PREVIEW / futures_5min / 2022-10-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-10.parquet
  size:    375 KB
  rows:    19,919

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
2022-10-10 00:00:00	ES	Futures	4100.42	4100.71	4098.73	4100.42	313.0
2022-10-10 00:05:00	ES	Futures	4100.42	4101.83	4099.86	4100.71	524.0
2022-10-10 00:10:00	ES	Futures	4100.42	4102.4	4100.42	4101.83	469.0
2022-10-10 00:15:00	ES	Futures	4101.83	4104.37	4101.83	4103.53	1117.0
2022-10-10 00:20:00	ES	Futures	4103.24	4103.81	4102.12	4102.4	483.0
2022-10-10 00:25:00	ES	Futures	4102.68	4102.96	4100.14	4101.83	546.0
2022-10-10 00:30:00	ES	Futures	4101.83	4102.4	4100.42	4100.99	303.0
2022-10-10 00:35:00	ES	Futures	4100.99	4102.68	4100.71	4102.4	383.0
2022-10-10 00:40:00	ES	Futures	4102.4	4104.37	4102.12	4104.09	539.0
2022-10-10 00:45:00	ES	Futures	4104.09	4105.78	4103.24	4105.5	802.0
2022-10-10 00:50:00	ES	Futures	4105.22	4106.34	4104.93	4105.5	576.0
2022-10-10 00:55:00	ES	Futures	4105.5	4106.91	4104.65	4105.22	513.0
2022-10-10 01:00:00	ES	Futures	4105.22	4106.34	4104.09	4105.22	561.0
2022-10-10 01:05:00	ES	Futures	4105.5	4105.78	4102.4	4103.53	668.0
2022-10-10 01:10:00	ES	Futures	4103.53	4104.93	4101.83	4102.12	649.0
2022-10-10 01:15:00	ES	Futures	4102.12	4105.22	4102.12	4104.93	762.0
2022-10-10 01:20:00	ES	Futures	4104.93	4105.22	4103.81	4103.81	295.0
2022-10-10 01:25:00	ES	Futures	4104.09	4108.6	4104.09	4106.63	949.0
2022-10-10 01:30:00	ES	Futures	4106.91	4106.91	4097.32	4099.3	1861.0
2022-10-10 01:35:00	ES	Futures	4099.01	4100.99	4098.17	4098.73	793.0
2022-10-10 01:40:00	ES	Futures	4098.45	4100.71	4098.45	4098.45	519.0
2022-10-10 01:45:00	ES	Futures	4098.45	4100.14	4095.35	4095.63	810.0
2022-10-10 01:50:00	ES	Futures	4095.63	4097.89	4094.79	4095.07	857.0
2022-10-10 01:55:00	ES	Futures	4095.07	4097.61	4094.79	4095.35	839.0
2022-10-10 02:00:00	ES	Futures	4095.35	4101.27	4095.35	4097.32	2732.0
2022-10-10 02:05:00	ES	Futures	4097.61	4103.24	4097.61	4100.14	1212.0
2022-10-10 02:10:00	ES	Futures	4100.42	4105.78	4100.14	4104.09	1351.0
2022-10-10 02:15:00	ES	Futures	4104.09	4106.06	4101.55	4101.83	1018.0
2022-10-10 02:20:00	ES	Futures	4102.12	4103.53	4099.58	4099.58	898.0
2022-10-10 02:25:00	ES	Futures	4099.86	4102.68	4099.01	4100.42	693.0
2022-10-10 02:30:00	ES	Futures	4100.42	4101.27	4095.07	4095.07	1140.0
2022-10-10 02:35:00	ES	Futures	4095.07	4099.01	4093.38	4098.17	1550.0
2022-10-10 02:40:00	ES	Futures	4098.45	4098.73	4096.48	4097.61	859.0
2022-10-10 02:45:00	ES	Futures	4097.61	4098.73	4093.66	4094.5	994.0
2022-10-10 02:50:00	ES	Futures	4094.22	4096.76	4089.15	4090.56	1721.0
2022-10-10 02:55:00	ES	Futures	4090.84	4094.22	4089.71	4093.94	1709.0
2022-10-10 03:00:00	ES	Futures	4094.22	4102.96	4093.66	4102.4	4356.0
2022-10-10 03:05:00	ES	Futures	4102.4	4105.78	4100.42	4104.09	2883.0
2022-10-10 03:10:00	ES	Futures	4104.09	4110.85	4101.27	4109.73	3095.0
2022-10-10 03:15:00	ES	Futures	4110.01	4110.85	4105.22	4109.16	2234.0
2022-10-10 03:20:00	ES	Futures	4109.16	4114.24	4108.6	4113.96	2529.0
2022-10-10 03:25:00	ES	Futures	4114.24	4114.52	4107.47	4107.75	1516.0
2022-10-10 03:30:00	ES	Futures	4107.75	4109.73	4105.22	4107.47	2069.0
2022-10-10 03:35:00	ES	Futures	4107.47	4113.11	4106.91	4110.01	2027.0
2022-10-10 03:40:00	ES	Futures	4110.01	4112.26	4108.32	4108.88	1919.0
2022-10-10 03:45:00	ES	Futures	4108.88	4111.98	4108.04	4108.04	1386.0
2022-10-10 03:50:00	ES	Futures	4108.04	4109.16	4104.09	4104.09	1747.0
2022-10-10 03:55:00	ES	Futures	4103.81	4104.37	4099.86	4101.83	1401.0
2022-10-10 04:00:00	ES	Futures	4101.55	4103.53	4098.17	4099.01	2013.0
2022-10-10 04:05:00	ES	Futures	4099.01	4100.99	4097.32	4098.73	1781.0

> showing 50 of 19,919 rows — these rows as CSV

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