PREVIEW / futures_5min / 2022-09-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-20.parquet
  size:    373 KB
  rows:    19,671

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
2022-09-20 00:00:00	ES	Futures	4427.14	4427.42	4426.58	4426.86	334.0
2022-09-20 00:05:00	ES	Futures	4427.14	4427.42	4426.01	4426.29	375.0
2022-09-20 00:10:00	ES	Futures	4426.29	4427.14	4426.01	4427.14	594.0
2022-09-20 00:15:00	ES	Futures	4427.14	4428.27	4426.86	4427.14	278.0
2022-09-20 00:20:00	ES	Futures	4427.14	4427.14	4426.01	4426.58	259.0
2022-09-20 00:25:00	ES	Futures	4426.58	4427.42	4426.29	4426.58	180.0
2022-09-20 00:30:00	ES	Futures	4426.58	4427.98	4426.58	4427.7	214.0
2022-09-20 00:35:00	ES	Futures	4427.98	4428.55	4427.42	4427.42	352.0
2022-09-20 00:40:00	ES	Futures	4427.42	4427.98	4427.14	4427.98	257.0
2022-09-20 00:45:00	ES	Futures	4427.98	4428.27	4427.42	4427.7	137.0
2022-09-20 00:50:00	ES	Futures	4427.7	4427.7	4426.01	4426.29	243.0
2022-09-20 00:55:00	ES	Futures	4426.29	4427.14	4425.73	4427.14	221.0
2022-09-20 01:00:00	ES	Futures	4426.86	4427.14	4425.45	4426.29	441.0
2022-09-20 01:05:00	ES	Futures	4426.58	4427.98	4426.01	4427.7	312.0
2022-09-20 01:10:00	ES	Futures	4427.7	4427.98	4426.58	4426.86	226.0
2022-09-20 01:15:00	ES	Futures	4426.86	4426.86	4425.45	4426.58	330.0
2022-09-20 01:20:00	ES	Futures	4426.58	4427.14	4426.01	4427.14	189.0
2022-09-20 01:25:00	ES	Futures	4427.14	4430.52	4426.86	4430.52	720.0
2022-09-20 01:30:00	ES	Futures	4430.24	4431.37	4429.11	4429.11	679.0
2022-09-20 01:35:00	ES	Futures	4429.39	4430.24	4428.83	4429.96	293.0
2022-09-20 01:40:00	ES	Futures	4430.24	4431.09	4429.96	4430.52	418.0
2022-09-20 01:45:00	ES	Futures	4430.52	4430.8	4429.39	4429.39	626.0
2022-09-20 01:50:00	ES	Futures	4429.68	4430.24	4428.83	4428.83	365.0
2022-09-20 01:55:00	ES	Futures	4428.83	4429.68	4428.55	4429.68	620.0
2022-09-20 02:00:00	ES	Futures	4429.68	4429.96	4422.91	4423.76	2407.0
2022-09-20 02:05:00	ES	Futures	4424.04	4426.58	4423.47	4426.29	1168.0
2022-09-20 02:10:00	ES	Futures	4426.01	4426.58	4424.32	4425.73	647.0
2022-09-20 02:15:00	ES	Futures	4425.45	4426.29	4424.32	4425.45	751.0
2022-09-20 02:20:00	ES	Futures	4425.45	4426.01	4423.76	4424.32	650.0
2022-09-20 02:25:00	ES	Futures	4424.32	4426.01	4424.32	4425.73	434.0
2022-09-20 02:30:00	ES	Futures	4425.45	4426.01	4423.47	4424.04	857.0
2022-09-20 02:35:00	ES	Futures	4424.04	4426.86	4422.35	4425.73	890.0
2022-09-20 02:40:00	ES	Futures	4426.01	4426.29	4423.76	4424.32	369.0
2022-09-20 02:45:00	ES	Futures	4424.6	4424.88	4423.19	4424.88	463.0
2022-09-20 02:50:00	ES	Futures	4424.88	4427.42	4424.6	4426.86	639.0
2022-09-20 02:55:00	ES	Futures	4426.86	4428.83	4424.88	4426.01	972.0
2022-09-20 03:00:00	ES	Futures	4426.01	4427.42	4423.76	4426.58	2803.0
2022-09-20 03:05:00	ES	Futures	4426.29	4435.03	4426.29	4433.06	3555.0
2022-09-20 03:10:00	ES	Futures	4433.34	4437.29	4432.78	4433.62	2942.0
2022-09-20 03:15:00	ES	Futures	4433.9	4436.44	4433.62	4435.31	2146.0
2022-09-20 03:20:00	ES	Futures	4435.31	4438.41	4435.03	4435.6	1924.0
2022-09-20 03:25:00	ES	Futures	4435.6	4436.16	4429.68	4431.37	2133.0
2022-09-20 03:30:00	ES	Futures	4431.09	4433.06	4425.45	4426.58	2743.0
2022-09-20 03:35:00	ES	Futures	4426.58	4427.7	4422.63	4423.19	1770.0
2022-09-20 03:40:00	ES	Futures	4422.91	4422.91	4415.58	4416.99	3271.0
2022-09-20 03:45:00	ES	Futures	4416.99	4419.81	4413.61	4418.68	2903.0
2022-09-20 03:50:00	ES	Futures	4418.68	4419.25	4414.74	4415.86	1143.0
2022-09-20 03:55:00	ES	Futures	4415.86	4416.71	4411.35	4414.74	2052.0
2022-09-20 04:00:00	ES	Futures	4414.45	4414.74	4409.94	4410.79	2007.0
2022-09-20 04:05:00	ES	Futures	4410.79	4411.35	4406.28	4408.53	3183.0

> showing 50 of 19,671 rows — these rows as CSV

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