PREVIEW / futures_5min / 2022-09-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-22.parquet
  size:    391 KB
  rows:    20,042

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
2022-09-22 00:00:00	ES	Futures	4265.61	4267.02	4264.77	4266.74	366.0
2022-09-22 00:05:00	ES	Futures	4266.74	4268.43	4266.46	4267.31	466.0
2022-09-22 00:10:00	ES	Futures	4267.59	4267.59	4266.74	4267.02	324.0
2022-09-22 00:15:00	ES	Futures	4266.74	4267.87	4265.61	4267.87	325.0
2022-09-22 00:20:00	ES	Futures	4267.87	4270.97	4267.87	4269.56	846.0
2022-09-22 00:25:00	ES	Futures	4269.56	4271.53	4269.56	4270.97	514.0
2022-09-22 00:30:00	ES	Futures	4270.69	4271.82	4270.12	4270.69	470.0
2022-09-22 00:35:00	ES	Futures	4270.41	4271.25	4268.43	4269.28	567.0
2022-09-22 00:40:00	ES	Futures	4269.0	4269.28	4268.43	4268.43	196.0
2022-09-22 00:45:00	ES	Futures	4268.43	4270.12	4267.59	4269.0	473.0
2022-09-22 00:50:00	ES	Futures	4269.0	4270.12	4268.15	4269.56	593.0
2022-09-22 00:55:00	ES	Futures	4269.28	4269.28	4267.31	4267.59	310.0
2022-09-22 01:00:00	ES	Futures	4267.59	4270.69	4266.46	4270.12	1042.0
2022-09-22 01:05:00	ES	Futures	4270.41	4271.25	4269.28	4271.25	491.0
2022-09-22 01:10:00	ES	Futures	4271.53	4271.53	4267.02	4267.02	670.0
2022-09-22 01:15:00	ES	Futures	4267.02	4269.56	4266.74	4268.71	442.0
2022-09-22 01:20:00	ES	Futures	4268.43	4270.41	4267.87	4270.12	369.0
2022-09-22 01:25:00	ES	Futures	4270.12	4270.97	4269.56	4270.69	451.0
2022-09-22 01:30:00	ES	Futures	4270.69	4275.76	4269.0	4274.92	2047.0
2022-09-22 01:35:00	ES	Futures	4274.92	4276.33	4272.38	4275.2	1087.0
2022-09-22 01:40:00	ES	Futures	4275.48	4276.61	4273.51	4274.35	1005.0
2022-09-22 01:45:00	ES	Futures	4274.63	4274.63	4272.38	4272.94	562.0
2022-09-22 01:50:00	ES	Futures	4273.22	4273.51	4271.53	4272.66	585.0
2022-09-22 01:55:00	ES	Futures	4272.66	4273.79	4269.28	4269.28	860.0
2022-09-22 02:00:00	ES	Futures	4269.56	4273.51	4269.28	4272.66	1922.0
2022-09-22 02:05:00	ES	Futures	4272.38	4277.45	4271.25	4276.33	1637.0
2022-09-22 02:10:00	ES	Futures	4276.04	4277.45	4271.82	4272.38	1411.0
2022-09-22 02:15:00	ES	Futures	4272.1	4274.35	4271.25	4272.94	916.0
2022-09-22 02:20:00	ES	Futures	4272.66	4276.61	4272.38	4273.79	1171.0
2022-09-22 02:25:00	ES	Futures	4273.51	4276.61	4272.94	4276.04	1189.0
2022-09-22 02:30:00	ES	Futures	4276.04	4276.04	4267.87	4268.15	1682.0
2022-09-22 02:35:00	ES	Futures	4268.15	4269.28	4264.49	4266.18	2326.0
2022-09-22 02:40:00	ES	Futures	4265.9	4266.18	4262.23	4263.08	1754.0
2022-09-22 02:45:00	ES	Futures	4262.79	4263.08	4258.57	4262.23	3115.0
2022-09-22 02:50:00	ES	Futures	4262.23	4264.77	4260.82	4264.2	1840.0
2022-09-22 02:55:00	ES	Futures	4264.2	4266.18	4262.51	4264.49	2186.0
2022-09-22 03:00:00	ES	Futures	4264.77	4264.77	4259.41	4262.23	4222.0
2022-09-22 03:05:00	ES	Futures	4262.23	4265.9	4261.67	4263.64	2613.0
2022-09-22 03:10:00	ES	Futures	4263.36	4265.9	4261.39	4265.33	2205.0
2022-09-22 03:15:00	ES	Futures	4265.33	4272.1	4265.05	4270.41	2540.0
2022-09-22 03:20:00	ES	Futures	4270.41	4272.94	4268.43	4270.69	2354.0
2022-09-22 03:25:00	ES	Futures	4270.69	4277.74	4269.84	4274.92	2735.0
2022-09-22 03:30:00	ES	Futures	4274.63	4278.58	4272.94	4276.61	3650.0
2022-09-22 03:35:00	ES	Futures	4276.89	4279.99	4274.35	4276.89	2452.0
2022-09-22 03:40:00	ES	Futures	4277.17	4280.84	4275.76	4280.27	1861.0
2022-09-22 03:45:00	ES	Futures	4280.55	4297.19	4280.55	4296.62	9184.0
2022-09-22 03:50:00	ES	Futures	4296.62	4300.85	4294.37	4299.16	5520.0
2022-09-22 03:55:00	ES	Futures	4299.16	4300.0	4296.62	4298.88	3427.0
2022-09-22 04:00:00	ES	Futures	4298.6	4305.92	4296.9	4305.92	7499.0
2022-09-22 04:05:00	ES	Futures	4305.92	4307.33	4300.0	4301.98	4557.0

> showing 50 of 20,042 rows — these rows as CSV

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