PREVIEW / futures_5min / 2022-10-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-18.parquet
  size:    371 KB
  rows:    20,488

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
2022-10-18 00:00:00	ES	Futures	4219.95	4225.87	4219.38	4223.89	3513.0
2022-10-18 00:05:00	ES	Futures	4224.18	4227.28	4222.2	4222.77	4588.0
2022-10-18 00:10:00	ES	Futures	4222.77	4229.81	4221.92	4227.84	3611.0
2022-10-18 00:15:00	ES	Futures	4227.84	4236.3	4227.56	4233.48	3433.0
2022-10-18 00:20:00	ES	Futures	4233.48	4238.83	4233.2	4238.55	2569.0
2022-10-18 00:25:00	ES	Futures	4238.55	4244.19	4238.27	4240.81	3539.0
2022-10-18 00:30:00	ES	Futures	4240.53	4245.04	4238.27	4243.91	3542.0
2022-10-18 00:35:00	ES	Futures	4243.63	4243.91	4237.14	4237.99	2678.0
2022-10-18 00:40:00	ES	Futures	4237.99	4238.55	4234.32	4235.17	3848.0
2022-10-18 00:45:00	ES	Futures	4235.17	4236.3	4233.48	4233.48	1716.0
2022-10-18 00:50:00	ES	Futures	4233.76	4234.89	4232.07	4232.63	2078.0
2022-10-18 00:55:00	ES	Futures	4232.63	4234.04	4231.22	4232.63	1679.0
2022-10-18 01:00:00	ES	Futures	4232.63	4234.89	4231.22	4234.32	1645.0
2022-10-18 01:05:00	ES	Futures	4234.32	4235.17	4228.12	4228.4	1992.0
2022-10-18 01:10:00	ES	Futures	4228.12	4230.66	4226.43	4230.66	1635.0
2022-10-18 01:15:00	ES	Futures	4230.66	4230.66	4227.56	4228.69	1278.0
2022-10-18 01:20:00	ES	Futures	4228.69	4229.81	4226.99	4228.12	835.0
2022-10-18 01:25:00	ES	Futures	4227.84	4229.53	4226.71	4227.84	929.0
2022-10-18 01:30:00	ES	Futures	4227.56	4229.81	4226.99	4229.81	1187.0
2022-10-18 01:35:00	ES	Futures	4229.53	4231.22	4228.12	4230.38	1496.0
2022-10-18 01:40:00	ES	Futures	4230.66	4231.79	4227.56	4229.53	1252.0
2022-10-18 01:45:00	ES	Futures	4229.25	4229.81	4227.56	4228.4	919.0
2022-10-18 01:50:00	ES	Futures	4228.4	4229.53	4227.28	4228.12	800.0
2022-10-18 01:55:00	ES	Futures	4228.12	4228.12	4221.64	4223.89	3071.0
2022-10-18 02:00:00	ES	Futures	4224.18	4224.18	4219.95	4220.79	2710.0
2022-10-18 02:05:00	ES	Futures	4221.07	4221.64	4219.38	4220.79	2280.0
2022-10-18 02:10:00	ES	Futures	4220.79	4225.87	4220.79	4225.87	1803.0
2022-10-18 02:15:00	ES	Futures	4226.15	4228.97	4224.18	4226.15	1973.0
2022-10-18 02:20:00	ES	Futures	4226.43	4230.94	4224.74	4228.4	2076.0
2022-10-18 02:25:00	ES	Futures	4228.69	4231.22	4228.12	4230.1	1587.0
2022-10-18 02:30:00	ES	Futures	4230.38	4230.38	4225.87	4228.97	2540.0
2022-10-18 02:35:00	ES	Futures	4228.69	4230.94	4228.69	4230.38	1741.0
2022-10-18 02:40:00	ES	Futures	4230.66	4239.96	4230.38	4239.96	5023.0
2022-10-18 02:45:00	ES	Futures	4239.68	4239.96	4232.63	4232.63	2950.0
2022-10-18 02:50:00	ES	Futures	4232.63	4233.48	4227.56	4229.25	2276.0
2022-10-18 02:55:00	ES	Futures	4229.25	4229.81	4226.43	4227.56	1380.0
2022-10-18 03:00:00	ES	Futures	4227.28	4227.28	4221.64	4222.2	5250.0
2022-10-18 03:05:00	ES	Futures	4221.92	4223.05	4212.05	4214.03	5878.0
2022-10-18 03:10:00	ES	Futures	4214.03	4221.36	4213.75	4216.85	4273.0
2022-10-18 03:15:00	ES	Futures	4216.85	4219.67	4214.03	4216.0	2654.0
2022-10-18 03:20:00	ES	Futures	4216.0	4221.36	4209.8	4221.07	4645.0
2022-10-18 03:25:00	ES	Futures	4221.07	4223.89	4218.26	4220.51	3331.0
2022-10-18 03:30:00	ES	Futures	4220.51	4227.56	4219.95	4225.3	4394.0
2022-10-18 03:35:00	ES	Futures	4225.02	4226.15	4223.05	4224.74	1840.0
2022-10-18 03:40:00	ES	Futures	4224.46	4227.56	4224.18	4225.02	1757.0
2022-10-18 03:45:00	ES	Futures	4225.3	4228.12	4223.33	4227.56	1668.0
2022-10-18 03:50:00	ES	Futures	4227.56	4230.38	4226.15	4229.81	2513.0
2022-10-18 03:55:00	ES	Futures	4229.81	4234.89	4228.97	4231.79	2796.0
2022-10-18 04:00:00	ES	Futures	4231.79	4233.2	4228.4	4229.25	2875.0
2022-10-18 04:05:00	ES	Futures	4229.25	4232.07	4226.71	4227.84	2640.0

> showing 50 of 20,488 rows — these rows as CSV

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