PREVIEW / futures_5min / 2022-10-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-25.parquet
  size:    392 KB
  rows:    20,486

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
2022-10-25 00:00:00	ES	Futures	4296.06	4298.31	4294.93	4298.31	615.0
2022-10-25 00:05:00	ES	Futures	4298.31	4299.44	4298.03	4299.16	728.0
2022-10-25 00:10:00	ES	Futures	4299.44	4300.0	4297.47	4298.31	616.0
2022-10-25 00:15:00	ES	Futures	4298.6	4298.88	4296.34	4298.88	682.0
2022-10-25 00:20:00	ES	Futures	4299.16	4301.98	4298.88	4301.7	729.0
2022-10-25 00:25:00	ES	Futures	4301.41	4302.26	4299.44	4300.29	581.0
2022-10-25 00:30:00	ES	Futures	4300.0	4301.7	4299.72	4299.72	418.0
2022-10-25 00:35:00	ES	Futures	4299.72	4299.72	4297.75	4298.03	408.0
2022-10-25 00:40:00	ES	Futures	4298.03	4298.6	4297.47	4298.31	343.0
2022-10-25 00:45:00	ES	Futures	4298.31	4298.6	4297.19	4297.47	295.0
2022-10-25 00:50:00	ES	Futures	4297.75	4298.31	4297.47	4297.47	192.0
2022-10-25 00:55:00	ES	Futures	4297.47	4298.31	4296.9	4298.31	291.0
2022-10-25 01:00:00	ES	Futures	4298.31	4300.0	4296.34	4297.75	794.0
2022-10-25 01:05:00	ES	Futures	4297.75	4298.31	4292.96	4293.24	881.0
2022-10-25 01:10:00	ES	Futures	4293.24	4294.65	4291.55	4293.8	764.0
2022-10-25 01:15:00	ES	Futures	4293.52	4295.78	4293.24	4293.52	631.0
2022-10-25 01:20:00	ES	Futures	4293.8	4297.19	4291.83	4295.78	863.0
2022-10-25 01:25:00	ES	Futures	4296.06	4296.62	4292.68	4292.96	610.0
2022-10-25 01:30:00	ES	Futures	4293.24	4294.65	4291.55	4294.09	904.0
2022-10-25 01:35:00	ES	Futures	4294.37	4295.78	4293.52	4295.49	469.0
2022-10-25 01:40:00	ES	Futures	4295.49	4295.49	4292.68	4293.52	561.0
2022-10-25 01:45:00	ES	Futures	4293.24	4294.09	4292.39	4292.39	532.0
2022-10-25 01:50:00	ES	Futures	4292.68	4294.37	4291.27	4291.27	953.0
2022-10-25 01:55:00	ES	Futures	4291.27	4296.34	4290.98	4295.21	870.0
2022-10-25 02:00:00	ES	Futures	4295.21	4302.82	4294.37	4301.13	2083.0
2022-10-25 02:05:00	ES	Futures	4301.41	4301.98	4298.03	4300.0	1244.0
2022-10-25 02:10:00	ES	Futures	4300.0	4301.7	4298.31	4298.6	826.0
2022-10-25 02:15:00	ES	Futures	4298.6	4301.41	4298.6	4301.13	835.0
2022-10-25 02:20:00	ES	Futures	4301.13	4301.7	4298.88	4301.41	770.0
2022-10-25 02:25:00	ES	Futures	4301.41	4304.8	4301.13	4303.95	1242.0
2022-10-25 02:30:00	ES	Futures	4303.95	4305.36	4298.6	4299.16	1792.0
2022-10-25 02:35:00	ES	Futures	4299.16	4299.44	4296.9	4298.6	1010.0
2022-10-25 02:40:00	ES	Futures	4298.88	4301.13	4297.47	4300.85	741.0
2022-10-25 02:45:00	ES	Futures	4300.85	4301.98	4298.88	4298.88	964.0
2022-10-25 02:50:00	ES	Futures	4298.6	4300.29	4295.78	4296.62	804.0
2022-10-25 02:55:00	ES	Futures	4296.62	4300.0	4295.49	4298.88	1064.0
2022-10-25 03:00:00	ES	Futures	4299.16	4304.52	4294.65	4295.78	4044.0
2022-10-25 03:05:00	ES	Futures	4295.78	4303.39	4294.93	4301.41	1911.0
2022-10-25 03:10:00	ES	Futures	4301.13	4302.54	4293.52	4295.78	2386.0
2022-10-25 03:15:00	ES	Futures	4295.78	4303.67	4293.8	4299.16	2804.0
2022-10-25 03:20:00	ES	Futures	4299.44	4300.57	4296.9	4297.47	975.0
2022-10-25 03:25:00	ES	Futures	4297.75	4298.31	4291.27	4291.55	1638.0
2022-10-25 03:30:00	ES	Futures	4291.55	4294.65	4289.86	4294.37	2034.0
2022-10-25 03:35:00	ES	Futures	4294.37	4295.78	4292.39	4295.49	1401.0
2022-10-25 03:40:00	ES	Futures	4295.49	4295.49	4289.86	4291.27	1606.0
2022-10-25 03:45:00	ES	Futures	4291.55	4292.96	4289.57	4292.39	919.0
2022-10-25 03:50:00	ES	Futures	4292.68	4295.78	4292.11	4292.11	1129.0
2022-10-25 03:55:00	ES	Futures	4292.39	4296.34	4291.55	4295.49	938.0
2022-10-25 04:00:00	ES	Futures	4295.49	4297.19	4292.68	4296.9	1604.0
2022-10-25 04:05:00	ES	Futures	4296.9	4300.0	4295.21	4297.47	1937.0

> showing 50 of 20,486 rows — these rows as CSV

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