PREVIEW / futures_5min / 2022-09-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-09.parquet
  size:    305 KB
  rows:    15,961

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
2022-09-09 00:00:00	ES	Futures	4553.87	4555.29	4553.59	4554.44	392.0
2022-09-09 00:05:00	ES	Futures	4554.44	4556.42	4554.16	4555.29	577.0
2022-09-09 00:10:00	ES	Futures	4555.29	4556.71	4555.01	4556.14	337.0
2022-09-09 00:15:00	ES	Futures	4556.14	4556.42	4555.29	4555.57	234.0
2022-09-09 00:20:00	ES	Futures	4555.57	4555.86	4554.72	4555.01	314.0
2022-09-09 00:25:00	ES	Futures	4555.29	4555.86	4554.44	4555.29	304.0
2022-09-09 00:30:00	ES	Futures	4555.57	4556.14	4554.72	4556.14	236.0
2022-09-09 00:35:00	ES	Futures	4555.86	4557.84	4555.86	4557.84	657.0
2022-09-09 00:40:00	ES	Futures	4557.56	4558.4	4557.27	4557.84	584.0
2022-09-09 00:45:00	ES	Futures	4557.84	4563.22	4557.56	4560.67	2118.0
2022-09-09 00:50:00	ES	Futures	4560.67	4561.24	4560.1	4560.95	365.0
2022-09-09 00:55:00	ES	Futures	4560.95	4560.95	4559.82	4560.1	309.0
2022-09-09 01:00:00	ES	Futures	4559.82	4560.67	4558.4	4558.97	600.0
2022-09-09 01:05:00	ES	Futures	4559.25	4559.54	4556.42	4556.42	559.0
2022-09-09 01:10:00	ES	Futures	4556.42	4557.27	4555.57	4557.27	457.0
2022-09-09 01:15:00	ES	Futures	4556.99	4558.12	4556.42	4557.27	311.0
2022-09-09 01:20:00	ES	Futures	4557.27	4557.27	4555.86	4556.71	299.0
2022-09-09 01:25:00	ES	Futures	4556.99	4558.69	4556.99	4558.12	318.0
2022-09-09 01:30:00	ES	Futures	4558.12	4559.25	4554.16	4555.01	976.0
2022-09-09 01:35:00	ES	Futures	4555.01	4555.01	4553.59	4554.16	681.0
2022-09-09 01:40:00	ES	Futures	4554.16	4556.42	4554.16	4555.86	301.0
2022-09-09 01:45:00	ES	Futures	4555.86	4556.42	4555.01	4556.42	331.0
2022-09-09 01:50:00	ES	Futures	4556.42	4556.42	4554.16	4554.44	439.0
2022-09-09 01:55:00	ES	Futures	4554.16	4555.57	4553.02	4555.01	891.0
2022-09-09 02:00:00	ES	Futures	4555.29	4555.29	4549.06	4549.62	1677.0
2022-09-09 02:05:00	ES	Futures	4549.62	4550.19	4548.77	4549.06	605.0
2022-09-09 02:10:00	ES	Futures	4549.06	4550.47	4548.77	4549.62	543.0
2022-09-09 02:15:00	ES	Futures	4549.91	4551.61	4549.91	4550.19	1142.0
2022-09-09 02:20:00	ES	Futures	4550.19	4551.32	4549.91	4550.47	474.0
2022-09-09 02:25:00	ES	Futures	4550.47	4551.04	4548.21	4548.77	726.0
2022-09-09 02:30:00	ES	Futures	4549.06	4549.34	4545.09	4545.66	1289.0
2022-09-09 02:35:00	ES	Futures	4545.66	4548.21	4544.81	4547.92	1071.0
2022-09-09 02:40:00	ES	Futures	4547.92	4547.92	4546.22	4547.64	633.0
2022-09-09 02:45:00	ES	Futures	4547.36	4549.91	4547.07	4548.77	734.0
2022-09-09 02:50:00	ES	Futures	4549.06	4549.91	4548.77	4549.34	345.0
2022-09-09 02:55:00	ES	Futures	4549.34	4552.46	4549.06	4550.76	832.0
2022-09-09 03:00:00	ES	Futures	4551.04	4555.86	4549.91	4555.86	1725.0
2022-09-09 03:05:00	ES	Futures	4555.86	4566.9	4555.86	4558.97	4949.0
2022-09-09 03:10:00	ES	Futures	4558.97	4568.89	4558.69	4568.32	3849.0
2022-09-09 03:15:00	ES	Futures	4568.32	4569.17	4565.49	4566.34	2776.0
2022-09-09 03:20:00	ES	Futures	4566.62	4571.44	4566.34	4567.19	2748.0
2022-09-09 03:25:00	ES	Futures	4567.19	4573.13	4566.9	4572.57	2639.0
2022-09-09 03:30:00	ES	Futures	4572.57	4573.42	4565.49	4565.49	2876.0
2022-09-09 03:35:00	ES	Futures	4565.2	4566.05	4562.65	4564.07	2968.0
2022-09-09 03:40:00	ES	Futures	4564.07	4564.92	4560.95	4561.8	1416.0
2022-09-09 03:45:00	ES	Futures	4562.09	4564.92	4561.8	4563.5	1723.0
2022-09-09 03:50:00	ES	Futures	4563.22	4564.35	4559.54	4560.95	1538.0
2022-09-09 03:55:00	ES	Futures	4560.95	4564.35	4560.39	4563.22	865.0
2022-09-09 04:00:00	ES	Futures	4563.22	4564.35	4560.39	4563.5	2149.0
2022-09-09 04:05:00	ES	Futures	4563.5	4566.05	4562.94	4565.77	1254.0

> showing 50 of 15,961 rows — these rows as CSV

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