PREVIEW / futures_5min / 2022-09-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-04.parquet
  size:    68 KB
  rows:    3,272

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
2022-09-04 18:00:00	ES	Futures	4451.89	4455.86	4448.21	4450.2	3299.0
2022-09-04 18:05:00	ES	Futures	4449.91	4449.91	4441.98	4441.98	2502.0
2022-09-04 18:10:00	ES	Futures	4441.98	4444.53	4441.13	4443.4	1117.0
2022-09-04 18:15:00	ES	Futures	4443.11	4443.11	4436.31	4439.15	1771.0
2022-09-04 18:20:00	ES	Futures	4438.86	4441.13	4437.16	4439.71	902.0
2022-09-04 18:25:00	ES	Futures	4439.71	4440.56	4438.86	4440.0	708.0
2022-09-04 18:30:00	ES	Futures	4440.28	4442.55	4439.43	4440.85	807.0
2022-09-04 18:35:00	ES	Futures	4440.85	4442.26	4440.56	4441.7	411.0
2022-09-04 18:40:00	ES	Futures	4442.26	4442.26	4440.0	4441.7	585.0
2022-09-04 18:45:00	ES	Futures	4441.7	4441.7	4438.86	4439.15	504.0
2022-09-04 18:50:00	ES	Futures	4439.15	4441.41	4439.15	4441.41	320.0
2022-09-04 18:55:00	ES	Futures	4441.41	4442.26	4440.28	4440.85	446.0
2022-09-04 19:00:00	ES	Futures	4440.85	4443.68	4440.0	4442.55	662.0
2022-09-04 19:05:00	ES	Futures	4442.55	4443.96	4442.26	4442.26	508.0
2022-09-04 19:10:00	ES	Futures	4442.26	4443.96	4441.98	4443.68	601.0
2022-09-04 19:15:00	ES	Futures	4443.4	4445.95	4442.26	4445.38	913.0
2022-09-04 19:20:00	ES	Futures	4445.38	4449.63	4445.38	4449.63	1255.0
2022-09-04 19:25:00	ES	Futures	4449.35	4453.03	4448.78	4451.33	1170.0
2022-09-04 19:30:00	ES	Futures	4451.61	4452.46	4449.63	4450.76	698.0
2022-09-04 19:35:00	ES	Futures	4450.76	4452.46	4449.35	4451.04	469.0
2022-09-04 19:40:00	ES	Futures	4450.76	4451.61	4450.2	4451.61	459.0
2022-09-04 19:45:00	ES	Futures	4451.61	4452.46	4450.2	4451.61	546.0
2022-09-04 19:50:00	ES	Futures	4451.33	4457.28	4451.33	4455.01	1682.0
2022-09-04 19:55:00	ES	Futures	4454.73	4457.28	4454.16	4456.14	1500.0
2022-09-04 20:00:00	ES	Futures	4456.14	4462.09	4455.01	4459.54	2302.0
2022-09-04 20:05:00	ES	Futures	4459.54	4461.81	4458.98	4459.83	1250.0
2022-09-04 20:10:00	ES	Futures	4460.11	4462.94	4459.83	4462.38	1097.0
2022-09-04 20:15:00	ES	Futures	4462.38	4462.66	4454.44	4455.01	1787.0
2022-09-04 20:20:00	ES	Futures	4455.29	4455.29	4451.33	4451.89	1534.0
2022-09-04 20:25:00	ES	Futures	4451.89	4453.59	4450.2	4453.03	1068.0
2022-09-04 20:30:00	ES	Futures	4453.03	4453.59	4449.91	4451.33	935.0
2022-09-04 20:35:00	ES	Futures	4451.61	4452.18	4447.65	4448.21	1032.0
2022-09-04 20:40:00	ES	Futures	4448.21	4448.5	4444.53	4446.8	1812.0
2022-09-04 20:45:00	ES	Futures	4446.8	4452.46	4446.8	4450.48	1315.0
2022-09-04 20:50:00	ES	Futures	4450.48	4452.46	4447.08	4448.21	792.0
2022-09-04 20:55:00	ES	Futures	4448.5	4451.89	4448.21	4450.76	684.0
2022-09-04 21:00:00	ES	Futures	4450.76	4455.29	4450.76	4453.88	1071.0
2022-09-04 21:05:00	ES	Futures	4453.88	4455.29	4452.18	4455.01	764.0
2022-09-04 21:10:00	ES	Futures	4454.73	4459.54	4453.88	4458.98	1201.0
2022-09-04 21:15:00	ES	Futures	4458.69	4459.54	4456.43	4456.71	600.0
2022-09-04 21:20:00	ES	Futures	4456.43	4457.56	4452.74	4452.74	887.0
2022-09-04 21:25:00	ES	Futures	4452.74	4455.01	4452.46	4454.16	645.0
2022-09-04 21:30:00	ES	Futures	4454.16	4456.99	4451.89	4455.86	961.0
2022-09-04 21:35:00	ES	Futures	4456.14	4457.28	4452.74	4453.31	936.0
2022-09-04 21:40:00	ES	Futures	4453.31	4454.16	4448.21	4449.63	1066.0
2022-09-04 21:45:00	ES	Futures	4449.91	4452.18	4448.78	4451.04	722.0
2022-09-04 21:50:00	ES	Futures	4451.04	4451.61	4449.35	4449.91	442.0
2022-09-04 21:55:00	ES	Futures	4450.2	4453.88	4449.91	4451.33	679.0
2022-09-04 22:00:00	ES	Futures	4451.33	4453.59	4450.2	4452.18	448.0
2022-09-04 22:05:00	ES	Futures	4452.46	4452.74	4450.76	4451.04	365.0

> showing 50 of 3,272 rows — these rows as CSV

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