PREVIEW / futures_5min / 2022-10-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-20.parquet
  size:    383 KB
  rows:    20,367

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
2022-10-20 00:00:00	ES	Futures	4153.14	4153.98	4151.17	4151.45	545.0
2022-10-20 00:05:00	ES	Futures	4151.73	4152.86	4150.88	4152.01	208.0
2022-10-20 00:10:00	ES	Futures	4152.01	4152.57	4149.76	4152.29	384.0
2022-10-20 00:15:00	ES	Futures	4152.29	4177.66	4152.01	4172.31	5444.0
2022-10-20 00:20:00	ES	Futures	4172.31	4174.0	4163.85	4174.0	3917.0
2022-10-20 00:25:00	ES	Futures	4174.0	4174.84	4166.11	4167.23	2196.0
2022-10-20 00:30:00	ES	Futures	4167.23	4167.51	4162.72	4163.85	1363.0
2022-10-20 00:35:00	ES	Futures	4163.85	4165.26	4162.44	4162.72	1782.0
2022-10-20 00:40:00	ES	Futures	4162.44	4163.0	4160.19	4162.44	1017.0
2022-10-20 00:45:00	ES	Futures	4162.16	4167.23	4162.16	4167.23	1766.0
2022-10-20 00:50:00	ES	Futures	4166.95	4170.62	4165.26	4169.49	1082.0
2022-10-20 00:55:00	ES	Futures	4169.77	4171.18	4167.51	4169.77	718.0
2022-10-20 01:00:00	ES	Futures	4169.77	4172.03	4163.29	4163.85	1595.0
2022-10-20 01:05:00	ES	Futures	4164.13	4173.15	4163.29	4172.87	1136.0
2022-10-20 01:10:00	ES	Futures	4172.87	4193.45	4171.74	4189.22	6858.0
2022-10-20 01:15:00	ES	Futures	4189.22	4189.22	4184.43	4184.43	2423.0
2022-10-20 01:20:00	ES	Futures	4184.43	4189.5	4180.76	4182.17	2450.0
2022-10-20 01:25:00	ES	Futures	4181.89	4182.74	4178.79	4181.33	1159.0
2022-10-20 01:30:00	ES	Futures	4181.61	4182.46	4177.66	4179.35	1495.0
2022-10-20 01:35:00	ES	Futures	4179.35	4180.76	4176.54	4177.1	1354.0
2022-10-20 01:40:00	ES	Futures	4177.1	4179.92	4176.54	4179.07	862.0
2022-10-20 01:45:00	ES	Futures	4178.79	4178.79	4173.43	4174.84	1082.0
2022-10-20 01:50:00	ES	Futures	4174.56	4175.41	4172.03	4174.84	840.0
2022-10-20 01:55:00	ES	Futures	4174.84	4176.25	4172.59	4174.28	1096.0
2022-10-20 02:00:00	ES	Futures	4174.28	4175.97	4170.33	4173.15	1706.0
2022-10-20 02:05:00	ES	Futures	4172.87	4177.66	4172.59	4176.82	1117.0
2022-10-20 02:10:00	ES	Futures	4176.54	4177.1	4171.74	4175.13	741.0
2022-10-20 02:15:00	ES	Futures	4175.41	4175.41	4169.49	4171.18	1256.0
2022-10-20 02:20:00	ES	Futures	4171.46	4172.87	4165.54	4166.95	1245.0
2022-10-20 02:25:00	ES	Futures	4166.95	4170.05	4166.67	4168.08	1216.0
2022-10-20 02:30:00	ES	Futures	4168.08	4168.08	4161.03	4161.88	2200.0
2022-10-20 02:35:00	ES	Futures	4161.88	4163.57	4159.9	4162.16	2052.0
2022-10-20 02:40:00	ES	Futures	4162.16	4166.95	4162.16	4165.82	1493.0
2022-10-20 02:45:00	ES	Futures	4165.82	4167.23	4163.85	4167.23	969.0
2022-10-20 02:50:00	ES	Futures	4167.23	4171.74	4166.39	4170.33	1551.0
2022-10-20 02:55:00	ES	Futures	4170.33	4172.87	4170.33	4170.9	926.0
2022-10-20 03:00:00	ES	Futures	4171.18	4175.13	4163.57	4164.13	3735.0
2022-10-20 03:05:00	ES	Futures	4164.41	4166.11	4156.52	4158.21	5207.0
2022-10-20 03:10:00	ES	Futures	4158.21	4160.75	4154.55	4157.37	2751.0
2022-10-20 03:15:00	ES	Futures	4156.8	4164.13	4156.24	4161.03	2108.0
2022-10-20 03:20:00	ES	Futures	4160.75	4166.95	4160.75	4166.11	2132.0
2022-10-20 03:25:00	ES	Futures	4166.11	4168.64	4158.78	4159.62	3024.0
2022-10-20 03:30:00	ES	Futures	4159.62	4163.0	4156.8	4161.6	2097.0
2022-10-20 03:35:00	ES	Futures	4161.88	4162.72	4151.17	4151.45	3611.0
2022-10-20 03:40:00	ES	Futures	4151.45	4157.65	4149.76	4157.65	3195.0
2022-10-20 03:45:00	ES	Futures	4157.37	4158.21	4152.57	4152.57	1984.0
2022-10-20 03:50:00	ES	Futures	4152.86	4159.62	4152.29	4157.08	1915.0
2022-10-20 03:55:00	ES	Futures	4157.08	4157.65	4152.01	4154.55	1951.0
2022-10-20 04:00:00	ES	Futures	4154.55	4158.21	4151.45	4158.21	2062.0
2022-10-20 04:05:00	ES	Futures	4157.93	4163.0	4157.93	4158.49	2681.0

> showing 50 of 20,367 rows — these rows as CSV

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