PREVIEW / futures_5min / 2022-10-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-11.parquet
  size:    386 KB
  rows:    20,359

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
2022-10-11 00:00:00	ES	Futures	4066.88	4068.57	4066.03	4067.16	414.0
2022-10-11 00:05:00	ES	Futures	4067.44	4068.85	4066.6	4068.85	349.0
2022-10-11 00:10:00	ES	Futures	4068.85	4070.83	4068.85	4069.13	584.0
2022-10-11 00:15:00	ES	Futures	4069.42	4069.7	4064.62	4064.91	781.0
2022-10-11 00:20:00	ES	Futures	4064.91	4066.32	4063.21	4064.62	1022.0
2022-10-11 00:25:00	ES	Futures	4064.62	4064.91	4061.24	4062.37	1685.0
2022-10-11 00:30:00	ES	Futures	4062.37	4062.93	4060.4	4062.65	1028.0
2022-10-11 00:35:00	ES	Futures	4062.65	4064.62	4062.65	4063.5	561.0
2022-10-11 00:40:00	ES	Futures	4063.78	4064.62	4062.93	4064.34	548.0
2022-10-11 00:45:00	ES	Futures	4064.62	4064.62	4062.09	4062.37	508.0
2022-10-11 00:50:00	ES	Futures	4062.37	4065.75	4061.24	4065.19	838.0
2022-10-11 00:55:00	ES	Futures	4065.19	4066.03	4062.93	4064.62	587.0
2022-10-11 01:00:00	ES	Futures	4064.62	4064.91	4061.8	4062.65	1016.0
2022-10-11 01:05:00	ES	Futures	4062.37	4066.88	4062.09	4066.6	916.0
2022-10-11 01:10:00	ES	Futures	4066.32	4066.6	4064.34	4065.47	494.0
2022-10-11 01:15:00	ES	Futures	4065.47	4066.32	4064.06	4065.19	661.0
2022-10-11 01:20:00	ES	Futures	4065.19	4066.6	4064.06	4065.47	996.0
2022-10-11 01:25:00	ES	Futures	4065.19	4069.13	4065.19	4067.44	1109.0
2022-10-11 01:30:00	ES	Futures	4067.16	4068.01	4065.47	4066.6	930.0
2022-10-11 01:35:00	ES	Futures	4066.6	4067.72	4064.06	4064.62	814.0
2022-10-11 01:40:00	ES	Futures	4064.34	4069.7	4064.06	4068.29	1054.0
2022-10-11 01:45:00	ES	Futures	4068.29	4069.42	4065.19	4067.16	593.0
2022-10-11 01:50:00	ES	Futures	4066.88	4068.85	4065.19	4068.85	439.0
2022-10-11 01:55:00	ES	Futures	4068.29	4068.85	4064.91	4065.47	1404.0
2022-10-11 02:00:00	ES	Futures	4065.19	4071.67	4064.62	4070.26	2111.0
2022-10-11 02:05:00	ES	Futures	4069.98	4071.95	4066.6	4067.16	1049.0
2022-10-11 02:10:00	ES	Futures	4067.16	4068.85	4062.93	4068.85	1733.0
2022-10-11 02:15:00	ES	Futures	4068.57	4071.39	4068.01	4069.13	1304.0
2022-10-11 02:20:00	ES	Futures	4068.85	4070.83	4066.88	4067.72	1736.0
2022-10-11 02:25:00	ES	Futures	4068.01	4070.83	4066.32	4069.42	873.0
2022-10-11 02:30:00	ES	Futures	4069.7	4076.75	4069.42	4074.21	2145.0
2022-10-11 02:35:00	ES	Futures	4074.21	4075.9	4072.52	4073.36	995.0
2022-10-11 02:40:00	ES	Futures	4073.08	4075.05	4068.29	4069.42	1056.0
2022-10-11 02:45:00	ES	Futures	4069.42	4070.83	4067.72	4068.57	742.0
2022-10-11 02:50:00	ES	Futures	4069.13	4069.42	4064.62	4064.91	1015.0
2022-10-11 02:55:00	ES	Futures	4064.91	4064.91	4051.94	4054.76	8161.0
2022-10-11 03:00:00	ES	Futures	4054.76	4056.17	4042.64	4051.94	10896.0
2022-10-11 03:05:00	ES	Futures	4051.94	4053.63	4047.99	4052.78	3258.0
2022-10-11 03:10:00	ES	Futures	4052.5	4052.5	4042.07	4050.53	4634.0
2022-10-11 03:15:00	ES	Futures	4050.25	4062.93	4048.27	4062.65	4171.0
2022-10-11 03:20:00	ES	Futures	4062.65	4063.5	4057.58	4060.68	3287.0
2022-10-11 03:25:00	ES	Futures	4060.68	4073.93	4060.68	4068.01	5526.0
2022-10-11 03:30:00	ES	Futures	4068.29	4071.11	4061.24	4062.09	3400.0
2022-10-11 03:35:00	ES	Futures	4062.09	4070.26	4061.8	4064.34	2609.0
2022-10-11 03:40:00	ES	Futures	4064.62	4065.75	4055.89	4057.29	2630.0
2022-10-11 03:45:00	ES	Futures	4057.29	4060.11	4055.04	4058.14	2166.0
2022-10-11 03:50:00	ES	Futures	4057.86	4059.27	4053.35	4053.63	2786.0
2022-10-11 03:55:00	ES	Futures	4053.35	4058.42	4049.12	4056.73	3370.0
2022-10-11 04:00:00	ES	Futures	4056.73	4062.37	4055.04	4059.27	3279.0
2022-10-11 04:05:00	ES	Futures	4059.55	4068.57	4059.55	4066.88	2477.0

> showing 50 of 20,359 rows — these rows as CSV

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