PREVIEW / futures_5min / 2022-11-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-02.parquet
  size:    396 KB
  rows:    20,548

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
2022-11-02 00:00:00	ES	Futures	4369.63	4370.2	4368.51	4368.79	382.0
2022-11-02 00:05:00	ES	Futures	4368.79	4369.07	4366.25	4367.1	902.0
2022-11-02 00:10:00	ES	Futures	4367.38	4367.66	4365.4	4367.38	712.0
2022-11-02 00:15:00	ES	Futures	4367.66	4367.94	4366.25	4366.81	392.0
2022-11-02 00:20:00	ES	Futures	4367.1	4368.22	4366.25	4366.81	442.0
2022-11-02 00:25:00	ES	Futures	4366.53	4371.61	4366.25	4369.63	1585.0
2022-11-02 00:30:00	ES	Futures	4369.63	4370.2	4368.79	4369.63	391.0
2022-11-02 00:35:00	ES	Futures	4369.63	4369.91	4368.22	4369.35	297.0
2022-11-02 00:40:00	ES	Futures	4369.35	4371.04	4369.07	4370.2	603.0
2022-11-02 00:45:00	ES	Futures	4370.2	4371.32	4368.79	4369.63	404.0
2022-11-02 00:50:00	ES	Futures	4369.35	4371.04	4369.35	4370.76	299.0
2022-11-02 00:55:00	ES	Futures	4370.76	4371.32	4370.48	4370.76	250.0
2022-11-02 01:00:00	ES	Futures	4371.04	4373.58	4371.04	4371.89	849.0
2022-11-02 01:05:00	ES	Futures	4372.17	4372.17	4369.07	4369.07	800.0
2022-11-02 01:10:00	ES	Futures	4369.35	4371.89	4369.35	4371.61	568.0
2022-11-02 01:15:00	ES	Futures	4371.32	4372.73	4370.76	4371.89	547.0
2022-11-02 01:20:00	ES	Futures	4371.89	4373.3	4371.61	4371.89	523.0
2022-11-02 01:25:00	ES	Futures	4372.17	4372.17	4370.48	4371.04	357.0
2022-11-02 01:30:00	ES	Futures	4371.32	4371.89	4370.2	4370.48	473.0
2022-11-02 01:35:00	ES	Futures	4370.76	4373.3	4370.76	4372.45	493.0
2022-11-02 01:40:00	ES	Futures	4372.45	4373.3	4371.89	4373.02	427.0
2022-11-02 01:45:00	ES	Futures	4373.02	4373.86	4372.45	4372.45	659.0
2022-11-02 01:50:00	ES	Futures	4372.45	4373.58	4371.61	4372.45	425.0
2022-11-02 01:55:00	ES	Futures	4372.45	4372.45	4370.76	4371.89	728.0
2022-11-02 02:00:00	ES	Futures	4371.89	4372.17	4368.79	4369.35	941.0
2022-11-02 02:05:00	ES	Futures	4369.35	4369.63	4368.51	4369.35	530.0
2022-11-02 02:10:00	ES	Futures	4369.35	4369.63	4366.81	4367.38	692.0
2022-11-02 02:15:00	ES	Futures	4367.38	4369.35	4367.38	4368.79	415.0
2022-11-02 02:20:00	ES	Futures	4368.79	4368.79	4365.69	4367.66	863.0
2022-11-02 02:25:00	ES	Futures	4367.66	4368.22	4366.25	4367.66	360.0
2022-11-02 02:30:00	ES	Futures	4367.94	4369.35	4366.81	4366.81	587.0
2022-11-02 02:35:00	ES	Futures	4366.81	4367.66	4365.12	4365.12	416.0
2022-11-02 02:40:00	ES	Futures	4365.4	4366.53	4363.99	4364.56	631.0
2022-11-02 02:45:00	ES	Futures	4364.84	4365.69	4364.28	4365.4	431.0
2022-11-02 02:50:00	ES	Futures	4365.4	4365.97	4363.43	4364.56	378.0
2022-11-02 02:55:00	ES	Futures	4364.28	4366.81	4363.99	4365.97	670.0
2022-11-02 03:00:00	ES	Futures	4366.25	4366.25	4363.71	4365.69	948.0
2022-11-02 03:05:00	ES	Futures	4365.4	4367.1	4363.43	4364.56	684.0
2022-11-02 03:10:00	ES	Futures	4364.84	4366.53	4362.87	4363.15	583.0
2022-11-02 03:15:00	ES	Futures	4363.15	4363.15	4359.77	4360.61	1070.0
2022-11-02 03:20:00	ES	Futures	4360.61	4362.02	4360.33	4361.46	691.0
2022-11-02 03:25:00	ES	Futures	4361.46	4362.3	4360.05	4360.61	642.0
2022-11-02 03:30:00	ES	Futures	4360.33	4362.3	4360.05	4361.74	768.0
2022-11-02 03:35:00	ES	Futures	4361.46	4363.99	4361.18	4362.87	836.0
2022-11-02 03:40:00	ES	Futures	4362.87	4363.99	4360.61	4362.3	784.0
2022-11-02 03:45:00	ES	Futures	4362.59	4365.69	4362.59	4365.4	792.0
2022-11-02 03:50:00	ES	Futures	4365.4	4367.94	4365.12	4365.4	1134.0
2022-11-02 03:55:00	ES	Futures	4365.4	4365.97	4363.43	4363.43	751.0
2022-11-02 04:00:00	ES	Futures	4363.71	4369.35	4362.59	4366.81	2659.0
2022-11-02 04:05:00	ES	Futures	4367.1	4367.38	4364.56	4365.97	1366.0

> showing 50 of 20,548 rows — these rows as CSV

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