PREVIEW / futures_5min / 2022-09-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-02.parquet
  size:    318 KB
  rows:    15,865

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
2022-09-02 00:00:00	ES	Futures	4492.12	4493.54	4492.12	4493.25	277.0
2022-09-02 00:05:00	ES	Futures	4493.54	4493.54	4492.4	4492.97	295.0
2022-09-02 00:10:00	ES	Futures	4492.97	4493.54	4492.4	4492.97	126.0
2022-09-02 00:15:00	ES	Futures	4493.25	4497.78	4493.25	4497.5	958.0
2022-09-02 00:20:00	ES	Futures	4497.22	4498.35	4496.65	4497.5	552.0
2022-09-02 00:25:00	ES	Futures	4497.5	4498.63	4496.93	4498.07	471.0
2022-09-02 00:30:00	ES	Futures	4498.35	4498.63	4496.93	4497.78	311.0
2022-09-02 00:35:00	ES	Futures	4497.5	4498.92	4497.22	4497.22	655.0
2022-09-02 00:40:00	ES	Futures	4497.22	4497.5	4495.52	4496.09	541.0
2022-09-02 00:45:00	ES	Futures	4495.8	4496.09	4494.39	4494.67	535.0
2022-09-02 00:50:00	ES	Futures	4494.39	4496.37	4493.54	4496.09	487.0
2022-09-02 00:55:00	ES	Futures	4496.09	4498.35	4496.09	4498.35	640.0
2022-09-02 01:00:00	ES	Futures	4498.35	4499.2	4496.65	4497.78	853.0
2022-09-02 01:05:00	ES	Futures	4497.78	4497.78	4495.52	4495.8	406.0
2022-09-02 01:10:00	ES	Futures	4495.52	4496.37	4494.67	4496.09	326.0
2022-09-02 01:15:00	ES	Futures	4496.09	4496.65	4493.25	4494.1	322.0
2022-09-02 01:20:00	ES	Futures	4493.82	4494.67	4492.12	4492.4	360.0
2022-09-02 01:25:00	ES	Futures	4492.4	4492.69	4490.99	4491.84	478.0
2022-09-02 01:30:00	ES	Futures	4491.55	4491.55	4489.85	4490.42	664.0
2022-09-02 01:35:00	ES	Futures	4490.42	4490.42	4487.59	4487.59	559.0
2022-09-02 01:40:00	ES	Futures	4487.87	4488.72	4487.3	4487.3	366.0
2022-09-02 01:45:00	ES	Futures	4487.3	4487.59	4485.6	4487.3	743.0
2022-09-02 01:50:00	ES	Futures	4487.02	4489.57	4486.74	4489.0	1036.0
2022-09-02 01:55:00	ES	Futures	4489.0	4489.29	4485.89	4488.15	704.0
2022-09-02 02:00:00	ES	Futures	4488.15	4488.44	4481.92	4483.62	2168.0
2022-09-02 02:05:00	ES	Futures	4483.62	4486.17	4481.64	4484.47	1008.0
2022-09-02 02:10:00	ES	Futures	4484.75	4487.87	4484.47	4487.3	711.0
2022-09-02 02:15:00	ES	Futures	4487.02	4488.15	4484.75	4487.3	906.0
2022-09-02 02:20:00	ES	Futures	4487.3	4490.14	4486.74	4490.14	971.0
2022-09-02 02:25:00	ES	Futures	4490.14	4492.69	4489.85	4492.69	1383.0
2022-09-02 02:30:00	ES	Futures	4492.69	4496.09	4491.84	4496.09	1437.0
2022-09-02 02:35:00	ES	Futures	4496.09	4498.07	4495.52	4497.78	1435.0
2022-09-02 02:40:00	ES	Futures	4497.5	4498.07	4494.95	4497.22	1203.0
2022-09-02 02:45:00	ES	Futures	4496.93	4499.77	4496.93	4498.92	1686.0
2022-09-02 02:50:00	ES	Futures	4498.92	4500.9	4498.07	4500.9	1270.0
2022-09-02 02:55:00	ES	Futures	4500.62	4501.18	4498.35	4500.62	1278.0
2022-09-02 03:00:00	ES	Futures	4500.62	4501.47	4492.4	4492.69	3364.0
2022-09-02 03:05:00	ES	Futures	4492.97	4495.8	4489.29	4489.57	2155.0
2022-09-02 03:10:00	ES	Futures	4489.85	4494.39	4488.72	4489.29	1662.0
2022-09-02 03:15:00	ES	Futures	4488.72	4490.14	4484.47	4485.89	2156.0
2022-09-02 03:20:00	ES	Futures	4485.6	4490.7	4485.32	4488.44	2350.0
2022-09-02 03:25:00	ES	Futures	4488.44	4491.84	4487.87	4491.55	1489.0
2022-09-02 03:30:00	ES	Futures	4491.84	4493.54	4487.87	4488.15	1301.0
2022-09-02 03:35:00	ES	Futures	4488.15	4488.72	4485.89	4488.15	1218.0
2022-09-02 03:40:00	ES	Futures	4488.15	4490.7	4487.59	4489.85	1035.0
2022-09-02 03:45:00	ES	Futures	4490.14	4491.27	4486.45	4489.29	1075.0
2022-09-02 03:50:00	ES	Futures	4489.57	4490.7	4488.15	4490.14	672.0
2022-09-02 03:55:00	ES	Futures	4489.85	4490.7	4487.59	4488.44	860.0
2022-09-02 04:00:00	ES	Futures	4488.15	4494.39	4487.87	4494.1	1276.0
2022-09-02 04:05:00	ES	Futures	4493.82	4496.09	4492.69	4495.52	1066.0

> showing 50 of 15,865 rows — these rows as CSV

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