PREVIEW / futures_5min / 2022-09-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-06.parquet
  size:    392 KB
  rows:    19,580

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
2022-09-06 00:00:00	ES	Futures	4464.08	4465.78	4463.79	4464.93	562.0
2022-09-06 00:05:00	ES	Futures	4464.64	4466.06	4464.64	4465.21	232.0
2022-09-06 00:10:00	ES	Futures	4465.21	4465.21	4464.36	4464.93	237.0
2022-09-06 00:15:00	ES	Futures	4465.21	4465.49	4463.51	4464.36	293.0
2022-09-06 00:20:00	ES	Futures	4464.08	4467.19	4463.79	4466.62	442.0
2022-09-06 00:25:00	ES	Futures	4466.62	4467.76	4466.06	4467.19	331.0
2022-09-06 00:30:00	ES	Futures	4467.47	4467.76	4465.49	4466.06	698.0
2022-09-06 00:35:00	ES	Futures	4466.06	4467.19	4465.78	4466.62	236.0
2022-09-06 00:40:00	ES	Futures	4466.62	4467.47	4465.78	4465.78	252.0
2022-09-06 00:45:00	ES	Futures	4465.78	4466.62	4463.79	4464.08	645.0
2022-09-06 00:50:00	ES	Futures	4464.36	4465.49	4463.51	4464.64	552.0
2022-09-06 00:55:00	ES	Futures	4464.64	4464.93	4460.96	4462.09	813.0
2022-09-06 01:00:00	ES	Futures	4462.09	4462.66	4459.83	4460.11	840.0
2022-09-06 01:05:00	ES	Futures	4460.11	4461.53	4459.83	4460.68	673.0
2022-09-06 01:10:00	ES	Futures	4460.68	4461.53	4459.26	4461.24	764.0
2022-09-06 01:15:00	ES	Futures	4461.24	4461.81	4460.11	4460.68	381.0
2022-09-06 01:20:00	ES	Futures	4460.68	4462.94	4459.54	4462.38	655.0
2022-09-06 01:25:00	ES	Futures	4462.66	4462.66	4460.68	4461.53	390.0
2022-09-06 01:30:00	ES	Futures	4461.81	4461.81	4459.54	4460.39	615.0
2022-09-06 01:35:00	ES	Futures	4460.39	4464.93	4460.39	4464.64	569.0
2022-09-06 01:40:00	ES	Futures	4464.64	4464.93	4463.23	4464.08	499.0
2022-09-06 01:45:00	ES	Futures	4464.08	4465.78	4463.51	4464.93	567.0
2022-09-06 01:50:00	ES	Futures	4464.64	4466.06	4463.51	4464.08	366.0
2022-09-06 01:55:00	ES	Futures	4464.08	4464.93	4461.24	4461.24	665.0
2022-09-06 02:00:00	ES	Futures	4461.53	4464.08	4458.69	4461.53	1876.0
2022-09-06 02:05:00	ES	Futures	4461.53	4462.66	4460.11	4462.38	899.0
2022-09-06 02:10:00	ES	Futures	4462.38	4465.21	4460.11	4464.93	863.0
2022-09-06 02:15:00	ES	Futures	4464.93	4465.21	4462.09	4463.51	906.0
2022-09-06 02:20:00	ES	Futures	4463.51	4467.47	4462.66	4466.62	1107.0
2022-09-06 02:25:00	ES	Futures	4466.91	4468.61	4466.34	4468.04	650.0
2022-09-06 02:30:00	ES	Futures	4468.32	4471.44	4467.76	4470.02	1161.0
2022-09-06 02:35:00	ES	Futures	4470.02	4472.01	4468.32	4468.89	1228.0
2022-09-06 02:40:00	ES	Futures	4468.61	4470.02	4468.61	4469.46	537.0
2022-09-06 02:45:00	ES	Futures	4469.74	4470.31	4467.76	4468.61	798.0
2022-09-06 02:50:00	ES	Futures	4468.61	4468.89	4466.62	4467.47	910.0
2022-09-06 02:55:00	ES	Futures	4467.47	4470.31	4467.47	4470.02	848.0
2022-09-06 03:00:00	ES	Futures	4470.02	4476.26	4467.47	4473.99	3019.0
2022-09-06 03:05:00	ES	Futures	4474.27	4478.52	4473.71	4476.82	3065.0
2022-09-06 03:10:00	ES	Futures	4477.11	4483.05	4476.26	4480.79	3623.0
2022-09-06 03:15:00	ES	Futures	4480.79	4488.44	4479.09	4479.66	5672.0
2022-09-06 03:20:00	ES	Futures	4479.94	4487.3	4479.66	4485.6	3078.0
2022-09-06 03:25:00	ES	Futures	4485.89	4488.44	4483.62	4487.3	2419.0
2022-09-06 03:30:00	ES	Futures	4487.87	4487.87	4482.77	4482.77	2145.0
2022-09-06 03:35:00	ES	Futures	4483.05	4485.6	4480.22	4481.07	1783.0
2022-09-06 03:40:00	ES	Futures	4481.07	4483.9	4479.66	4479.94	1237.0
2022-09-06 03:45:00	ES	Futures	4479.94	4480.51	4478.24	4478.52	972.0
2022-09-06 03:50:00	ES	Futures	4478.81	4479.94	4476.26	4476.54	1525.0
2022-09-06 03:55:00	ES	Futures	4476.54	4478.52	4475.97	4477.96	1573.0
2022-09-06 04:00:00	ES	Futures	4477.96	4478.81	4474.56	4475.69	1807.0
2022-09-06 04:05:00	ES	Futures	4475.69	4476.26	4469.17	4470.02	2284.0

> showing 50 of 19,580 rows — these rows as CSV

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