PREVIEW / futures_5min / 2022-09-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-11.parquet
  size:    71 KB
  rows:    3,320

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
2022-09-11 18:00:00	ES	Futures	4619.87	4631.49	4619.87	4629.22	3430.0
2022-09-11 18:05:00	ES	Futures	4629.51	4630.36	4626.39	4626.67	1153.0
2022-09-11 18:10:00	ES	Futures	4626.96	4626.96	4624.97	4624.97	333.0
2022-09-11 18:15:00	ES	Futures	4624.69	4627.24	4624.41	4624.41	541.0
2022-09-11 18:20:00	ES	Futures	4624.12	4624.41	4622.71	4623.27	387.0
2022-09-11 18:25:00	ES	Futures	4623.27	4623.56	4622.42	4622.71	123.0
2022-09-11 18:30:00	ES	Futures	4622.71	4624.69	4622.71	4622.71	267.0
2022-09-11 18:35:00	ES	Futures	4622.99	4623.56	4622.14	4623.27	180.0
2022-09-11 18:40:00	ES	Futures	4623.27	4624.12	4622.71	4623.56	290.0
2022-09-11 18:45:00	ES	Futures	4623.56	4624.69	4623.27	4624.69	163.0
2022-09-11 18:50:00	ES	Futures	4624.69	4626.11	4624.41	4624.97	171.0
2022-09-11 18:55:00	ES	Futures	4625.26	4625.26	4621.57	4622.14	284.0
2022-09-11 19:00:00	ES	Futures	4621.86	4624.69	4621.57	4624.69	306.0
2022-09-11 19:05:00	ES	Futures	4624.41	4624.41	4623.27	4623.27	140.0
2022-09-11 19:10:00	ES	Futures	4622.99	4623.27	4622.71	4622.71	92.0
2022-09-11 19:15:00	ES	Futures	4622.71	4622.71	4619.59	4620.44	401.0
2022-09-11 19:20:00	ES	Futures	4620.72	4621.29	4619.87	4619.87	131.0
2022-09-11 19:25:00	ES	Futures	4619.87	4621.86	4619.59	4621.29	129.0
2022-09-11 19:30:00	ES	Futures	4621.57	4622.71	4620.16	4622.42	212.0
2022-09-11 19:35:00	ES	Futures	4622.42	4624.97	4622.14	4622.71	303.0
2022-09-11 19:40:00	ES	Futures	4622.71	4622.71	4621.01	4622.42	106.0
2022-09-11 19:45:00	ES	Futures	4622.42	4623.84	4622.14	4622.71	105.0
2022-09-11 19:50:00	ES	Futures	4622.42	4622.99	4621.29	4621.86	352.0
2022-09-11 19:55:00	ES	Futures	4621.86	4621.86	4619.02	4619.59	240.0
2022-09-11 20:00:00	ES	Futures	4619.59	4619.59	4615.06	4615.91	735.0
2022-09-11 20:05:00	ES	Futures	4615.91	4616.19	4613.36	4613.64	695.0
2022-09-11 20:10:00	ES	Futures	4613.64	4615.63	4612.51	4612.79	636.0
2022-09-11 20:15:00	ES	Futures	4612.79	4616.19	4612.51	4615.34	579.0
2022-09-11 20:20:00	ES	Futures	4615.63	4617.04	4614.49	4615.34	435.0
2022-09-11 20:25:00	ES	Futures	4615.34	4616.48	4613.93	4614.49	239.0
2022-09-11 20:30:00	ES	Futures	4614.49	4615.91	4613.36	4613.64	166.0
2022-09-11 20:35:00	ES	Futures	4613.64	4614.78	4611.94	4613.08	281.0
2022-09-11 20:40:00	ES	Futures	4613.08	4614.21	4611.09	4613.08	384.0
2022-09-11 20:45:00	ES	Futures	4613.08	4614.78	4612.23	4614.21	246.0
2022-09-11 20:50:00	ES	Futures	4614.21	4614.78	4613.36	4614.21	139.0
2022-09-11 20:55:00	ES	Futures	4613.93	4614.49	4613.08	4613.36	94.0
2022-09-11 21:00:00	ES	Futures	4613.36	4613.93	4609.39	4609.68	468.0
2022-09-11 21:05:00	ES	Futures	4609.96	4610.81	4608.54	4609.11	322.0
2022-09-11 21:10:00	ES	Futures	4609.11	4611.09	4608.83	4609.96	189.0
2022-09-11 21:15:00	ES	Futures	4609.96	4610.53	4607.13	4609.11	616.0
2022-09-11 21:20:00	ES	Futures	4609.11	4610.53	4609.11	4609.68	223.0
2022-09-11 21:25:00	ES	Futures	4609.96	4613.08	4609.96	4613.08	322.0
2022-09-11 21:30:00	ES	Futures	4613.08	4613.08	4611.38	4612.51	298.0
2022-09-11 21:35:00	ES	Futures	4612.51	4615.34	4612.51	4613.64	459.0
2022-09-11 21:40:00	ES	Futures	4613.64	4615.91	4613.64	4615.34	247.0
2022-09-11 21:45:00	ES	Futures	4615.34	4615.63	4614.49	4614.78	136.0
2022-09-11 21:50:00	ES	Futures	4615.06	4615.06	4614.21	4614.78	146.0
2022-09-11 21:55:00	ES	Futures	4614.78	4615.63	4614.49	4614.78	198.0
2022-09-11 22:00:00	ES	Futures	4615.06	4615.63	4611.94	4612.79	370.0
2022-09-11 22:05:00	ES	Futures	4612.79	4612.79	4610.53	4611.09	245.0

> showing 50 of 3,320 rows — these rows as CSV

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