PREVIEW / futures_5min / 2022-10-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-24.parquet
  size:    374 KB
  rows:    20,409

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
2022-10-24 00:00:00	ES	Futures	4247.01	4248.14	4246.16	4246.73	643.0
2022-10-24 00:05:00	ES	Futures	4246.73	4246.73	4243.63	4243.63	844.0
2022-10-24 00:10:00	ES	Futures	4243.63	4248.14	4243.34	4246.45	893.0
2022-10-24 00:15:00	ES	Futures	4246.45	4249.26	4243.91	4248.7	784.0
2022-10-24 00:20:00	ES	Futures	4248.7	4250.11	4248.7	4249.83	1168.0
2022-10-24 00:25:00	ES	Futures	4250.11	4250.11	4248.7	4249.26	712.0
2022-10-24 00:30:00	ES	Futures	4249.26	4258.85	4249.26	4255.47	3071.0
2022-10-24 00:35:00	ES	Futures	4255.18	4258.85	4254.9	4256.88	884.0
2022-10-24 00:40:00	ES	Futures	4256.88	4258.85	4255.18	4258.57	772.0
2022-10-24 00:45:00	ES	Futures	4258.57	4268.43	4258.57	4264.2	3110.0
2022-10-24 00:50:00	ES	Futures	4264.2	4264.77	4261.1	4261.1	878.0
2022-10-24 00:55:00	ES	Futures	4261.39	4263.36	4260.26	4261.67	588.0
2022-10-24 01:00:00	ES	Futures	4261.39	4262.79	4259.98	4260.54	596.0
2022-10-24 01:05:00	ES	Futures	4260.54	4260.54	4253.77	4254.06	985.0
2022-10-24 01:10:00	ES	Futures	4254.06	4254.34	4246.45	4248.42	2654.0
2022-10-24 01:15:00	ES	Futures	4248.42	4250.96	4247.29	4247.57	953.0
2022-10-24 01:20:00	ES	Futures	4247.57	4250.39	4247.57	4249.55	786.0
2022-10-24 01:25:00	ES	Futures	4249.55	4250.11	4247.29	4249.55	634.0
2022-10-24 01:30:00	ES	Futures	4249.26	4251.24	4248.14	4250.67	905.0
2022-10-24 01:35:00	ES	Futures	4250.67	4251.24	4247.57	4249.83	862.0
2022-10-24 01:40:00	ES	Futures	4249.83	4250.67	4247.85	4248.7	343.0
2022-10-24 01:45:00	ES	Futures	4248.7	4250.67	4248.14	4250.11	548.0
2022-10-24 01:50:00	ES	Futures	4250.11	4250.67	4244.19	4244.47	1175.0
2022-10-24 01:55:00	ES	Futures	4244.47	4245.88	4241.93	4245.88	2713.0
2022-10-24 02:00:00	ES	Futures	4245.6	4247.01	4242.22	4246.16	2157.0
2022-10-24 02:05:00	ES	Futures	4246.45	4246.45	4242.5	4243.63	1090.0
2022-10-24 02:10:00	ES	Futures	4243.91	4247.57	4242.78	4243.34	1869.0
2022-10-24 02:15:00	ES	Futures	4243.06	4252.93	4241.93	4247.85	2468.0
2022-10-24 02:20:00	ES	Futures	4247.85	4255.47	4247.85	4250.96	1866.0
2022-10-24 02:25:00	ES	Futures	4250.96	4254.9	4250.96	4253.77	1441.0
2022-10-24 02:30:00	ES	Futures	4254.06	4258.57	4249.83	4252.36	2280.0
2022-10-24 02:35:00	ES	Futures	4252.08	4255.18	4248.98	4254.62	1302.0
2022-10-24 02:40:00	ES	Futures	4254.34	4255.75	4251.8	4251.8	976.0
2022-10-24 02:45:00	ES	Futures	4251.52	4253.49	4247.29	4247.57	1580.0
2022-10-24 02:50:00	ES	Futures	4247.57	4250.39	4243.63	4245.04	2435.0
2022-10-24 02:55:00	ES	Futures	4245.04	4247.85	4242.78	4246.73	1663.0
2022-10-24 03:00:00	ES	Futures	4246.73	4260.82	4246.45	4256.03	5603.0
2022-10-24 03:05:00	ES	Futures	4255.75	4262.79	4252.08	4252.36	3328.0
2022-10-24 03:10:00	ES	Futures	4252.08	4253.77	4244.47	4248.42	3530.0
2022-10-24 03:15:00	ES	Futures	4248.14	4248.42	4233.2	4234.89	5669.0
2022-10-24 03:20:00	ES	Futures	4234.61	4237.42	4230.1	4230.38	3749.0
2022-10-24 03:25:00	ES	Futures	4230.1	4231.5	4225.3	4228.69	4880.0
2022-10-24 03:30:00	ES	Futures	4228.69	4236.3	4227.56	4235.73	3478.0
2022-10-24 03:35:00	ES	Futures	4235.73	4239.4	4232.07	4235.45	2417.0
2022-10-24 03:40:00	ES	Futures	4235.45	4237.42	4229.81	4231.5	1854.0
2022-10-24 03:45:00	ES	Futures	4231.79	4235.73	4225.58	4235.45	2887.0
2022-10-24 03:50:00	ES	Futures	4235.17	4239.4	4234.04	4236.58	2947.0
2022-10-24 03:55:00	ES	Futures	4236.58	4237.71	4233.76	4233.76	1805.0
2022-10-24 04:00:00	ES	Futures	4233.76	4236.86	4227.28	4230.1	2997.0
2022-10-24 04:05:00	ES	Futures	4230.1	4232.35	4225.3	4231.22	2519.0

> showing 50 of 20,409 rows — these rows as CSV

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