PREVIEW / futures_5min / 2022-10-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-23.parquet
  size:    102 KB
  rows:    4,234

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
2022-10-23 18:00:00	ES	Futures	4252.08	4293.24	4251.8	4288.45	14645.0
2022-10-23 18:05:00	ES	Futures	4288.73	4299.72	4287.6	4293.24	6672.0
2022-10-23 18:10:00	ES	Futures	4293.52	4294.65	4286.47	4287.32	3231.0
2022-10-23 18:15:00	ES	Futures	4287.32	4288.17	4283.09	4285.63	2801.0
2022-10-23 18:20:00	ES	Futures	4285.63	4287.6	4280.55	4281.96	2878.0
2022-10-23 18:25:00	ES	Futures	4281.96	4286.47	4281.68	4283.94	1222.0
2022-10-23 18:30:00	ES	Futures	4284.22	4284.22	4280.27	4282.81	1472.0
2022-10-23 18:35:00	ES	Futures	4282.53	4284.22	4277.74	4278.58	1423.0
2022-10-23 18:40:00	ES	Futures	4278.86	4280.55	4276.33	4279.71	1259.0
2022-10-23 18:45:00	ES	Futures	4279.43	4279.71	4275.2	4276.33	1686.0
2022-10-23 18:50:00	ES	Futures	4276.33	4279.99	4275.48	4278.86	1694.0
2022-10-23 18:55:00	ES	Futures	4278.86	4281.12	4277.45	4278.3	1354.0
2022-10-23 19:00:00	ES	Futures	4278.02	4280.84	4277.17	4278.58	1569.0
2022-10-23 19:05:00	ES	Futures	4278.58	4280.55	4276.61	4280.27	922.0
2022-10-23 19:10:00	ES	Futures	4280.55	4280.84	4277.17	4277.17	887.0
2022-10-23 19:15:00	ES	Futures	4277.45	4279.99	4277.45	4279.43	996.0
2022-10-23 19:20:00	ES	Futures	4279.14	4279.71	4274.07	4274.63	1783.0
2022-10-23 19:25:00	ES	Futures	4274.63	4275.48	4271.82	4273.22	1902.0
2022-10-23 19:30:00	ES	Futures	4273.51	4275.76	4272.38	4273.51	1514.0
2022-10-23 19:35:00	ES	Futures	4273.22	4282.53	4272.38	4280.55	4173.0
2022-10-23 19:40:00	ES	Futures	4280.55	4284.78	4277.74	4284.22	2834.0
2022-10-23 19:45:00	ES	Futures	4284.22	4286.47	4276.33	4276.33	2628.0
2022-10-23 19:50:00	ES	Futures	4276.33	4278.58	4273.51	4277.74	2141.0
2022-10-23 19:55:00	ES	Futures	4277.45	4278.58	4269.56	4269.56	2495.0
2022-10-23 20:00:00	ES	Futures	4269.56	4272.1	4264.2	4268.71	3709.0
2022-10-23 20:05:00	ES	Futures	4269.0	4273.51	4267.31	4273.22	2602.0
2022-10-23 20:10:00	ES	Futures	4273.22	4275.2	4270.69	4271.53	1776.0
2022-10-23 20:15:00	ES	Futures	4271.53	4271.82	4266.46	4271.25	1996.0
2022-10-23 20:20:00	ES	Futures	4271.53	4272.94	4268.15	4269.84	1091.0
2022-10-23 20:25:00	ES	Futures	4269.56	4273.79	4269.0	4272.66	901.0
2022-10-23 20:30:00	ES	Futures	4273.22	4274.35	4270.12	4271.53	870.0
2022-10-23 20:35:00	ES	Futures	4271.53	4276.89	4271.53	4274.63	1824.0
2022-10-23 20:40:00	ES	Futures	4274.92	4275.2	4268.71	4270.41	1084.0
2022-10-23 20:45:00	ES	Futures	4270.12	4270.12	4264.77	4265.05	1710.0
2022-10-23 20:50:00	ES	Futures	4265.33	4267.87	4264.77	4265.61	1139.0
2022-10-23 20:55:00	ES	Futures	4265.61	4267.31	4263.92	4266.46	997.0
2022-10-23 21:00:00	ES	Futures	4266.46	4266.74	4263.92	4266.46	1519.0
2022-10-23 21:05:00	ES	Futures	4266.46	4267.59	4264.49	4265.61	798.0
2022-10-23 21:10:00	ES	Futures	4265.61	4266.74	4263.92	4266.74	524.0
2022-10-23 21:15:00	ES	Futures	4266.74	4266.74	4256.88	4257.44	4568.0
2022-10-23 21:20:00	ES	Futures	4257.44	4259.98	4255.18	4255.75	2867.0
2022-10-23 21:25:00	ES	Futures	4255.75	4259.98	4255.18	4259.13	2350.0
2022-10-23 21:30:00	ES	Futures	4259.13	4265.33	4255.75	4265.05	2807.0
2022-10-23 21:35:00	ES	Futures	4264.77	4269.28	4264.49	4265.9	2277.0
2022-10-23 21:40:00	ES	Futures	4265.61	4267.31	4262.79	4264.49	1181.0
2022-10-23 21:45:00	ES	Futures	4264.49	4266.18	4261.95	4262.51	1196.0
2022-10-23 21:50:00	ES	Futures	4262.79	4264.49	4261.39	4262.79	1039.0
2022-10-23 21:55:00	ES	Futures	4263.08	4264.2	4259.69	4261.1	1084.0
2022-10-23 22:00:00	ES	Futures	4261.1	4261.39	4254.34	4254.62	2556.0
2022-10-23 22:05:00	ES	Futures	4254.62	4256.88	4254.06	4256.03	1567.0

> showing 50 of 4,234 rows — these rows as CSV

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