PREVIEW / futures_5min / 2022-09-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-21.parquet
  size:    403 KB
  rows:    20,193

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
2022-09-21 00:00:00	ES	Futures	4374.42	4374.71	4373.02	4373.3	162.0
2022-09-21 00:05:00	ES	Futures	4373.58	4373.58	4371.61	4372.17	280.0
2022-09-21 00:10:00	ES	Futures	4372.17	4372.73	4371.04	4371.89	224.0
2022-09-21 00:15:00	ES	Futures	4372.17	4372.45	4371.32	4372.17	121.0
2022-09-21 00:20:00	ES	Futures	4372.17	4372.45	4370.48	4370.76	181.0
2022-09-21 00:25:00	ES	Futures	4370.76	4371.04	4369.63	4370.48	363.0
2022-09-21 00:30:00	ES	Futures	4370.48	4370.48	4369.35	4370.2	397.0
2022-09-21 00:35:00	ES	Futures	4370.2	4371.32	4369.63	4371.32	285.0
2022-09-21 00:40:00	ES	Futures	4371.32	4372.73	4371.04	4372.17	257.0
2022-09-21 00:45:00	ES	Futures	4372.17	4372.45	4371.61	4371.89	255.0
2022-09-21 00:50:00	ES	Futures	4371.61	4371.89	4369.91	4370.48	339.0
2022-09-21 00:55:00	ES	Futures	4370.48	4371.89	4370.48	4371.61	228.0
2022-09-21 01:00:00	ES	Futures	4371.61	4374.14	4371.32	4374.14	1049.0
2022-09-21 01:05:00	ES	Futures	4373.86	4375.55	4371.61	4373.02	951.0
2022-09-21 01:10:00	ES	Futures	4372.73	4373.86	4372.73	4372.73	197.0
2022-09-21 01:15:00	ES	Futures	4372.73	4373.02	4371.89	4372.45	222.0
2022-09-21 01:20:00	ES	Futures	4372.73	4373.86	4372.17	4372.73	280.0
2022-09-21 01:25:00	ES	Futures	4372.73	4375.83	4372.45	4375.83	617.0
2022-09-21 01:30:00	ES	Futures	4375.55	4378.09	4375.27	4377.81	1160.0
2022-09-21 01:35:00	ES	Futures	4378.09	4378.37	4375.27	4375.55	537.0
2022-09-21 01:40:00	ES	Futures	4375.55	4375.83	4373.86	4374.14	490.0
2022-09-21 01:45:00	ES	Futures	4374.14	4374.99	4373.3	4374.42	589.0
2022-09-21 01:50:00	ES	Futures	4374.71	4377.81	4374.42	4376.68	599.0
2022-09-21 01:55:00	ES	Futures	4376.68	4377.81	4362.02	4365.4	7780.0
2022-09-21 02:00:00	ES	Futures	4365.69	4371.61	4358.07	4371.32	8250.0
2022-09-21 02:05:00	ES	Futures	4371.04	4374.99	4368.51	4371.04	4298.0
2022-09-21 02:10:00	ES	Futures	4371.04	4374.71	4363.15	4366.25	5112.0
2022-09-21 02:15:00	ES	Futures	4366.53	4371.89	4364.56	4368.79	3293.0
2022-09-21 02:20:00	ES	Futures	4369.07	4370.76	4366.53	4367.66	1766.0
2022-09-21 02:25:00	ES	Futures	4367.66	4367.94	4360.33	4360.33	2647.0
2022-09-21 02:30:00	ES	Futures	4360.61	4362.02	4355.26	4356.1	3947.0
2022-09-21 02:35:00	ES	Futures	4356.1	4358.92	4353.28	4354.41	2507.0
2022-09-21 02:40:00	ES	Futures	4354.41	4360.05	4352.72	4359.2	3645.0
2022-09-21 02:45:00	ES	Futures	4359.2	4364.56	4358.92	4363.15	2821.0
2022-09-21 02:50:00	ES	Futures	4363.15	4363.15	4357.79	4358.64	2277.0
2022-09-21 02:55:00	ES	Futures	4358.64	4360.33	4354.41	4357.23	1765.0
2022-09-21 03:00:00	ES	Futures	4357.23	4360.61	4351.59	4353.0	4279.0
2022-09-21 03:05:00	ES	Futures	4353.0	4354.13	4346.52	4349.62	4192.0
2022-09-21 03:10:00	ES	Futures	4349.34	4353.56	4346.52	4353.0	3220.0
2022-09-21 03:15:00	ES	Futures	4352.72	4362.02	4351.87	4358.92	3823.0
2022-09-21 03:20:00	ES	Futures	4359.2	4360.89	4356.38	4360.33	1758.0
2022-09-21 03:25:00	ES	Futures	4360.33	4369.63	4360.05	4367.38	3220.0
2022-09-21 03:30:00	ES	Futures	4367.38	4367.66	4362.3	4365.69	2461.0
2022-09-21 03:35:00	ES	Futures	4365.97	4367.66	4364.56	4366.25	1728.0
2022-09-21 03:40:00	ES	Futures	4365.97	4366.81	4362.87	4365.12	1761.0
2022-09-21 03:45:00	ES	Futures	4364.84	4371.61	4364.84	4370.2	1778.0
2022-09-21 03:50:00	ES	Futures	4370.2	4373.3	4369.07	4369.91	1819.0
2022-09-21 03:55:00	ES	Futures	4369.91	4369.91	4365.69	4365.97	1854.0
2022-09-21 04:00:00	ES	Futures	4365.97	4367.1	4363.71	4364.84	2238.0
2022-09-21 04:05:00	ES	Futures	4364.56	4367.38	4362.59	4366.81	2114.0

> showing 50 of 20,193 rows — these rows as CSV

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