PREVIEW / futures_5min / 2022-11-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-11.parquet
  size:    336 KB
  rows:    16,709

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
2022-11-11 00:00:00	ES	Futures	4475.62	4475.62	4471.68	4473.09	1075.0
2022-11-11 00:05:00	ES	Futures	4472.81	4476.19	4471.11	4472.81	744.0
2022-11-11 00:10:00	ES	Futures	4472.81	4474.78	4471.96	4474.5	656.0
2022-11-11 00:15:00	ES	Futures	4474.5	4475.62	4473.37	4474.78	652.0
2022-11-11 00:20:00	ES	Futures	4474.78	4477.03	4474.78	4476.47	1114.0
2022-11-11 00:25:00	ES	Futures	4476.47	4481.26	4475.91	4480.98	1421.0
2022-11-11 00:30:00	ES	Futures	4480.7	4486.62	4480.42	4483.8	2566.0
2022-11-11 00:35:00	ES	Futures	4483.8	4486.05	4482.67	4483.24	1935.0
2022-11-11 00:40:00	ES	Futures	4483.52	4485.21	4481.54	4484.93	1704.0
2022-11-11 00:45:00	ES	Futures	4484.93	4490.85	4483.8	4490.56	2838.0
2022-11-11 00:50:00	ES	Futures	4490.28	4492.82	4488.59	4491.69	2672.0
2022-11-11 00:55:00	ES	Futures	4491.69	4493.67	4490.56	4492.82	1904.0
2022-11-11 01:00:00	ES	Futures	4492.82	4495.36	4490.85	4494.51	2726.0
2022-11-11 01:05:00	ES	Futures	4494.51	4499.87	4494.51	4497.89	3045.0
2022-11-11 01:10:00	ES	Futures	4498.18	4498.74	4491.69	4492.26	2458.0
2022-11-11 01:15:00	ES	Futures	4492.54	4493.95	4490.28	4492.26	1663.0
2022-11-11 01:20:00	ES	Futures	4492.26	4492.54	4490.56	4491.41	1027.0
2022-11-11 01:25:00	ES	Futures	4491.41	4491.69	4489.72	4490.56	825.0
2022-11-11 01:30:00	ES	Futures	4490.85	4492.26	4489.44	4492.26	912.0
2022-11-11 01:35:00	ES	Futures	4492.26	4492.26	4490.85	4491.69	569.0
2022-11-11 01:40:00	ES	Futures	4491.97	4492.54	4491.41	4492.26	634.0
2022-11-11 01:45:00	ES	Futures	4492.26	4497.89	4492.26	4494.79	1576.0
2022-11-11 01:50:00	ES	Futures	4494.79	4496.77	4494.23	4495.92	761.0
2022-11-11 01:55:00	ES	Futures	4495.64	4497.89	4494.23	4497.33	908.0
2022-11-11 02:00:00	ES	Futures	4497.33	4497.61	4490.0	4492.26	1713.0
2022-11-11 02:05:00	ES	Futures	4491.97	4493.67	4490.56	4493.38	1569.0
2022-11-11 02:10:00	ES	Futures	4493.38	4493.67	4491.13	4491.69	1167.0
2022-11-11 02:15:00	ES	Futures	4491.69	4497.89	4490.0	4493.1	1517.0
2022-11-11 02:20:00	ES	Futures	4493.38	4495.36	4490.28	4492.26	1565.0
2022-11-11 02:25:00	ES	Futures	4491.97	4493.38	4489.72	4492.26	1493.0
2022-11-11 02:30:00	ES	Futures	4491.97	4496.77	4491.69	4494.51	1480.0
2022-11-11 02:35:00	ES	Futures	4494.51	4498.18	4493.95	4497.89	1251.0
2022-11-11 02:40:00	ES	Futures	4497.89	4499.3	4496.77	4498.18	1173.0
2022-11-11 02:45:00	ES	Futures	4497.89	4504.1	4496.77	4502.97	2366.0
2022-11-11 02:50:00	ES	Futures	4503.25	4504.66	4502.4	4503.81	1983.0
2022-11-11 02:55:00	ES	Futures	4503.81	4504.66	4500.43	4503.53	1901.0
2022-11-11 03:00:00	ES	Futures	4503.53	4503.81	4492.26	4495.08	5008.0
2022-11-11 03:05:00	ES	Futures	4495.08	4495.36	4489.72	4490.56	3416.0
2022-11-11 03:10:00	ES	Futures	4490.56	4493.38	4488.87	4493.1	2554.0
2022-11-11 03:15:00	ES	Futures	4493.1	4498.46	4491.13	4498.46	2588.0
2022-11-11 03:20:00	ES	Futures	4498.46	4499.3	4494.23	4498.74	2543.0
2022-11-11 03:25:00	ES	Futures	4498.74	4502.69	4498.18	4501.0	2230.0
2022-11-11 03:30:00	ES	Futures	4501.28	4501.28	4495.64	4495.92	2179.0
2022-11-11 03:35:00	ES	Futures	4495.92	4498.46	4494.79	4495.08	1848.0
2022-11-11 03:40:00	ES	Futures	4495.36	4498.18	4494.79	4497.33	2308.0
2022-11-11 03:45:00	ES	Futures	4497.33	4502.69	4496.77	4502.4	4067.0
2022-11-11 03:50:00	ES	Futures	4502.69	4507.48	4501.84	4503.53	3641.0
2022-11-11 03:55:00	ES	Futures	4503.53	4507.2	4502.4	4505.22	1804.0
2022-11-11 04:00:00	ES	Futures	4505.51	4505.51	4499.3	4499.59	2977.0
2022-11-11 04:05:00	ES	Futures	4499.59	4500.43	4496.77	4497.89	2917.0

> showing 50 of 16,709 rows — these rows as CSV

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