PREVIEW / futures_5min / 2022-11-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-04.parquet
  size:    367 KB
  rows:    17,175

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
2022-11-04 00:00:00	ES	Futures	4203.88	4203.88	4203.03	4203.32	254.0
2022-11-04 00:05:00	ES	Futures	4203.32	4203.88	4203.03	4203.88	221.0
2022-11-04 00:10:00	ES	Futures	4203.6	4207.83	4203.32	4206.7	2132.0
2022-11-04 00:15:00	ES	Futures	4206.7	4206.7	4202.75	4203.32	1120.0
2022-11-04 00:20:00	ES	Futures	4203.32	4204.16	4203.03	4203.03	422.0
2022-11-04 00:25:00	ES	Futures	4203.03	4205.01	4203.03	4204.72	500.0
2022-11-04 00:30:00	ES	Futures	4204.72	4208.95	4204.44	4208.67	877.0
2022-11-04 00:35:00	ES	Futures	4208.67	4209.24	4206.42	4208.39	713.0
2022-11-04 00:40:00	ES	Futures	4208.67	4213.18	4207.83	4211.21	2732.0
2022-11-04 00:45:00	ES	Futures	4211.21	4213.46	4209.8	4213.18	1561.0
2022-11-04 00:50:00	ES	Futures	4213.18	4215.15	4211.21	4213.18	2401.0
2022-11-04 00:55:00	ES	Futures	4213.18	4215.15	4212.9	4213.46	974.0
2022-11-04 01:00:00	ES	Futures	4213.46	4215.72	4211.21	4212.62	1369.0
2022-11-04 01:05:00	ES	Futures	4212.34	4213.18	4210.93	4212.62	1401.0
2022-11-04 01:10:00	ES	Futures	4212.34	4213.75	4212.05	4213.18	1057.0
2022-11-04 01:15:00	ES	Futures	4213.46	4216.85	4213.46	4215.44	1593.0
2022-11-04 01:20:00	ES	Futures	4215.44	4216.56	4213.75	4216.28	1041.0
2022-11-04 01:25:00	ES	Futures	4216.28	4217.41	4214.59	4214.87	1075.0
2022-11-04 01:30:00	ES	Futures	4214.87	4215.72	4212.34	4212.62	838.0
2022-11-04 01:35:00	ES	Futures	4212.62	4214.87	4212.62	4214.87	531.0
2022-11-04 01:40:00	ES	Futures	4214.59	4216.0	4214.03	4215.44	677.0
2022-11-04 01:45:00	ES	Futures	4215.15	4215.15	4212.34	4214.59	523.0
2022-11-04 01:50:00	ES	Futures	4214.31	4214.59	4212.34	4212.62	645.0
2022-11-04 01:55:00	ES	Futures	4212.62	4213.75	4210.64	4210.64	1073.0
2022-11-04 02:00:00	ES	Futures	4210.93	4213.18	4210.08	4212.9	1148.0
2022-11-04 02:05:00	ES	Futures	4212.9	4214.87	4212.62	4214.03	805.0
2022-11-04 02:10:00	ES	Futures	4214.03	4215.72	4212.34	4215.72	639.0
2022-11-04 02:15:00	ES	Futures	4215.72	4217.69	4215.44	4216.0	902.0
2022-11-04 02:20:00	ES	Futures	4216.0	4216.85	4214.31	4214.59	769.0
2022-11-04 02:25:00	ES	Futures	4214.59	4218.26	4214.59	4216.56	837.0
2022-11-04 02:30:00	ES	Futures	4216.56	4228.4	4214.03	4221.64	5971.0
2022-11-04 02:35:00	ES	Futures	4221.64	4227.28	4220.23	4223.33	2573.0
2022-11-04 02:40:00	ES	Futures	4223.33	4225.87	4221.92	4222.48	966.0
2022-11-04 02:45:00	ES	Futures	4222.48	4223.61	4220.51	4221.36	754.0
2022-11-04 02:50:00	ES	Futures	4221.36	4225.02	4220.51	4225.02	619.0
2022-11-04 02:55:00	ES	Futures	4225.02	4225.3	4221.64	4224.18	920.0
2022-11-04 03:00:00	ES	Futures	4223.89	4226.99	4222.2	4226.99	1341.0
2022-11-04 03:05:00	ES	Futures	4226.99	4226.99	4222.2	4223.61	1057.0
2022-11-04 03:10:00	ES	Futures	4223.89	4223.89	4216.56	4216.85	1681.0
2022-11-04 03:15:00	ES	Futures	4216.85	4217.97	4214.87	4215.15	792.0
2022-11-04 03:20:00	ES	Futures	4215.72	4217.97	4213.46	4214.31	989.0
2022-11-04 03:25:00	ES	Futures	4214.59	4215.44	4212.05	4213.75	1082.0
2022-11-04 03:30:00	ES	Futures	4213.18	4216.28	4211.77	4216.28	1278.0
2022-11-04 03:35:00	ES	Futures	4216.0	4219.95	4210.64	4211.77	3403.0
2022-11-04 03:40:00	ES	Futures	4211.77	4214.59	4210.93	4212.62	1045.0
2022-11-04 03:45:00	ES	Futures	4212.9	4213.18	4208.95	4210.93	1259.0
2022-11-04 03:50:00	ES	Futures	4210.64	4211.77	4207.83	4211.49	1637.0
2022-11-04 03:55:00	ES	Futures	4211.49	4213.75	4208.11	4210.93	1467.0
2022-11-04 04:00:00	ES	Futures	4210.64	4216.0	4208.67	4214.87	4178.0
2022-11-04 04:05:00	ES	Futures	4214.87	4218.54	4214.59	4217.69	2748.0

> showing 50 of 17,175 rows — these rows as CSV

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