PREVIEW / futures_5min / 2022-10-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-04.parquet
  size:    406 KB
  rows:    20,750

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
2022-10-04 00:00:00	ES	Futures	4196.55	4198.52	4195.42	4195.7	1415.0
2022-10-04 00:05:00	ES	Futures	4195.42	4195.99	4192.89	4194.01	1099.0
2022-10-04 00:10:00	ES	Futures	4194.01	4194.29	4192.04	4194.01	636.0
2022-10-04 00:15:00	ES	Futures	4193.73	4194.58	4193.17	4194.01	369.0
2022-10-04 00:20:00	ES	Futures	4193.73	4196.27	4192.89	4195.42	510.0
2022-10-04 00:25:00	ES	Futures	4195.42	4196.55	4194.29	4195.42	525.0
2022-10-04 00:30:00	ES	Futures	4195.42	4202.19	4195.14	4199.93	2218.0
2022-10-04 00:35:00	ES	Futures	4199.65	4205.29	4199.37	4204.16	2630.0
2022-10-04 00:40:00	ES	Futures	4204.44	4205.01	4201.91	4202.19	933.0
2022-10-04 00:45:00	ES	Futures	4201.91	4203.03	4201.34	4201.62	637.0
2022-10-04 00:50:00	ES	Futures	4201.62	4204.16	4201.06	4202.75	669.0
2022-10-04 00:55:00	ES	Futures	4203.03	4203.03	4199.37	4199.93	1031.0
2022-10-04 01:00:00	ES	Futures	4199.93	4201.34	4198.52	4200.21	1195.0
2022-10-04 01:05:00	ES	Futures	4200.21	4201.91	4199.09	4201.34	832.0
2022-10-04 01:10:00	ES	Futures	4201.34	4204.72	4201.34	4204.16	1155.0
2022-10-04 01:15:00	ES	Futures	4204.44	4205.29	4201.34	4201.91	1109.0
2022-10-04 01:20:00	ES	Futures	4201.91	4202.19	4199.09	4199.37	1076.0
2022-10-04 01:25:00	ES	Futures	4199.65	4200.21	4198.81	4199.37	778.0
2022-10-04 01:30:00	ES	Futures	4199.37	4200.21	4196.83	4198.24	1083.0
2022-10-04 01:35:00	ES	Futures	4198.24	4200.21	4198.24	4199.93	553.0
2022-10-04 01:40:00	ES	Futures	4199.93	4202.47	4199.37	4202.47	937.0
2022-10-04 01:45:00	ES	Futures	4202.19	4205.57	4201.34	4205.29	1326.0
2022-10-04 01:50:00	ES	Futures	4205.29	4205.57	4202.19	4202.75	1122.0
2022-10-04 01:55:00	ES	Futures	4203.03	4203.32	4200.78	4202.47	1034.0
2022-10-04 02:00:00	ES	Futures	4202.75	4203.03	4199.37	4201.06	1861.0
2022-10-04 02:05:00	ES	Futures	4201.06	4205.57	4199.65	4200.78	2061.0
2022-10-04 02:10:00	ES	Futures	4200.78	4203.03	4200.21	4201.62	1034.0
2022-10-04 02:15:00	ES	Futures	4201.34	4203.6	4200.21	4200.21	1326.0
2022-10-04 02:20:00	ES	Futures	4199.93	4203.88	4198.81	4203.88	1976.0
2022-10-04 02:25:00	ES	Futures	4203.6	4204.16	4201.91	4203.88	1110.0
2022-10-04 02:30:00	ES	Futures	4203.88	4208.67	4203.03	4206.7	3715.0
2022-10-04 02:35:00	ES	Futures	4206.42	4206.7	4203.6	4205.85	1264.0
2022-10-04 02:40:00	ES	Futures	4206.13	4207.83	4203.88	4206.13	1376.0
2022-10-04 02:45:00	ES	Futures	4206.13	4209.8	4206.13	4208.39	2552.0
2022-10-04 02:50:00	ES	Futures	4208.39	4209.24	4204.72	4208.95	1959.0
2022-10-04 02:55:00	ES	Futures	4208.67	4210.08	4206.98	4208.95	1322.0
2022-10-04 03:00:00	ES	Futures	4208.95	4209.8	4202.75	4205.29	5018.0
2022-10-04 03:05:00	ES	Futures	4205.01	4215.15	4203.88	4212.05	5543.0
2022-10-04 03:10:00	ES	Futures	4212.05	4213.75	4208.11	4213.46	4607.0
2022-10-04 03:15:00	ES	Futures	4213.46	4218.82	4212.34	4218.54	4653.0
2022-10-04 03:20:00	ES	Futures	4218.26	4220.51	4216.85	4218.82	5204.0
2022-10-04 03:25:00	ES	Futures	4218.54	4220.23	4214.31	4214.59	3230.0
2022-10-04 03:30:00	ES	Futures	4214.31	4219.67	4212.9	4218.26	3219.0
2022-10-04 03:35:00	ES	Futures	4218.54	4223.89	4218.26	4221.36	4474.0
2022-10-04 03:40:00	ES	Futures	4221.64	4221.64	4216.56	4218.82	2842.0
2022-10-04 03:45:00	ES	Futures	4218.82	4223.33	4217.69	4220.79	2865.0
2022-10-04 03:50:00	ES	Futures	4220.79	4223.33	4220.23	4221.07	2052.0
2022-10-04 03:55:00	ES	Futures	4221.36	4222.48	4218.26	4221.92	2153.0
2022-10-04 04:00:00	ES	Futures	4221.92	4223.89	4220.79	4223.61	4732.0
2022-10-04 04:05:00	ES	Futures	4223.61	4224.46	4221.92	4222.48	2449.0

> showing 50 of 20,750 rows — these rows as CSV

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