PREVIEW / futures_5min / 2022-11-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-10.parquet
  size:    435 KB
  rows:    20,977

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
2022-11-10 00:00:00	ES	Futures	4244.75	4245.32	4243.06	4245.04	500.0
2022-11-10 00:05:00	ES	Futures	4244.75	4247.85	4244.47	4247.57	1115.0
2022-11-10 00:10:00	ES	Futures	4247.29	4248.42	4245.88	4246.16	732.0
2022-11-10 00:15:00	ES	Futures	4246.45	4247.29	4245.6	4246.16	340.0
2022-11-10 00:20:00	ES	Futures	4246.16	4247.01	4245.6	4246.16	203.0
2022-11-10 00:25:00	ES	Futures	4246.16	4247.01	4244.75	4245.6	346.0
2022-11-10 00:30:00	ES	Futures	4245.6	4245.6	4244.19	4244.19	393.0
2022-11-10 00:35:00	ES	Futures	4244.47	4245.32	4244.19	4244.75	153.0
2022-11-10 00:40:00	ES	Futures	4244.75	4245.88	4243.91	4245.6	336.0
2022-11-10 00:45:00	ES	Futures	4245.32	4246.73	4245.04	4245.32	281.0
2022-11-10 00:50:00	ES	Futures	4245.32	4245.32	4243.91	4244.19	241.0
2022-11-10 00:55:00	ES	Futures	4244.19	4245.6	4243.91	4244.47	323.0
2022-11-10 01:00:00	ES	Futures	4244.75	4244.75	4242.22	4244.47	890.0
2022-11-10 01:05:00	ES	Futures	4244.75	4244.75	4243.34	4244.19	332.0
2022-11-10 01:10:00	ES	Futures	4244.47	4245.32	4243.91	4245.32	241.0
2022-11-10 01:15:00	ES	Futures	4245.32	4246.45	4243.06	4243.06	505.0
2022-11-10 01:20:00	ES	Futures	4243.34	4243.34	4241.93	4242.78	372.0
2022-11-10 01:25:00	ES	Futures	4242.78	4243.63	4241.37	4241.65	750.0
2022-11-10 01:30:00	ES	Futures	4241.93	4242.22	4240.24	4240.53	636.0
2022-11-10 01:35:00	ES	Futures	4240.81	4242.5	4240.81	4242.5	385.0
2022-11-10 01:40:00	ES	Futures	4242.5	4242.78	4241.09	4242.5	292.0
2022-11-10 01:45:00	ES	Futures	4242.22	4242.78	4242.22	4242.5	315.0
2022-11-10 01:50:00	ES	Futures	4242.5	4243.91	4241.65	4242.5	480.0
2022-11-10 01:55:00	ES	Futures	4242.5	4244.19	4241.93	4243.63	576.0
2022-11-10 02:00:00	ES	Futures	4243.91	4246.73	4241.37	4245.88	1192.0
2022-11-10 02:05:00	ES	Futures	4246.16	4247.85	4244.75	4245.6	778.0
2022-11-10 02:10:00	ES	Futures	4245.6	4245.88	4242.22	4243.91	904.0
2022-11-10 02:15:00	ES	Futures	4243.91	4246.16	4243.91	4244.75	505.0
2022-11-10 02:20:00	ES	Futures	4244.75	4244.75	4239.96	4240.53	1040.0
2022-11-10 02:25:00	ES	Futures	4240.53	4241.09	4236.3	4236.58	1273.0
2022-11-10 02:30:00	ES	Futures	4236.58	4237.14	4234.32	4235.17	1683.0
2022-11-10 02:35:00	ES	Futures	4234.89	4236.86	4234.61	4236.58	1580.0
2022-11-10 02:40:00	ES	Futures	4236.58	4239.4	4235.73	4239.12	895.0
2022-11-10 02:45:00	ES	Futures	4239.4	4239.96	4237.71	4238.27	633.0
2022-11-10 02:50:00	ES	Futures	4238.27	4239.4	4237.14	4237.99	573.0
2022-11-10 02:55:00	ES	Futures	4237.42	4239.68	4237.42	4238.27	545.0
2022-11-10 03:00:00	ES	Futures	4238.83	4243.91	4236.3	4242.22	2341.0
2022-11-10 03:05:00	ES	Futures	4242.5	4246.73	4241.37	4245.04	1472.0
2022-11-10 03:10:00	ES	Futures	4245.04	4245.32	4240.53	4240.81	1308.0
2022-11-10 03:15:00	ES	Futures	4241.09	4244.75	4239.4	4244.75	1099.0
2022-11-10 03:20:00	ES	Futures	4244.19	4245.04	4240.53	4241.37	722.0
2022-11-10 03:25:00	ES	Futures	4241.37	4246.16	4241.09	4244.75	1305.0
2022-11-10 03:30:00	ES	Futures	4244.75	4246.16	4243.06	4245.6	949.0
2022-11-10 03:35:00	ES	Futures	4245.6	4249.26	4244.47	4248.98	1055.0
2022-11-10 03:40:00	ES	Futures	4248.98	4250.67	4247.29	4249.55	1821.0
2022-11-10 03:45:00	ES	Futures	4249.26	4249.83	4244.75	4246.16	1451.0
2022-11-10 03:50:00	ES	Futures	4246.45	4246.45	4243.91	4245.04	1247.0
2022-11-10 03:55:00	ES	Futures	4245.32	4246.16	4242.5	4243.06	801.0
2022-11-10 04:00:00	ES	Futures	4243.06	4244.19	4240.24	4241.65	1134.0
2022-11-10 04:05:00	ES	Futures	4241.65	4244.75	4240.24	4243.91	1083.0

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