PREVIEW / futures_5min / 2022-11-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-20.parquet
  size:    83 KB
  rows:    3,879

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
2022-11-20 18:00:00	ES	Futures	4479.29	4490.0	4479.29	4483.8	2571.0
2022-11-20 18:05:00	ES	Futures	4483.52	4484.65	4480.42	4480.98	1060.0
2022-11-20 18:10:00	ES	Futures	4480.7	4480.98	4478.16	4479.29	877.0
2022-11-20 18:15:00	ES	Futures	4479.29	4479.57	4475.06	4479.01	1026.0
2022-11-20 18:20:00	ES	Futures	4479.01	4479.01	4475.91	4477.32	550.0
2022-11-20 18:25:00	ES	Futures	4477.32	4479.29	4475.91	4476.19	518.0
2022-11-20 18:30:00	ES	Futures	4476.47	4477.03	4473.93	4474.5	678.0
2022-11-20 18:35:00	ES	Futures	4474.5	4475.62	4473.93	4475.06	529.0
2022-11-20 18:40:00	ES	Futures	4475.06	4476.47	4474.78	4475.91	447.0
2022-11-20 18:45:00	ES	Futures	4476.19	4477.32	4474.5	4476.19	592.0
2022-11-20 18:50:00	ES	Futures	4476.19	4476.75	4474.22	4475.34	423.0
2022-11-20 18:55:00	ES	Futures	4475.34	4475.91	4475.06	4475.62	234.0
2022-11-20 19:00:00	ES	Futures	4475.62	4477.32	4472.24	4473.37	980.0
2022-11-20 19:05:00	ES	Futures	4473.37	4474.5	4471.68	4472.52	681.0
2022-11-20 19:10:00	ES	Futures	4472.81	4472.81	4470.27	4471.68	774.0
2022-11-20 19:15:00	ES	Futures	4472.52	4473.09	4471.11	4472.52	240.0
2022-11-20 19:20:00	ES	Futures	4472.52	4473.09	4471.11	4471.68	434.0
2022-11-20 19:25:00	ES	Futures	4471.68	4474.22	4471.11	4473.37	405.0
2022-11-20 19:30:00	ES	Futures	4473.37	4474.5	4470.55	4471.68	762.0
2022-11-20 19:35:00	ES	Futures	4471.68	4471.96	4469.99	4470.55	966.0
2022-11-20 19:40:00	ES	Futures	4470.55	4471.68	4469.99	4470.83	616.0
2022-11-20 19:45:00	ES	Futures	4470.55	4471.4	4468.01	4469.42	856.0
2022-11-20 19:50:00	ES	Futures	4469.7	4471.11	4468.3	4470.27	717.0
2022-11-20 19:55:00	ES	Futures	4470.27	4470.83	4467.73	4469.14	700.0
2022-11-20 20:00:00	ES	Futures	4469.14	4469.42	4466.6	4468.86	1138.0
2022-11-20 20:05:00	ES	Futures	4468.86	4470.27	4466.89	4467.45	1422.0
2022-11-20 20:10:00	ES	Futures	4467.45	4467.45	4463.79	4465.48	1503.0
2022-11-20 20:15:00	ES	Futures	4465.19	4465.76	4463.22	4465.48	1471.0
2022-11-20 20:20:00	ES	Futures	4465.19	4466.6	4464.07	4464.35	756.0
2022-11-20 20:25:00	ES	Futures	4464.63	4465.76	4464.07	4464.63	468.0
2022-11-20 20:30:00	ES	Futures	4464.91	4466.32	4462.66	4465.48	1522.0
2022-11-20 20:35:00	ES	Futures	4465.19	4467.45	4464.07	4467.17	1140.0
2022-11-20 20:40:00	ES	Futures	4467.45	4468.3	4466.04	4468.3	948.0
2022-11-20 20:45:00	ES	Futures	4468.3	4468.58	4465.19	4465.19	1113.0
2022-11-20 20:50:00	ES	Futures	4465.19	4466.04	4464.35	4466.04	895.0
2022-11-20 20:55:00	ES	Futures	4466.04	4467.17	4462.94	4464.63	832.0
2022-11-20 21:00:00	ES	Futures	4464.91	4464.91	4462.38	4463.22	781.0
2022-11-20 21:05:00	ES	Futures	4463.22	4464.63	4460.68	4463.5	1325.0
2022-11-20 21:10:00	ES	Futures	4463.5	4464.07	4461.25	4462.66	721.0
2022-11-20 21:15:00	ES	Futures	4462.66	4462.94	4460.97	4462.94	587.0
2022-11-20 21:20:00	ES	Futures	4462.94	4464.91	4462.94	4464.35	554.0
2022-11-20 21:25:00	ES	Futures	4464.63	4465.48	4463.5	4464.91	712.0
2022-11-20 21:30:00	ES	Futures	4464.63	4464.91	4463.5	4464.63	421.0
2022-11-20 21:35:00	ES	Futures	4464.35	4465.19	4463.5	4464.35	451.0
2022-11-20 21:40:00	ES	Futures	4464.35	4464.63	4462.38	4464.07	670.0
2022-11-20 21:45:00	ES	Futures	4464.07	4464.07	4462.09	4463.22	885.0
2022-11-20 21:50:00	ES	Futures	4463.22	4464.35	4462.94	4464.07	351.0
2022-11-20 21:55:00	ES	Futures	4464.07	4466.6	4464.07	4465.76	671.0
2022-11-20 22:00:00	ES	Futures	4465.76	4466.6	4464.63	4465.76	490.0
2022-11-20 22:05:00	ES	Futures	4466.04	4466.04	4464.91	4465.48	325.0

> showing 50 of 3,879 rows — these rows as CSV

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