PREVIEW / futures_5min / 2022-09-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-19.parquet
  size:    344 KB
  rows:    18,587

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
2022-09-19 00:00:00	ES	Futures	4377.24	4379.22	4377.24	4378.37	395.0
2022-09-19 00:05:00	ES	Futures	4378.65	4378.65	4376.12	4376.12	275.0
2022-09-19 00:10:00	ES	Futures	4376.12	4376.4	4373.86	4374.42	399.0
2022-09-19 00:15:00	ES	Futures	4374.71	4376.96	4374.71	4376.68	228.0
2022-09-19 00:20:00	ES	Futures	4376.4	4378.37	4376.4	4377.81	191.0
2022-09-19 00:25:00	ES	Futures	4377.81	4378.09	4376.4	4376.96	205.0
2022-09-19 00:30:00	ES	Futures	4376.96	4378.37	4376.96	4377.81	97.0
2022-09-19 00:35:00	ES	Futures	4378.09	4378.94	4377.53	4377.81	189.0
2022-09-19 00:40:00	ES	Futures	4377.81	4378.09	4376.96	4377.81	103.0
2022-09-19 00:45:00	ES	Futures	4377.53	4378.37	4376.4	4377.53	435.0
2022-09-19 00:50:00	ES	Futures	4377.53	4378.37	4376.68	4377.53	549.0
2022-09-19 00:55:00	ES	Futures	4377.53	4378.65	4377.24	4378.09	208.0
2022-09-19 01:00:00	ES	Futures	4378.09	4378.09	4376.12	4376.68	546.0
2022-09-19 01:05:00	ES	Futures	4376.96	4378.65	4376.68	4377.81	296.0
2022-09-19 01:10:00	ES	Futures	4377.53	4379.22	4375.83	4378.37	551.0
2022-09-19 01:15:00	ES	Futures	4378.65	4380.63	4378.09	4379.78	605.0
2022-09-19 01:20:00	ES	Futures	4379.5	4380.63	4378.65	4380.06	500.0
2022-09-19 01:25:00	ES	Futures	4380.06	4380.06	4377.24	4377.53	324.0
2022-09-19 01:30:00	ES	Futures	4377.53	4378.37	4376.4	4377.53	256.0
2022-09-19 01:35:00	ES	Futures	4377.53	4377.81	4375.27	4375.83	429.0
2022-09-19 01:40:00	ES	Futures	4376.12	4377.24	4374.42	4376.12	450.0
2022-09-19 01:45:00	ES	Futures	4376.12	4377.24	4374.99	4376.12	264.0
2022-09-19 01:50:00	ES	Futures	4376.12	4376.4	4373.58	4373.86	925.0
2022-09-19 01:55:00	ES	Futures	4373.86	4374.71	4369.35	4369.63	1235.0
2022-09-19 02:00:00	ES	Futures	4369.63	4369.63	4364.56	4365.97	2877.0
2022-09-19 02:05:00	ES	Futures	4365.97	4366.53	4362.02	4363.99	1859.0
2022-09-19 02:10:00	ES	Futures	4363.99	4364.56	4358.36	4359.48	2662.0
2022-09-19 02:15:00	ES	Futures	4359.77	4366.25	4359.48	4365.97	2011.0
2022-09-19 02:20:00	ES	Futures	4365.97	4367.66	4364.56	4367.38	1056.0
2022-09-19 02:25:00	ES	Futures	4367.38	4369.63	4367.1	4367.38	933.0
2022-09-19 02:30:00	ES	Futures	4367.38	4370.2	4365.4	4369.91	1103.0
2022-09-19 02:35:00	ES	Futures	4369.63	4370.2	4367.1	4368.22	718.0
2022-09-19 02:40:00	ES	Futures	4368.22	4368.22	4364.84	4365.4	611.0
2022-09-19 02:45:00	ES	Futures	4365.4	4367.1	4364.28	4367.1	752.0
2022-09-19 02:50:00	ES	Futures	4367.1	4368.79	4366.53	4367.66	568.0
2022-09-19 02:55:00	ES	Futures	4367.94	4368.79	4365.97	4368.79	719.0
2022-09-19 03:00:00	ES	Futures	4368.51	4368.51	4359.48	4359.77	2682.0
2022-09-19 03:05:00	ES	Futures	4359.77	4360.33	4353.28	4357.51	3118.0
2022-09-19 03:10:00	ES	Futures	4357.79	4360.61	4357.51	4358.92	1667.0
2022-09-19 03:15:00	ES	Futures	4358.64	4362.59	4356.67	4361.18	2713.0
2022-09-19 03:20:00	ES	Futures	4361.46	4361.74	4356.38	4357.51	1548.0
2022-09-19 03:25:00	ES	Futures	4357.23	4357.23	4353.56	4356.1	1761.0
2022-09-19 03:30:00	ES	Futures	4356.38	4357.23	4353.28	4355.54	1974.0
2022-09-19 03:35:00	ES	Futures	4355.26	4358.64	4354.69	4357.51	1080.0
2022-09-19 03:40:00	ES	Futures	4357.79	4361.18	4357.23	4358.92	1026.0
2022-09-19 03:45:00	ES	Futures	4358.64	4361.18	4358.64	4359.48	1195.0
2022-09-19 03:50:00	ES	Futures	4359.77	4362.02	4356.1	4358.07	2717.0
2022-09-19 03:55:00	ES	Futures	4358.07	4358.64	4353.28	4353.85	1858.0
2022-09-19 04:00:00	ES	Futures	4354.13	4356.38	4350.46	4356.1	3284.0
2022-09-19 04:05:00	ES	Futures	4356.1	4360.89	4355.26	4359.2	2049.0

> showing 50 of 18,587 rows — these rows as CSV

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