PREVIEW / futures_5min / 2022-09-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-01.parquet
  size:    359 KB
  rows:    19,555

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
2022-09-01 00:00:00	ES	Futures	4450.2	4452.74	4449.91	4452.18	761.0
2022-09-01 00:05:00	ES	Futures	4452.18	4453.88	4452.18	4452.46	432.0
2022-09-01 00:10:00	ES	Futures	4452.74	4453.03	4449.91	4451.04	611.0
2022-09-01 00:15:00	ES	Futures	4451.04	4452.46	4450.48	4451.89	446.0
2022-09-01 00:20:00	ES	Futures	4451.89	4452.18	4450.76	4451.61	208.0
2022-09-01 00:25:00	ES	Futures	4451.33	4453.03	4451.04	4452.18	233.0
2022-09-01 00:30:00	ES	Futures	4452.46	4453.88	4451.61	4453.31	546.0
2022-09-01 00:35:00	ES	Futures	4453.31	4456.71	4452.74	4455.86	908.0
2022-09-01 00:40:00	ES	Futures	4455.86	4456.43	4453.88	4455.01	462.0
2022-09-01 00:45:00	ES	Futures	4455.01	4458.98	4455.01	4458.41	883.0
2022-09-01 00:50:00	ES	Futures	4458.41	4458.98	4457.28	4457.56	540.0
2022-09-01 00:55:00	ES	Futures	4458.13	4458.69	4457.56	4458.41	374.0
2022-09-01 01:00:00	ES	Futures	4458.13	4458.13	4454.73	4455.01	743.0
2022-09-01 01:05:00	ES	Futures	4454.73	4458.69	4454.73	4456.99	608.0
2022-09-01 01:10:00	ES	Futures	4456.99	4457.56	4455.58	4456.99	318.0
2022-09-01 01:15:00	ES	Futures	4456.99	4458.41	4456.99	4458.13	442.0
2022-09-01 01:20:00	ES	Futures	4458.13	4458.69	4456.71	4458.13	501.0
2022-09-01 01:25:00	ES	Futures	4458.41	4460.39	4458.13	4460.11	973.0
2022-09-01 01:30:00	ES	Futures	4460.39	4460.39	4456.71	4458.41	674.0
2022-09-01 01:35:00	ES	Futures	4458.41	4458.69	4455.58	4457.56	663.0
2022-09-01 01:40:00	ES	Futures	4457.56	4460.39	4457.28	4459.26	684.0
2022-09-01 01:45:00	ES	Futures	4459.26	4460.39	4453.59	4454.16	1904.0
2022-09-01 01:50:00	ES	Futures	4454.16	4457.56	4452.46	4455.86	2049.0
2022-09-01 01:55:00	ES	Futures	4455.58	4456.43	4455.01	4455.01	649.0
2022-09-01 02:00:00	ES	Futures	4455.29	4457.84	4451.89	4453.31	1688.0
2022-09-01 02:05:00	ES	Futures	4453.03	4453.03	4447.93	4451.33	2462.0
2022-09-01 02:10:00	ES	Futures	4451.04	4451.89	4447.36	4450.2	1713.0
2022-09-01 02:15:00	ES	Futures	4449.91	4449.91	4446.23	4446.8	3276.0
2022-09-01 02:20:00	ES	Futures	4446.8	4450.2	4446.23	4446.23	2206.0
2022-09-01 02:25:00	ES	Futures	4446.23	4450.76	4443.96	4450.48	2975.0
2022-09-01 02:30:00	ES	Futures	4450.76	4452.74	4449.63	4452.74	1286.0
2022-09-01 02:35:00	ES	Futures	4453.03	4455.86	4452.46	4455.58	1275.0
2022-09-01 02:40:00	ES	Futures	4455.29	4459.26	4454.73	4458.13	4032.0
2022-09-01 02:45:00	ES	Futures	4458.13	4460.68	4456.14	4458.41	2861.0
2022-09-01 02:50:00	ES	Futures	4458.69	4458.98	4455.58	4457.28	1305.0
2022-09-01 02:55:00	ES	Futures	4457.56	4459.83	4455.86	4456.99	1628.0
2022-09-01 03:00:00	ES	Futures	4456.71	4458.69	4452.46	4457.28	4007.0
2022-09-01 03:05:00	ES	Futures	4457.56	4458.69	4452.46	4457.56	2091.0
2022-09-01 03:10:00	ES	Futures	4457.28	4461.81	4455.86	4461.24	2763.0
2022-09-01 03:15:00	ES	Futures	4460.96	4464.36	4455.01	4455.86	3163.0
2022-09-01 03:20:00	ES	Futures	4455.58	4458.98	4453.03	4453.59	2358.0
2022-09-01 03:25:00	ES	Futures	4453.59	4455.86	4448.5	4448.5	2325.0
2022-09-01 03:30:00	ES	Futures	4448.5	4450.48	4446.23	4449.06	2618.0
2022-09-01 03:35:00	ES	Futures	4449.06	4454.16	4448.78	4450.2	2321.0
2022-09-01 03:40:00	ES	Futures	4450.2	4451.33	4446.51	4450.48	1795.0
2022-09-01 03:45:00	ES	Futures	4450.48	4456.14	4449.63	4455.01	1781.0
2022-09-01 03:50:00	ES	Futures	4455.01	4455.58	4451.33	4451.89	1577.0
2022-09-01 03:55:00	ES	Futures	4451.61	4453.59	4450.76	4453.59	905.0
2022-09-01 04:00:00	ES	Futures	4453.31	4455.29	4449.35	4454.73	2164.0
2022-09-01 04:05:00	ES	Futures	4454.44	4457.28	4451.61	4451.61	2378.0

> showing 50 of 19,555 rows — these rows as CSV

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