PREVIEW / futures_5min / 2022-10-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-10-31.parquet
  size:    360 KB
  rows:    20,513

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
2022-10-31 00:00:00	ES	Futures	4406.28	4407.12	4405.71	4406.84	524.0
2022-10-31 00:05:00	ES	Futures	4406.56	4407.69	4405.43	4406.28	387.0
2022-10-31 00:10:00	ES	Futures	4406.28	4406.28	4404.02	4404.87	466.0
2022-10-31 00:15:00	ES	Futures	4404.87	4405.15	4404.31	4404.59	233.0
2022-10-31 00:20:00	ES	Futures	4404.59	4404.87	4403.46	4403.74	201.0
2022-10-31 00:25:00	ES	Futures	4403.74	4404.02	4402.61	4403.74	370.0
2022-10-31 00:30:00	ES	Futures	4403.46	4404.02	4402.33	4403.18	387.0
2022-10-31 00:35:00	ES	Futures	4403.18	4405.15	4402.61	4404.02	420.0
2022-10-31 00:40:00	ES	Futures	4404.02	4406.0	4403.74	4404.02	415.0
2022-10-31 00:45:00	ES	Futures	4404.31	4404.87	4403.18	4403.18	285.0
2022-10-31 00:50:00	ES	Futures	4403.18	4404.02	4402.05	4402.61	486.0
2022-10-31 00:55:00	ES	Futures	4402.33	4403.18	4401.77	4402.61	292.0
2022-10-31 01:00:00	ES	Futures	4402.61	4404.87	4400.92	4404.02	714.0
2022-10-31 01:05:00	ES	Futures	4404.02	4407.97	4404.02	4406.28	728.0
2022-10-31 01:10:00	ES	Futures	4406.28	4406.28	4403.18	4404.02	488.0
2022-10-31 01:15:00	ES	Futures	4404.02	4404.31	4402.61	4403.74	352.0
2022-10-31 01:20:00	ES	Futures	4404.02	4404.59	4403.18	4403.18	273.0
2022-10-31 01:25:00	ES	Futures	4403.18	4405.71	4403.18	4405.43	897.0
2022-10-31 01:30:00	ES	Futures	4405.43	4405.43	4403.18	4404.87	443.0
2022-10-31 01:35:00	ES	Futures	4404.59	4407.12	4404.02	4404.02	462.0
2022-10-31 01:40:00	ES	Futures	4404.02	4404.87	4403.46	4403.74	368.0
2022-10-31 01:45:00	ES	Futures	4403.46	4404.02	4400.36	4400.92	909.0
2022-10-31 01:50:00	ES	Futures	4400.92	4402.9	4400.08	4402.9	668.0
2022-10-31 01:55:00	ES	Futures	4402.9	4404.02	4401.49	4402.9	589.0
2022-10-31 02:00:00	ES	Futures	4402.9	4404.87	4401.49	4402.61	1536.0
2022-10-31 02:05:00	ES	Futures	4402.61	4403.46	4402.05	4402.61	359.0
2022-10-31 02:10:00	ES	Futures	4402.61	4402.61	4398.67	4400.36	1034.0
2022-10-31 02:15:00	ES	Futures	4400.36	4401.49	4397.82	4398.39	549.0
2022-10-31 02:20:00	ES	Futures	4398.1	4400.08	4397.26	4399.8	521.0
2022-10-31 02:25:00	ES	Futures	4400.08	4400.64	4398.67	4398.95	363.0
2022-10-31 02:30:00	ES	Futures	4398.67	4399.51	4397.54	4397.82	609.0
2022-10-31 02:35:00	ES	Futures	4397.54	4398.95	4396.98	4397.26	428.0
2022-10-31 02:40:00	ES	Futures	4397.54	4400.64	4397.26	4400.36	420.0
2022-10-31 02:45:00	ES	Futures	4400.36	4401.2	4398.67	4398.95	517.0
2022-10-31 02:50:00	ES	Futures	4398.67	4401.2	4398.1	4400.36	818.0
2022-10-31 02:55:00	ES	Futures	4400.64	4401.49	4398.95	4400.08	758.0
2022-10-31 03:00:00	ES	Futures	4400.08	4401.2	4397.54	4398.67	1188.0
2022-10-31 03:05:00	ES	Futures	4398.67	4398.95	4395.0	4395.85	872.0
2022-10-31 03:10:00	ES	Futures	4395.85	4397.26	4394.16	4395.0	1367.0
2022-10-31 03:15:00	ES	Futures	4394.72	4396.98	4393.88	4396.13	848.0
2022-10-31 03:20:00	ES	Futures	4396.13	4397.26	4394.16	4395.57	1022.0
2022-10-31 03:25:00	ES	Futures	4395.28	4397.82	4394.72	4397.54	703.0
2022-10-31 03:30:00	ES	Futures	4397.54	4400.36	4397.54	4399.8	1119.0
2022-10-31 03:35:00	ES	Futures	4399.8	4400.64	4398.95	4399.51	477.0
2022-10-31 03:40:00	ES	Futures	4399.51	4400.92	4399.51	4400.36	811.0
2022-10-31 03:45:00	ES	Futures	4400.36	4400.64	4398.67	4398.67	384.0
2022-10-31 03:50:00	ES	Futures	4398.67	4401.49	4398.67	4401.2	737.0
2022-10-31 03:55:00	ES	Futures	4401.49	4404.59	4401.2	4404.02	1499.0
2022-10-31 04:00:00	ES	Futures	4404.31	4404.59	4393.03	4393.59	2946.0
2022-10-31 04:05:00	ES	Futures	4393.88	4393.88	4388.52	4389.65	2936.0

> showing 50 of 20,513 rows — these rows as CSV

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