602.4	4604.62	1882.0
2023-05-12 03:15:00	ES	Futures	4604.9	4608.5	4604.9	4606.29	1859.0
2023-05-12 03:20:00	ES	Futures	4606.29	4608.78	4605.18	4607.67	1600.0
2023-05-12 03:25:00	ES	Futures	4607.95	4611.0	4607.39	4609.61	2103.0
2023-05-12 03:30:00	ES	Futures	4609.89	4613.5	4609.89	4611.55	2357.0
2023-05-12 03:35:00	ES	Futures	4611.83	4612.66	4610.17	4612.39	1565.0
2023-05-12 03:40:00	ES	Futures	4612.39	4612.94	4611.28	4611.83	1219.0
2023-05-12 03:45:00	ES	Futures	4611.83	4612.11	4609.06	4611.28	1270.0
2023-05-12 03:50:00	ES	Futures	4611.28	4611.83	4609.34	4610.17	874.0
2023-05-12 03:55:00	ES	Futures	4610.17	4611.0	4609.06	4609.06	984.0
2023-05-12 04:00:00	ES	Futures	4609.34	4609.34	4607.39	4607.67	1168.0
2023-05-12 04:05:00	ES	Futures	4607.39	4611.0	4606.84	4611.0	1424.0

> showing 50 of 16,165 rows — these rows as CSV

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