PREVIEW / futures_5min / 2022-09-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-14.parquet
  size:    345 KB
  rows:    19,439

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
2022-09-14 00:00:00	ES	Futures	4462.38	4463.5	4461.53	4463.22	560.0
2022-09-14 00:05:00	ES	Futures	4463.5	4464.07	4461.25	4461.53	428.0
2022-09-14 00:10:00	ES	Futures	4461.81	4463.79	4461.25	4461.81	189.0
2022-09-14 00:15:00	ES	Futures	4462.09	4462.38	4461.25	4461.53	271.0
2022-09-14 00:20:00	ES	Futures	4461.53	4462.66	4460.12	4460.4	395.0
2022-09-14 00:25:00	ES	Futures	4460.68	4462.38	4460.68	4461.81	331.0
2022-09-14 00:30:00	ES	Futures	4462.09	4466.32	4462.09	4465.76	957.0
2022-09-14 00:35:00	ES	Futures	4466.04	4466.32	4464.35	4465.48	672.0
2022-09-14 00:40:00	ES	Futures	4465.48	4465.48	4464.07	4464.91	386.0
2022-09-14 00:45:00	ES	Futures	4464.91	4465.19	4461.81	4462.38	563.0
2022-09-14 00:50:00	ES	Futures	4462.66	4463.79	4462.38	4462.94	267.0
2022-09-14 00:55:00	ES	Futures	4462.94	4464.91	4462.38	4464.07	295.0
2022-09-14 01:00:00	ES	Futures	4464.63	4465.48	4463.5	4464.07	600.0
2022-09-14 01:05:00	ES	Futures	4464.07	4466.04	4462.94	4463.79	532.0
2022-09-14 01:10:00	ES	Futures	4463.79	4465.76	4462.94	4464.35	451.0
2022-09-14 01:15:00	ES	Futures	4464.07	4464.91	4462.09	4464.35	639.0
2022-09-14 01:20:00	ES	Futures	4464.07	4464.35	4462.94	4463.79	205.0
2022-09-14 01:25:00	ES	Futures	4463.5	4464.91	4462.66	4464.63	600.0
2022-09-14 01:30:00	ES	Futures	4464.35	4467.45	4463.5	4466.89	573.0
2022-09-14 01:35:00	ES	Futures	4466.89	4467.17	4465.48	4466.32	646.0
2022-09-14 01:40:00	ES	Futures	4466.6	4466.6	4461.53	4461.53	743.0
2022-09-14 01:45:00	ES	Futures	4461.53	4461.53	4458.99	4459.27	1120.0
2022-09-14 01:50:00	ES	Futures	4459.56	4460.4	4456.74	4458.43	1555.0
2022-09-14 01:55:00	ES	Futures	4458.15	4458.71	4453.64	4454.48	2311.0
2022-09-14 02:00:00	ES	Futures	4454.2	4456.74	4450.25	4451.1	3222.0
2022-09-14 02:05:00	ES	Futures	4451.38	4456.46	4450.54	4454.76	1816.0
2022-09-14 02:10:00	ES	Futures	4454.76	4459.84	4452.51	4459.56	1833.0
2022-09-14 02:15:00	ES	Futures	4459.56	4460.68	4455.89	4458.71	1428.0
2022-09-14 02:20:00	ES	Futures	4458.71	4460.68	4456.74	4460.68	1515.0
2022-09-14 02:25:00	ES	Futures	4460.68	4466.04	4460.12	4464.91	2767.0
2022-09-14 02:30:00	ES	Futures	4464.91	4468.3	4464.63	4465.76	1634.0
2022-09-14 02:35:00	ES	Futures	4466.04	4466.04	4464.07	4464.35	964.0
2022-09-14 02:40:00	ES	Futures	4464.07	4466.89	4462.38	4463.22	1178.0
2022-09-14 02:45:00	ES	Futures	4463.22	4464.63	4462.09	4462.94	913.0
2022-09-14 02:50:00	ES	Futures	4462.94	4466.89	4462.94	4466.6	1045.0
2022-09-14 02:55:00	ES	Futures	4466.6	4468.3	4464.07	4464.07	1883.0
2022-09-14 03:00:00	ES	Futures	4464.35	4474.22	4464.07	4472.81	5751.0
2022-09-14 03:05:00	ES	Futures	4472.81	4477.88	4471.96	4476.47	3749.0
2022-09-14 03:10:00	ES	Futures	4476.19	4477.03	4471.11	4472.24	2833.0
2022-09-14 03:15:00	ES	Futures	4472.24	4473.93	4462.09	4462.38	3401.0
2022-09-14 03:20:00	ES	Futures	4462.66	4466.89	4457.3	4458.71	2612.0
2022-09-14 03:25:00	ES	Futures	4458.43	4461.25	4457.02	4458.71	2185.0
2022-09-14 03:30:00	ES	Futures	4458.43	4468.01	4458.15	4466.89	2811.0
2022-09-14 03:35:00	ES	Futures	4467.17	4468.86	4464.35	4465.76	1871.0
2022-09-14 03:40:00	ES	Futures	4465.76	4471.68	4464.91	4470.83	1748.0
2022-09-14 03:45:00	ES	Futures	4471.11	4471.96	4468.01	4469.7	1583.0
2022-09-14 03:50:00	ES	Futures	4469.42	4471.96	4467.73	4471.68	1288.0
2022-09-14 03:55:00	ES	Futures	4471.68	4474.5	4469.7	4471.68	1839.0
2022-09-14 04:00:00	ES	Futures	4471.96	4477.88	4469.99	4476.47	3182.0
2022-09-14 04:05:00	ES	Futures	4476.47	4479.57	4475.34	4478.16	3023.0

> showing 50 of 19,439 rows — these rows as CSV

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