PREVIEW / futures_5min / 2022-09-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-05.parquet
  size:    259 KB
  rows:    14,584

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
2022-09-05 00:00:00	ES	Futures	4456.71	4456.99	4455.29	4456.71	365.0
2022-09-05 00:05:00	ES	Futures	4456.71	4456.71	4454.16	4455.29	275.0
2022-09-05 00:10:00	ES	Futures	4455.29	4456.99	4455.29	4456.14	258.0
2022-09-05 00:15:00	ES	Futures	4456.14	4456.43	4453.31	4454.16	645.0
2022-09-05 00:20:00	ES	Futures	4454.16	4457.56	4453.88	4457.28	418.0
2022-09-05 00:25:00	ES	Futures	4457.56	4457.84	4456.99	4457.56	246.0
2022-09-05 00:30:00	ES	Futures	4457.56	4458.98	4456.99	4458.41	493.0
2022-09-05 00:35:00	ES	Futures	4458.13	4458.41	4456.71	4457.56	229.0
2022-09-05 00:40:00	ES	Futures	4457.28	4458.13	4456.71	4457.28	269.0
2022-09-05 00:45:00	ES	Futures	4457.28	4457.56	4455.58	4455.58	406.0
2022-09-05 00:50:00	ES	Futures	4455.58	4456.14	4454.73	4455.29	309.0
2022-09-05 00:55:00	ES	Futures	4455.01	4456.14	4454.73	4455.58	123.0
2022-09-05 01:00:00	ES	Futures	4455.86	4456.14	4454.16	4455.01	469.0
2022-09-05 01:05:00	ES	Futures	4454.73	4454.73	4449.35	4450.48	1291.0
2022-09-05 01:10:00	ES	Futures	4450.48	4452.46	4450.2	4451.04	314.0
2022-09-05 01:15:00	ES	Futures	4451.33	4452.46	4450.2	4450.2	362.0
2022-09-05 01:20:00	ES	Futures	4450.2	4451.04	4449.06	4450.48	380.0
2022-09-05 01:25:00	ES	Futures	4450.2	4450.76	4448.5	4449.06	613.0
2022-09-05 01:30:00	ES	Futures	4448.78	4450.48	4447.93	4449.06	585.0
2022-09-05 01:35:00	ES	Futures	4448.78	4449.91	4448.5	4449.63	441.0
2022-09-05 01:40:00	ES	Futures	4449.63	4450.2	4448.5	4449.63	443.0
2022-09-05 01:45:00	ES	Futures	4449.63	4449.63	4447.65	4448.78	496.0
2022-09-05 01:50:00	ES	Futures	4448.78	4450.48	4448.78	4449.35	439.0
2022-09-05 01:55:00	ES	Futures	4449.35	4449.63	4446.23	4447.36	841.0
2022-09-05 02:00:00	ES	Futures	4447.65	4453.59	4445.66	4453.31	1462.0
2022-09-05 02:05:00	ES	Futures	4453.31	4457.56	4453.31	4456.43	1499.0
2022-09-05 02:10:00	ES	Futures	4456.14	4457.28	4455.01	4455.29	629.0
2022-09-05 02:15:00	ES	Futures	4455.58	4458.69	4455.01	4458.41	813.0
2022-09-05 02:20:00	ES	Futures	4458.41	4458.69	4455.58	4456.99	874.0
2022-09-05 02:25:00	ES	Futures	4456.71	4457.84	4455.58	4457.56	559.0
2022-09-05 02:30:00	ES	Futures	4457.84	4458.41	4455.58	4456.71	724.0
2022-09-05 02:35:00	ES	Futures	4456.99	4457.56	4455.58	4455.86	461.0
2022-09-05 02:40:00	ES	Futures	4455.86	4456.99	4453.59	4453.88	685.0
2022-09-05 02:45:00	ES	Futures	4453.88	4460.68	4451.61	4460.11	1610.0
2022-09-05 02:50:00	ES	Futures	4460.11	4464.08	4460.11	4461.81	1493.0
2022-09-05 02:55:00	ES	Futures	4462.09	4462.09	4458.69	4460.39	994.0
2022-09-05 03:00:00	ES	Futures	4460.68	4466.91	4460.11	4463.23	3281.0
2022-09-05 03:05:00	ES	Futures	4463.23	4463.23	4456.14	4459.26	1948.0
2022-09-05 03:10:00	ES	Futures	4458.69	4460.68	4456.43	4458.41	1416.0
2022-09-05 03:15:00	ES	Futures	4458.69	4463.51	4457.28	4461.53	1609.0
2022-09-05 03:20:00	ES	Futures	4461.53	4462.09	4452.18	4453.88	1473.0
2022-09-05 03:25:00	ES	Futures	4453.88	4455.01	4451.04	4453.59	1426.0
2022-09-05 03:30:00	ES	Futures	4454.16	4458.41	4454.16	4456.99	1261.0
2022-09-05 03:35:00	ES	Futures	4457.56	4458.98	4451.33	4451.61	1285.0
2022-09-05 03:40:00	ES	Futures	4451.61	4453.31	4448.78	4449.35	1605.0
2022-09-05 03:45:00	ES	Futures	4449.35	4449.35	4445.1	4445.66	1720.0
2022-09-05 03:50:00	ES	Futures	4445.38	4446.8	4443.11	4446.51	1575.0
2022-09-05 03:55:00	ES	Futures	4446.51	4449.91	4445.66	4449.91	1025.0
2022-09-05 04:00:00	ES	Futures	4449.63	4449.63	4445.66	4446.51	952.0
2022-09-05 04:05:00	ES	Futures	4446.51	4448.5	4444.25	4445.66	1080.0

> showing 50 of 14,584 rows — these rows as CSV

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