PREVIEW / futures_5min / 2022-10-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-28.parquet
  size:    331 KB
  rows:    16,766

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
2022-10-28 00:00:00	ES	Futures	4289.57	4290.42	4288.45	4290.14	301.0
2022-10-28 00:05:00	ES	Futures	4290.14	4290.98	4288.73	4290.42	437.0
2022-10-28 00:10:00	ES	Futures	4290.7	4290.98	4289.86	4290.14	261.0
2022-10-28 00:15:00	ES	Futures	4289.86	4290.42	4289.01	4289.01	193.0
2022-10-28 00:20:00	ES	Futures	4289.01	4289.01	4283.09	4283.09	1062.0
2022-10-28 00:25:00	ES	Futures	4283.37	4285.91	4283.09	4284.5	460.0
2022-10-28 00:30:00	ES	Futures	4284.5	4285.63	4281.96	4284.78	894.0
2022-10-28 00:35:00	ES	Futures	4284.5	4285.06	4283.37	4283.94	296.0
2022-10-28 00:40:00	ES	Futures	4284.22	4284.5	4283.37	4283.66	180.0
2022-10-28 00:45:00	ES	Futures	4283.37	4284.5	4282.25	4284.5	430.0
2022-10-28 00:50:00	ES	Futures	4284.22	4285.06	4283.09	4283.66	381.0
2022-10-28 00:55:00	ES	Futures	4283.66	4284.5	4283.09	4284.22	260.0
2022-10-28 01:00:00	ES	Futures	4284.5	4284.5	4282.53	4283.66	539.0
2022-10-28 01:05:00	ES	Futures	4283.66	4283.66	4279.99	4280.84	863.0
2022-10-28 01:10:00	ES	Futures	4281.12	4281.96	4277.74	4279.99	1149.0
2022-10-28 01:15:00	ES	Futures	4279.99	4281.4	4278.3	4278.86	875.0
2022-10-28 01:20:00	ES	Futures	4278.86	4279.71	4277.74	4279.14	426.0
2022-10-28 01:25:00	ES	Futures	4279.43	4281.12	4279.43	4280.27	398.0
2022-10-28 01:30:00	ES	Futures	4279.99	4281.4	4275.76	4279.14	2403.0
2022-10-28 01:35:00	ES	Futures	4279.14	4279.71	4272.66	4274.92	1455.0
2022-10-28 01:40:00	ES	Futures	4274.63	4275.48	4271.82	4272.94	1226.0
2022-10-28 01:45:00	ES	Futures	4272.66	4274.92	4271.82	4272.66	1388.0
2022-10-28 01:50:00	ES	Futures	4272.38	4274.92	4272.1	4274.07	740.0
2022-10-28 01:55:00	ES	Futures	4274.07	4276.04	4273.51	4274.35	828.0
2022-10-28 02:00:00	ES	Futures	4274.35	4276.89	4273.22	4276.04	1545.0
2022-10-28 02:05:00	ES	Futures	4276.33	4277.45	4270.97	4272.94	1245.0
2022-10-28 02:10:00	ES	Futures	4272.94	4273.79	4269.84	4272.38	1649.0
2022-10-28 02:15:00	ES	Futures	4272.66	4272.66	4268.71	4270.97	1123.0
2022-10-28 02:20:00	ES	Futures	4271.25	4274.35	4270.41	4270.41	1122.0
2022-10-28 02:25:00	ES	Futures	4270.41	4274.92	4269.28	4274.07	1364.0
2022-10-28 02:30:00	ES	Futures	4274.35	4274.63	4272.66	4273.51	823.0
2022-10-28 02:35:00	ES	Futures	4273.51	4275.2	4271.53	4273.22	1125.0
2022-10-28 02:40:00	ES	Futures	4273.22	4275.76	4272.66	4274.07	1101.0
2022-10-28 02:45:00	ES	Futures	4274.07	4274.07	4266.18	4266.18	2979.0
2022-10-28 02:50:00	ES	Futures	4266.18	4269.0	4264.2	4268.43	2539.0
2022-10-28 02:55:00	ES	Futures	4268.15	4269.84	4264.2	4266.46	1991.0
2022-10-28 03:00:00	ES	Futures	4266.74	4270.69	4263.92	4269.28	4951.0
2022-10-28 03:05:00	ES	Futures	4269.56	4274.35	4268.71	4273.51	2593.0
2022-10-28 03:10:00	ES	Futures	4273.79	4274.92	4267.02	4268.71	2945.0
2022-10-28 03:15:00	ES	Futures	4269.0	4270.97	4265.9	4267.59	2636.0
2022-10-28 03:20:00	ES	Futures	4267.59	4267.59	4261.1	4262.51	3511.0
2022-10-28 03:25:00	ES	Futures	4262.51	4263.64	4261.1	4261.95	2736.0
2022-10-28 03:30:00	ES	Futures	4261.95	4265.05	4258.57	4264.49	3490.0
2022-10-28 03:35:00	ES	Futures	4264.49	4267.59	4262.79	4264.77	2741.0
2022-10-28 03:40:00	ES	Futures	4264.49	4267.31	4262.51	4264.2	2731.0
2022-10-28 03:45:00	ES	Futures	4264.49	4264.77	4260.54	4261.67	2131.0
2022-10-28 03:50:00	ES	Futures	4261.95	4263.92	4259.41	4259.98	1959.0
2022-10-28 03:55:00	ES	Futures	4259.98	4265.9	4259.69	4264.49	1926.0
2022-10-28 04:00:00	ES	Futures	4264.77	4267.02	4260.82	4261.67	3034.0
2022-10-28 04:05:00	ES	Futures	4261.39	4269.56	4261.1	4269.28	2220.0

> showing 50 of 16,766 rows — these rows as CSV

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