PREVIEW / futures_5min / 2022-09-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-29.parquet
  size:    418 KB
  rows:    20,660

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
2022-09-29 00:00:00	ES	Futures	4205.85	4206.7	4205.01	4205.57	549.0
2022-09-29 00:05:00	ES	Futures	4205.57	4205.57	4204.44	4204.72	522.0
2022-09-29 00:10:00	ES	Futures	4205.01	4207.83	4204.72	4206.7	1030.0
2022-09-29 00:15:00	ES	Futures	4206.42	4207.26	4205.85	4207.26	440.0
2022-09-29 00:20:00	ES	Futures	4207.26	4210.36	4206.7	4210.36	1529.0
2022-09-29 00:25:00	ES	Futures	4210.08	4210.64	4208.95	4210.36	1087.0
2022-09-29 00:30:00	ES	Futures	4210.08	4210.93	4209.24	4210.64	943.0
2022-09-29 00:35:00	ES	Futures	4210.64	4211.77	4209.24	4211.49	1116.0
2022-09-29 00:40:00	ES	Futures	4211.49	4212.62	4211.21	4212.34	1118.0
2022-09-29 00:45:00	ES	Futures	4212.62	4212.62	4210.93	4211.21	1284.0
2022-09-29 00:50:00	ES	Futures	4211.21	4212.05	4210.64	4210.64	506.0
2022-09-29 00:55:00	ES	Futures	4210.93	4210.93	4208.67	4209.52	777.0
2022-09-29 01:00:00	ES	Futures	4209.8	4210.64	4208.39	4209.52	1123.0
2022-09-29 01:05:00	ES	Futures	4209.8	4211.49	4208.39	4210.93	974.0
2022-09-29 01:10:00	ES	Futures	4210.93	4210.93	4206.7	4207.54	1056.0
2022-09-29 01:15:00	ES	Futures	4207.26	4208.67	4205.57	4207.83	990.0
2022-09-29 01:20:00	ES	Futures	4207.54	4209.24	4207.26	4208.67	729.0
2022-09-29 01:25:00	ES	Futures	4208.67	4209.24	4207.54	4208.67	832.0
2022-09-29 01:30:00	ES	Futures	4208.39	4210.08	4201.91	4202.47	2333.0
2022-09-29 01:35:00	ES	Futures	4202.75	4204.16	4200.21	4201.34	2440.0
2022-09-29 01:40:00	ES	Futures	4201.62	4201.91	4193.73	4194.01	2917.0
2022-09-29 01:45:00	ES	Futures	4193.73	4197.11	4190.91	4196.83	2625.0
2022-09-29 01:50:00	ES	Futures	4197.11	4198.52	4195.42	4197.11	2054.0
2022-09-29 01:55:00	ES	Futures	4196.83	4198.24	4193.45	4197.96	3941.0
2022-09-29 02:00:00	ES	Futures	4197.96	4198.24	4187.53	4190.91	4593.0
2022-09-29 02:05:00	ES	Futures	4190.91	4191.19	4183.86	4184.99	3878.0
2022-09-29 02:10:00	ES	Futures	4185.27	4185.56	4173.43	4175.41	4858.0
2022-09-29 02:15:00	ES	Futures	4175.41	4178.23	4173.15	4173.43	3724.0
2022-09-29 02:20:00	ES	Futures	4173.72	4180.76	4170.9	4179.35	4382.0
2022-09-29 02:25:00	ES	Futures	4179.35	4181.61	4177.66	4177.94	1753.0
2022-09-29 02:30:00	ES	Futures	4177.94	4179.92	4175.13	4176.82	1941.0
2022-09-29 02:35:00	ES	Futures	4176.54	4182.74	4175.97	4182.46	2010.0
2022-09-29 02:40:00	ES	Futures	4182.17	4190.07	4181.33	4187.25	2535.0
2022-09-29 02:45:00	ES	Futures	4187.25	4188.66	4182.74	4183.58	1637.0
2022-09-29 02:50:00	ES	Futures	4183.58	4186.12	4183.02	4184.71	1336.0
2022-09-29 02:55:00	ES	Futures	4184.71	4184.99	4181.61	4183.86	1775.0
2022-09-29 03:00:00	ES	Futures	4184.43	4187.81	4168.92	4170.62	7566.0
2022-09-29 03:05:00	ES	Futures	4170.33	4170.62	4163.57	4168.64	5519.0
2022-09-29 03:10:00	ES	Futures	4168.92	4170.62	4164.41	4167.23	3249.0
2022-09-29 03:15:00	ES	Futures	4167.51	4167.8	4162.44	4163.85	3623.0
2022-09-29 03:20:00	ES	Futures	4163.57	4163.57	4155.39	4160.19	6443.0
2022-09-29 03:25:00	ES	Futures	4160.75	4162.44	4155.68	4161.03	3707.0
2022-09-29 03:30:00	ES	Futures	4161.03	4161.03	4151.73	4154.55	5562.0
2022-09-29 03:35:00	ES	Futures	4154.27	4155.11	4150.04	4154.27	3849.0
2022-09-29 03:40:00	ES	Futures	4153.98	4157.37	4152.86	4153.98	3198.0
2022-09-29 03:45:00	ES	Futures	4153.7	4154.83	4150.04	4153.98	2946.0
2022-09-29 03:50:00	ES	Futures	4153.7	4155.68	4146.37	4148.91	5952.0
2022-09-29 03:55:00	ES	Futures	4148.91	4159.06	4148.06	4156.24	3991.0
2022-09-29 04:00:00	ES	Futures	4156.24	4160.75	4150.04	4159.62	5429.0
2022-09-29 04:05:00	ES	Futures	4159.9	4165.54	4159.34	4164.7	4492.0

> showing 50 of 20,660 rows — these rows as CSV

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