PREVIEW / futures_5min / 2022-10-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-21.parquet
  size:    364 KB
  rows:    16,807

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
2022-10-21 00:00:00	ES	Futures	4132.84	4132.84	4130.87	4130.87	630.0
2022-10-21 00:05:00	ES	Futures	4130.87	4131.71	4129.18	4130.02	720.0
2022-10-21 00:10:00	ES	Futures	4130.02	4130.87	4129.18	4129.18	423.0
2022-10-21 00:15:00	ES	Futures	4129.46	4131.43	4128.61	4131.15	570.0
2022-10-21 00:20:00	ES	Futures	4131.43	4133.41	4131.43	4133.12	727.0
2022-10-21 00:25:00	ES	Futures	4133.12	4135.1	4132.84	4133.69	535.0
2022-10-21 00:30:00	ES	Futures	4133.69	4134.25	4131.15	4132.84	549.0
2022-10-21 00:35:00	ES	Futures	4132.84	4132.84	4130.87	4131.15	264.0
2022-10-21 00:40:00	ES	Futures	4131.43	4132.84	4130.87	4132.84	333.0
2022-10-21 00:45:00	ES	Futures	4132.84	4134.25	4132.28	4132.28	340.0
2022-10-21 00:50:00	ES	Futures	4132.0	4132.28	4130.02	4130.3	315.0
2022-10-21 00:55:00	ES	Futures	4130.3	4132.84	4128.9	4132.84	505.0
2022-10-21 01:00:00	ES	Futures	4132.84	4133.69	4130.87	4132.56	652.0
2022-10-21 01:05:00	ES	Futures	4132.84	4132.84	4128.61	4129.74	820.0
2022-10-21 01:10:00	ES	Futures	4130.02	4130.59	4128.61	4129.46	376.0
2022-10-21 01:15:00	ES	Futures	4129.18	4129.74	4127.77	4128.61	553.0
2022-10-21 01:20:00	ES	Futures	4128.9	4130.3	4126.92	4128.33	752.0
2022-10-21 01:25:00	ES	Futures	4128.61	4130.3	4128.05	4128.05	331.0
2022-10-21 01:30:00	ES	Futures	4128.05	4128.61	4127.2	4127.77	341.0
2022-10-21 01:35:00	ES	Futures	4127.77	4131.15	4127.77	4130.87	404.0
2022-10-21 01:40:00	ES	Futures	4130.59	4131.43	4128.61	4130.3	601.0
2022-10-21 01:45:00	ES	Futures	4130.3	4132.84	4129.74	4130.3	674.0
2022-10-21 01:50:00	ES	Futures	4130.3	4131.15	4128.9	4130.02	585.0
2022-10-21 01:55:00	ES	Futures	4130.3	4130.87	4128.61	4129.18	694.0
2022-10-21 02:00:00	ES	Futures	4129.18	4131.71	4126.36	4130.3	1705.0
2022-10-21 02:05:00	ES	Futures	4130.3	4136.51	4128.61	4134.25	1377.0
2022-10-21 02:10:00	ES	Futures	4133.97	4137.07	4133.41	4136.51	1435.0
2022-10-21 02:15:00	ES	Futures	4136.51	4136.79	4129.46	4129.74	1453.0
2022-10-21 02:20:00	ES	Futures	4130.02	4132.84	4129.46	4130.87	1310.0
2022-10-21 02:25:00	ES	Futures	4131.15	4132.0	4129.46	4130.02	807.0
2022-10-21 02:30:00	ES	Futures	4129.74	4134.82	4128.9	4130.87	1616.0
2022-10-21 02:35:00	ES	Futures	4130.59	4133.69	4130.59	4133.41	725.0
2022-10-21 02:40:00	ES	Futures	4133.12	4137.92	4132.84	4137.07	1239.0
2022-10-21 02:45:00	ES	Futures	4137.07	4140.45	4136.79	4140.17	1618.0
2022-10-21 02:50:00	ES	Futures	4140.17	4140.17	4136.79	4137.35	691.0
2022-10-21 02:55:00	ES	Futures	4137.07	4137.63	4134.82	4135.94	791.0
2022-10-21 03:00:00	ES	Futures	4136.22	4136.22	4131.71	4133.41	2796.0
2022-10-21 03:05:00	ES	Futures	4133.69	4133.69	4125.79	4128.61	3204.0
2022-10-21 03:10:00	ES	Futures	4128.33	4131.71	4126.92	4127.49	1868.0
2022-10-21 03:15:00	ES	Futures	4127.2	4136.79	4126.36	4135.66	1926.0
2022-10-21 03:20:00	ES	Futures	4135.66	4149.19	4135.38	4147.22	4735.0
2022-10-21 03:25:00	ES	Futures	4147.22	4148.91	4141.58	4143.84	2274.0
2022-10-21 03:30:00	ES	Futures	4143.55	4144.96	4141.02	4142.71	1603.0
2022-10-21 03:35:00	ES	Futures	4142.99	4144.12	4140.74	4142.71	1191.0
2022-10-21 03:40:00	ES	Futures	4142.71	4143.55	4140.45	4141.86	1135.0
2022-10-21 03:45:00	ES	Futures	4141.86	4142.43	4135.1	4137.07	1886.0
2022-10-21 03:50:00	ES	Futures	4136.79	4137.35	4131.71	4132.28	1588.0
2022-10-21 03:55:00	ES	Futures	4132.28	4134.25	4128.61	4128.9	2404.0
2022-10-21 04:00:00	ES	Futures	4128.61	4129.46	4124.95	4126.36	3842.0
2022-10-21 04:05:00	ES	Futures	4126.64	4126.92	4122.69	4124.1	3810.0

> showing 50 of 16,807 rows — these rows as CSV

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