PREVIEW / futures_5min / 2022-11-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-14.parquet
  size:    362 KB
  rows:    20,405

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
2022-11-14 00:00:00	ES	Futures	4497.89	4498.74	4496.77	4497.89	437.0
2022-11-14 00:05:00	ES	Futures	4497.61	4497.89	4495.92	4496.77	436.0
2022-11-14 00:10:00	ES	Futures	4496.48	4498.18	4495.92	4497.61	298.0
2022-11-14 00:15:00	ES	Futures	4497.89	4499.87	4497.89	4499.3	652.0
2022-11-14 00:20:00	ES	Futures	4499.02	4499.3	4495.92	4496.77	854.0
2022-11-14 00:25:00	ES	Futures	4496.77	4497.61	4494.51	4495.08	635.0
2022-11-14 00:30:00	ES	Futures	4495.08	4496.2	4494.79	4495.36	466.0
2022-11-14 00:35:00	ES	Futures	4495.08	4495.08	4492.82	4493.67	970.0
2022-11-14 00:40:00	ES	Futures	4493.67	4494.23	4492.82	4493.38	443.0
2022-11-14 00:45:00	ES	Futures	4493.38	4494.51	4493.1	4493.38	402.0
2022-11-14 00:50:00	ES	Futures	4493.67	4494.79	4492.82	4493.67	495.0
2022-11-14 00:55:00	ES	Futures	4493.38	4493.67	4490.28	4490.28	1204.0
2022-11-14 01:00:00	ES	Futures	4490.28	4492.82	4490.0	4490.85	2272.0
2022-11-14 01:05:00	ES	Futures	4491.13	4494.23	4490.28	4493.1	1297.0
2022-11-14 01:10:00	ES	Futures	4493.1	4493.95	4491.69	4492.26	455.0
2022-11-14 01:15:00	ES	Futures	4492.54	4493.67	4491.41	4493.38	504.0
2022-11-14 01:20:00	ES	Futures	4493.38	4493.38	4491.97	4493.1	194.0
2022-11-14 01:25:00	ES	Futures	4493.1	4493.38	4491.69	4491.69	257.0
2022-11-14 01:30:00	ES	Futures	4491.97	4492.82	4491.41	4492.26	467.0
2022-11-14 01:35:00	ES	Futures	4492.26	4493.1	4491.69	4491.69	426.0
2022-11-14 01:40:00	ES	Futures	4491.41	4494.23	4491.13	4494.23	641.0
2022-11-14 01:45:00	ES	Futures	4493.95	4495.08	4493.67	4494.23	729.0
2022-11-14 01:50:00	ES	Futures	4494.23	4496.48	4493.95	4495.36	425.0
2022-11-14 01:55:00	ES	Futures	4495.36	4498.74	4495.36	4498.46	831.0
2022-11-14 02:00:00	ES	Futures	4498.46	4499.87	4496.77	4499.02	1919.0
2022-11-14 02:05:00	ES	Futures	4499.3	4500.43	4497.89	4498.74	813.0
2022-11-14 02:10:00	ES	Futures	4498.46	4501.0	4497.61	4501.0	587.0
2022-11-14 02:15:00	ES	Futures	4501.0	4501.28	4499.3	4500.43	577.0
2022-11-14 02:20:00	ES	Futures	4499.87	4502.69	4499.87	4502.12	843.0
2022-11-14 02:25:00	ES	Futures	4501.84	4502.12	4498.46	4499.3	578.0
2022-11-14 02:30:00	ES	Futures	4499.59	4501.28	4498.74	4501.28	784.0
2022-11-14 02:35:00	ES	Futures	4501.0	4502.4	4499.87	4500.43	528.0
2022-11-14 02:40:00	ES	Futures	4500.15	4500.43	4498.74	4499.3	421.0
2022-11-14 02:45:00	ES	Futures	4499.59	4500.71	4497.61	4499.59	705.0
2022-11-14 02:50:00	ES	Futures	4499.59	4499.59	4496.77	4497.61	526.0
2022-11-14 02:55:00	ES	Futures	4497.61	4498.74	4495.92	4498.46	886.0
2022-11-14 03:00:00	ES	Futures	4498.18	4502.97	4497.05	4502.12	3746.0
2022-11-14 03:05:00	ES	Futures	4502.12	4502.4	4495.36	4498.74	2587.0
2022-11-14 03:10:00	ES	Futures	4498.46	4504.94	4497.33	4504.38	2649.0
2022-11-14 03:15:00	ES	Futures	4504.38	4505.22	4501.0	4504.66	2041.0
2022-11-14 03:20:00	ES	Futures	4504.38	4506.35	4501.56	4501.84	1599.0
2022-11-14 03:25:00	ES	Futures	4501.84	4503.53	4497.05	4499.59	1990.0
2022-11-14 03:30:00	ES	Futures	4499.59	4502.12	4497.61	4498.46	2168.0
2022-11-14 03:35:00	ES	Futures	4498.18	4499.3	4495.64	4497.33	1879.0
2022-11-14 03:40:00	ES	Futures	4497.61	4501.84	4497.33	4501.0	1128.0
2022-11-14 03:45:00	ES	Futures	4501.0	4501.84	4500.43	4501.28	1074.0
2022-11-14 03:50:00	ES	Futures	4501.0	4503.53	4500.43	4502.69	1072.0
2022-11-14 03:55:00	ES	Futures	4502.97	4504.66	4500.43	4501.84	2216.0
2022-11-14 04:00:00	ES	Futures	4501.84	4502.4	4494.23	4494.23	2538.0
2022-11-14 04:05:00	ES	Futures	4494.23	4495.64	4491.41	4491.97	1820.0

> showing 50 of 20,405 rows — these rows as CSV

> unlock the full archive -- $79 one-time