PREVIEW / futures_5min / 2022-09-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-23.parquet
  size:    369 KB
  rows:    16,599

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
2022-09-23 00:00:00	ES	Futures	4246.73	4247.85	4245.88	4246.45	413.0
2022-09-23 00:05:00	ES	Futures	4246.45	4246.45	4235.73	4236.86	4492.0
2022-09-23 00:10:00	ES	Futures	4236.86	4238.83	4236.58	4238.27	940.0
2022-09-23 00:15:00	ES	Futures	4237.99	4238.55	4236.58	4237.42	658.0
2022-09-23 00:20:00	ES	Futures	4237.42	4240.81	4236.58	4240.53	856.0
2022-09-23 00:25:00	ES	Futures	4240.81	4242.22	4240.53	4241.37	801.0
2022-09-23 00:30:00	ES	Futures	4241.09	4245.04	4240.81	4243.06	1335.0
2022-09-23 00:35:00	ES	Futures	4243.06	4243.91	4241.37	4242.22	501.0
2022-09-23 00:40:00	ES	Futures	4242.5	4244.19	4242.5	4243.63	232.0
2022-09-23 00:45:00	ES	Futures	4243.34	4245.04	4240.53	4241.37	520.0
2022-09-23 00:50:00	ES	Futures	4241.09	4242.78	4241.09	4241.93	281.0
2022-09-23 00:55:00	ES	Futures	4241.93	4242.5	4237.99	4239.12	693.0
2022-09-23 01:00:00	ES	Futures	4239.12	4243.91	4238.83	4243.91	807.0
2022-09-23 01:05:00	ES	Futures	4243.63	4250.11	4243.63	4247.57	2433.0
2022-09-23 01:10:00	ES	Futures	4248.14	4250.39	4247.01	4248.7	933.0
2022-09-23 01:15:00	ES	Futures	4248.98	4251.24	4247.85	4249.26	711.0
2022-09-23 01:20:00	ES	Futures	4249.55	4251.8	4249.55	4250.39	538.0
2022-09-23 01:25:00	ES	Futures	4250.39	4250.67	4248.42	4249.26	1033.0
2022-09-23 01:30:00	ES	Futures	4249.55	4249.83	4248.14	4248.42	573.0
2022-09-23 01:35:00	ES	Futures	4248.42	4248.7	4245.6	4247.29	630.0
2022-09-23 01:40:00	ES	Futures	4247.29	4248.14	4245.04	4245.04	525.0
2022-09-23 01:45:00	ES	Futures	4245.04	4246.16	4242.78	4245.6	773.0
2022-09-23 01:50:00	ES	Futures	4245.6	4248.98	4245.32	4248.42	561.0
2022-09-23 01:55:00	ES	Futures	4248.7	4249.26	4246.73	4246.73	557.0
2022-09-23 02:00:00	ES	Futures	4246.73	4251.24	4243.91	4250.67	1596.0
2022-09-23 02:05:00	ES	Futures	4250.67	4254.34	4249.26	4251.52	1937.0
2022-09-23 02:10:00	ES	Futures	4251.52	4254.06	4251.52	4252.36	884.0
2022-09-23 02:15:00	ES	Futures	4252.36	4253.21	4250.39	4250.67	839.0
2022-09-23 02:20:00	ES	Futures	4250.39	4251.24	4248.42	4249.55	546.0
2022-09-23 02:25:00	ES	Futures	4249.55	4249.55	4244.19	4244.19	1880.0
2022-09-23 02:30:00	ES	Futures	4244.47	4249.83	4244.47	4249.26	1106.0
2022-09-23 02:35:00	ES	Futures	4248.98	4252.65	4248.7	4250.96	690.0
2022-09-23 02:40:00	ES	Futures	4250.96	4250.96	4246.45	4247.01	695.0
2022-09-23 02:45:00	ES	Futures	4247.01	4247.85	4244.47	4246.73	1257.0
2022-09-23 02:50:00	ES	Futures	4246.73	4247.01	4245.04	4245.6	587.0
2022-09-23 02:55:00	ES	Futures	4245.6	4245.88	4242.5	4243.91	1346.0
2022-09-23 03:00:00	ES	Futures	4243.63	4244.75	4229.53	4233.2	8146.0
2022-09-23 03:05:00	ES	Futures	4232.91	4236.86	4232.63	4236.02	3155.0
2022-09-23 03:10:00	ES	Futures	4235.73	4239.4	4232.91	4233.76	2566.0
2022-09-23 03:15:00	ES	Futures	4233.48	4238.27	4232.63	4236.86	2997.0
2022-09-23 03:20:00	ES	Futures	4236.58	4236.86	4233.2	4234.89	1601.0
2022-09-23 03:25:00	ES	Futures	4234.61	4238.83	4234.32	4236.58	1629.0
2022-09-23 03:30:00	ES	Futures	4236.58	4237.71	4230.94	4234.89	3002.0
2022-09-23 03:35:00	ES	Futures	4235.17	4235.17	4231.79	4232.07	1872.0
2022-09-23 03:40:00	ES	Futures	4232.07	4234.61	4230.66	4233.2	2593.0
2022-09-23 03:45:00	ES	Futures	4233.48	4237.71	4230.94	4235.73	2468.0
2022-09-23 03:50:00	ES	Futures	4235.73	4237.71	4234.89	4236.02	2490.0
2022-09-23 03:55:00	ES	Futures	4236.02	4237.71	4233.76	4236.02	1418.0
2022-09-23 04:00:00	ES	Futures	4236.3	4241.65	4235.73	4239.68	3411.0
2022-09-23 04:05:00	ES	Futures	4239.96	4240.81	4234.89	4235.45	2748.0

> showing 50 of 16,599 rows — these rows as CSV

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