PREVIEW / futures_5min / 2022-10-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-16.parquet
  size:    80 KB
  rows:    4,032

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
2022-10-16 18:00:00	ES	Futures	4049.12	4066.03	4048.56	4064.34	4865.0
2022-10-16 18:05:00	ES	Futures	4064.06	4069.7	4062.09	4066.88	2084.0
2022-10-16 18:10:00	ES	Futures	4067.16	4068.57	4066.03	4068.29	480.0
2022-10-16 18:15:00	ES	Futures	4068.57	4069.42	4064.06	4065.19	890.0
2022-10-16 18:20:00	ES	Futures	4065.47	4066.6	4064.06	4066.32	641.0
2022-10-16 18:25:00	ES	Futures	4066.03	4071.67	4065.75	4069.13	1542.0
2022-10-16 18:30:00	ES	Futures	4069.13	4071.39	4068.29	4069.42	763.0
2022-10-16 18:35:00	ES	Futures	4069.42	4072.23	4069.13	4069.42	463.0
2022-10-16 18:40:00	ES	Futures	4069.7	4069.98	4067.72	4068.01	518.0
2022-10-16 18:45:00	ES	Futures	4068.29	4073.36	4068.01	4072.23	899.0
2022-10-16 18:50:00	ES	Futures	4071.95	4072.8	4069.7	4069.7	575.0
2022-10-16 18:55:00	ES	Futures	4069.42	4071.11	4069.42	4070.54	431.0
2022-10-16 19:00:00	ES	Futures	4070.54	4072.23	4070.26	4071.39	807.0
2022-10-16 19:05:00	ES	Futures	4071.39	4071.95	4068.29	4069.13	706.0
2022-10-16 19:10:00	ES	Futures	4069.13	4071.11	4069.13	4070.26	506.0
2022-10-16 19:15:00	ES	Futures	4070.26	4071.95	4067.72	4067.72	374.0
2022-10-16 19:20:00	ES	Futures	4068.01	4068.29	4064.62	4066.03	1116.0
2022-10-16 19:25:00	ES	Futures	4066.32	4068.85	4065.75	4068.57	696.0
2022-10-16 19:30:00	ES	Futures	4068.29	4071.95	4068.01	4071.67	1131.0
2022-10-16 19:35:00	ES	Futures	4071.67	4076.18	4071.67	4072.8	1615.0
2022-10-16 19:40:00	ES	Futures	4072.52	4073.93	4071.39	4072.52	981.0
2022-10-16 19:45:00	ES	Futures	4072.52	4075.9	4072.52	4074.77	821.0
2022-10-16 19:50:00	ES	Futures	4075.05	4077.87	4074.21	4077.59	1461.0
2022-10-16 19:55:00	ES	Futures	4077.59	4077.87	4074.77	4076.18	643.0
2022-10-16 20:00:00	ES	Futures	4075.9	4077.31	4073.93	4076.75	1108.0
2022-10-16 20:05:00	ES	Futures	4076.46	4077.87	4074.77	4076.18	1143.0
2022-10-16 20:10:00	ES	Futures	4076.18	4076.18	4071.95	4072.23	1144.0
2022-10-16 20:15:00	ES	Futures	4072.23	4072.23	4066.03	4066.32	2737.0
2022-10-16 20:20:00	ES	Futures	4066.6	4070.54	4066.03	4070.54	1440.0
2022-10-16 20:25:00	ES	Futures	4070.83	4071.11	4067.44	4068.57	861.0
2022-10-16 20:30:00	ES	Futures	4068.29	4072.52	4067.44	4070.54	1484.0
2022-10-16 20:35:00	ES	Futures	4070.26	4074.49	4069.13	4071.39	1284.0
2022-10-16 20:40:00	ES	Futures	4071.67	4075.05	4070.54	4073.93	1228.0
2022-10-16 20:45:00	ES	Futures	4073.93	4075.05	4070.83	4072.8	1026.0
2022-10-16 20:50:00	ES	Futures	4073.08	4073.36	4068.57	4071.39	949.0
2022-10-16 20:55:00	ES	Futures	4071.39	4072.52	4069.13	4072.52	786.0
2022-10-16 21:00:00	ES	Futures	4072.8	4074.49	4067.16	4071.67	1792.0
2022-10-16 21:05:00	ES	Futures	4071.39	4073.36	4068.57	4069.13	1030.0
2022-10-16 21:10:00	ES	Futures	4068.85	4071.39	4068.29	4068.57	1001.0
2022-10-16 21:15:00	ES	Futures	4068.85	4072.23	4068.01	4072.23	807.0
2022-10-16 21:20:00	ES	Futures	4072.23	4074.49	4071.95	4073.64	998.0
2022-10-16 21:25:00	ES	Futures	4073.93	4076.75	4073.36	4075.05	1089.0
2022-10-16 21:30:00	ES	Futures	4074.77	4077.59	4073.64	4076.46	1297.0
2022-10-16 21:35:00	ES	Futures	4076.18	4076.46	4073.64	4075.34	1168.0
2022-10-16 21:40:00	ES	Futures	4075.05	4075.9	4073.93	4075.05	825.0
2022-10-16 21:45:00	ES	Futures	4075.05	4076.46	4073.64	4075.9	525.0
2022-10-16 21:50:00	ES	Futures	4075.9	4076.18	4072.52	4073.64	654.0
2022-10-16 21:55:00	ES	Futures	4073.36	4075.05	4071.11	4071.95	1003.0
2022-10-16 22:00:00	ES	Futures	4071.67	4074.49	4069.7	4071.95	1383.0
2022-10-16 22:05:00	ES	Futures	4071.95	4075.05	4071.95	4074.49	1101.0

> showing 50 of 4,032 rows — these rows as CSV

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