PREVIEW / futures_5min / 2022-11-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-16.parquet
  size:    378 KB
  rows:    20,233

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
2022-11-16 00:00:00	ES	Futures	4498.46	4498.46	4495.92	4496.48	566.0
2022-11-16 00:05:00	ES	Futures	4496.2	4505.22	4495.64	4504.1	2099.0
2022-11-16 00:10:00	ES	Futures	4504.1	4509.45	4504.1	4508.04	1833.0
2022-11-16 00:15:00	ES	Futures	4507.76	4513.4	4507.2	4511.71	1721.0
2022-11-16 00:20:00	ES	Futures	4511.99	4514.81	4510.3	4512.55	1660.0
2022-11-16 00:25:00	ES	Futures	4512.55	4514.24	4510.86	4511.99	690.0
2022-11-16 00:30:00	ES	Futures	4511.99	4513.68	4511.43	4511.43	521.0
2022-11-16 00:35:00	ES	Futures	4511.43	4511.71	4509.73	4510.02	850.0
2022-11-16 00:40:00	ES	Futures	4510.02	4511.43	4509.45	4510.3	652.0
2022-11-16 00:45:00	ES	Futures	4510.02	4512.55	4508.61	4512.27	850.0
2022-11-16 00:50:00	ES	Futures	4512.27	4514.81	4510.58	4513.68	805.0
2022-11-16 00:55:00	ES	Futures	4513.68	4517.63	4511.71	4515.65	1121.0
2022-11-16 01:00:00	ES	Futures	4515.65	4519.04	4515.37	4515.37	1223.0
2022-11-16 01:05:00	ES	Futures	4515.37	4516.22	4514.24	4514.53	561.0
2022-11-16 01:10:00	ES	Futures	4514.53	4514.53	4509.73	4510.86	863.0
2022-11-16 01:15:00	ES	Futures	4511.14	4512.27	4510.86	4511.71	349.0
2022-11-16 01:20:00	ES	Futures	4511.43	4512.27	4510.58	4512.27	323.0
2022-11-16 01:25:00	ES	Futures	4512.55	4517.06	4512.27	4516.5	1087.0
2022-11-16 01:30:00	ES	Futures	4516.5	4517.63	4515.37	4515.37	445.0
2022-11-16 01:35:00	ES	Futures	4515.94	4515.94	4512.83	4513.4	382.0
2022-11-16 01:40:00	ES	Futures	4513.12	4517.06	4513.12	4516.5	641.0
2022-11-16 01:45:00	ES	Futures	4516.5	4517.91	4514.81	4515.09	419.0
2022-11-16 01:50:00	ES	Futures	4515.09	4516.5	4514.24	4516.5	632.0
2022-11-16 01:55:00	ES	Futures	4516.78	4518.75	4516.22	4518.19	763.0
2022-11-16 02:00:00	ES	Futures	4518.47	4520.16	4513.96	4519.04	2015.0
2022-11-16 02:05:00	ES	Futures	4519.04	4519.88	4515.09	4517.34	1182.0
2022-11-16 02:10:00	ES	Futures	4517.34	4517.91	4514.24	4514.53	608.0
2022-11-16 02:15:00	ES	Futures	4514.81	4516.78	4511.43	4516.22	1070.0
2022-11-16 02:20:00	ES	Futures	4516.22	4518.75	4515.09	4517.91	1071.0
2022-11-16 02:25:00	ES	Futures	4518.19	4520.16	4516.22	4516.78	1447.0
2022-11-16 02:30:00	ES	Futures	4516.78	4516.78	4512.55	4516.22	1651.0
2022-11-16 02:35:00	ES	Futures	4516.22	4517.91	4514.81	4517.34	644.0
2022-11-16 02:40:00	ES	Futures	4517.63	4519.6	4517.06	4518.47	948.0
2022-11-16 02:45:00	ES	Futures	4518.47	4519.88	4516.78	4518.47	634.0
2022-11-16 02:50:00	ES	Futures	4518.47	4523.55	4518.47	4523.26	1596.0
2022-11-16 02:55:00	ES	Futures	4523.26	4528.06	4523.26	4524.39	2589.0
2022-11-16 03:00:00	ES	Futures	4524.67	4526.65	4521.57	4525.24	2742.0
2022-11-16 03:05:00	ES	Futures	4524.96	4527.49	4523.26	4526.37	1608.0
2022-11-16 03:10:00	ES	Futures	4526.08	4526.65	4522.7	4524.39	1246.0
2022-11-16 03:15:00	ES	Futures	4524.11	4526.08	4522.14	4525.24	1598.0
2022-11-16 03:20:00	ES	Futures	4525.24	4526.08	4521.57	4522.14	1100.0
2022-11-16 03:25:00	ES	Futures	4521.86	4523.55	4521.57	4522.42	894.0
2022-11-16 03:30:00	ES	Futures	4522.14	4524.11	4519.6	4519.88	1390.0
2022-11-16 03:35:00	ES	Futures	4519.6	4520.16	4516.22	4516.22	1378.0
2022-11-16 03:40:00	ES	Futures	4516.22	4519.32	4516.22	4519.04	1093.0
2022-11-16 03:45:00	ES	Futures	4518.75	4521.86	4518.47	4521.29	827.0
2022-11-16 03:50:00	ES	Futures	4521.01	4521.57	4517.91	4519.32	911.0
2022-11-16 03:55:00	ES	Futures	4519.04	4520.16	4517.06	4518.19	778.0
2022-11-16 04:00:00	ES	Futures	4518.47	4519.6	4515.37	4515.37	1464.0
2022-11-16 04:05:00	ES	Futures	4515.94	4515.94	4512.83	4515.09	1710.0

> showing 50 of 20,233 rows — these rows as CSV

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