PREVIEW / futures_5min / 2022-09-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-27.parquet
  size:    425 KB
  rows:    20,688

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
2022-09-27 00:00:00	ES	Futures	4166.11	4168.08	4165.82	4167.51	522.0
2022-09-27 00:05:00	ES	Futures	4167.51	4168.08	4165.82	4166.67	568.0
2022-09-27 00:10:00	ES	Futures	4166.67	4167.8	4166.39	4166.95	302.0
2022-09-27 00:15:00	ES	Futures	4166.95	4167.8	4166.67	4167.51	293.0
2022-09-27 00:20:00	ES	Futures	4167.51	4168.64	4166.95	4167.23	368.0
2022-09-27 00:25:00	ES	Futures	4166.95	4169.21	4166.95	4168.36	625.0
2022-09-27 00:30:00	ES	Futures	4168.36	4168.64	4167.23	4167.8	485.0
2022-09-27 00:35:00	ES	Futures	4167.8	4167.8	4164.7	4165.26	692.0
2022-09-27 00:40:00	ES	Futures	4165.26	4168.64	4164.98	4168.08	479.0
2022-09-27 00:45:00	ES	Futures	4167.8	4168.36	4166.39	4166.39	199.0
2022-09-27 00:50:00	ES	Futures	4166.67	4167.51	4166.39	4166.67	289.0
2022-09-27 00:55:00	ES	Futures	4166.39	4167.23	4165.82	4166.95	251.0
2022-09-27 01:00:00	ES	Futures	4166.95	4168.92	4165.26	4168.64	528.0
2022-09-27 01:05:00	ES	Futures	4168.36	4169.49	4166.95	4168.08	408.0
2022-09-27 01:10:00	ES	Futures	4167.51	4167.8	4165.82	4166.39	221.0
2022-09-27 01:15:00	ES	Futures	4166.11	4166.67	4163.57	4163.85	716.0
2022-09-27 01:20:00	ES	Futures	4163.85	4165.54	4163.57	4164.13	433.0
2022-09-27 01:25:00	ES	Futures	4163.85	4167.23	4163.57	4166.95	471.0
2022-09-27 01:30:00	ES	Futures	4167.23	4167.23	4163.85	4164.41	548.0
2022-09-27 01:35:00	ES	Futures	4164.13	4164.41	4161.31	4161.88	558.0
2022-09-27 01:40:00	ES	Futures	4161.88	4166.67	4161.6	4166.67	899.0
2022-09-27 01:45:00	ES	Futures	4166.39	4166.67	4164.98	4165.54	466.0
2022-09-27 01:50:00	ES	Futures	4165.82	4169.49	4165.82	4168.92	995.0
2022-09-27 01:55:00	ES	Futures	4169.21	4172.03	4168.08	4171.46	1878.0
2022-09-27 02:00:00	ES	Futures	4171.74	4172.03	4169.77	4172.03	3048.0
2022-09-27 02:05:00	ES	Futures	4171.74	4172.03	4170.05	4170.62	1779.0
2022-09-27 02:10:00	ES	Futures	4170.62	4171.74	4168.92	4170.9	1504.0
2022-09-27 02:15:00	ES	Futures	4170.9	4184.15	4170.05	4183.3	6736.0
2022-09-27 02:20:00	ES	Futures	4183.58	4185.56	4182.17	4184.99	3062.0
2022-09-27 02:25:00	ES	Futures	4185.27	4185.56	4181.33	4184.43	2095.0
2022-09-27 02:30:00	ES	Futures	4184.71	4184.71	4180.76	4181.89	1834.0
2022-09-27 02:35:00	ES	Futures	4182.17	4184.15	4181.05	4183.58	1236.0
2022-09-27 02:40:00	ES	Futures	4183.58	4183.58	4178.79	4180.48	1117.0
2022-09-27 02:45:00	ES	Futures	4180.2	4181.05	4176.54	4177.38	1425.0
2022-09-27 02:50:00	ES	Futures	4177.38	4178.51	4176.25	4177.94	1577.0
2022-09-27 02:55:00	ES	Futures	4177.94	4178.23	4176.25	4176.54	1189.0
2022-09-27 03:00:00	ES	Futures	4176.54	4183.3	4176.25	4182.17	3905.0
2022-09-27 03:05:00	ES	Futures	4181.89	4182.74	4176.54	4178.79	2631.0
2022-09-27 03:10:00	ES	Futures	4179.07	4179.64	4172.31	4175.41	3273.0
2022-09-27 03:15:00	ES	Futures	4175.69	4183.58	4175.41	4182.17	3210.0
2022-09-27 03:20:00	ES	Futures	4182.17	4193.17	4181.89	4192.6	5073.0
2022-09-27 03:25:00	ES	Futures	4192.6	4200.21	4191.76	4199.93	8897.0
2022-09-27 03:30:00	ES	Futures	4199.93	4200.21	4195.7	4197.11	3893.0
2022-09-27 03:35:00	ES	Futures	4196.83	4200.21	4194.58	4198.81	4930.0
2022-09-27 03:40:00	ES	Futures	4198.52	4200.21	4197.4	4198.81	4725.0
2022-09-27 03:45:00	ES	Futures	4199.09	4200.21	4197.11	4199.93	3687.0
2022-09-27 03:50:00	ES	Futures	4199.93	4200.21	4197.96	4198.81	2745.0
2022-09-27 03:55:00	ES	Futures	4198.81	4199.09	4194.01	4194.58	2975.0
2022-09-27 04:00:00	ES	Futures	4194.29	4197.4	4192.04	4194.01	3137.0
2022-09-27 04:05:00	ES	Futures	4194.01	4195.14	4190.63	4191.48	3402.0

> showing 50 of 20,688 rows — these rows as CSV

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