PREVIEW / futures_5min / 2022-10-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-06.parquet
  size:    389 KB
  rows:    20,115

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
2022-10-06 00:00:00	ES	Futures	4299.16	4299.16	4296.34	4298.03	589.0
2022-10-06 00:05:00	ES	Futures	4297.75	4298.03	4296.62	4297.75	233.0
2022-10-06 00:10:00	ES	Futures	4297.75	4298.88	4297.19	4297.19	325.0
2022-10-06 00:15:00	ES	Futures	4297.19	4298.88	4294.93	4298.31	851.0
2022-10-06 00:20:00	ES	Futures	4298.31	4300.29	4298.31	4298.88	390.0
2022-10-06 00:25:00	ES	Futures	4298.88	4299.44	4295.49	4297.75	787.0
2022-10-06 00:30:00	ES	Futures	4297.75	4298.03	4295.78	4297.19	370.0
2022-10-06 00:35:00	ES	Futures	4297.19	4298.31	4296.06	4296.34	195.0
2022-10-06 00:40:00	ES	Futures	4296.62	4298.03	4296.34	4297.75	157.0
2022-10-06 00:45:00	ES	Futures	4298.03	4299.72	4297.75	4299.16	362.0
2022-10-06 00:50:00	ES	Futures	4299.16	4301.13	4299.16	4300.0	461.0
2022-10-06 00:55:00	ES	Futures	4300.0	4300.85	4298.88	4300.57	667.0
2022-10-06 01:00:00	ES	Futures	4300.85	4301.41	4298.88	4299.72	426.0
2022-10-06 01:05:00	ES	Futures	4299.72	4300.29	4298.6	4299.44	508.0
2022-10-06 01:10:00	ES	Futures	4299.44	4302.26	4299.16	4301.13	653.0
2022-10-06 01:15:00	ES	Futures	4301.13	4301.41	4299.44	4300.0	386.0
2022-10-06 01:20:00	ES	Futures	4300.29	4300.85	4298.88	4300.85	595.0
2022-10-06 01:25:00	ES	Futures	4300.57	4303.11	4300.29	4303.11	550.0
2022-10-06 01:30:00	ES	Futures	4302.82	4304.52	4302.26	4303.67	875.0
2022-10-06 01:35:00	ES	Futures	4303.67	4305.08	4303.11	4303.95	678.0
2022-10-06 01:40:00	ES	Futures	4303.95	4304.23	4301.7	4302.26	499.0
2022-10-06 01:45:00	ES	Futures	4301.98	4303.95	4301.98	4302.54	436.0
2022-10-06 01:50:00	ES	Futures	4302.54	4303.95	4302.54	4303.11	465.0
2022-10-06 01:55:00	ES	Futures	4303.11	4304.23	4301.7	4302.54	932.0
2022-10-06 02:00:00	ES	Futures	4302.54	4302.54	4294.37	4294.93	2846.0
2022-10-06 02:05:00	ES	Futures	4294.93	4296.9	4291.55	4296.34	2021.0
2022-10-06 02:10:00	ES	Futures	4296.34	4296.34	4290.98	4292.96	1543.0
2022-10-06 02:15:00	ES	Futures	4292.96	4292.96	4287.32	4288.17	1711.0
2022-10-06 02:20:00	ES	Futures	4288.45	4292.11	4288.17	4290.98	1193.0
2022-10-06 02:25:00	ES	Futures	4290.98	4291.27	4287.6	4287.88	960.0
2022-10-06 02:30:00	ES	Futures	4287.6	4292.68	4287.6	4292.39	1392.0
2022-10-06 02:35:00	ES	Futures	4292.39	4292.68	4288.45	4289.29	1045.0
2022-10-06 02:40:00	ES	Futures	4289.29	4293.8	4288.17	4292.39	1194.0
2022-10-06 02:45:00	ES	Futures	4292.68	4293.24	4291.27	4292.39	612.0
2022-10-06 02:50:00	ES	Futures	4292.39	4292.39	4288.17	4289.57	887.0
2022-10-06 02:55:00	ES	Futures	4289.57	4290.42	4276.61	4277.45	4290.0
2022-10-06 03:00:00	ES	Futures	4277.45	4280.55	4272.66	4277.17	5909.0
2022-10-06 03:05:00	ES	Futures	4277.17	4281.68	4275.2	4279.99	2544.0
2022-10-06 03:10:00	ES	Futures	4280.27	4286.47	4279.43	4285.91	3003.0
2022-10-06 03:15:00	ES	Futures	4285.63	4289.01	4284.78	4285.06	1932.0
2022-10-06 03:20:00	ES	Futures	4284.78	4285.06	4275.76	4276.89	2395.0
2022-10-06 03:25:00	ES	Futures	4276.89	4286.47	4275.2	4286.19	2263.0
2022-10-06 03:30:00	ES	Futures	4285.91	4286.76	4279.14	4282.53	2191.0
2022-10-06 03:35:00	ES	Futures	4282.25	4283.37	4277.45	4278.86	1262.0
2022-10-06 03:40:00	ES	Futures	4279.14	4281.96	4276.61	4276.61	1196.0
2022-10-06 03:45:00	ES	Futures	4276.33	4278.02	4269.84	4277.45	2923.0
2022-10-06 03:50:00	ES	Futures	4277.45	4279.71	4275.2	4279.43	1469.0
2022-10-06 03:55:00	ES	Futures	4279.43	4282.81	4276.33	4278.3	2364.0
2022-10-06 04:00:00	ES	Futures	4278.02	4279.43	4275.2	4278.58	2258.0
2022-10-06 04:05:00	ES	Futures	4278.58	4283.37	4276.89	4277.45	1866.0

> showing 50 of 20,115 rows — these rows as CSV

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