PREVIEW / futures_5min / 2022-10-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-03.parquet
  size:    427 KB
  rows:    20,748

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
2022-10-03 00:00:00	ES	Futures	4058.7	4060.11	4056.45	4058.7	714.0
2022-10-03 00:05:00	ES	Futures	4058.7	4061.24	4052.22	4053.63	1725.0
2022-10-03 00:10:00	ES	Futures	4053.35	4056.45	4052.5	4055.6	553.0
2022-10-03 00:15:00	ES	Futures	4055.89	4057.58	4053.35	4055.6	744.0
2022-10-03 00:20:00	ES	Futures	4055.6	4055.6	4052.22	4053.91	583.0
2022-10-03 00:25:00	ES	Futures	4053.91	4056.45	4053.35	4054.48	533.0
2022-10-03 00:30:00	ES	Futures	4054.48	4055.6	4053.91	4055.04	377.0
2022-10-03 00:35:00	ES	Futures	4054.76	4054.76	4051.37	4051.66	725.0
2022-10-03 00:40:00	ES	Futures	4051.66	4055.32	4050.53	4054.48	765.0
2022-10-03 00:45:00	ES	Futures	4054.76	4055.32	4052.22	4054.48	451.0
2022-10-03 00:50:00	ES	Futures	4054.48	4056.17	4053.91	4056.17	403.0
2022-10-03 00:55:00	ES	Futures	4055.89	4056.45	4054.48	4054.48	329.0
2022-10-03 01:00:00	ES	Futures	4054.19	4057.01	4052.22	4054.76	699.0
2022-10-03 01:05:00	ES	Futures	4054.76	4055.89	4049.12	4050.81	1390.0
2022-10-03 01:10:00	ES	Futures	4050.53	4051.37	4047.15	4049.97	1457.0
2022-10-03 01:15:00	ES	Futures	4049.97	4051.37	4047.15	4048.56	1162.0
2022-10-03 01:20:00	ES	Futures	4048.27	4052.22	4047.99	4051.09	906.0
2022-10-03 01:25:00	ES	Futures	4051.09	4051.66	4049.4	4049.97	434.0
2022-10-03 01:30:00	ES	Futures	4049.97	4053.07	4049.97	4052.78	654.0
2022-10-03 01:35:00	ES	Futures	4052.78	4055.89	4052.22	4055.89	741.0
2022-10-03 01:40:00	ES	Futures	4055.89	4061.24	4055.04	4060.4	1425.0
2022-10-03 01:45:00	ES	Futures	4060.4	4064.06	4060.4	4063.21	1250.0
2022-10-03 01:50:00	ES	Futures	4063.21	4072.8	4062.93	4071.11	3736.0
2022-10-03 01:55:00	ES	Futures	4071.11	4071.11	4064.62	4065.19	2552.0
2022-10-03 02:00:00	ES	Futures	4065.19	4071.67	4064.62	4070.26	3048.0
2022-10-03 02:05:00	ES	Futures	4070.26	4081.54	4068.29	4073.36	4756.0
2022-10-03 02:10:00	ES	Futures	4073.36	4074.77	4070.54	4072.23	1260.0
2022-10-03 02:15:00	ES	Futures	4071.95	4073.36	4069.42	4069.98	1269.0
2022-10-03 02:20:00	ES	Futures	4070.26	4070.26	4062.65	4062.93	2597.0
2022-10-03 02:25:00	ES	Futures	4062.65	4066.6	4060.96	4065.47	1432.0
2022-10-03 02:30:00	ES	Futures	4065.47	4066.32	4062.37	4063.5	1237.0
2022-10-03 02:35:00	ES	Futures	4063.5	4065.47	4058.7	4064.62	3067.0
2022-10-03 02:40:00	ES	Futures	4064.62	4064.91	4059.83	4060.11	1203.0
2022-10-03 02:45:00	ES	Futures	4060.11	4060.96	4055.6	4059.27	2326.0
2022-10-03 02:50:00	ES	Futures	4058.99	4062.65	4058.42	4061.8	1501.0
2022-10-03 02:55:00	ES	Futures	4061.8	4065.75	4061.24	4065.47	2115.0
2022-10-03 03:00:00	ES	Futures	4065.47	4065.75	4057.58	4062.93	4363.0
2022-10-03 03:05:00	ES	Futures	4062.65	4073.93	4060.96	4063.21	5275.0
2022-10-03 03:10:00	ES	Futures	4063.21	4063.78	4050.81	4059.83	5666.0
2022-10-03 03:15:00	ES	Futures	4059.83	4069.7	4057.58	4069.13	4522.0
2022-10-03 03:20:00	ES	Futures	4069.42	4072.23	4066.6	4067.16	3307.0
2022-10-03 03:25:00	ES	Futures	4067.44	4071.11	4066.88	4069.7	3140.0
2022-10-03 03:30:00	ES	Futures	4069.42	4071.39	4061.24	4063.78	3865.0
2022-10-03 03:35:00	ES	Futures	4063.5	4064.34	4056.73	4057.29	2728.0
2022-10-03 03:40:00	ES	Futures	4057.29	4064.62	4055.89	4060.11	2928.0
2022-10-03 03:45:00	ES	Futures	4059.83	4064.91	4058.42	4063.78	2168.0
2022-10-03 03:50:00	ES	Futures	4063.78	4064.62	4055.89	4057.86	2286.0
2022-10-03 03:55:00	ES	Futures	4057.86	4063.5	4056.45	4060.68	1900.0
2022-10-03 04:00:00	ES	Futures	4060.4	4060.68	4050.81	4051.37	4943.0
2022-10-03 04:05:00	ES	Futures	4051.66	4052.78	4049.12	4050.81	3328.0

> showing 50 of 20,748 rows — these rows as CSV

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