PREVIEW / futures_5min / 2022-11-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-09.parquet
  size:    399 KB
  rows:    20,742

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
2022-11-09 00:00:00	ES	Futures	4329.89	4330.17	4325.38	4326.78	920.0
2022-11-09 00:05:00	ES	Futures	4326.78	4330.17	4326.78	4327.35	564.0
2022-11-09 00:10:00	ES	Futures	4327.07	4329.6	4325.94	4327.35	519.0
2022-11-09 00:15:00	ES	Futures	4327.35	4329.04	4326.78	4327.91	697.0
2022-11-09 00:20:00	ES	Futures	4327.91	4327.91	4324.53	4325.38	1260.0
2022-11-09 00:25:00	ES	Futures	4325.38	4327.63	4324.53	4324.53	2512.0
2022-11-09 00:30:00	ES	Futures	4324.81	4324.81	4322.56	4322.84	1491.0
2022-11-09 00:35:00	ES	Futures	4322.56	4323.12	4318.05	4318.05	1812.0
2022-11-09 00:40:00	ES	Futures	4318.33	4318.61	4315.51	4316.92	1595.0
2022-11-09 00:45:00	ES	Futures	4316.92	4319.17	4316.64	4318.89	1702.0
2022-11-09 00:50:00	ES	Futures	4319.17	4320.58	4319.17	4320.3	831.0
2022-11-09 00:55:00	ES	Futures	4320.3	4321.71	4319.74	4319.74	577.0
2022-11-09 01:00:00	ES	Futures	4320.02	4320.58	4312.97	4314.38	2033.0
2022-11-09 01:05:00	ES	Futures	4314.66	4317.76	4312.97	4313.82	1198.0
2022-11-09 01:10:00	ES	Futures	4313.82	4315.23	4312.97	4313.25	1258.0
2022-11-09 01:15:00	ES	Futures	4313.25	4315.51	4312.97	4314.66	537.0
2022-11-09 01:20:00	ES	Futures	4314.95	4317.76	4312.97	4317.48	1397.0
2022-11-09 01:25:00	ES	Futures	4317.48	4319.17	4316.35	4316.64	1149.0
2022-11-09 01:30:00	ES	Futures	4316.92	4318.61	4314.38	4316.64	777.0
2022-11-09 01:35:00	ES	Futures	4316.35	4317.76	4315.23	4315.23	543.0
2022-11-09 01:40:00	ES	Futures	4315.23	4315.79	4312.97	4315.51	662.0
2022-11-09 01:45:00	ES	Futures	4315.51	4315.79	4312.97	4314.1	693.0
2022-11-09 01:50:00	ES	Futures	4314.1	4315.23	4313.25	4313.82	686.0
2022-11-09 01:55:00	ES	Futures	4313.82	4315.51	4312.97	4314.38	1068.0
2022-11-09 02:00:00	ES	Futures	4314.38	4318.33	4313.25	4317.48	887.0
2022-11-09 02:05:00	ES	Futures	4317.48	4319.17	4316.35	4318.33	586.0
2022-11-09 02:10:00	ES	Futures	4318.05	4323.68	4318.05	4321.43	1221.0
2022-11-09 02:15:00	ES	Futures	4321.15	4323.68	4320.87	4322.84	1007.0
2022-11-09 02:20:00	ES	Futures	4322.84	4323.68	4319.46	4320.58	843.0
2022-11-09 02:25:00	ES	Futures	4320.3	4322.84	4319.74	4321.99	590.0
2022-11-09 02:30:00	ES	Futures	4321.99	4324.81	4321.99	4322.27	971.0
2022-11-09 02:35:00	ES	Futures	4321.99	4321.99	4318.61	4320.87	911.0
2022-11-09 02:40:00	ES	Futures	4320.87	4321.15	4317.48	4318.33	629.0
2022-11-09 02:45:00	ES	Futures	4318.61	4320.58	4316.35	4316.92	1065.0
2022-11-09 02:50:00	ES	Futures	4316.92	4323.68	4316.64	4323.4	1170.0
2022-11-09 02:55:00	ES	Futures	4323.4	4326.78	4322.27	4323.4	1499.0
2022-11-09 03:00:00	ES	Futures	4323.4	4332.42	4322.84	4328.76	4254.0
2022-11-09 03:05:00	ES	Futures	4329.04	4335.52	4328.19	4331.3	2824.0
2022-11-09 03:10:00	ES	Futures	4331.3	4332.99	4328.19	4329.04	1655.0
2022-11-09 03:15:00	ES	Futures	4329.04	4330.17	4325.38	4328.48	1585.0
2022-11-09 03:20:00	ES	Futures	4328.48	4330.73	4325.66	4326.5	1317.0
2022-11-09 03:25:00	ES	Futures	4326.22	4329.89	4324.53	4327.91	1518.0
2022-11-09 03:30:00	ES	Futures	4327.91	4329.6	4324.53	4325.94	1191.0
2022-11-09 03:35:00	ES	Futures	4325.66	4329.32	4325.09	4328.76	1043.0
2022-11-09 03:40:00	ES	Futures	4328.76	4331.58	4328.48	4331.3	1228.0
2022-11-09 03:45:00	ES	Futures	4331.01	4333.27	4324.25	4324.53	2295.0
2022-11-09 03:50:00	ES	Futures	4324.53	4327.35	4323.4	4323.97	1425.0
2022-11-09 03:55:00	ES	Futures	4324.25	4325.94	4322.56	4325.38	1171.0
2022-11-09 04:00:00	ES	Futures	4325.38	4325.94	4321.71	4323.68	1687.0
2022-11-09 04:05:00	ES	Futures	4323.4	4324.53	4319.46	4319.74	1314.0

> showing 50 of 20,742 rows — these rows as CSV

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