PREVIEW / futures_5min / 2022-10-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-27.parquet
  size:    409 KB
  rows:    20,990

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
2022-10-27 00:00:00	ES	Futures	4354.13	4354.41	4351.87	4352.44	637.0
2022-10-27 00:05:00	ES	Futures	4352.16	4353.85	4351.87	4353.28	626.0
2022-10-27 00:10:00	ES	Futures	4353.28	4354.41	4353.28	4353.56	282.0
2022-10-27 00:15:00	ES	Futures	4353.56	4354.13	4353.0	4354.13	494.0
2022-10-27 00:20:00	ES	Futures	4353.85	4355.26	4353.56	4354.41	433.0
2022-10-27 00:25:00	ES	Futures	4354.69	4355.26	4353.85	4354.97	383.0
2022-10-27 00:30:00	ES	Futures	4354.97	4354.97	4353.28	4353.56	387.0
2022-10-27 00:35:00	ES	Futures	4353.56	4354.13	4351.31	4353.0	584.0
2022-10-27 00:40:00	ES	Futures	4352.72	4354.13	4352.44	4352.44	433.0
2022-10-27 00:45:00	ES	Futures	4352.44	4355.26	4351.87	4354.13	682.0
2022-10-27 00:50:00	ES	Futures	4354.13	4356.38	4353.28	4356.1	666.0
2022-10-27 00:55:00	ES	Futures	4356.1	4356.95	4354.69	4355.54	408.0
2022-10-27 01:00:00	ES	Futures	4355.54	4356.1	4354.13	4354.69	443.0
2022-10-27 01:05:00	ES	Futures	4354.41	4354.69	4352.16	4353.56	551.0
2022-10-27 01:10:00	ES	Futures	4353.28	4354.13	4351.31	4353.56	716.0
2022-10-27 01:15:00	ES	Futures	4353.28	4353.85	4350.75	4351.31	659.0
2022-10-27 01:20:00	ES	Futures	4351.31	4352.72	4349.62	4352.72	984.0
2022-10-27 01:25:00	ES	Futures	4352.44	4352.72	4349.05	4349.9	706.0
2022-10-27 01:30:00	ES	Futures	4349.9	4352.44	4349.34	4352.44	584.0
2022-10-27 01:35:00	ES	Futures	4352.44	4356.67	4351.87	4354.97	1363.0
2022-10-27 01:40:00	ES	Futures	4354.97	4361.18	4354.69	4358.64	2177.0
2022-10-27 01:45:00	ES	Futures	4358.92	4360.33	4357.23	4357.51	639.0
2022-10-27 01:50:00	ES	Futures	4357.51	4358.92	4356.67	4357.79	566.0
2022-10-27 01:55:00	ES	Futures	4357.79	4359.77	4357.23	4358.07	1057.0
2022-10-27 02:00:00	ES	Futures	4358.07	4360.05	4354.41	4354.97	1584.0
2022-10-27 02:05:00	ES	Futures	4355.26	4355.54	4353.56	4354.69	1007.0
2022-10-27 02:10:00	ES	Futures	4354.41	4354.69	4351.59	4352.72	999.0
2022-10-27 02:15:00	ES	Futures	4352.72	4353.85	4351.03	4353.85	712.0
2022-10-27 02:20:00	ES	Futures	4353.85	4353.85	4347.36	4349.34	1603.0
2022-10-27 02:25:00	ES	Futures	4349.34	4354.41	4349.05	4352.72	2005.0
2022-10-27 02:30:00	ES	Futures	4352.72	4352.72	4345.95	4346.52	1746.0
2022-10-27 02:35:00	ES	Futures	4346.8	4348.21	4345.11	4345.67	1206.0
2022-10-27 02:40:00	ES	Futures	4345.67	4347.64	4342.57	4343.7	1894.0
2022-10-27 02:45:00	ES	Futures	4343.7	4347.36	4343.7	4345.11	1446.0
2022-10-27 02:50:00	ES	Futures	4345.39	4347.08	4344.26	4345.11	768.0
2022-10-27 02:55:00	ES	Futures	4345.39	4346.8	4341.73	4343.13	1444.0
2022-10-27 03:00:00	ES	Futures	4343.13	4344.83	4337.5	4341.44	4774.0
2022-10-27 03:05:00	ES	Futures	4341.44	4345.39	4339.47	4344.26	1976.0
2022-10-27 03:10:00	ES	Futures	4344.54	4348.21	4343.7	4343.7	2241.0
2022-10-27 03:15:00	ES	Futures	4343.98	4346.8	4341.73	4343.42	2234.0
2022-10-27 03:20:00	ES	Futures	4343.42	4348.77	4343.42	4343.7	2366.0
2022-10-27 03:25:00	ES	Futures	4343.7	4348.21	4337.5	4338.34	3388.0
2022-10-27 03:30:00	ES	Futures	4338.34	4341.44	4337.5	4339.19	2258.0
2022-10-27 03:35:00	ES	Futures	4339.19	4341.44	4336.65	4338.62	2815.0
2022-10-27 03:40:00	ES	Futures	4338.34	4340.88	4338.06	4340.03	1589.0
2022-10-27 03:45:00	ES	Futures	4340.03	4340.88	4336.93	4338.62	1508.0
2022-10-27 03:50:00	ES	Futures	4338.62	4341.16	4338.62	4340.32	1577.0
2022-10-27 03:55:00	ES	Futures	4340.32	4341.73	4338.62	4340.32	1569.0
2022-10-27 04:00:00	ES	Futures	4340.32	4343.98	4338.34	4342.57	2647.0
2022-10-27 04:05:00	ES	Futures	4342.29	4342.57	4336.65	4338.34	2170.0

> showing 50 of 20,990 rows — these rows as CSV

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