PREVIEW / futures_5min / 2022-09-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-25.parquet
  size:    102 KB
  rows:    4,168

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
2022-09-25 18:00:00	ES	Futures	4177.94	4181.61	4158.78	4160.19	8254.0
2022-09-25 18:05:00	ES	Futures	4160.19	4165.82	4158.78	4163.57	2269.0
2022-09-25 18:10:00	ES	Futures	4164.13	4171.18	4163.57	4169.21	1525.0
2022-09-25 18:15:00	ES	Futures	4168.92	4176.82	4168.92	4174.28	1933.0
2022-09-25 18:20:00	ES	Futures	4174.56	4185.27	4173.43	4184.99	2259.0
2022-09-25 18:25:00	ES	Futures	4184.43	4188.38	4181.61	4184.99	1903.0
2022-09-25 18:30:00	ES	Futures	4184.71	4185.84	4182.74	4182.74	1221.0
2022-09-25 18:35:00	ES	Futures	4183.02	4184.15	4181.05	4181.89	1217.0
2022-09-25 18:40:00	ES	Futures	4181.89	4182.74	4177.94	4178.51	1304.0
2022-09-25 18:45:00	ES	Futures	4178.51	4179.92	4176.54	4179.64	1584.0
2022-09-25 18:50:00	ES	Futures	4179.35	4183.02	4179.07	4182.17	706.0
2022-09-25 18:55:00	ES	Futures	4182.46	4183.58	4173.72	4176.82	1591.0
2022-09-25 19:00:00	ES	Futures	4176.82	4178.79	4174.56	4178.79	910.0
2022-09-25 19:05:00	ES	Futures	4179.07	4181.05	4173.15	4175.13	1556.0
2022-09-25 19:10:00	ES	Futures	4175.41	4177.1	4174.84	4175.97	462.0
2022-09-25 19:15:00	ES	Futures	4176.25	4177.1	4175.41	4175.69	561.0
2022-09-25 19:20:00	ES	Futures	4175.69	4177.66	4174.28	4176.54	582.0
2022-09-25 19:25:00	ES	Futures	4176.54	4179.92	4176.25	4179.35	1069.0
2022-09-25 19:30:00	ES	Futures	4179.07	4179.35	4176.54	4177.1	488.0
2022-09-25 19:35:00	ES	Futures	4176.82	4176.82	4168.92	4169.49	1720.0
2022-09-25 19:40:00	ES	Futures	4169.21	4169.77	4166.95	4169.77	1496.0
2022-09-25 19:45:00	ES	Futures	4169.49	4173.15	4169.49	4172.59	975.0
2022-09-25 19:50:00	ES	Futures	4172.31	4174.28	4168.92	4172.31	1522.0
2022-09-25 19:55:00	ES	Futures	4172.31	4174.56	4170.62	4173.72	699.0
2022-09-25 20:00:00	ES	Futures	4173.43	4176.25	4172.31	4175.69	1667.0
2022-09-25 20:05:00	ES	Futures	4175.69	4181.89	4173.72	4180.48	1837.0
2022-09-25 20:10:00	ES	Futures	4180.48	4182.17	4178.23	4179.35	2050.0
2022-09-25 20:15:00	ES	Futures	4179.07	4181.05	4173.43	4175.69	2342.0
2022-09-25 20:20:00	ES	Futures	4176.25	4176.82	4167.8	4171.46	2643.0
2022-09-25 20:25:00	ES	Futures	4171.46	4171.74	4168.92	4171.46	1148.0
2022-09-25 20:30:00	ES	Futures	4171.46	4175.13	4171.18	4174.28	1243.0
2022-09-25 20:35:00	ES	Futures	4174.0	4176.25	4173.15	4173.72	1114.0
2022-09-25 20:40:00	ES	Futures	4173.43	4173.43	4163.29	4163.85	2834.0
2022-09-25 20:45:00	ES	Futures	4164.13	4166.39	4162.16	4162.44	1792.0
2022-09-25 20:50:00	ES	Futures	4162.44	4166.95	4162.16	4163.85	1508.0
2022-09-25 20:55:00	ES	Futures	4163.85	4164.7	4153.42	4155.11	4226.0
2022-09-25 21:00:00	ES	Futures	4155.11	4157.93	4148.63	4156.52	5954.0
2022-09-25 21:05:00	ES	Futures	4156.24	4159.9	4155.39	4158.21	2485.0
2022-09-25 21:10:00	ES	Futures	4157.93	4159.06	4152.29	4158.49	1883.0
2022-09-25 21:15:00	ES	Futures	4158.49	4160.47	4152.86	4154.55	2155.0
2022-09-25 21:20:00	ES	Futures	4154.83	4157.37	4150.32	4151.17	1947.0
2022-09-25 21:25:00	ES	Futures	4150.88	4153.7	4148.91	4150.32	2113.0
2022-09-25 21:30:00	ES	Futures	4149.76	4157.65	4148.91	4157.37	2891.0
2022-09-25 21:35:00	ES	Futures	4157.65	4162.72	4156.24	4162.72	2338.0
2022-09-25 21:40:00	ES	Futures	4162.72	4164.41	4160.75	4163.85	1985.0
2022-09-25 21:45:00	ES	Futures	4163.85	4164.13	4160.19	4161.6	1562.0
2022-09-25 21:50:00	ES	Futures	4161.31	4163.0	4159.34	4161.03	1367.0
2022-09-25 21:55:00	ES	Futures	4161.03	4163.0	4159.62	4163.0	1429.0
2022-09-25 22:00:00	ES	Futures	4163.0	4168.36	4162.16	4168.08	2574.0
2022-09-25 22:05:00	ES	Futures	4168.08	4169.21	4164.7	4164.98	1635.0

> showing 50 of 4,168 rows — these rows as CSV

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