PREVIEW / futures_5min / 2022-10-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-02.parquet
  size:    93 KB
  rows:    4,135

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
2022-10-02 18:00:00	ES	Futures	4051.66	4058.42	4048.27	4051.94	10179.0
2022-10-02 18:05:00	ES	Futures	4051.66	4054.76	4046.3	4053.35	5761.0
2022-10-02 18:10:00	ES	Futures	4053.35	4067.44	4053.07	4062.37	6057.0
2022-10-02 18:15:00	ES	Futures	4062.37	4070.26	4059.83	4067.72	2789.0
2022-10-02 18:20:00	ES	Futures	4067.72	4074.49	4065.75	4067.72	2744.0
2022-10-02 18:25:00	ES	Futures	4067.72	4068.85	4062.65	4063.21	2609.0
2022-10-02 18:30:00	ES	Futures	4063.5	4068.57	4059.27	4065.19	3023.0
2022-10-02 18:35:00	ES	Futures	4065.19	4066.88	4062.37	4066.32	1344.0
2022-10-02 18:40:00	ES	Futures	4066.03	4068.57	4064.06	4066.88	1107.0
2022-10-02 18:45:00	ES	Futures	4067.16	4069.7	4065.47	4068.29	1015.0
2022-10-02 18:50:00	ES	Futures	4068.57	4071.67	4067.44	4068.85	1017.0
2022-10-02 18:55:00	ES	Futures	4068.85	4069.7	4064.62	4066.88	1340.0
2022-10-02 19:00:00	ES	Futures	4067.16	4068.57	4064.06	4064.91	1055.0
2022-10-02 19:05:00	ES	Futures	4065.19	4068.57	4064.34	4068.01	833.0
2022-10-02 19:10:00	ES	Futures	4068.29	4069.98	4064.06	4064.06	1948.0
2022-10-02 19:15:00	ES	Futures	4064.34	4065.47	4060.96	4062.65	1076.0
2022-10-02 19:20:00	ES	Futures	4062.93	4064.62	4060.96	4062.09	1300.0
2022-10-02 19:25:00	ES	Futures	4062.09	4064.06	4058.7	4058.99	1287.0
2022-10-02 19:30:00	ES	Futures	4058.7	4060.4	4057.01	4057.01	1702.0
2022-10-02 19:35:00	ES	Futures	4057.58	4060.96	4056.17	4058.99	1049.0
2022-10-02 19:40:00	ES	Futures	4059.27	4060.96	4057.29	4057.86	1088.0
2022-10-02 19:45:00	ES	Futures	4057.58	4059.27	4054.48	4056.45	1385.0
2022-10-02 19:50:00	ES	Futures	4056.45	4057.86	4037.84	4042.07	6810.0
2022-10-02 19:55:00	ES	Futures	4042.07	4045.17	4037.84	4042.35	3302.0
2022-10-02 20:00:00	ES	Futures	4042.35	4042.92	4032.77	4036.43	5415.0
2022-10-02 20:05:00	ES	Futures	4036.43	4036.43	4028.26	4031.92	5883.0
2022-10-02 20:10:00	ES	Futures	4031.36	4038.41	4030.51	4037.28	3182.0
2022-10-02 20:15:00	ES	Futures	4037.28	4038.97	4031.64	4034.74	2773.0
2022-10-02 20:20:00	ES	Futures	4034.46	4040.38	4031.36	4038.97	2751.0
2022-10-02 20:25:00	ES	Futures	4038.97	4039.25	4034.18	4036.72	1631.0
2022-10-02 20:30:00	ES	Futures	4036.72	4036.72	4033.33	4034.74	1534.0
2022-10-02 20:35:00	ES	Futures	4034.74	4036.15	4029.67	4031.36	2599.0
2022-10-02 20:40:00	ES	Futures	4031.64	4033.33	4029.67	4030.23	1988.0
2022-10-02 20:45:00	ES	Futures	4030.23	4034.18	4030.23	4032.77	1066.0
2022-10-02 20:50:00	ES	Futures	4032.49	4034.18	4030.23	4031.36	1515.0
2022-10-02 20:55:00	ES	Futures	4031.64	4032.77	4027.41	4032.49	2566.0
2022-10-02 21:00:00	ES	Futures	4032.49	4036.72	4032.49	4035.02	2225.0
2022-10-02 21:05:00	ES	Futures	4035.31	4040.66	4035.31	4038.97	1969.0
2022-10-02 21:10:00	ES	Futures	4038.97	4044.05	4038.69	4041.23	2333.0
2022-10-02 21:15:00	ES	Futures	4041.23	4042.07	4036.72	4041.23	1843.0
2022-10-02 21:20:00	ES	Futures	4041.23	4042.92	4039.82	4040.94	1152.0
2022-10-02 21:25:00	ES	Futures	4041.23	4050.81	4039.54	4049.68	3520.0
2022-10-02 21:30:00	ES	Futures	4049.68	4052.78	4048.27	4049.97	3037.0
2022-10-02 21:35:00	ES	Futures	4049.97	4052.5	4048.27	4051.37	1592.0
2022-10-02 21:40:00	ES	Futures	4051.09	4056.45	4050.25	4056.45	2416.0
2022-10-02 21:45:00	ES	Futures	4056.17	4065.47	4054.48	4063.5	5315.0
2022-10-02 21:50:00	ES	Futures	4063.5	4068.01	4061.52	4065.19	2659.0
2022-10-02 21:55:00	ES	Futures	4065.19	4066.03	4062.65	4065.75	1752.0
2022-10-02 22:00:00	ES	Futures	4065.75	4066.32	4059.83	4060.4	1955.0
2022-10-02 22:05:00	ES	Futures	4060.4	4061.24	4055.32	4056.73	2900.0

> showing 50 of 4,135 rows — these rows as CSV

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