PREVIEW / futures_5min / 2022-11-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-17.parquet
  size:    385 KB
  rows:    19,946

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
2022-11-17 00:00:00	ES	Futures	4476.75	4479.57	4476.47	4479.01	798.0
2022-11-17 00:05:00	ES	Futures	4479.29	4479.85	4478.44	4479.29	235.0
2022-11-17 00:10:00	ES	Futures	4479.57	4480.13	4478.73	4479.85	324.0
2022-11-17 00:15:00	ES	Futures	4479.57	4482.95	4479.57	4482.67	799.0
2022-11-17 00:20:00	ES	Futures	4482.67	4484.93	4482.39	4483.52	729.0
2022-11-17 00:25:00	ES	Futures	4483.8	4484.36	4483.24	4483.52	360.0
2022-11-17 00:30:00	ES	Futures	4483.52	4483.52	4482.11	4482.39	516.0
2022-11-17 00:35:00	ES	Futures	4482.39	4483.24	4482.11	4483.24	229.0
2022-11-17 00:40:00	ES	Futures	4483.24	4484.93	4482.95	4483.24	354.0
2022-11-17 00:45:00	ES	Futures	4482.95	4483.24	4481.83	4482.11	307.0
2022-11-17 00:50:00	ES	Futures	4481.83	4482.39	4481.83	4482.11	296.0
2022-11-17 00:55:00	ES	Futures	4482.39	4482.95	4480.42	4480.42	525.0
2022-11-17 01:00:00	ES	Futures	4480.42	4485.21	4480.13	4484.65	913.0
2022-11-17 01:05:00	ES	Futures	4484.93	4487.46	4484.08	4485.21	911.0
2022-11-17 01:10:00	ES	Futures	4484.93	4487.18	4484.93	4486.34	555.0
2022-11-17 01:15:00	ES	Futures	4486.62	4486.62	4485.21	4486.05	420.0
2022-11-17 01:20:00	ES	Futures	4486.05	4486.05	4484.65	4485.21	252.0
2022-11-17 01:25:00	ES	Futures	4485.21	4490.28	4484.93	4488.03	1118.0
2022-11-17 01:30:00	ES	Futures	4488.31	4488.87	4486.9	4487.75	456.0
2022-11-17 01:35:00	ES	Futures	4487.75	4490.0	4487.75	4489.16	436.0
2022-11-17 01:40:00	ES	Futures	4489.16	4490.56	4488.87	4490.28	639.0
2022-11-17 01:45:00	ES	Futures	4490.56	4495.36	4489.72	4493.95	1989.0
2022-11-17 01:50:00	ES	Futures	4494.23	4494.51	4491.69	4492.54	836.0
2022-11-17 01:55:00	ES	Futures	4492.54	4493.95	4491.41	4493.1	693.0
2022-11-17 02:00:00	ES	Futures	4493.1	4494.23	4491.13	4493.67	887.0
2022-11-17 02:05:00	ES	Futures	4493.67	4494.79	4492.26	4493.38	624.0
2022-11-17 02:10:00	ES	Futures	4493.38	4493.38	4489.44	4489.72	677.0
2022-11-17 02:15:00	ES	Futures	4489.72	4490.28	4488.03	4490.28	749.0
2022-11-17 02:20:00	ES	Futures	4490.0	4490.56	4487.75	4488.87	696.0
2022-11-17 02:25:00	ES	Futures	4488.59	4490.28	4488.03	4489.72	747.0
2022-11-17 02:30:00	ES	Futures	4490.0	4495.92	4489.72	4494.79	1467.0
2022-11-17 02:35:00	ES	Futures	4494.51	4498.46	4493.95	4495.36	2818.0
2022-11-17 02:40:00	ES	Futures	4495.08	4495.64	4493.1	4493.67	983.0
2022-11-17 02:45:00	ES	Futures	4493.67	4493.95	4490.28	4491.13	1497.0
2022-11-17 02:50:00	ES	Futures	4491.13	4492.26	4489.44	4490.85	983.0
2022-11-17 02:55:00	ES	Futures	4490.85	4493.67	4490.28	4491.97	1186.0
2022-11-17 03:00:00	ES	Futures	4491.97	4497.33	4491.69	4495.36	2907.0
2022-11-17 03:05:00	ES	Futures	4495.36	4497.33	4491.13	4491.41	2185.0
2022-11-17 03:10:00	ES	Futures	4491.69	4493.95	4491.69	4492.54	883.0
2022-11-17 03:15:00	ES	Futures	4492.54	4499.3	4492.26	4496.2	1877.0
2022-11-17 03:20:00	ES	Futures	4496.48	4497.61	4492.54	4492.82	1535.0
2022-11-17 03:25:00	ES	Futures	4492.82	4493.38	4490.28	4490.85	1334.0
2022-11-17 03:30:00	ES	Futures	4490.56	4491.41	4488.31	4491.41	1334.0
2022-11-17 03:35:00	ES	Futures	4491.41	4493.38	4490.28	4490.56	929.0
2022-11-17 03:40:00	ES	Futures	4490.56	4491.13	4487.46	4488.31	1207.0
2022-11-17 03:45:00	ES	Futures	4488.31	4490.28	4487.18	4488.03	1117.0
2022-11-17 03:50:00	ES	Futures	4488.31	4488.59	4484.08	4484.65	1506.0
2022-11-17 03:55:00	ES	Futures	4484.65	4486.05	4483.52	4483.52	1058.0
2022-11-17 04:00:00	ES	Futures	4483.52	4485.21	4480.7	4480.98	1961.0
2022-11-17 04:05:00	ES	Futures	4481.26	4482.11	4477.32	4478.73	2151.0

> showing 50 of 19,946 rows — these rows as CSV

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