PREVIEW / futures_5min / 2022-11-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-15.parquet
  size:    402 KB
  rows:    20,650

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
2022-11-15 00:00:00	ES	Futures	4490.56	4492.26	4489.72	4491.41	646.0
2022-11-15 00:05:00	ES	Futures	4491.41	4493.95	4490.85	4493.95	1033.0
2022-11-15 00:10:00	ES	Futures	4493.95	4496.2	4493.38	4494.51	1214.0
2022-11-15 00:15:00	ES	Futures	4494.51	4494.79	4493.38	4493.95	386.0
2022-11-15 00:20:00	ES	Futures	4493.67	4494.23	4492.82	4493.95	353.0
2022-11-15 00:25:00	ES	Futures	4493.95	4494.23	4493.1	4493.38	356.0
2022-11-15 00:30:00	ES	Futures	4493.67	4493.95	4491.97	4492.54	458.0
2022-11-15 00:35:00	ES	Futures	4492.54	4493.1	4491.69	4493.1	260.0
2022-11-15 00:40:00	ES	Futures	4492.82	4493.67	4492.54	4493.38	282.0
2022-11-15 00:45:00	ES	Futures	4493.38	4493.67	4492.54	4493.38	356.0
2022-11-15 00:50:00	ES	Futures	4493.38	4493.38	4492.26	4493.1	245.0
2022-11-15 00:55:00	ES	Futures	4492.82	4493.1	4492.26	4492.82	233.0
2022-11-15 01:00:00	ES	Futures	4492.54	4495.08	4492.26	4493.67	692.0
2022-11-15 01:05:00	ES	Futures	4493.38	4495.08	4493.1	4494.51	478.0
2022-11-15 01:10:00	ES	Futures	4494.51	4496.48	4493.67	4495.36	586.0
2022-11-15 01:15:00	ES	Futures	4495.64	4495.92	4493.67	4493.67	325.0
2022-11-15 01:20:00	ES	Futures	4493.95	4494.51	4493.38	4493.95	204.0
2022-11-15 01:25:00	ES	Futures	4493.95	4495.36	4493.67	4495.08	194.0
2022-11-15 01:30:00	ES	Futures	4495.08	4495.64	4494.51	4495.36	371.0
2022-11-15 01:35:00	ES	Futures	4495.36	4495.36	4494.23	4494.79	170.0
2022-11-15 01:40:00	ES	Futures	4494.51	4494.51	4493.67	4494.23	199.0
2022-11-15 01:45:00	ES	Futures	4494.23	4494.51	4492.82	4494.51	303.0
2022-11-15 01:50:00	ES	Futures	4494.51	4496.48	4494.51	4496.2	456.0
2022-11-15 01:55:00	ES	Futures	4495.92	4497.33	4495.64	4496.77	793.0
2022-11-15 02:00:00	ES	Futures	4496.77	4497.61	4495.92	4496.77	846.0
2022-11-15 02:05:00	ES	Futures	4497.05	4498.46	4496.48	4498.18	850.0
2022-11-15 02:10:00	ES	Futures	4498.18	4501.56	4497.61	4498.74	1616.0
2022-11-15 02:15:00	ES	Futures	4498.74	4500.71	4498.46	4500.43	695.0
2022-11-15 02:20:00	ES	Futures	4500.43	4503.81	4500.43	4503.53	1997.0
2022-11-15 02:25:00	ES	Futures	4503.25	4503.53	4501.0	4501.84	740.0
2022-11-15 02:30:00	ES	Futures	4501.84	4502.69	4500.43	4501.28	905.0
2022-11-15 02:35:00	ES	Futures	4501.0	4502.69	4500.15	4502.12	916.0
2022-11-15 02:40:00	ES	Futures	4502.12	4504.1	4502.12	4503.81	984.0
2022-11-15 02:45:00	ES	Futures	4503.81	4506.63	4502.12	4502.69	2036.0
2022-11-15 02:50:00	ES	Futures	4502.69	4503.53	4499.3	4499.59	1529.0
2022-11-15 02:55:00	ES	Futures	4499.3	4501.28	4498.74	4499.87	1148.0
2022-11-15 03:00:00	ES	Futures	4499.87	4501.84	4498.46	4500.71	2315.0
2022-11-15 03:05:00	ES	Futures	4501.0	4502.69	4497.61	4498.74	2066.0
2022-11-15 03:10:00	ES	Futures	4498.74	4501.56	4498.18	4499.59	1534.0
2022-11-15 03:15:00	ES	Futures	4499.87	4501.56	4498.46	4501.0	1586.0
2022-11-15 03:20:00	ES	Futures	4500.71	4502.4	4497.89	4498.18	1736.0
2022-11-15 03:25:00	ES	Futures	4498.18	4501.28	4497.33	4497.61	1510.0
2022-11-15 03:30:00	ES	Futures	4497.89	4499.59	4497.05	4497.61	1493.0
2022-11-15 03:35:00	ES	Futures	4497.61	4499.02	4494.51	4497.33	2417.0
2022-11-15 03:40:00	ES	Futures	4497.33	4498.74	4495.92	4497.33	920.0
2022-11-15 03:45:00	ES	Futures	4497.33	4499.87	4497.05	4497.61	1394.0
2022-11-15 03:50:00	ES	Futures	4497.89	4500.71	4496.2	4500.15	1424.0
2022-11-15 03:55:00	ES	Futures	4500.43	4503.25	4500.43	4501.0	1980.0
2022-11-15 04:00:00	ES	Futures	4501.0	4503.81	4500.43	4503.81	1553.0
2022-11-15 04:05:00	ES	Futures	4503.81	4504.1	4499.02	4500.15	1698.0

> showing 50 of 20,650 rows — these rows as CSV

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