PREVIEW / futures_5min / 2022-10-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-09.parquet
  size:    82 KB
  rows:    3,938

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
2022-10-09 18:00:00	ES	Futures	4102.96	4106.91	4093.66	4095.91	6388.0
2022-10-09 18:05:00	ES	Futures	4095.91	4101.55	4094.79	4100.99	2122.0
2022-10-09 18:10:00	ES	Futures	4100.99	4101.83	4095.07	4099.01	1854.0
2022-10-09 18:15:00	ES	Futures	4099.01	4100.42	4095.91	4098.17	1478.0
2022-10-09 18:20:00	ES	Futures	4098.17	4100.14	4088.58	4091.12	2418.0
2022-10-09 18:25:00	ES	Futures	4091.4	4092.81	4080.97	4088.58	4406.0
2022-10-09 18:30:00	ES	Futures	4088.3	4090.84	4082.66	4086.05	2988.0
2022-10-09 18:35:00	ES	Futures	4086.05	4091.12	4085.48	4086.33	1782.0
2022-10-09 18:40:00	ES	Futures	4086.33	4092.53	4086.05	4088.3	1362.0
2022-10-09 18:45:00	ES	Futures	4088.02	4092.53	4088.02	4089.71	786.0
2022-10-09 18:50:00	ES	Futures	4089.99	4091.97	4087.74	4090.56	819.0
2022-10-09 18:55:00	ES	Futures	4090.56	4090.84	4084.07	4084.07	990.0
2022-10-09 19:00:00	ES	Futures	4084.07	4091.4	4079.56	4089.15	2751.0
2022-10-09 19:05:00	ES	Futures	4089.43	4095.35	4088.58	4094.22	1496.0
2022-10-09 19:10:00	ES	Futures	4093.94	4095.91	4090.56	4092.25	1094.0
2022-10-09 19:15:00	ES	Futures	4091.97	4094.22	4091.69	4093.38	615.0
2022-10-09 19:20:00	ES	Futures	4093.38	4094.79	4092.25	4092.81	725.0
2022-10-09 19:25:00	ES	Futures	4093.09	4094.22	4090.28	4091.4	1050.0
2022-10-09 19:30:00	ES	Futures	4091.12	4091.12	4082.1	4087.18	2576.0
2022-10-09 19:35:00	ES	Futures	4087.18	4093.09	4086.33	4092.53	1162.0
2022-10-09 19:40:00	ES	Futures	4092.53	4096.76	4091.4	4096.2	1592.0
2022-10-09 19:45:00	ES	Futures	4095.91	4096.76	4092.81	4093.94	2596.0
2022-10-09 19:50:00	ES	Futures	4093.94	4097.32	4093.09	4095.07	1022.0
2022-10-09 19:55:00	ES	Futures	4095.07	4101.55	4095.07	4097.04	2551.0
2022-10-09 20:00:00	ES	Futures	4097.32	4100.42	4091.12	4093.66	3452.0
2022-10-09 20:05:00	ES	Futures	4093.66	4095.91	4088.87	4089.99	1728.0
2022-10-09 20:10:00	ES	Futures	4090.28	4098.45	4090.28	4097.32	1822.0
2022-10-09 20:15:00	ES	Futures	4097.32	4102.96	4097.04	4097.61	2509.0
2022-10-09 20:20:00	ES	Futures	4098.17	4101.55	4096.76	4097.61	1948.0
2022-10-09 20:25:00	ES	Futures	4097.89	4099.86	4094.22	4097.89	1287.0
2022-10-09 20:30:00	ES	Futures	4098.17	4099.86	4095.63	4095.91	1345.0
2022-10-09 20:35:00	ES	Futures	4096.2	4100.99	4095.35	4097.89	1529.0
2022-10-09 20:40:00	ES	Futures	4097.89	4104.37	4097.61	4102.96	1905.0
2022-10-09 20:45:00	ES	Futures	4102.96	4104.09	4101.27	4103.24	1573.0
2022-10-09 20:50:00	ES	Futures	4103.24	4106.06	4102.4	4102.96	1685.0
2022-10-09 20:55:00	ES	Futures	4102.68	4102.96	4099.01	4100.42	1332.0
2022-10-09 21:00:00	ES	Futures	4100.14	4102.12	4098.17	4100.71	1528.0
2022-10-09 21:05:00	ES	Futures	4100.99	4104.09	4099.3	4099.86	1270.0
2022-10-09 21:10:00	ES	Futures	4099.86	4101.83	4099.01	4101.83	993.0
2022-10-09 21:15:00	ES	Futures	4102.12	4102.68	4098.17	4099.58	2071.0
2022-10-09 21:20:00	ES	Futures	4099.58	4101.27	4098.73	4098.73	735.0
2022-10-09 21:25:00	ES	Futures	4099.01	4099.01	4095.63	4097.89	1134.0
2022-10-09 21:30:00	ES	Futures	4097.89	4101.27	4097.04	4100.99	1253.0
2022-10-09 21:35:00	ES	Futures	4101.27	4102.96	4099.58	4102.12	1455.0
2022-10-09 21:40:00	ES	Futures	4101.83	4107.19	4101.55	4105.78	2368.0
2022-10-09 21:45:00	ES	Futures	4105.78	4106.63	4104.65	4105.78	779.0
2022-10-09 21:50:00	ES	Futures	4105.5	4110.85	4105.5	4107.47	1883.0
2022-10-09 21:55:00	ES	Futures	4107.47	4108.32	4104.93	4105.78	1150.0
2022-10-09 22:00:00	ES	Futures	4105.5	4105.78	4102.68	4104.37	911.0
2022-10-09 22:05:00	ES	Futures	4104.09	4104.65	4102.96	4103.53	503.0

> showing 50 of 3,938 rows — these rows as CSV

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