PREVIEW / futures_5min / 2022-09-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-09-30.parquet
  size:    340 KB
  rows:    16,474

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
2022-09-30 00:00:00	ES	Futures	4109.44	4111.42	4108.88	4109.44	613.0
2022-09-30 00:05:00	ES	Futures	4110.01	4110.01	4104.65	4109.44	1653.0
2022-09-30 00:10:00	ES	Futures	4109.73	4111.14	4109.16	4110.57	652.0
2022-09-30 00:15:00	ES	Futures	4110.29	4112.83	4108.6	4111.98	780.0
2022-09-30 00:20:00	ES	Futures	4112.26	4113.39	4110.85	4111.98	519.0
2022-09-30 00:25:00	ES	Futures	4111.98	4112.26	4107.19	4108.32	718.0
2022-09-30 00:30:00	ES	Futures	4108.6	4110.85	4107.75	4110.01	775.0
2022-09-30 00:35:00	ES	Futures	4110.29	4113.39	4108.32	4113.11	892.0
2022-09-30 00:40:00	ES	Futures	4112.83	4116.49	4111.42	4115.93	985.0
2022-09-30 00:45:00	ES	Futures	4115.65	4116.21	4113.67	4115.08	576.0
2022-09-30 00:50:00	ES	Futures	4115.08	4117.34	4113.11	4115.08	846.0
2022-09-30 00:55:00	ES	Futures	4115.36	4115.93	4113.67	4114.24	625.0
2022-09-30 01:00:00	ES	Futures	4114.24	4117.06	4113.39	4114.8	629.0
2022-09-30 01:05:00	ES	Futures	4115.08	4119.87	4115.08	4119.31	1076.0
2022-09-30 01:10:00	ES	Futures	4119.03	4121.85	4119.03	4120.44	1199.0
2022-09-30 01:15:00	ES	Futures	4120.44	4124.67	4120.44	4121.57	1364.0
2022-09-30 01:20:00	ES	Futures	4121.57	4125.79	4121.28	4124.39	1306.0
2022-09-30 01:25:00	ES	Futures	4124.1	4124.67	4121.28	4124.39	1078.0
2022-09-30 01:30:00	ES	Futures	4124.67	4126.36	4121.57	4122.13	1543.0
2022-09-30 01:35:00	ES	Futures	4122.13	4123.54	4120.72	4122.98	881.0
2022-09-30 01:40:00	ES	Futures	4122.98	4127.2	4122.98	4126.36	1726.0
2022-09-30 01:45:00	ES	Futures	4126.36	4127.49	4124.67	4124.95	1288.0
2022-09-30 01:50:00	ES	Futures	4124.95	4125.79	4122.41	4123.26	734.0
2022-09-30 01:55:00	ES	Futures	4123.26	4123.26	4117.06	4117.34	2279.0
2022-09-30 02:00:00	ES	Futures	4117.34	4125.51	4117.34	4121.57	3200.0
2022-09-30 02:05:00	ES	Futures	4121.85	4125.51	4120.44	4125.23	1495.0
2022-09-30 02:10:00	ES	Futures	4125.23	4128.33	4123.54	4125.51	2133.0
2022-09-30 02:15:00	ES	Futures	4125.51	4126.64	4120.44	4122.69	1731.0
2022-09-30 02:20:00	ES	Futures	4122.41	4124.1	4120.16	4123.54	1183.0
2022-09-30 02:25:00	ES	Futures	4123.26	4129.74	4122.98	4128.61	2679.0
2022-09-30 02:30:00	ES	Futures	4128.61	4130.59	4126.92	4128.61	2385.0
2022-09-30 02:35:00	ES	Futures	4128.61	4128.9	4124.67	4126.64	1864.0
2022-09-30 02:40:00	ES	Futures	4126.64	4129.18	4124.67	4125.51	1201.0
2022-09-30 02:45:00	ES	Futures	4125.23	4133.69	4125.23	4131.43	4062.0
2022-09-30 02:50:00	ES	Futures	4131.71	4136.79	4130.87	4134.53	3834.0
2022-09-30 02:55:00	ES	Futures	4134.25	4136.22	4132.28	4132.56	2112.0
2022-09-30 03:00:00	ES	Futures	4132.56	4137.63	4132.28	4137.35	4681.0
2022-09-30 03:05:00	ES	Futures	4137.63	4142.14	4135.38	4141.58	6623.0
2022-09-30 03:10:00	ES	Futures	4141.3	4143.27	4140.17	4142.71	4112.0
2022-09-30 03:15:00	ES	Futures	4142.43	4145.81	4137.63	4142.43	5425.0
2022-09-30 03:20:00	ES	Futures	4142.43	4151.17	4142.14	4150.6	5584.0
2022-09-30 03:25:00	ES	Futures	4150.32	4156.24	4150.04	4151.73	4846.0
2022-09-30 03:30:00	ES	Futures	4152.01	4156.8	4148.35	4155.39	4133.0
2022-09-30 03:35:00	ES	Futures	4155.39	4156.24	4151.45	4154.55	3200.0
2022-09-30 03:40:00	ES	Futures	4154.55	4156.24	4150.32	4150.88	2316.0
2022-09-30 03:45:00	ES	Futures	4150.6	4153.42	4149.47	4151.73	3308.0
2022-09-30 03:50:00	ES	Futures	4152.01	4155.68	4151.17	4153.14	2023.0
2022-09-30 03:55:00	ES	Futures	4153.14	4157.65	4152.57	4156.52	3078.0
2022-09-30 04:00:00	ES	Futures	4156.24	4158.49	4154.27	4155.68	3801.0
2022-09-30 04:05:00	ES	Futures	4155.68	4155.68	4149.47	4150.04	3412.0

> showing 50 of 16,474 rows — these rows as CSV

> unlock the full archive -- $79 one-time