PREVIEW / futures_5min / 2022-10-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-26.parquet
  size:    398 KB
  rows:    20,762

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
2022-10-26 00:00:00	ES	Futures	4325.38	4326.22	4324.25	4325.09	243.0
2022-10-26 00:05:00	ES	Futures	4325.09	4325.94	4323.97	4324.81	275.0
2022-10-26 00:10:00	ES	Futures	4324.81	4325.38	4323.97	4324.25	263.0
2022-10-26 00:15:00	ES	Futures	4324.25	4325.09	4323.68	4324.53	211.0
2022-10-26 00:20:00	ES	Futures	4324.53	4325.09	4323.97	4324.81	163.0
2022-10-26 00:25:00	ES	Futures	4324.53	4325.94	4323.68	4325.94	369.0
2022-10-26 00:30:00	ES	Futures	4325.94	4328.19	4325.66	4327.91	679.0
2022-10-26 00:35:00	ES	Futures	4327.91	4327.91	4325.09	4325.66	415.0
2022-10-26 00:40:00	ES	Futures	4325.94	4325.94	4324.53	4325.09	227.0
2022-10-26 00:45:00	ES	Futures	4325.09	4325.66	4324.25	4324.25	245.0
2022-10-26 00:50:00	ES	Futures	4324.25	4325.38	4324.25	4325.38	182.0
2022-10-26 00:55:00	ES	Futures	4325.38	4325.94	4324.53	4324.81	225.0
2022-10-26 01:00:00	ES	Futures	4324.53	4328.19	4324.25	4326.78	678.0
2022-10-26 01:05:00	ES	Futures	4327.07	4327.07	4322.84	4323.4	591.0
2022-10-26 01:10:00	ES	Futures	4323.68	4323.97	4321.43	4321.71	793.0
2022-10-26 01:15:00	ES	Futures	4321.43	4322.56	4320.02	4320.87	905.0
2022-10-26 01:20:00	ES	Futures	4320.87	4321.99	4320.02	4321.43	609.0
2022-10-26 01:25:00	ES	Futures	4321.43	4323.68	4321.43	4323.4	952.0
2022-10-26 01:30:00	ES	Futures	4323.4	4323.4	4321.15	4321.15	674.0
2022-10-26 01:35:00	ES	Futures	4321.15	4322.27	4320.58	4321.99	729.0
2022-10-26 01:40:00	ES	Futures	4321.71	4324.53	4321.71	4324.25	466.0
2022-10-26 01:45:00	ES	Futures	4324.25	4324.53	4323.12	4323.68	351.0
2022-10-26 01:50:00	ES	Futures	4323.68	4323.97	4320.58	4321.43	835.0
2022-10-26 01:55:00	ES	Futures	4321.15	4322.27	4320.02	4320.58	1057.0
2022-10-26 02:00:00	ES	Futures	4320.58	4322.84	4318.89	4322.84	1530.0
2022-10-26 02:05:00	ES	Futures	4322.84	4323.12	4320.58	4321.99	1126.0
2022-10-26 02:10:00	ES	Futures	4322.27	4329.04	4321.99	4326.22	2195.0
2022-10-26 02:15:00	ES	Futures	4326.22	4327.91	4325.38	4326.5	1163.0
2022-10-26 02:20:00	ES	Futures	4326.5	4326.78	4320.58	4320.58	1213.0
2022-10-26 02:25:00	ES	Futures	4320.87	4321.99	4319.46	4320.3	2544.0
2022-10-26 02:30:00	ES	Futures	4320.3	4322.56	4318.89	4321.43	1332.0
2022-10-26 02:35:00	ES	Futures	4321.15	4322.27	4320.02	4321.99	525.0
2022-10-26 02:40:00	ES	Futures	4321.99	4321.99	4319.17	4320.3	890.0
2022-10-26 02:45:00	ES	Futures	4320.02	4321.43	4318.89	4319.46	1173.0
2022-10-26 02:50:00	ES	Futures	4319.46	4323.4	4319.46	4321.71	837.0
2022-10-26 02:55:00	ES	Futures	4321.71	4325.09	4321.43	4323.4	1193.0
2022-10-26 03:00:00	ES	Futures	4323.4	4329.6	4323.4	4325.09	3513.0
2022-10-26 03:05:00	ES	Futures	4325.09	4327.63	4322.27	4326.22	2569.0
2022-10-26 03:10:00	ES	Futures	4325.94	4325.94	4321.99	4323.12	2167.0
2022-10-26 03:15:00	ES	Futures	4323.4	4328.76	4322.84	4327.63	1835.0
2022-10-26 03:20:00	ES	Futures	4327.63	4333.83	4327.35	4332.99	3687.0
2022-10-26 03:25:00	ES	Futures	4333.27	4333.27	4328.19	4332.42	2118.0
2022-10-26 03:30:00	ES	Futures	4332.14	4334.4	4329.6	4332.99	1679.0
2022-10-26 03:35:00	ES	Futures	4332.7	4334.11	4329.89	4332.42	2743.0
2022-10-26 03:40:00	ES	Futures	4332.42	4334.11	4330.17	4332.7	2394.0
2022-10-26 03:45:00	ES	Futures	4332.7	4335.52	4330.73	4333.83	2738.0
2022-10-26 03:50:00	ES	Futures	4334.11	4336.09	4331.3	4335.24	2650.0
2022-10-26 03:55:00	ES	Futures	4334.96	4337.5	4333.27	4334.11	2215.0
2022-10-26 04:00:00	ES	Futures	4334.11	4341.16	4332.99	4340.6	3812.0
2022-10-26 04:05:00	ES	Futures	4340.6	4341.73	4338.91	4341.16	3065.0

> showing 50 of 20,762 rows — these rows as CSV

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