PREVIEW / futures_5min / 2022-10-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-19.parquet
  size:    392 KB
  rows:    20,384

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
2022-10-19 00:00:00	ES	Futures	4241.65	4243.34	4241.09	4241.93	863.0
2022-10-19 00:05:00	ES	Futures	4242.22	4242.22	4239.12	4239.96	1170.0
2022-10-19 00:10:00	ES	Futures	4239.96	4241.93	4239.68	4241.93	343.0
2022-10-19 00:15:00	ES	Futures	4241.93	4242.5	4241.09	4241.09	338.0
2022-10-19 00:20:00	ES	Futures	4241.37	4242.22	4239.68	4239.96	339.0
2022-10-19 00:25:00	ES	Futures	4239.68	4239.68	4237.42	4238.55	815.0
2022-10-19 00:30:00	ES	Futures	4238.27	4239.12	4237.42	4237.99	633.0
2022-10-19 00:35:00	ES	Futures	4237.99	4239.4	4237.42	4238.27	519.0
2022-10-19 00:40:00	ES	Futures	4237.99	4239.12	4237.99	4238.55	422.0
2022-10-19 00:45:00	ES	Futures	4238.55	4240.53	4238.27	4239.4	469.0
2022-10-19 00:50:00	ES	Futures	4239.68	4239.68	4237.71	4238.27	481.0
2022-10-19 00:55:00	ES	Futures	4238.27	4239.12	4237.99	4238.83	294.0
2022-10-19 01:00:00	ES	Futures	4238.83	4239.68	4236.86	4239.12	1012.0
2022-10-19 01:05:00	ES	Futures	4239.12	4240.81	4238.55	4239.96	588.0
2022-10-19 01:10:00	ES	Futures	4239.96	4241.37	4238.83	4239.12	681.0
2022-10-19 01:15:00	ES	Futures	4239.4	4239.96	4237.14	4237.14	688.0
2022-10-19 01:20:00	ES	Futures	4237.14	4237.71	4234.61	4234.89	1249.0
2022-10-19 01:25:00	ES	Futures	4235.17	4235.45	4232.63	4234.61	2024.0
2022-10-19 01:30:00	ES	Futures	4234.89	4234.89	4229.81	4230.38	1353.0
2022-10-19 01:35:00	ES	Futures	4230.38	4232.35	4228.69	4231.5	980.0
2022-10-19 01:40:00	ES	Futures	4231.22	4233.48	4230.38	4233.48	821.0
2022-10-19 01:45:00	ES	Futures	4233.48	4234.89	4232.91	4234.61	594.0
2022-10-19 01:50:00	ES	Futures	4234.32	4236.58	4232.91	4234.89	972.0
2022-10-19 01:55:00	ES	Futures	4235.17	4236.58	4230.94	4231.5	1029.0
2022-10-19 02:00:00	ES	Futures	4231.22	4231.5	4222.77	4223.05	3410.0
2022-10-19 02:05:00	ES	Futures	4223.33	4230.94	4222.2	4230.38	2201.0
2022-10-19 02:10:00	ES	Futures	4230.1	4232.63	4228.69	4229.25	1685.0
2022-10-19 02:15:00	ES	Futures	4229.25	4230.1	4225.3	4228.12	1520.0
2022-10-19 02:20:00	ES	Futures	4227.84	4229.25	4221.92	4222.48	1524.0
2022-10-19 02:25:00	ES	Futures	4222.48	4223.33	4220.23	4222.77	1431.0
2022-10-19 02:30:00	ES	Futures	4222.48	4224.74	4218.54	4219.95	1901.0
2022-10-19 02:35:00	ES	Futures	4220.23	4223.61	4220.23	4220.79	1437.0
2022-10-19 02:40:00	ES	Futures	4220.79	4222.2	4214.87	4216.56	2832.0
2022-10-19 02:45:00	ES	Futures	4216.56	4223.05	4216.28	4221.07	1839.0
2022-10-19 02:50:00	ES	Futures	4221.36	4222.77	4218.82	4220.79	1119.0
2022-10-19 02:55:00	ES	Futures	4220.79	4221.07	4212.62	4215.15	3301.0
2022-10-19 03:00:00	ES	Futures	4214.87	4219.95	4211.49	4212.05	5000.0
2022-10-19 03:05:00	ES	Futures	4212.05	4215.72	4209.52	4213.18	3727.0
2022-10-19 03:10:00	ES	Futures	4213.46	4220.79	4212.62	4214.59	2705.0
2022-10-19 03:15:00	ES	Futures	4214.59	4220.23	4214.03	4219.1	2022.0
2022-10-19 03:20:00	ES	Futures	4219.38	4221.07	4217.97	4218.54	2117.0
2022-10-19 03:25:00	ES	Futures	4218.54	4219.67	4209.8	4211.49	2788.0
2022-10-19 03:30:00	ES	Futures	4211.77	4212.62	4205.29	4206.13	4556.0
2022-10-19 03:35:00	ES	Futures	4206.13	4210.36	4202.75	4208.67	2501.0
2022-10-19 03:40:00	ES	Futures	4208.67	4214.59	4208.67	4212.34	2270.0
2022-10-19 03:45:00	ES	Futures	4212.05	4216.0	4210.64	4213.75	2130.0
2022-10-19 03:50:00	ES	Futures	4214.03	4221.64	4213.18	4219.67	3414.0
2022-10-19 03:55:00	ES	Futures	4219.95	4221.64	4217.41	4219.95	1608.0
2022-10-19 04:00:00	ES	Futures	4220.23	4220.23	4214.87	4215.72	2697.0
2022-10-19 04:05:00	ES	Futures	4215.44	4216.56	4211.21	4212.34	2066.0

> showing 50 of 20,384 rows — these rows as CSV

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