PREVIEW / futures_5min / 2022-09-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-07.parquet
  size:    387 KB
  rows:    19,451

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
2022-09-07 00:00:00	ES	Futures	4410.54	4410.54	4407.7	4407.7	511.0
2022-09-07 00:05:00	ES	Futures	4407.7	4408.55	4407.14	4407.99	269.0
2022-09-07 00:10:00	ES	Futures	4407.99	4408.55	4407.42	4407.99	155.0
2022-09-07 00:15:00	ES	Futures	4408.27	4409.12	4407.7	4407.99	155.0
2022-09-07 00:20:00	ES	Futures	4407.99	4408.55	4406.29	4406.85	380.0
2022-09-07 00:25:00	ES	Futures	4406.57	4407.42	4406.29	4406.85	245.0
2022-09-07 00:30:00	ES	Futures	4406.85	4409.97	4406.85	4409.4	339.0
2022-09-07 00:35:00	ES	Futures	4409.4	4411.67	4409.12	4411.1	499.0
2022-09-07 00:40:00	ES	Futures	4411.1	4411.1	4409.97	4410.82	275.0
2022-09-07 00:45:00	ES	Futures	4411.1	4413.94	4411.1	4413.65	628.0
2022-09-07 00:50:00	ES	Futures	4413.65	4417.05	4413.37	4415.07	1118.0
2022-09-07 00:55:00	ES	Futures	4415.07	4416.2	4413.94	4414.5	478.0
2022-09-07 01:00:00	ES	Futures	4414.79	4416.49	4413.37	4415.07	807.0
2022-09-07 01:05:00	ES	Futures	4415.07	4418.75	4414.79	4418.47	973.0
2022-09-07 01:10:00	ES	Futures	4418.47	4421.02	4417.9	4419.04	1109.0
2022-09-07 01:15:00	ES	Futures	4419.04	4422.15	4418.75	4421.58	680.0
2022-09-07 01:20:00	ES	Futures	4421.3	4422.15	4419.89	4421.58	905.0
2022-09-07 01:25:00	ES	Futures	4421.58	4421.58	4417.62	4417.62	714.0
2022-09-07 01:30:00	ES	Futures	4417.62	4418.47	4416.2	4416.77	674.0
2022-09-07 01:35:00	ES	Futures	4417.05	4417.34	4415.64	4415.92	463.0
2022-09-07 01:40:00	ES	Futures	4415.92	4418.75	4415.92	4418.47	610.0
2022-09-07 01:45:00	ES	Futures	4418.75	4420.73	4417.05	4418.47	821.0
2022-09-07 01:50:00	ES	Futures	4418.19	4418.47	4416.49	4418.19	433.0
2022-09-07 01:55:00	ES	Futures	4418.47	4419.6	4415.92	4416.77	839.0
2022-09-07 02:00:00	ES	Futures	4416.77	4418.75	4411.1	4411.67	2201.0
2022-09-07 02:05:00	ES	Futures	4411.39	4413.65	4411.39	4412.52	1131.0
2022-09-07 02:10:00	ES	Futures	4412.24	4418.75	4411.95	4418.75	1076.0
2022-09-07 02:15:00	ES	Futures	4418.75	4420.45	4416.2	4420.17	1217.0
2022-09-07 02:20:00	ES	Futures	4420.45	4424.98	4420.17	4423.28	2166.0
2022-09-07 02:25:00	ES	Futures	4423.57	4424.13	4421.3	4422.15	1161.0
2022-09-07 02:30:00	ES	Futures	4422.43	4422.72	4419.04	4421.87	1160.0
2022-09-07 02:35:00	ES	Futures	4421.87	4423.28	4420.45	4422.43	727.0
2022-09-07 02:40:00	ES	Futures	4422.43	4425.27	4422.43	4423.85	1076.0
2022-09-07 02:45:00	ES	Futures	4423.85	4428.1	4423.28	4425.83	1438.0
2022-09-07 02:50:00	ES	Futures	4425.83	4426.68	4423.28	4423.28	809.0
2022-09-07 02:55:00	ES	Futures	4423.28	4424.98	4422.15	4422.43	947.0
2022-09-07 03:00:00	ES	Futures	4422.15	4428.67	4422.15	4423.0	2482.0
2022-09-07 03:05:00	ES	Futures	4423.28	4425.83	4420.45	4420.45	1651.0
2022-09-07 03:10:00	ES	Futures	4420.73	4424.98	4418.47	4420.17	1908.0
2022-09-07 03:15:00	ES	Futures	4420.17	4423.0	4419.04	4419.89	1416.0
2022-09-07 03:20:00	ES	Futures	4420.17	4424.13	4416.77	4417.05	1245.0
2022-09-07 03:25:00	ES	Futures	4417.34	4417.9	4413.65	4415.92	1784.0
2022-09-07 03:30:00	ES	Futures	4415.92	4419.6	4411.95	4419.6	1997.0
2022-09-07 03:35:00	ES	Futures	4419.32	4423.0	4418.47	4421.3	1245.0
2022-09-07 03:40:00	ES	Futures	4421.3	4424.42	4420.73	4423.85	1631.0
2022-09-07 03:45:00	ES	Futures	4423.85	4431.22	4423.85	4430.65	3154.0
2022-09-07 03:50:00	ES	Futures	4430.65	4431.22	4427.25	4429.8	2601.0
2022-09-07 03:55:00	ES	Futures	4429.8	4434.9	4428.95	4433.2	3198.0
2022-09-07 04:00:00	ES	Futures	4432.92	4439.43	4430.65	4439.15	3742.0
2022-09-07 04:05:00	ES	Futures	4439.43	4445.38	4437.45	4439.43	4503.0

> showing 50 of 19,451 rows — these rows as CSV

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