PREVIEW / futures_5min / 2022-09-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-18.parquet
  size:    81 KB
  rows:    3,730

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
2022-09-18 18:00:00	ES	Futures	4385.7	4391.9	4383.16	4391.34	3624.0
2022-09-18 18:05:00	ES	Futures	4391.06	4391.62	4379.5	4382.32	2202.0
2022-09-18 18:10:00	ES	Futures	4382.6	4385.7	4382.32	4383.73	889.0
2022-09-18 18:15:00	ES	Futures	4383.73	4385.98	4382.32	4385.14	637.0
2022-09-18 18:20:00	ES	Futures	4385.14	4385.42	4382.88	4383.73	511.0
2022-09-18 18:25:00	ES	Futures	4383.45	4384.85	4382.32	4383.73	464.0
2022-09-18 18:30:00	ES	Futures	4384.01	4384.01	4382.04	4383.45	451.0
2022-09-18 18:35:00	ES	Futures	4383.16	4384.57	4382.04	4384.29	358.0
2022-09-18 18:40:00	ES	Futures	4384.29	4388.24	4383.73	4385.98	907.0
2022-09-18 18:45:00	ES	Futures	4386.26	4391.9	4385.98	4391.9	919.0
2022-09-18 18:50:00	ES	Futures	4391.62	4391.9	4389.37	4390.21	747.0
2022-09-18 18:55:00	ES	Futures	4389.93	4391.06	4389.37	4390.49	555.0
2022-09-18 19:00:00	ES	Futures	4389.93	4394.44	4388.24	4393.03	982.0
2022-09-18 19:05:00	ES	Futures	4393.31	4393.59	4391.34	4391.9	499.0
2022-09-18 19:10:00	ES	Futures	4391.9	4393.03	4391.34	4392.47	226.0
2022-09-18 19:15:00	ES	Futures	4392.47	4393.03	4391.34	4391.34	305.0
2022-09-18 19:20:00	ES	Futures	4391.34	4393.88	4391.06	4393.31	615.0
2022-09-18 19:25:00	ES	Futures	4393.59	4395.0	4389.37	4390.77	858.0
2022-09-18 19:30:00	ES	Futures	4390.77	4391.06	4387.96	4388.24	739.0
2022-09-18 19:35:00	ES	Futures	4388.24	4390.77	4388.24	4388.52	561.0
2022-09-18 19:40:00	ES	Futures	4388.8	4391.9	4388.52	4391.62	612.0
2022-09-18 19:45:00	ES	Futures	4391.9	4393.31	4390.21	4390.77	677.0
2022-09-18 19:50:00	ES	Futures	4390.77	4391.62	4389.08	4389.65	283.0
2022-09-18 19:55:00	ES	Futures	4389.65	4391.06	4389.08	4390.21	253.0
2022-09-18 20:00:00	ES	Futures	4390.49	4394.16	4389.93	4393.31	1184.0
2022-09-18 20:05:00	ES	Futures	4393.31	4394.72	4389.65	4390.77	1041.0
2022-09-18 20:10:00	ES	Futures	4390.77	4391.9	4389.37	4390.77	494.0
2022-09-18 20:15:00	ES	Futures	4390.49	4393.03	4390.21	4392.47	481.0
2022-09-18 20:20:00	ES	Futures	4392.47	4394.16	4391.06	4392.75	433.0
2022-09-18 20:25:00	ES	Futures	4392.75	4396.41	4392.47	4394.72	1058.0
2022-09-18 20:30:00	ES	Futures	4394.72	4395.85	4393.03	4395.85	502.0
2022-09-18 20:35:00	ES	Futures	4395.57	4396.13	4394.16	4394.16	414.0
2022-09-18 20:40:00	ES	Futures	4394.16	4396.69	4393.03	4395.57	634.0
2022-09-18 20:45:00	ES	Futures	4395.57	4396.13	4394.44	4394.72	887.0
2022-09-18 20:50:00	ES	Futures	4394.44	4395.28	4392.47	4393.31	716.0
2022-09-18 20:55:00	ES	Futures	4393.59	4394.44	4392.75	4393.31	364.0
2022-09-18 21:00:00	ES	Futures	4393.03	4394.16	4391.62	4394.16	812.0
2022-09-18 21:05:00	ES	Futures	4394.16	4395.85	4393.88	4395.0	476.0
2022-09-18 21:10:00	ES	Futures	4395.0	4396.13	4394.16	4394.44	255.0
2022-09-18 21:15:00	ES	Futures	4394.44	4395.28	4393.03	4393.31	597.0
2022-09-18 21:20:00	ES	Futures	4393.31	4394.72	4390.77	4391.06	698.0
2022-09-18 21:25:00	ES	Futures	4391.34	4392.47	4389.65	4391.9	668.0
2022-09-18 21:30:00	ES	Futures	4392.18	4392.75	4389.08	4389.37	704.0
2022-09-18 21:35:00	ES	Futures	4389.65	4390.21	4387.67	4388.8	892.0
2022-09-18 21:40:00	ES	Futures	4389.08	4393.31	4389.08	4392.18	881.0
2022-09-18 21:45:00	ES	Futures	4392.75	4393.88	4391.9	4393.88	429.0
2022-09-18 21:50:00	ES	Futures	4393.59	4394.44	4393.03	4393.31	496.0
2022-09-18 21:55:00	ES	Futures	4393.03	4393.88	4391.9	4393.59	403.0
2022-09-18 22:00:00	ES	Futures	4393.59	4393.88	4391.62	4391.9	341.0
2022-09-18 22:05:00	ES	Futures	4391.9	4391.9	4389.93	4390.21	582.0

> showing 50 of 3,730 rows — these rows as CSV

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