PREVIEW / futures_5min / 2022-11-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-08.parquet
  size:    401 KB
  rows:    20,782

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
2022-11-08 00:00:00	ES	Futures	4299.16	4299.16	4297.19	4297.47	532.0
2022-11-08 00:05:00	ES	Futures	4297.75	4298.31	4295.49	4295.49	522.0
2022-11-08 00:10:00	ES	Futures	4295.49	4296.62	4294.09	4294.65	755.0
2022-11-08 00:15:00	ES	Futures	4294.65	4294.93	4292.96	4294.37	665.0
2022-11-08 00:20:00	ES	Futures	4294.37	4295.49	4293.52	4294.93	429.0
2022-11-08 00:25:00	ES	Futures	4294.93	4295.78	4294.65	4295.21	299.0
2022-11-08 00:30:00	ES	Futures	4295.21	4296.9	4294.65	4295.49	532.0
2022-11-08 00:35:00	ES	Futures	4295.21	4295.78	4294.37	4294.37	224.0
2022-11-08 00:40:00	ES	Futures	4294.09	4295.78	4292.68	4295.49	638.0
2022-11-08 00:45:00	ES	Futures	4295.49	4296.9	4295.21	4295.49	491.0
2022-11-08 00:50:00	ES	Futures	4295.49	4297.75	4295.21	4297.75	511.0
2022-11-08 00:55:00	ES	Futures	4297.75	4297.75	4294.93	4295.21	466.0
2022-11-08 01:00:00	ES	Futures	4295.21	4298.88	4294.93	4297.75	992.0
2022-11-08 01:05:00	ES	Futures	4297.47	4298.03	4296.9	4298.03	429.0
2022-11-08 01:10:00	ES	Futures	4298.03	4298.03	4295.78	4296.62	461.0
2022-11-08 01:15:00	ES	Futures	4296.9	4297.47	4296.06	4297.47	312.0
2022-11-08 01:20:00	ES	Futures	4297.47	4298.88	4296.62	4297.47	487.0
2022-11-08 01:25:00	ES	Futures	4297.19	4298.03	4296.62	4296.62	385.0
2022-11-08 01:30:00	ES	Futures	4296.62	4299.16	4296.34	4298.88	515.0
2022-11-08 01:35:00	ES	Futures	4298.88	4299.16	4297.75	4298.88	329.0
2022-11-08 01:40:00	ES	Futures	4298.88	4300.85	4298.6	4300.85	571.0
2022-11-08 01:45:00	ES	Futures	4300.57	4300.57	4299.44	4299.72	460.0
2022-11-08 01:50:00	ES	Futures	4299.72	4300.0	4297.75	4298.88	291.0
2022-11-08 01:55:00	ES	Futures	4299.16	4300.0	4298.03	4299.72	369.0
2022-11-08 02:00:00	ES	Futures	4299.44	4300.0	4296.9	4297.75	733.0
2022-11-08 02:05:00	ES	Futures	4298.03	4299.16	4295.21	4295.49	665.0
2022-11-08 02:10:00	ES	Futures	4295.21	4295.21	4291.55	4293.24	1187.0
2022-11-08 02:15:00	ES	Futures	4293.52	4293.8	4291.27	4292.68	788.0
2022-11-08 02:20:00	ES	Futures	4292.68	4295.21	4292.11	4295.21	1103.0
2022-11-08 02:25:00	ES	Futures	4294.93	4296.62	4294.65	4296.62	866.0
2022-11-08 02:30:00	ES	Futures	4296.62	4296.62	4294.65	4294.93	666.0
2022-11-08 02:35:00	ES	Futures	4294.93	4296.06	4293.24	4293.8	872.0
2022-11-08 02:40:00	ES	Futures	4294.09	4294.93	4291.55	4294.37	911.0
2022-11-08 02:45:00	ES	Futures	4294.37	4294.65	4292.96	4294.09	567.0
2022-11-08 02:50:00	ES	Futures	4293.8	4294.37	4291.55	4293.8	549.0
2022-11-08 02:55:00	ES	Futures	4293.52	4294.93	4292.68	4293.24	625.0
2022-11-08 03:00:00	ES	Futures	4293.24	4294.09	4287.6	4288.17	2958.0
2022-11-08 03:05:00	ES	Futures	4288.17	4292.11	4287.32	4290.14	1452.0
2022-11-08 03:10:00	ES	Futures	4290.14	4290.98	4287.6	4288.73	1133.0
2022-11-08 03:15:00	ES	Futures	4288.73	4289.01	4284.78	4287.6	1952.0
2022-11-08 03:20:00	ES	Futures	4287.32	4289.86	4286.76	4287.04	1007.0
2022-11-08 03:25:00	ES	Futures	4287.32	4290.14	4286.19	4289.57	979.0
2022-11-08 03:30:00	ES	Futures	4289.57	4292.68	4288.17	4292.11	1525.0
2022-11-08 03:35:00	ES	Futures	4292.11	4294.93	4290.7	4294.93	1613.0
2022-11-08 03:40:00	ES	Futures	4294.93	4294.93	4291.27	4294.37	1103.0
2022-11-08 03:45:00	ES	Futures	4294.37	4294.65	4291.83	4293.8	1227.0
2022-11-08 03:50:00	ES	Futures	4293.8	4294.65	4290.42	4291.27	1257.0
2022-11-08 03:55:00	ES	Futures	4290.98	4296.34	4290.98	4294.93	2177.0
2022-11-08 04:00:00	ES	Futures	4294.93	4295.21	4290.7	4291.55	1625.0
2022-11-08 04:05:00	ES	Futures	4291.55	4293.52	4291.27	4292.68	1289.0

> showing 50 of 20,782 rows — these rows as CSV

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