PREVIEW / futures_5min / 2022-09-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-08.parquet
  size:    381 KB
  rows:    19,477

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
2022-09-08 00:00:00	ES	Futures	4510.25	4512.51	4510.25	4512.23	280.0
2022-09-08 00:05:00	ES	Futures	4512.23	4512.51	4510.82	4512.51	376.0
2022-09-08 00:10:00	ES	Futures	4512.51	4513.36	4511.95	4513.36	342.0
2022-09-08 00:15:00	ES	Futures	4513.36	4513.65	4511.67	4511.95	272.0
2022-09-08 00:20:00	ES	Futures	4512.23	4514.78	4511.95	4514.78	503.0
2022-09-08 00:25:00	ES	Futures	4514.5	4514.5	4512.23	4513.08	482.0
2022-09-08 00:30:00	ES	Futures	4513.08	4513.65	4512.51	4513.08	257.0
2022-09-08 00:35:00	ES	Futures	4513.08	4514.21	4512.8	4513.93	320.0
2022-09-08 00:40:00	ES	Futures	4513.93	4515.35	4513.65	4514.78	437.0
2022-09-08 00:45:00	ES	Futures	4514.5	4515.06	4513.65	4513.93	372.0
2022-09-08 00:50:00	ES	Futures	4513.93	4514.21	4513.08	4513.93	164.0
2022-09-08 00:55:00	ES	Futures	4514.21	4515.63	4514.21	4515.06	280.0
2022-09-08 01:00:00	ES	Futures	4515.35	4515.91	4514.78	4515.35	503.0
2022-09-08 01:05:00	ES	Futures	4515.06	4517.05	4514.78	4515.91	539.0
2022-09-08 01:10:00	ES	Futures	4515.91	4517.33	4515.06	4515.91	720.0
2022-09-08 01:15:00	ES	Futures	4515.91	4517.9	4514.5	4517.33	539.0
2022-09-08 01:20:00	ES	Futures	4517.05	4517.33	4515.35	4516.2	535.0
2022-09-08 01:25:00	ES	Futures	4515.91	4517.05	4515.63	4516.48	337.0
2022-09-08 01:30:00	ES	Futures	4516.2	4516.76	4514.78	4515.06	233.0
2022-09-08 01:35:00	ES	Futures	4515.35	4516.48	4515.06	4516.2	192.0
2022-09-08 01:40:00	ES	Futures	4516.2	4516.48	4513.65	4513.93	404.0
2022-09-08 01:45:00	ES	Futures	4513.93	4515.35	4513.36	4514.78	644.0
2022-09-08 01:50:00	ES	Futures	4515.06	4515.35	4513.36	4514.21	491.0
2022-09-08 01:55:00	ES	Futures	4513.93	4517.33	4513.36	4517.33	1106.0
2022-09-08 02:00:00	ES	Futures	4517.05	4520.45	4513.36	4519.31	2548.0
2022-09-08 02:05:00	ES	Futures	4519.31	4520.73	4516.2	4520.73	1611.0
2022-09-08 02:10:00	ES	Futures	4520.73	4526.96	4519.6	4524.7	3162.0
2022-09-08 02:15:00	ES	Futures	4524.41	4527.81	4524.41	4526.11	2467.0
2022-09-08 02:20:00	ES	Futures	4526.11	4526.68	4522.15	4522.71	1788.0
2022-09-08 02:25:00	ES	Futures	4522.71	4523.56	4521.58	4521.86	1099.0
2022-09-08 02:30:00	ES	Futures	4521.86	4523.28	4521.01	4521.58	1108.0
2022-09-08 02:35:00	ES	Futures	4521.3	4521.3	4517.05	4518.46	2231.0
2022-09-08 02:40:00	ES	Futures	4518.46	4519.88	4517.61	4519.88	1203.0
2022-09-08 02:45:00	ES	Futures	4519.88	4520.45	4517.05	4518.18	1429.0
2022-09-08 02:50:00	ES	Futures	4517.9	4518.75	4516.48	4517.05	601.0
2022-09-08 02:55:00	ES	Futures	4517.05	4517.9	4515.91	4516.76	975.0
2022-09-08 03:00:00	ES	Futures	4516.76	4519.6	4514.78	4518.46	3156.0
2022-09-08 03:05:00	ES	Futures	4518.18	4520.73	4517.33	4519.6	1946.0
2022-09-08 03:10:00	ES	Futures	4519.88	4520.45	4516.76	4518.75	1320.0
2022-09-08 03:15:00	ES	Futures	4518.75	4519.03	4511.1	4513.36	2504.0
2022-09-08 03:20:00	ES	Futures	4513.08	4513.08	4505.15	4509.12	3678.0
2022-09-08 03:25:00	ES	Futures	4509.12	4509.12	4504.3	4507.13	2354.0
2022-09-08 03:30:00	ES	Futures	4507.42	4507.42	4500.62	4503.73	2589.0
2022-09-08 03:35:00	ES	Futures	4504.02	4505.15	4500.9	4504.02	1801.0
2022-09-08 03:40:00	ES	Futures	4504.3	4506.28	4502.03	4505.15	1715.0
2022-09-08 03:45:00	ES	Futures	4505.15	4507.13	4504.02	4506.0	1459.0
2022-09-08 03:50:00	ES	Futures	4505.72	4505.72	4498.63	4500.9	1922.0
2022-09-08 03:55:00	ES	Futures	4500.9	4505.15	4499.77	4504.02	1357.0
2022-09-08 04:00:00	ES	Futures	4504.3	4504.3	4498.07	4500.33	2718.0
2022-09-08 04:05:00	ES	Futures	4500.05	4502.6	4499.2	4500.05	1789.0

> showing 50 of 19,477 rows — these rows as CSV

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