PREVIEW / futures_5min / 2022-09-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-26.parquet
  size:    416 KB
  rows:    20,810

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
2022-09-26 00:00:00	ES	Futures	4159.34	4160.19	4154.27	4155.96	1420.0
2022-09-26 00:05:00	ES	Futures	4156.24	4159.06	4156.24	4157.08	771.0
2022-09-26 00:10:00	ES	Futures	4157.37	4158.78	4156.52	4158.78	641.0
2022-09-26 00:15:00	ES	Futures	4158.21	4161.88	4157.65	4159.9	843.0
2022-09-26 00:20:00	ES	Futures	4159.9	4162.16	4159.62	4161.6	364.0
2022-09-26 00:25:00	ES	Futures	4161.6	4163.0	4160.47	4160.47	567.0
2022-09-26 00:30:00	ES	Futures	4160.47	4160.47	4156.52	4157.93	662.0
2022-09-26 00:35:00	ES	Futures	4157.93	4159.34	4157.37	4158.21	295.0
2022-09-26 00:40:00	ES	Futures	4157.93	4158.49	4155.96	4157.08	549.0
2022-09-26 00:45:00	ES	Futures	4156.8	4157.08	4152.86	4155.11	823.0
2022-09-26 00:50:00	ES	Futures	4155.11	4156.24	4152.29	4152.29	821.0
2022-09-26 00:55:00	ES	Futures	4152.29	4153.42	4150.32	4151.73	1077.0
2022-09-26 01:00:00	ES	Futures	4151.45	4155.11	4151.17	4152.01	1199.0
2022-09-26 01:05:00	ES	Futures	4151.73	4152.86	4149.19	4151.45	1135.0
2022-09-26 01:10:00	ES	Futures	4151.45	4153.98	4149.76	4152.86	654.0
2022-09-26 01:15:00	ES	Futures	4153.14	4154.27	4151.45	4153.14	557.0
2022-09-26 01:20:00	ES	Futures	4153.14	4154.83	4149.47	4149.47	1073.0
2022-09-26 01:25:00	ES	Futures	4149.47	4150.32	4143.27	4144.96	2211.0
2022-09-26 01:30:00	ES	Futures	4144.68	4146.94	4142.99	4146.65	1442.0
2022-09-26 01:35:00	ES	Futures	4146.37	4146.65	4143.84	4144.68	1032.0
2022-09-26 01:40:00	ES	Futures	4144.4	4146.37	4143.55	4145.53	1050.0
2022-09-26 01:45:00	ES	Futures	4145.25	4149.76	4143.84	4148.06	1782.0
2022-09-26 01:50:00	ES	Futures	4147.78	4150.32	4147.78	4148.06	1130.0
2022-09-26 01:55:00	ES	Futures	4148.06	4149.47	4145.81	4145.81	1380.0
2022-09-26 02:00:00	ES	Futures	4145.53	4154.27	4145.53	4153.7	2557.0
2022-09-26 02:05:00	ES	Futures	4153.42	4154.55	4149.19	4149.19	1721.0
2022-09-26 02:10:00	ES	Futures	4149.47	4149.76	4141.02	4141.3	2896.0
2022-09-26 02:15:00	ES	Futures	4141.3	4146.94	4141.3	4145.81	1719.0
2022-09-26 02:20:00	ES	Futures	4145.81	4147.22	4143.84	4145.81	1519.0
2022-09-26 02:25:00	ES	Futures	4145.81	4146.65	4144.12	4145.81	1185.0
2022-09-26 02:30:00	ES	Futures	4145.81	4149.47	4143.27	4148.06	1700.0
2022-09-26 02:35:00	ES	Futures	4148.06	4151.45	4147.5	4150.04	1256.0
2022-09-26 02:40:00	ES	Futures	4149.76	4150.04	4144.4	4145.53	1477.0
2022-09-26 02:45:00	ES	Futures	4145.53	4150.04	4144.12	4149.47	1543.0
2022-09-26 02:50:00	ES	Futures	4149.19	4150.6	4146.65	4146.94	1237.0
2022-09-26 02:55:00	ES	Futures	4146.37	4149.47	4145.25	4146.65	1626.0
2022-09-26 03:00:00	ES	Futures	4146.65	4161.88	4144.68	4159.06	7150.0
2022-09-26 03:05:00	ES	Futures	4159.34	4169.77	4157.08	4167.23	6395.0
2022-09-26 03:10:00	ES	Futures	4167.23	4170.9	4166.11	4168.92	3986.0
2022-09-26 03:15:00	ES	Futures	4168.64	4173.43	4163.29	4171.18	4947.0
2022-09-26 03:20:00	ES	Futures	4170.62	4188.38	4170.33	4186.12	9710.0
2022-09-26 03:25:00	ES	Futures	4186.12	4191.76	4181.89	4184.43	6218.0
2022-09-26 03:30:00	ES	Futures	4184.15	4191.48	4180.48	4189.5	4966.0
2022-09-26 03:35:00	ES	Futures	4189.5	4190.35	4184.99	4187.25	3445.0
2022-09-26 03:40:00	ES	Futures	4186.97	4192.6	4186.97	4189.5	3268.0
2022-09-26 03:45:00	ES	Futures	4189.78	4190.35	4180.2	4181.33	3462.0
2022-09-26 03:50:00	ES	Futures	4181.33	4184.15	4174.56	4174.56	3488.0
2022-09-26 03:55:00	ES	Futures	4174.84	4177.94	4169.77	4170.62	3137.0
2022-09-26 04:00:00	ES	Futures	4170.9	4173.15	4165.54	4170.05	4329.0
2022-09-26 04:05:00	ES	Futures	4170.33	4172.03	4165.82	4169.21	3610.0

> showing 50 of 20,810 rows — these rows as CSV

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