PREVIEW / futures_5min / 2022-10-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-13.parquet
  size:    427 KB
  rows:    20,432

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
2022-10-13 00:00:00	ES	Futures	4052.22	4053.07	4051.94	4052.22	213.0
2022-10-13 00:05:00	ES	Futures	4052.22	4052.22	4050.53	4051.66	653.0
2022-10-13 00:10:00	ES	Futures	4051.94	4053.07	4051.37	4052.5	651.0
2022-10-13 00:15:00	ES	Futures	4052.78	4053.91	4052.5	4053.63	392.0
2022-10-13 00:20:00	ES	Futures	4053.63	4053.63	4051.94	4052.5	229.0
2022-10-13 00:25:00	ES	Futures	4052.5	4052.5	4050.81	4051.66	304.0
2022-10-13 00:30:00	ES	Futures	4051.66	4053.07	4051.37	4052.5	250.0
2022-10-13 00:35:00	ES	Futures	4052.22	4052.22	4050.53	4050.81	360.0
2022-10-13 00:40:00	ES	Futures	4050.81	4051.37	4049.97	4049.97	233.0
2022-10-13 00:45:00	ES	Futures	4050.25	4050.53	4049.12	4050.53	412.0
2022-10-13 00:50:00	ES	Futures	4050.53	4050.81	4049.68	4049.68	369.0
2022-10-13 00:55:00	ES	Futures	4049.97	4050.81	4049.68	4050.25	234.0
2022-10-13 01:00:00	ES	Futures	4050.25	4050.25	4047.15	4047.99	883.0
2022-10-13 01:05:00	ES	Futures	4047.99	4049.12	4047.15	4049.12	536.0
2022-10-13 01:10:00	ES	Futures	4048.56	4050.81	4047.99	4050.53	530.0
2022-10-13 01:15:00	ES	Futures	4050.53	4050.81	4048.56	4048.56	473.0
2022-10-13 01:20:00	ES	Futures	4048.56	4049.4	4046.02	4047.99	872.0
2022-10-13 01:25:00	ES	Futures	4048.27	4049.97	4047.43	4049.68	470.0
2022-10-13 01:30:00	ES	Futures	4049.68	4051.94	4048.84	4051.66	706.0
2022-10-13 01:35:00	ES	Futures	4051.66	4052.5	4051.09	4051.94	348.0
2022-10-13 01:40:00	ES	Futures	4051.66	4055.6	4051.37	4053.35	992.0
2022-10-13 01:45:00	ES	Futures	4053.07	4053.07	4050.25	4051.09	436.0
2022-10-13 01:50:00	ES	Futures	4050.81	4051.94	4049.68	4050.25	539.0
2022-10-13 01:55:00	ES	Futures	4050.25	4050.25	4045.74	4046.58	1781.0
2022-10-13 02:00:00	ES	Futures	4046.3	4050.25	4043.48	4048.84	3473.0
2022-10-13 02:05:00	ES	Futures	4048.84	4050.25	4047.71	4048.27	675.0
2022-10-13 02:10:00	ES	Futures	4048.56	4049.97	4043.76	4045.17	1179.0
2022-10-13 02:15:00	ES	Futures	4045.17	4048.84	4043.48	4046.86	1949.0
2022-10-13 02:20:00	ES	Futures	4046.86	4048.84	4045.17	4046.02	1177.0
2022-10-13 02:25:00	ES	Futures	4046.02	4046.58	4044.05	4044.89	1018.0
2022-10-13 02:30:00	ES	Futures	4044.89	4048.27	4043.76	4046.86	983.0
2022-10-13 02:35:00	ES	Futures	4046.86	4046.86	4043.76	4044.61	611.0
2022-10-13 02:40:00	ES	Futures	4044.61	4046.58	4044.61	4045.17	552.0
2022-10-13 02:45:00	ES	Futures	4044.89	4047.71	4044.89	4047.43	1050.0
2022-10-13 02:50:00	ES	Futures	4047.15	4049.97	4047.15	4049.4	612.0
2022-10-13 02:55:00	ES	Futures	4049.68	4049.97	4046.86	4046.86	797.0
2022-10-13 03:00:00	ES	Futures	4046.58	4047.15	4039.54	4041.51	5269.0
2022-10-13 03:05:00	ES	Futures	4041.23	4044.61	4038.69	4042.92	2772.0
2022-10-13 03:10:00	ES	Futures	4042.92	4048.84	4041.23	4048.84	1987.0
2022-10-13 03:15:00	ES	Futures	4048.84	4053.91	4048.56	4052.5	2615.0
2022-10-13 03:20:00	ES	Futures	4052.22	4053.91	4049.68	4052.22	1656.0
2022-10-13 03:25:00	ES	Futures	4052.22	4055.6	4050.81	4055.32	2901.0
2022-10-13 03:30:00	ES	Futures	4055.04	4055.04	4048.27	4050.81	1901.0
2022-10-13 03:35:00	ES	Futures	4050.81	4051.66	4048.27	4050.81	1764.0
2022-10-13 03:40:00	ES	Futures	4050.81	4057.01	4050.53	4054.48	2084.0
2022-10-13 03:45:00	ES	Futures	4054.19	4055.6	4052.22	4053.07	1317.0
2022-10-13 03:50:00	ES	Futures	4053.07	4055.04	4051.94	4053.91	1082.0
2022-10-13 03:55:00	ES	Futures	4053.91	4055.32	4052.5	4053.07	835.0
2022-10-13 04:00:00	ES	Futures	4053.07	4054.19	4050.53	4051.94	1392.0
2022-10-13 04:05:00	ES	Futures	4052.22	4053.35	4049.12	4049.68	1068.0

> showing 50 of 20,432 rows — these rows as CSV

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