PREVIEW / futures_5min / 2022-10-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-05.parquet
  size:    413 KB
  rows:    20,592

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
2022-10-05 00:00:00	ES	Futures	4268.71	4269.0	4266.74	4268.43	906.0
2022-10-05 00:05:00	ES	Futures	4268.43	4268.71	4266.18	4268.15	868.0
2022-10-05 00:10:00	ES	Futures	4268.15	4269.28	4266.74	4267.31	395.0
2022-10-05 00:15:00	ES	Futures	4267.31	4267.31	4265.61	4266.18	347.0
2022-10-05 00:20:00	ES	Futures	4266.18	4266.46	4264.49	4265.05	473.0
2022-10-05 00:25:00	ES	Futures	4265.05	4265.9	4264.77	4265.9	279.0
2022-10-05 00:30:00	ES	Futures	4265.9	4268.15	4265.61	4267.02	654.0
2022-10-05 00:35:00	ES	Futures	4267.31	4267.87	4266.18	4266.46	318.0
2022-10-05 00:40:00	ES	Futures	4266.46	4267.59	4265.61	4266.46	327.0
2022-10-05 00:45:00	ES	Futures	4266.46	4267.59	4266.18	4267.31	211.0
2022-10-05 00:50:00	ES	Futures	4267.31	4267.87	4265.61	4265.9	361.0
2022-10-05 00:55:00	ES	Futures	4265.9	4266.18	4264.77	4265.33	373.0
2022-10-05 01:00:00	ES	Futures	4265.33	4267.87	4265.33	4267.59	706.0
2022-10-05 01:05:00	ES	Futures	4267.87	4269.0	4267.31	4267.59	922.0
2022-10-05 01:10:00	ES	Futures	4267.59	4267.87	4265.61	4267.87	546.0
2022-10-05 01:15:00	ES	Futures	4267.87	4269.84	4267.59	4269.0	975.0
2022-10-05 01:20:00	ES	Futures	4269.0	4269.56	4268.15	4268.43	637.0
2022-10-05 01:25:00	ES	Futures	4268.43	4269.84	4268.15	4268.43	559.0
2022-10-05 01:30:00	ES	Futures	4268.71	4269.84	4268.15	4269.84	586.0
2022-10-05 01:35:00	ES	Futures	4269.84	4270.97	4269.56	4270.41	907.0
2022-10-05 01:40:00	ES	Futures	4270.69	4271.25	4270.12	4271.25	602.0
2022-10-05 01:45:00	ES	Futures	4271.25	4271.25	4268.71	4269.56	527.0
2022-10-05 01:50:00	ES	Futures	4269.84	4269.84	4268.15	4269.84	538.0
2022-10-05 01:55:00	ES	Futures	4269.84	4271.82	4269.84	4271.25	987.0
2022-10-05 02:00:00	ES	Futures	4271.25	4272.1	4270.12	4270.41	1130.0
2022-10-05 02:05:00	ES	Futures	4270.41	4270.97	4268.15	4269.84	1051.0
2022-10-05 02:10:00	ES	Futures	4269.84	4270.12	4266.46	4266.74	961.0
2022-10-05 02:15:00	ES	Futures	4266.74	4268.43	4265.9	4267.59	1205.0
2022-10-05 02:20:00	ES	Futures	4267.31	4268.43	4266.18	4267.31	874.0
2022-10-05 02:25:00	ES	Futures	4267.02	4268.71	4265.9	4267.02	1359.0
2022-10-05 02:30:00	ES	Futures	4267.02	4269.84	4267.02	4269.56	1011.0
2022-10-05 02:35:00	ES	Futures	4269.56	4271.53	4269.28	4270.69	1917.0
2022-10-05 02:40:00	ES	Futures	4270.97	4271.53	4269.84	4271.25	1807.0
2022-10-05 02:45:00	ES	Futures	4271.25	4271.53	4269.0	4269.84	1918.0
2022-10-05 02:50:00	ES	Futures	4269.84	4270.12	4269.0	4269.56	1030.0
2022-10-05 02:55:00	ES	Futures	4269.56	4270.12	4265.05	4266.46	1409.0
2022-10-05 03:00:00	ES	Futures	4266.46	4268.43	4262.23	4267.31	4800.0
2022-10-05 03:05:00	ES	Futures	4267.31	4269.0	4262.23	4262.51	3295.0
2022-10-05 03:10:00	ES	Futures	4262.23	4268.15	4262.23	4264.2	2453.0
2022-10-05 03:15:00	ES	Futures	4264.2	4266.18	4262.23	4262.79	2038.0
2022-10-05 03:20:00	ES	Futures	4262.79	4264.77	4258.28	4258.85	5122.0
2022-10-05 03:25:00	ES	Futures	4258.85	4262.51	4258.28	4259.41	2070.0
2022-10-05 03:30:00	ES	Futures	4259.41	4268.71	4259.13	4265.61	2458.0
2022-10-05 03:35:00	ES	Futures	4265.9	4270.41	4265.61	4266.74	2373.0
2022-10-05 03:40:00	ES	Futures	4266.74	4269.84	4264.77	4267.02	1511.0
2022-10-05 03:45:00	ES	Futures	4267.02	4268.71	4264.77	4268.15	1605.0
2022-10-05 03:50:00	ES	Futures	4267.87	4269.0	4263.36	4263.92	1704.0
2022-10-05 03:55:00	ES	Futures	4264.2	4265.05	4258.57	4259.69	2170.0
2022-10-05 04:00:00	ES	Futures	4259.41	4262.79	4258.57	4260.54	2340.0
2022-10-05 04:05:00	ES	Futures	4260.54	4261.1	4258.28	4258.57	2542.0

> showing 50 of 20,592 rows — these rows as CSV

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