PREVIEW / futures_5min / 2022-11-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-01.parquet
  size:    376 KB
  rows:    20,585

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
2022-11-01 00:00:00	ES	Futures	4394.72	4395.28	4393.31	4394.44	304.0
2022-11-01 00:05:00	ES	Futures	4394.16	4394.44	4392.75	4393.88	335.0
2022-11-01 00:10:00	ES	Futures	4394.16	4394.16	4391.9	4393.31	168.0
2022-11-01 00:15:00	ES	Futures	4393.31	4393.88	4392.47	4393.59	225.0
2022-11-01 00:20:00	ES	Futures	4393.59	4394.16	4393.31	4393.31	161.0
2022-11-01 00:25:00	ES	Futures	4393.59	4394.16	4391.34	4391.62	483.0
2022-11-01 00:30:00	ES	Futures	4391.9	4394.44	4390.49	4394.16	572.0
2022-11-01 00:35:00	ES	Futures	4393.88	4395.85	4393.88	4395.57	647.0
2022-11-01 00:40:00	ES	Futures	4395.28	4395.85	4394.72	4395.57	429.0
2022-11-01 00:45:00	ES	Futures	4395.57	4395.85	4394.44	4394.72	316.0
2022-11-01 00:50:00	ES	Futures	4394.72	4395.0	4393.88	4393.88	131.0
2022-11-01 00:55:00	ES	Futures	4393.88	4394.16	4392.75	4393.59	315.0
2022-11-01 01:00:00	ES	Futures	4393.31	4395.57	4393.03	4394.72	532.0
2022-11-01 01:05:00	ES	Futures	4394.72	4396.69	4394.72	4396.13	689.0
2022-11-01 01:10:00	ES	Futures	4396.41	4396.41	4395.57	4396.13	402.0
2022-11-01 01:15:00	ES	Futures	4395.85	4397.26	4395.28	4396.69	293.0
2022-11-01 01:20:00	ES	Futures	4396.41	4397.26	4396.13	4396.69	413.0
2022-11-01 01:25:00	ES	Futures	4396.69	4400.92	4396.13	4400.64	2191.0
2022-11-01 01:30:00	ES	Futures	4400.64	4402.05	4400.08	4401.77	1401.0
2022-11-01 01:35:00	ES	Futures	4401.77	4403.18	4401.77	4402.61	1425.0
2022-11-01 01:40:00	ES	Futures	4402.61	4402.9	4401.77	4402.9	605.0
2022-11-01 01:45:00	ES	Futures	4402.9	4405.43	4402.61	4404.59	1688.0
2022-11-01 01:50:00	ES	Futures	4404.87	4404.87	4401.49	4402.33	1365.0
2022-11-01 01:55:00	ES	Futures	4402.33	4402.9	4401.2	4401.49	678.0
2022-11-01 02:00:00	ES	Futures	4401.49	4403.74	4401.49	4403.74	926.0
2022-11-01 02:05:00	ES	Futures	4403.74	4405.71	4402.9	4405.43	748.0
2022-11-01 02:10:00	ES	Futures	4405.15	4406.84	4404.59	4406.0	1339.0
2022-11-01 02:15:00	ES	Futures	4405.71	4407.12	4405.15	4406.0	619.0
2022-11-01 02:20:00	ES	Futures	4406.0	4406.56	4404.59	4405.15	501.0
2022-11-01 02:25:00	ES	Futures	4405.15	4405.71	4404.02	4404.31	809.0
2022-11-01 02:30:00	ES	Futures	4404.59	4404.59	4402.61	4402.9	998.0
2022-11-01 02:35:00	ES	Futures	4402.9	4403.46	4401.49	4402.33	580.0
2022-11-01 02:40:00	ES	Futures	4402.05	4404.87	4402.05	4404.02	485.0
2022-11-01 02:45:00	ES	Futures	4403.74	4405.15	4402.61	4404.87	790.0
2022-11-01 02:50:00	ES	Futures	4404.87	4406.28	4403.18	4405.43	659.0
2022-11-01 02:55:00	ES	Futures	4405.43	4407.69	4405.15	4406.84	1225.0
2022-11-01 03:00:00	ES	Futures	4406.84	4407.12	4399.8	4400.36	1888.0
2022-11-01 03:05:00	ES	Futures	4400.36	4405.43	4400.08	4403.74	1470.0
2022-11-01 03:10:00	ES	Futures	4404.02	4410.23	4404.02	4410.23	2243.0
2022-11-01 03:15:00	ES	Futures	4410.23	4410.51	4406.56	4408.82	1412.0
2022-11-01 03:20:00	ES	Futures	4408.82	4410.51	4402.05	4402.05	2772.0
2022-11-01 03:25:00	ES	Futures	4402.33	4402.61	4396.13	4397.82	3894.0
2022-11-01 03:30:00	ES	Futures	4397.82	4399.23	4395.57	4397.26	1583.0
2022-11-01 03:35:00	ES	Futures	4397.54	4399.8	4396.69	4398.39	1416.0
2022-11-01 03:40:00	ES	Futures	4398.39	4399.23	4397.26	4398.1	707.0
2022-11-01 03:45:00	ES	Futures	4397.82	4399.8	4397.82	4399.51	907.0
2022-11-01 03:50:00	ES	Futures	4399.51	4403.18	4399.51	4402.33	1529.0
2022-11-01 03:55:00	ES	Futures	4402.33	4404.02	4401.2	4403.18	1396.0
2022-11-01 04:00:00	ES	Futures	4403.46	4411.63	4402.61	4410.79	4944.0
2022-11-01 04:05:00	ES	Futures	4410.79	4414.45	4410.79	4412.2	4527.0

> showing 50 of 20,585 rows — these rows as CSV

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