PREVIEW / futures_5min / 2022-11-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-07.parquet
  size:    369 KB
  rows:    20,508

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
2022-11-07 00:00:00	ES	Futures	4254.34	4256.59	4253.49	4255.75	803.0
2022-11-07 00:05:00	ES	Futures	4255.47	4256.31	4253.77	4254.34	688.0
2022-11-07 00:10:00	ES	Futures	4254.34	4254.62	4252.08	4253.77	621.0
2022-11-07 00:15:00	ES	Futures	4253.49	4255.18	4252.65	4255.18	454.0
2022-11-07 00:20:00	ES	Futures	4255.18	4257.16	4254.34	4257.16	611.0
2022-11-07 00:25:00	ES	Futures	4256.88	4256.88	4254.62	4255.18	735.0
2022-11-07 00:30:00	ES	Futures	4255.18	4264.2	4255.18	4260.82	2553.0
2022-11-07 00:35:00	ES	Futures	4260.82	4261.1	4258.28	4258.85	473.0
2022-11-07 00:40:00	ES	Futures	4258.57	4259.13	4256.03	4258.28	746.0
2022-11-07 00:45:00	ES	Futures	4258.28	4258.28	4253.49	4255.18	740.0
2022-11-07 00:50:00	ES	Futures	4255.18	4255.18	4252.65	4253.49	553.0
2022-11-07 00:55:00	ES	Futures	4253.77	4254.9	4252.08	4253.77	792.0
2022-11-07 01:00:00	ES	Futures	4253.49	4255.47	4253.21	4255.18	616.0
2022-11-07 01:05:00	ES	Futures	4255.18	4256.31	4253.77	4255.18	611.0
2022-11-07 01:10:00	ES	Futures	4255.18	4255.75	4253.77	4255.18	329.0
2022-11-07 01:15:00	ES	Futures	4255.18	4257.72	4254.9	4257.16	379.0
2022-11-07 01:20:00	ES	Futures	4256.88	4258.28	4256.59	4256.59	455.0
2022-11-07 01:25:00	ES	Futures	4256.59	4256.59	4253.77	4254.62	555.0
2022-11-07 01:30:00	ES	Futures	4254.9	4256.31	4253.77	4256.03	426.0
2022-11-07 01:35:00	ES	Futures	4256.03	4258.85	4255.75	4258.0	421.0
2022-11-07 01:40:00	ES	Futures	4258.28	4259.69	4256.59	4256.59	338.0
2022-11-07 01:45:00	ES	Futures	4256.88	4257.16	4255.47	4256.03	291.0
2022-11-07 01:50:00	ES	Futures	4255.75	4257.72	4254.9	4256.59	347.0
2022-11-07 01:55:00	ES	Futures	4256.59	4259.13	4254.34	4257.44	1164.0
2022-11-07 02:00:00	ES	Futures	4257.72	4258.85	4252.36	4254.34	1607.0
2022-11-07 02:05:00	ES	Futures	4254.62	4255.75	4249.55	4251.8	1205.0
2022-11-07 02:10:00	ES	Futures	4251.52	4253.49	4250.39	4250.96	891.0
2022-11-07 02:15:00	ES	Futures	4250.96	4252.65	4248.7	4249.83	1094.0
2022-11-07 02:20:00	ES	Futures	4249.83	4250.39	4247.29	4248.42	1535.0
2022-11-07 02:25:00	ES	Futures	4248.7	4249.55	4247.29	4247.29	846.0
2022-11-07 02:30:00	ES	Futures	4247.29	4248.42	4243.63	4243.63	1478.0
2022-11-07 02:35:00	ES	Futures	4243.91	4245.32	4241.37	4243.34	1922.0
2022-11-07 02:40:00	ES	Futures	4243.34	4245.32	4242.5	4243.91	1496.0
2022-11-07 02:45:00	ES	Futures	4244.19	4244.19	4239.96	4241.09	1501.0
2022-11-07 02:50:00	ES	Futures	4241.09	4241.65	4239.4	4239.68	1081.0
2022-11-07 02:55:00	ES	Futures	4239.68	4242.22	4239.12	4239.96	949.0
2022-11-07 03:00:00	ES	Futures	4240.24	4243.63	4236.86	4243.34	3424.0
2022-11-07 03:05:00	ES	Futures	4243.63	4244.75	4240.81	4243.06	2259.0
2022-11-07 03:10:00	ES	Futures	4242.78	4249.55	4242.78	4248.42	2410.0
2022-11-07 03:15:00	ES	Futures	4248.42	4256.31	4248.14	4254.62	2923.0
2022-11-07 03:20:00	ES	Futures	4254.9	4256.03	4251.8	4253.21	2197.0
2022-11-07 03:25:00	ES	Futures	4253.49	4258.57	4250.67	4257.44	2222.0
2022-11-07 03:30:00	ES	Futures	4257.44	4271.82	4257.44	4268.71	5990.0
2022-11-07 03:35:00	ES	Futures	4268.43	4272.1	4267.59	4270.97	2369.0
2022-11-07 03:40:00	ES	Futures	4270.97	4272.94	4268.15	4268.43	2086.0
2022-11-07 03:45:00	ES	Futures	4268.43	4270.12	4267.31	4269.56	1205.0
2022-11-07 03:50:00	ES	Futures	4269.56	4272.66	4268.43	4272.1	1734.0
2022-11-07 03:55:00	ES	Futures	4272.1	4272.66	4269.28	4271.25	1325.0
2022-11-07 04:00:00	ES	Futures	4271.25	4278.02	4271.25	4277.17	4483.0
2022-11-07 04:05:00	ES	Futures	4277.17	4279.14	4274.35	4277.17	3259.0

> showing 50 of 20,508 rows — these rows as CSV

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