PREVIEW / futures_5min / 2022-10-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-17.parquet
  size:    391 KB
  rows:    20,341

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
2022-10-17 00:00:00	ES	Futures	4073.08	4073.36	4071.11	4071.67	800.0
2022-10-17 00:05:00	ES	Futures	4071.39	4072.23	4071.11	4071.11	484.0
2022-10-17 00:10:00	ES	Futures	4071.39	4073.08	4070.83	4072.23	1133.0
2022-10-17 00:15:00	ES	Futures	4072.52	4072.52	4071.67	4072.23	466.0
2022-10-17 00:20:00	ES	Futures	4072.52	4072.8	4071.95	4071.95	320.0
2022-10-17 00:25:00	ES	Futures	4071.95	4072.23	4070.54	4070.83	599.0
2022-10-17 00:30:00	ES	Futures	4071.11	4073.64	4070.83	4073.36	681.0
2022-10-17 00:35:00	ES	Futures	4073.08	4075.05	4072.8	4074.21	950.0
2022-10-17 00:40:00	ES	Futures	4074.21	4075.34	4073.93	4075.05	393.0
2022-10-17 00:45:00	ES	Futures	4075.05	4075.9	4073.93	4075.62	1457.0
2022-10-17 00:50:00	ES	Futures	4075.62	4075.9	4075.05	4075.62	941.0
2022-10-17 00:55:00	ES	Futures	4075.34	4075.9	4074.49	4075.05	452.0
2022-10-17 01:00:00	ES	Futures	4074.77	4077.03	4074.49	4076.75	728.0
2022-10-17 01:05:00	ES	Futures	4076.75	4080.97	4076.18	4079.56	1171.0
2022-10-17 01:10:00	ES	Futures	4079.56	4082.66	4079.56	4081.26	1283.0
2022-10-17 01:15:00	ES	Futures	4081.26	4084.36	4080.97	4083.23	1790.0
2022-10-17 01:20:00	ES	Futures	4083.23	4084.07	4080.97	4081.54	878.0
2022-10-17 01:25:00	ES	Futures	4081.26	4082.38	4080.41	4082.1	1046.0
2022-10-17 01:30:00	ES	Futures	4082.1	4082.1	4080.13	4080.69	817.0
2022-10-17 01:35:00	ES	Futures	4080.97	4081.26	4079.28	4080.41	823.0
2022-10-17 01:40:00	ES	Futures	4080.13	4082.95	4079.85	4082.66	884.0
2022-10-17 01:45:00	ES	Futures	4082.66	4082.95	4080.97	4081.26	1098.0
2022-10-17 01:50:00	ES	Futures	4081.26	4086.61	4081.26	4085.77	3514.0
2022-10-17 01:55:00	ES	Futures	4085.77	4090.28	4085.2	4086.61	3595.0
2022-10-17 02:00:00	ES	Futures	4086.61	4089.71	4085.48	4087.46	3437.0
2022-10-17 02:05:00	ES	Futures	4087.74	4088.58	4085.2	4085.48	3474.0
2022-10-17 02:10:00	ES	Futures	4085.48	4091.69	4085.2	4091.12	2645.0
2022-10-17 02:15:00	ES	Futures	4090.84	4091.97	4088.3	4089.71	1141.0
2022-10-17 02:20:00	ES	Futures	4089.71	4089.99	4084.92	4086.05	2862.0
2022-10-17 02:25:00	ES	Futures	4086.05	4087.74	4084.92	4087.74	2116.0
2022-10-17 02:30:00	ES	Futures	4087.46	4090.56	4084.36	4085.77	3064.0
2022-10-17 02:35:00	ES	Futures	4085.77	4087.74	4083.51	4084.92	1733.0
2022-10-17 02:40:00	ES	Futures	4084.92	4088.58	4084.92	4088.3	1922.0
2022-10-17 02:45:00	ES	Futures	4088.3	4089.43	4086.33	4088.58	1614.0
2022-10-17 02:50:00	ES	Futures	4088.58	4088.87	4084.64	4085.77	961.0
2022-10-17 02:55:00	ES	Futures	4085.77	4088.3	4085.48	4086.89	847.0
2022-10-17 03:00:00	ES	Futures	4086.89	4102.96	4085.77	4102.4	7711.0
2022-10-17 03:05:00	ES	Futures	4102.12	4102.4	4097.04	4100.71	4039.0
2022-10-17 03:10:00	ES	Futures	4100.42	4101.27	4093.38	4093.66	3486.0
2022-10-17 03:15:00	ES	Futures	4093.66	4097.04	4081.54	4082.66	3893.0
2022-10-17 03:20:00	ES	Futures	4082.66	4085.2	4077.87	4083.23	3992.0
2022-10-17 03:25:00	ES	Futures	4083.51	4089.43	4082.66	4089.15	2445.0
2022-10-17 03:30:00	ES	Futures	4089.15	4091.97	4085.2	4086.33	2205.0
2022-10-17 03:35:00	ES	Futures	4086.61	4089.15	4083.51	4084.92	1311.0
2022-10-17 03:40:00	ES	Futures	4084.64	4094.79	4084.36	4091.69	1885.0
2022-10-17 03:45:00	ES	Futures	4091.4	4095.91	4091.4	4094.79	1634.0
2022-10-17 03:50:00	ES	Futures	4094.79	4101.27	4092.81	4100.71	1980.0
2022-10-17 03:55:00	ES	Futures	4100.71	4104.37	4098.73	4099.01	3252.0
2022-10-17 04:00:00	ES	Futures	4099.01	4100.42	4094.79	4095.63	1950.0
2022-10-17 04:05:00	ES	Futures	4095.91	4098.17	4093.66	4098.17	2041.0

> showing 50 of 20,341 rows — these rows as CSV

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