PREVIEW / futures_5min / 2022-09-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-13.parquet
  size:    392 KB
  rows:    19,266

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
2022-09-13 00:00:00	ES	Futures	4660.95	4661.23	4660.38	4660.67	102.0
2022-09-13 00:05:00	ES	Futures	4660.95	4660.95	4658.12	4658.12	235.0
2022-09-13 00:10:00	ES	Futures	4658.12	4658.97	4656.98	4657.55	229.0
2022-09-13 00:15:00	ES	Futures	4657.83	4658.97	4657.55	4658.97	101.0
2022-09-13 00:20:00	ES	Futures	4658.97	4660.1	4658.4	4659.53	187.0
2022-09-13 00:25:00	ES	Futures	4659.82	4660.38	4659.25	4659.82	57.0
2022-09-13 00:30:00	ES	Futures	4660.1	4660.95	4659.82	4660.67	92.0
2022-09-13 00:35:00	ES	Futures	4660.95	4660.95	4660.1	4660.1	37.0
2022-09-13 00:40:00	ES	Futures	4660.1	4660.95	4659.82	4659.82	62.0
2022-09-13 00:45:00	ES	Futures	4659.82	4660.1	4658.68	4658.68	70.0
2022-09-13 00:50:00	ES	Futures	4658.68	4660.1	4658.4	4660.1	66.0
2022-09-13 00:55:00	ES	Futures	4660.1	4660.38	4659.82	4660.38	18.0
2022-09-13 01:00:00	ES	Futures	4660.38	4660.38	4658.68	4658.68	181.0
2022-09-13 01:05:00	ES	Futures	4658.68	4659.82	4658.68	4659.53	77.0
2022-09-13 01:10:00	ES	Futures	4659.53	4661.8	4659.53	4661.52	124.0
2022-09-13 01:15:00	ES	Futures	4661.8	4662.65	4661.8	4662.65	211.0
2022-09-13 01:20:00	ES	Futures	4662.65	4662.93	4661.8	4661.8	75.0
2022-09-13 01:25:00	ES	Futures	4662.08	4663.5	4662.08	4663.22	163.0
2022-09-13 01:30:00	ES	Futures	4662.93	4664.63	4662.37	4664.63	94.0
2022-09-13 01:35:00	ES	Futures	4664.63	4664.91	4664.07	4664.63	102.0
2022-09-13 01:40:00	ES	Futures	4664.35	4666.05	4664.07	4664.35	149.0
2022-09-13 01:45:00	ES	Futures	4664.63	4665.2	4663.78	4665.2	124.0
2022-09-13 01:50:00	ES	Futures	4665.48	4670.3	4664.91	4669.45	871.0
2022-09-13 01:55:00	ES	Futures	4669.45	4670.58	4666.9	4669.73	741.0
2022-09-13 02:00:00	ES	Futures	4669.45	4672.28	4667.18	4670.58	827.0
2022-09-13 02:05:00	ES	Futures	4670.58	4673.41	4670.3	4673.13	501.0
2022-09-13 02:10:00	ES	Futures	4673.41	4676.81	4673.41	4676.25	639.0
2022-09-13 02:15:00	ES	Futures	4676.25	4676.53	4674.55	4674.55	365.0
2022-09-13 02:20:00	ES	Futures	4674.55	4678.8	4673.7	4677.1	603.0
2022-09-13 02:25:00	ES	Futures	4677.1	4678.23	4676.53	4677.38	390.0
2022-09-13 02:30:00	ES	Futures	4677.1	4677.66	4675.96	4677.38	239.0
2022-09-13 02:35:00	ES	Futures	4677.38	4678.8	4677.1	4678.8	164.0
2022-09-13 02:40:00	ES	Futures	4678.51	4678.51	4674.83	4675.11	377.0
2022-09-13 02:45:00	ES	Futures	4675.11	4675.11	4672.56	4673.13	293.0
2022-09-13 02:50:00	ES	Futures	4672.85	4675.11	4672.0	4675.11	225.0
2022-09-13 02:55:00	ES	Futures	4674.26	4674.83	4673.13	4674.55	182.0
2022-09-13 03:00:00	ES	Futures	4674.83	4680.78	4673.98	4678.23	1143.0
2022-09-13 03:05:00	ES	Futures	4677.95	4678.23	4671.71	4671.71	832.0
2022-09-13 03:10:00	ES	Futures	4671.71	4672.56	4669.45	4669.73	991.0
2022-09-13 03:15:00	ES	Futures	4669.45	4671.71	4668.6	4670.3	519.0
2022-09-13 03:20:00	ES	Futures	4670.3	4673.98	4670.01	4673.41	492.0
2022-09-13 03:25:00	ES	Futures	4672.0	4675.68	4670.86	4674.83	384.0
2022-09-13 03:30:00	ES	Futures	4674.83	4678.8	4674.55	4676.53	526.0
2022-09-13 03:35:00	ES	Futures	4676.81	4677.1	4673.7	4676.53	661.0
2022-09-13 03:40:00	ES	Futures	4676.53	4677.38	4673.7	4675.4	553.0
2022-09-13 03:45:00	ES	Futures	4675.4	4680.21	4674.55	4679.93	711.0
2022-09-13 03:50:00	ES	Futures	4679.93	4680.49	4678.51	4680.21	582.0
2022-09-13 03:55:00	ES	Futures	4679.93	4679.93	4677.66	4678.8	314.0
2022-09-13 04:00:00	ES	Futures	4679.08	4680.49	4678.23	4678.8	334.0
2022-09-13 04:05:00	ES	Futures	4679.36	4679.65	4676.53	4677.95	780.0

> showing 50 of 19,266 rows — these rows as CSV

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