PREVIEW / futures_5min / 2022-10-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-30.parquet
  size:    85 KB
  rows:    4,049

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
2022-10-30 18:00:00	ES	Futures	4410.51	4414.17	4402.05	4403.74	5869.0
2022-10-30 18:05:00	ES	Futures	4404.02	4404.02	4399.51	4402.9	2269.0
2022-10-30 18:10:00	ES	Futures	4402.9	4404.02	4400.92	4403.18	832.0
2022-10-30 18:15:00	ES	Futures	4403.18	4404.59	4402.33	4404.59	804.0
2022-10-30 18:20:00	ES	Futures	4404.59	4404.59	4403.18	4404.59	325.0
2022-10-30 18:25:00	ES	Futures	4404.59	4404.87	4402.33	4402.9	475.0
2022-10-30 18:30:00	ES	Futures	4402.9	4404.02	4401.77	4402.61	521.0
2022-10-30 18:35:00	ES	Futures	4402.33	4403.18	4401.77	4402.9	456.0
2022-10-30 18:40:00	ES	Futures	4403.18	4406.56	4402.05	4402.61	1423.0
2022-10-30 18:45:00	ES	Futures	4402.61	4409.1	4402.33	4405.43	1252.0
2022-10-30 18:50:00	ES	Futures	4405.43	4407.97	4405.15	4406.28	581.0
2022-10-30 18:55:00	ES	Futures	4406.0	4406.84	4405.15	4406.28	426.0
2022-10-30 19:00:00	ES	Futures	4406.56	4408.82	4405.43	4407.12	861.0
2022-10-30 19:05:00	ES	Futures	4407.41	4409.66	4406.84	4407.69	973.0
2022-10-30 19:10:00	ES	Futures	4407.69	4408.82	4406.0	4408.82	788.0
2022-10-30 19:15:00	ES	Futures	4408.82	4410.51	4406.28	4407.12	785.0
2022-10-30 19:20:00	ES	Futures	4406.84	4409.94	4406.84	4408.82	577.0
2022-10-30 19:25:00	ES	Futures	4408.53	4409.66	4405.15	4405.15	547.0
2022-10-30 19:30:00	ES	Futures	4405.43	4407.12	4404.31	4406.56	536.0
2022-10-30 19:35:00	ES	Futures	4406.28	4409.38	4405.71	4408.25	435.0
2022-10-30 19:40:00	ES	Futures	4408.25	4408.53	4404.59	4405.15	625.0
2022-10-30 19:45:00	ES	Futures	4404.87	4405.71	4403.46	4404.02	717.0
2022-10-30 19:50:00	ES	Futures	4404.02	4405.71	4403.46	4404.59	690.0
2022-10-30 19:55:00	ES	Futures	4404.87	4404.87	4403.18	4404.02	513.0
2022-10-30 20:00:00	ES	Futures	4404.02	4406.28	4403.74	4405.43	1125.0
2022-10-30 20:05:00	ES	Futures	4405.43	4407.12	4404.87	4405.15	861.0
2022-10-30 20:10:00	ES	Futures	4405.15	4406.56	4402.9	4404.02	961.0
2022-10-30 20:15:00	ES	Futures	4403.74	4405.43	4403.74	4403.74	800.0
2022-10-30 20:20:00	ES	Futures	4403.74	4403.74	4400.36	4400.64	1810.0
2022-10-30 20:25:00	ES	Futures	4400.64	4402.05	4399.8	4402.05	1044.0
2022-10-30 20:30:00	ES	Futures	4401.77	4402.05	4399.51	4400.08	877.0
2022-10-30 20:35:00	ES	Futures	4399.8	4400.08	4397.54	4398.39	1444.0
2022-10-30 20:40:00	ES	Futures	4398.1	4398.67	4397.26	4397.26	853.0
2022-10-30 20:45:00	ES	Futures	4396.98	4396.98	4393.31	4396.13	2111.0
2022-10-30 20:50:00	ES	Futures	4396.41	4397.82	4395.28	4397.82	952.0
2022-10-30 20:55:00	ES	Futures	4398.1	4398.67	4396.41	4396.98	927.0
2022-10-30 21:00:00	ES	Futures	4396.98	4398.39	4395.85	4396.69	1006.0
2022-10-30 21:05:00	ES	Futures	4396.98	4398.39	4396.98	4397.54	683.0
2022-10-30 21:10:00	ES	Futures	4397.82	4398.67	4396.69	4397.54	673.0
2022-10-30 21:15:00	ES	Futures	4397.54	4397.82	4393.59	4396.98	1912.0
2022-10-30 21:20:00	ES	Futures	4396.69	4398.1	4396.41	4397.82	858.0
2022-10-30 21:25:00	ES	Futures	4397.82	4400.08	4397.26	4397.54	1261.0
2022-10-30 21:30:00	ES	Futures	4397.54	4397.82	4392.47	4394.72	1883.0
2022-10-30 21:35:00	ES	Futures	4394.72	4397.54	4394.16	4396.98	1030.0
2022-10-30 21:40:00	ES	Futures	4397.26	4397.54	4396.41	4396.98	720.0
2022-10-30 21:45:00	ES	Futures	4396.98	4402.05	4396.98	4400.92	2027.0
2022-10-30 21:50:00	ES	Futures	4400.64	4402.9	4399.51	4401.77	950.0
2022-10-30 21:55:00	ES	Futures	4401.77	4404.31	4401.77	4402.33	1015.0
2022-10-30 22:00:00	ES	Futures	4402.33	4404.02	4400.08	4400.36	1197.0
2022-10-30 22:05:00	ES	Futures	4400.36	4400.64	4398.95	4399.51	1028.0

> showing 50 of 4,049 rows — these rows as CSV

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