PREVIEW / futures_5min / 2022-09-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-28.parquet
  size:    456 KB
  rows:    20,898

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
2022-09-28 00:00:00	ES	Futures	4102.68	4102.96	4097.61	4098.45	965.0
2022-09-28 00:05:00	ES	Futures	4098.45	4100.71	4097.89	4099.3	677.0
2022-09-28 00:10:00	ES	Futures	4099.58	4100.42	4096.76	4097.61	940.0
2022-09-28 00:15:00	ES	Futures	4097.89	4100.42	4096.76	4099.86	525.0
2022-09-28 00:20:00	ES	Futures	4100.14	4102.96	4099.86	4101.55	955.0
2022-09-28 00:25:00	ES	Futures	4101.27	4104.65	4101.27	4104.09	948.0
2022-09-28 00:30:00	ES	Futures	4104.09	4113.11	4103.53	4107.47	4313.0
2022-09-28 00:35:00	ES	Futures	4107.75	4108.04	4105.22	4105.5	1132.0
2022-09-28 00:40:00	ES	Futures	4105.78	4106.06	4102.68	4104.37	1553.0
2022-09-28 00:45:00	ES	Futures	4104.09	4105.78	4101.55	4102.4	648.0
2022-09-28 00:50:00	ES	Futures	4102.4	4102.96	4100.99	4101.83	566.0
2022-09-28 00:55:00	ES	Futures	4101.83	4103.53	4100.99	4102.96	1112.0
2022-09-28 01:00:00	ES	Futures	4102.96	4104.93	4102.12	4102.12	1472.0
2022-09-28 01:05:00	ES	Futures	4102.12	4102.12	4096.76	4097.32	1411.0
2022-09-28 01:10:00	ES	Futures	4097.61	4099.58	4095.07	4095.35	1253.0
2022-09-28 01:15:00	ES	Futures	4095.63	4099.01	4095.07	4097.61	1132.0
2022-09-28 01:20:00	ES	Futures	4097.89	4101.83	4097.89	4100.71	913.0
2022-09-28 01:25:00	ES	Futures	4100.71	4103.81	4100.71	4103.24	1007.0
2022-09-28 01:30:00	ES	Futures	4103.53	4103.53	4100.42	4101.55	1047.0
2022-09-28 01:35:00	ES	Futures	4101.55	4102.68	4100.99	4101.27	746.0
2022-09-28 01:40:00	ES	Futures	4101.55	4107.75	4101.27	4107.47	1504.0
2022-09-28 01:45:00	ES	Futures	4107.47	4107.75	4104.93	4106.06	1630.0
2022-09-28 01:50:00	ES	Futures	4105.78	4108.32	4105.5	4106.63	1803.0
2022-09-28 01:55:00	ES	Futures	4106.91	4112.55	4106.63	4112.55	4201.0
2022-09-28 02:00:00	ES	Futures	4112.83	4119.87	4109.16	4117.62	4728.0
2022-09-28 02:05:00	ES	Futures	4117.9	4119.87	4112.83	4113.96	2708.0
2022-09-28 02:10:00	ES	Futures	4114.24	4117.34	4110.01	4110.29	2050.0
2022-09-28 02:15:00	ES	Futures	4110.29	4111.42	4104.65	4106.91	2035.0
2022-09-28 02:20:00	ES	Futures	4107.19	4109.73	4105.22	4108.88	1364.0
2022-09-28 02:25:00	ES	Futures	4109.44	4116.49	4108.6	4111.98	2030.0
2022-09-28 02:30:00	ES	Futures	4111.7	4112.26	4106.63	4107.19	1868.0
2022-09-28 02:35:00	ES	Futures	4107.47	4108.04	4105.5	4106.34	1413.0
2022-09-28 02:40:00	ES	Futures	4106.63	4109.44	4105.5	4105.78	1262.0
2022-09-28 02:45:00	ES	Futures	4106.06	4106.63	4101.55	4104.09	1978.0
2022-09-28 02:50:00	ES	Futures	4104.37	4108.32	4103.24	4104.09	1822.0
2022-09-28 02:55:00	ES	Futures	4103.81	4105.5	4094.5	4095.91	3575.0
2022-09-28 03:00:00	ES	Futures	4095.91	4110.57	4095.63	4110.29	6631.0
2022-09-28 03:05:00	ES	Futures	4110.29	4111.14	4096.76	4097.89	4764.0
2022-09-28 03:10:00	ES	Futures	4097.89	4101.27	4085.2	4086.61	7118.0
2022-09-28 03:15:00	ES	Futures	4086.61	4096.48	4085.77	4095.35	6332.0
2022-09-28 03:20:00	ES	Futures	4095.35	4100.14	4090.84	4091.12	4862.0
2022-09-28 03:25:00	ES	Futures	4091.12	4095.91	4088.58	4095.07	3630.0
2022-09-28 03:30:00	ES	Futures	4095.07	4103.24	4092.53	4099.58	3928.0
2022-09-28 03:35:00	ES	Futures	4099.86	4100.99	4092.81	4098.45	3091.0
2022-09-28 03:40:00	ES	Futures	4098.17	4104.93	4097.89	4103.81	3112.0
2022-09-28 03:45:00	ES	Futures	4103.81	4108.32	4100.42	4103.53	3706.0
2022-09-28 03:50:00	ES	Futures	4103.81	4113.96	4102.4	4112.83	4839.0
2022-09-28 03:55:00	ES	Futures	4113.11	4114.52	4108.04	4108.32	3377.0
2022-09-28 04:00:00	ES	Futures	4108.32	4110.85	4102.12	4102.12	4546.0
2022-09-28 04:05:00	ES	Futures	4101.83	4103.81	4098.73	4098.73	2883.0

> showing 50 of 20,898 rows — these rows as CSV

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