PREVIEW / futures_5min / 2022-09-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-12.parquet
  size:    338 KB
  rows:    18,162

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
2022-09-12 00:00:00	ES	Futures	4607.13	4607.69	4605.99	4607.41	202.0
2022-09-12 00:05:00	ES	Futures	4607.13	4607.69	4606.56	4606.84	205.0
2022-09-12 00:10:00	ES	Futures	4606.56	4607.13	4605.14	4606.84	310.0
2022-09-12 00:15:00	ES	Futures	4607.13	4607.13	4605.43	4605.71	100.0
2022-09-12 00:20:00	ES	Futures	4605.43	4606.56	4604.58	4605.99	166.0
2022-09-12 00:25:00	ES	Futures	4605.99	4606.28	4602.88	4603.73	342.0
2022-09-12 00:30:00	ES	Futures	4603.44	4606.28	4602.88	4606.28	251.0
2022-09-12 00:35:00	ES	Futures	4605.99	4606.56	4605.99	4606.56	223.0
2022-09-12 00:40:00	ES	Futures	4606.56	4607.69	4606.56	4606.84	160.0
2022-09-12 00:45:00	ES	Futures	4607.13	4608.54	4606.56	4607.98	150.0
2022-09-12 00:50:00	ES	Futures	4607.98	4608.54	4607.13	4607.69	291.0
2022-09-12 00:55:00	ES	Futures	4607.98	4607.98	4605.71	4605.71	329.0
2022-09-12 01:00:00	ES	Futures	4605.71	4608.54	4605.71	4607.98	182.0
2022-09-12 01:05:00	ES	Futures	4607.69	4607.69	4605.99	4606.84	154.0
2022-09-12 01:10:00	ES	Futures	4607.13	4607.69	4606.28	4607.13	119.0
2022-09-12 01:15:00	ES	Futures	4607.41	4608.54	4607.13	4608.54	179.0
2022-09-12 01:20:00	ES	Futures	4608.54	4610.24	4608.54	4609.68	326.0
2022-09-12 01:25:00	ES	Futures	4609.68	4610.81	4608.83	4610.24	247.0
2022-09-12 01:30:00	ES	Futures	4610.24	4611.38	4609.68	4610.53	196.0
2022-09-12 01:35:00	ES	Futures	4610.81	4611.38	4609.39	4610.53	186.0
2022-09-12 01:40:00	ES	Futures	4610.81	4613.36	4610.81	4612.79	291.0
2022-09-12 01:45:00	ES	Futures	4613.08	4613.08	4611.09	4611.66	135.0
2022-09-12 01:50:00	ES	Futures	4611.38	4611.66	4609.68	4611.09	264.0
2022-09-12 01:55:00	ES	Futures	4611.38	4613.93	4611.38	4613.93	586.0
2022-09-12 02:00:00	ES	Futures	4613.93	4614.49	4609.11	4609.11	762.0
2022-09-12 02:05:00	ES	Futures	4609.11	4609.96	4607.41	4609.11	443.0
2022-09-12 02:10:00	ES	Futures	4608.83	4609.68	4606.56	4607.41	437.0
2022-09-12 02:15:00	ES	Futures	4607.13	4607.69	4606.28	4606.84	280.0
2022-09-12 02:20:00	ES	Futures	4606.84	4607.13	4605.43	4605.71	632.0
2022-09-12 02:25:00	ES	Futures	4605.43	4607.69	4604.86	4606.84	384.0
2022-09-12 02:30:00	ES	Futures	4606.84	4609.96	4605.71	4609.96	366.0
2022-09-12 02:35:00	ES	Futures	4609.96	4618.18	4609.96	4616.76	1077.0
2022-09-12 02:40:00	ES	Futures	4616.48	4618.18	4615.63	4616.76	718.0
2022-09-12 02:45:00	ES	Futures	4616.76	4619.02	4616.19	4618.46	346.0
2022-09-12 02:50:00	ES	Futures	4618.46	4619.87	4617.33	4617.89	405.0
2022-09-12 02:55:00	ES	Futures	4617.61	4619.31	4616.76	4619.02	399.0
2022-09-12 03:00:00	ES	Futures	4618.74	4619.31	4615.91	4618.18	1229.0
2022-09-12 03:05:00	ES	Futures	4617.89	4619.87	4616.48	4619.02	896.0
2022-09-12 03:10:00	ES	Futures	4619.31	4620.44	4616.19	4617.89	1047.0
2022-09-12 03:15:00	ES	Futures	4617.89	4619.59	4615.06	4615.34	821.0
2022-09-12 03:20:00	ES	Futures	4615.34	4623.84	4615.34	4623.56	1405.0
2022-09-12 03:25:00	ES	Futures	4623.56	4626.11	4621.57	4622.42	1108.0
2022-09-12 03:30:00	ES	Futures	4622.71	4624.97	4622.14	4624.69	698.0
2022-09-12 03:35:00	ES	Futures	4624.69	4625.26	4623.27	4624.12	619.0
2022-09-12 03:40:00	ES	Futures	4624.12	4627.24	4623.56	4626.67	696.0
2022-09-12 03:45:00	ES	Futures	4626.96	4627.81	4623.56	4627.24	914.0
2022-09-12 03:50:00	ES	Futures	4626.96	4628.37	4623.84	4624.12	805.0
2022-09-12 03:55:00	ES	Futures	4623.84	4626.39	4623.56	4624.12	870.0
2022-09-12 04:00:00	ES	Futures	4624.12	4626.96	4623.84	4625.82	802.0
2022-09-12 04:05:00	ES	Futures	4625.82	4626.67	4620.72	4622.99	847.0

> showing 50 of 18,162 rows — these rows as CSV

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