PREVIEW / futures_5min / 2022-09-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-15.parquet
  size:    355 KB
  rows:    19,490

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
2022-09-15 00:00:00	ES	Futures	4475.06	4475.62	4474.22	4474.5	439.0
2022-09-15 00:05:00	ES	Futures	4474.22	4475.06	4473.37	4473.93	458.0
2022-09-15 00:10:00	ES	Futures	4473.93	4475.06	4473.37	4474.78	192.0
2022-09-15 00:15:00	ES	Futures	4474.78	4476.19	4474.78	4475.91	424.0
2022-09-15 00:20:00	ES	Futures	4475.62	4475.91	4473.37	4473.93	226.0
2022-09-15 00:25:00	ES	Futures	4473.93	4474.5	4473.37	4473.37	244.0
2022-09-15 00:30:00	ES	Futures	4473.37	4473.93	4471.4	4472.81	573.0
2022-09-15 00:35:00	ES	Futures	4472.81	4474.5	4471.96	4472.52	416.0
2022-09-15 00:40:00	ES	Futures	4472.52	4474.5	4472.24	4473.93	193.0
2022-09-15 00:45:00	ES	Futures	4473.93	4474.78	4473.65	4473.65	277.0
2022-09-15 00:50:00	ES	Futures	4473.93	4475.62	4473.93	4474.78	255.0
2022-09-15 00:55:00	ES	Futures	4474.78	4474.78	4473.09	4473.65	211.0
2022-09-15 01:00:00	ES	Futures	4473.65	4474.22	4471.96	4473.09	344.0
2022-09-15 01:05:00	ES	Futures	4472.81	4473.09	4471.11	4472.81	402.0
2022-09-15 01:10:00	ES	Futures	4472.52	4472.81	4471.11	4471.4	311.0
2022-09-15 01:15:00	ES	Futures	4471.4	4471.96	4469.99	4471.96	477.0
2022-09-15 01:20:00	ES	Futures	4472.24	4473.93	4472.24	4473.93	362.0
2022-09-15 01:25:00	ES	Futures	4473.65	4473.65	4471.11	4471.4	388.0
2022-09-15 01:30:00	ES	Futures	4471.68	4474.5	4471.4	4471.4	584.0
2022-09-15 01:35:00	ES	Futures	4471.11	4471.4	4469.7	4470.55	874.0
2022-09-15 01:40:00	ES	Futures	4470.55	4471.11	4468.3	4469.42	653.0
2022-09-15 01:45:00	ES	Futures	4469.42	4472.24	4469.14	4471.68	498.0
2022-09-15 01:50:00	ES	Futures	4471.96	4472.52	4470.55	4470.55	361.0
2022-09-15 01:55:00	ES	Futures	4470.83	4471.68	4469.14	4471.4	851.0
2022-09-15 02:00:00	ES	Futures	4471.4	4474.22	4467.73	4473.65	1558.0
2022-09-15 02:05:00	ES	Futures	4473.65	4474.5	4471.11	4472.81	819.0
2022-09-15 02:10:00	ES	Futures	4472.81	4473.93	4471.4	4473.65	638.0
2022-09-15 02:15:00	ES	Futures	4473.65	4473.93	4471.4	4471.96	409.0
2022-09-15 02:20:00	ES	Futures	4472.24	4473.09	4470.55	4472.24	580.0
2022-09-15 02:25:00	ES	Futures	4472.52	4475.91	4472.52	4475.91	563.0
2022-09-15 02:30:00	ES	Futures	4475.62	4475.62	4471.4	4472.24	597.0
2022-09-15 02:35:00	ES	Futures	4472.24	4472.52	4469.7	4470.27	412.0
2022-09-15 02:40:00	ES	Futures	4470.27	4473.09	4469.42	4472.81	363.0
2022-09-15 02:45:00	ES	Futures	4472.81	4474.5	4472.81	4473.37	415.0
2022-09-15 02:50:00	ES	Futures	4473.37	4473.65	4472.24	4473.37	358.0
2022-09-15 02:55:00	ES	Futures	4473.65	4473.93	4471.4	4471.96	992.0
2022-09-15 03:00:00	ES	Futures	4471.96	4475.06	4469.7	4474.5	1856.0
2022-09-15 03:05:00	ES	Futures	4474.5	4478.44	4474.22	4477.6	1351.0
2022-09-15 03:10:00	ES	Futures	4477.88	4478.44	4475.06	4475.62	843.0
2022-09-15 03:15:00	ES	Futures	4475.91	4478.73	4475.62	4478.16	882.0
2022-09-15 03:20:00	ES	Futures	4478.44	4479.85	4477.32	4479.29	840.0
2022-09-15 03:25:00	ES	Futures	4479.01	4481.54	4479.01	4479.29	1195.0
2022-09-15 03:30:00	ES	Futures	4479.29	4480.13	4477.03	4479.29	1322.0
2022-09-15 03:35:00	ES	Futures	4479.01	4479.01	4475.34	4477.03	1109.0
2022-09-15 03:40:00	ES	Futures	4477.03	4478.44	4475.62	4476.19	679.0
2022-09-15 03:45:00	ES	Futures	4476.19	4481.54	4476.19	4480.7	810.0
2022-09-15 03:50:00	ES	Futures	4480.7	4482.95	4479.29	4481.54	1225.0
2022-09-15 03:55:00	ES	Futures	4481.54	4482.39	4479.57	4480.98	820.0
2022-09-15 04:00:00	ES	Futures	4480.98	4484.36	4479.01	4479.57	1973.0
2022-09-15 04:05:00	ES	Futures	4479.29	4481.26	4478.16	4479.01	1128.0

> showing 50 of 19,490 rows — these rows as CSV

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