PREVIEW / futures_5min / 2022-11-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-18.parquet
  size:    298 KB
  rows:    15,944

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
2022-11-18 00:00:00	ES	Futures	4459.27	4461.25	4459.27	4459.56	458.0
2022-11-18 00:05:00	ES	Futures	4459.84	4459.84	4457.02	4458.15	641.0
2022-11-18 00:10:00	ES	Futures	4458.43	4460.4	4457.87	4460.12	427.0
2022-11-18 00:15:00	ES	Futures	4460.12	4462.09	4459.84	4460.4	570.0
2022-11-18 00:20:00	ES	Futures	4460.68	4460.68	4457.3	4457.58	496.0
2022-11-18 00:25:00	ES	Futures	4457.3	4458.71	4457.02	4457.58	391.0
2022-11-18 00:30:00	ES	Futures	4457.3	4457.87	4455.33	4455.61	1060.0
2022-11-18 00:35:00	ES	Futures	4455.89	4456.74	4455.33	4455.61	336.0
2022-11-18 00:40:00	ES	Futures	4455.61	4457.3	4455.33	4456.17	328.0
2022-11-18 00:45:00	ES	Futures	4456.17	4456.74	4455.05	4455.61	402.0
2022-11-18 00:50:00	ES	Futures	4455.33	4456.17	4453.92	4456.17	630.0
2022-11-18 00:55:00	ES	Futures	4456.17	4457.3	4455.89	4456.74	558.0
2022-11-18 01:00:00	ES	Futures	4456.74	4458.99	4456.74	4458.71	1007.0
2022-11-18 01:05:00	ES	Futures	4458.71	4458.71	4453.36	4454.48	708.0
2022-11-18 01:10:00	ES	Futures	4454.48	4455.33	4453.36	4454.2	349.0
2022-11-18 01:15:00	ES	Futures	4454.48	4456.74	4454.2	4455.05	397.0
2022-11-18 01:20:00	ES	Futures	4455.05	4457.02	4454.48	4456.74	438.0
2022-11-18 01:25:00	ES	Futures	4456.46	4456.74	4453.92	4453.92	308.0
2022-11-18 01:30:00	ES	Futures	4454.2	4454.2	4449.69	4451.1	1165.0
2022-11-18 01:35:00	ES	Futures	4451.1	4451.66	4448.28	4451.1	875.0
2022-11-18 01:40:00	ES	Futures	4451.1	4452.79	4450.82	4451.95	429.0
2022-11-18 01:45:00	ES	Futures	4451.95	4453.07	4450.25	4452.79	443.0
2022-11-18 01:50:00	ES	Futures	4453.07	4455.05	4452.51	4453.36	549.0
2022-11-18 01:55:00	ES	Futures	4453.36	4455.61	4453.36	4455.05	595.0
2022-11-18 02:00:00	ES	Futures	4455.33	4457.02	4453.64	4455.61	933.0
2022-11-18 02:05:00	ES	Futures	4455.61	4457.87	4455.05	4456.46	624.0
2022-11-18 02:10:00	ES	Futures	4456.74	4458.99	4455.89	4458.43	736.0
2022-11-18 02:15:00	ES	Futures	4458.43	4461.25	4457.02	4460.4	1089.0
2022-11-18 02:20:00	ES	Futures	4460.4	4460.97	4457.3	4457.3	856.0
2022-11-18 02:25:00	ES	Futures	4457.3	4458.15	4456.74	4457.58	737.0
2022-11-18 02:30:00	ES	Futures	4457.3	4457.87	4454.48	4456.17	911.0
2022-11-18 02:35:00	ES	Futures	4456.17	4456.74	4455.33	4456.74	398.0
2022-11-18 02:40:00	ES	Futures	4456.46	4459.56	4456.46	4456.74	773.0
2022-11-18 02:45:00	ES	Futures	4457.02	4459.84	4454.48	4454.48	1007.0
2022-11-18 02:50:00	ES	Futures	4454.48	4456.74	4453.92	4455.61	453.0
2022-11-18 02:55:00	ES	Futures	4455.61	4457.58	4455.61	4455.61	454.0
2022-11-18 03:00:00	ES	Futures	4455.89	4458.71	4453.07	4453.36	2157.0
2022-11-18 03:05:00	ES	Futures	4453.36	4459.27	4453.07	4457.87	1603.0
2022-11-18 03:10:00	ES	Futures	4457.58	4457.87	4451.95	4453.64	2446.0
2022-11-18 03:15:00	ES	Futures	4453.64	4455.33	4446.59	4447.44	2486.0
2022-11-18 03:20:00	ES	Futures	4447.15	4451.38	4446.87	4450.82	1688.0
2022-11-18 03:25:00	ES	Futures	4450.82	4452.79	4450.54	4452.51	1385.0
2022-11-18 03:30:00	ES	Futures	4452.23	4454.76	4450.82	4451.66	1698.0
2022-11-18 03:35:00	ES	Futures	4451.38	4455.05	4450.82	4454.48	1217.0
2022-11-18 03:40:00	ES	Futures	4454.2	4455.89	4452.79	4455.89	1116.0
2022-11-18 03:45:00	ES	Futures	4456.17	4459.56	4455.61	4457.02	2307.0
2022-11-18 03:50:00	ES	Futures	4457.02	4457.3	4455.05	4456.46	935.0
2022-11-18 03:55:00	ES	Futures	4456.46	4463.22	4456.17	4462.94	1864.0
2022-11-18 04:00:00	ES	Futures	4462.94	4468.01	4460.68	4468.01	3532.0
2022-11-18 04:05:00	ES	Futures	4468.01	4472.24	4466.89	4470.55	4319.0

> showing 50 of 15,944 rows — these rows as CSV

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