PREVIEW / futures_5min / 2022-11-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-21.parquet
  size:    326 KB
  rows:    19,358

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
2022-11-21 00:00:00	ES	Futures	4468.3	4469.14	4466.6	4467.45	719.0
2022-11-21 00:05:00	ES	Futures	4467.45	4467.73	4464.63	4466.04	554.0
2022-11-21 00:10:00	ES	Futures	4466.32	4466.32	4464.35	4464.91	464.0
2022-11-21 00:15:00	ES	Futures	4465.19	4466.32	4463.79	4464.63	565.0
2022-11-21 00:20:00	ES	Futures	4464.63	4465.19	4464.07	4464.91	233.0
2022-11-21 00:25:00	ES	Futures	4464.91	4466.04	4464.35	4464.91	303.0
2022-11-21 00:30:00	ES	Futures	4464.91	4466.32	4464.63	4465.76	374.0
2022-11-21 00:35:00	ES	Futures	4465.48	4466.89	4465.48	4466.6	285.0
2022-11-21 00:40:00	ES	Futures	4466.6	4466.6	4464.35	4464.63	362.0
2022-11-21 00:45:00	ES	Futures	4464.35	4466.04	4464.35	4465.76	215.0
2022-11-21 00:50:00	ES	Futures	4465.76	4467.73	4465.48	4466.32	475.0
2022-11-21 00:55:00	ES	Futures	4466.6	4469.14	4466.32	4469.14	556.0
2022-11-21 01:00:00	ES	Futures	4469.14	4470.27	4468.3	4469.42	772.0
2022-11-21 01:05:00	ES	Futures	4469.7	4469.7	4468.3	4468.86	359.0
2022-11-21 01:10:00	ES	Futures	4468.86	4470.27	4468.01	4469.42	386.0
2022-11-21 01:15:00	ES	Futures	4469.7	4470.27	4468.86	4469.14	217.0
2022-11-21 01:20:00	ES	Futures	4469.14	4469.14	4468.3	4468.3	211.0
2022-11-21 01:25:00	ES	Futures	4468.58	4469.7	4468.01	4468.86	425.0
2022-11-21 01:30:00	ES	Futures	4468.86	4468.86	4467.45	4468.01	384.0
2022-11-21 01:35:00	ES	Futures	4467.73	4468.58	4466.89	4466.89	326.0
2022-11-21 01:40:00	ES	Futures	4466.89	4467.17	4465.76	4466.6	467.0
2022-11-21 01:45:00	ES	Futures	4466.6	4467.73	4466.32	4466.6	299.0
2022-11-21 01:50:00	ES	Futures	4466.32	4466.32	4463.79	4463.79	726.0
2022-11-21 01:55:00	ES	Futures	4464.07	4464.63	4461.53	4463.5	1423.0
2022-11-21 02:00:00	ES	Futures	4463.5	4464.35	4461.81	4463.79	1198.0
2022-11-21 02:05:00	ES	Futures	4463.79	4463.79	4461.53	4463.5	630.0
2022-11-21 02:10:00	ES	Futures	4463.22	4466.04	4462.66	4465.76	696.0
2022-11-21 02:15:00	ES	Futures	4465.76	4466.6	4464.91	4466.04	720.0
2022-11-21 02:20:00	ES	Futures	4466.32	4466.32	4464.35	4465.48	454.0
2022-11-21 02:25:00	ES	Futures	4465.48	4466.6	4465.19	4465.76	484.0
2022-11-21 02:30:00	ES	Futures	4465.48	4466.6	4465.48	4466.04	398.0
2022-11-21 02:35:00	ES	Futures	4466.04	4467.17	4465.76	4466.89	549.0
2022-11-21 02:40:00	ES	Futures	4466.6	4466.6	4461.81	4463.5	1184.0
2022-11-21 02:45:00	ES	Futures	4463.22	4463.5	4458.15	4459.56	1658.0
2022-11-21 02:50:00	ES	Futures	4459.84	4460.97	4458.15	4458.99	805.0
2022-11-21 02:55:00	ES	Futures	4459.27	4460.68	4458.99	4458.99	597.0
2022-11-21 03:00:00	ES	Futures	4459.27	4463.79	4458.71	4463.5	1967.0
2022-11-21 03:05:00	ES	Futures	4463.22	4464.63	4460.4	4461.53	1434.0
2022-11-21 03:10:00	ES	Futures	4461.25	4464.07	4460.12	4462.38	1136.0
2022-11-21 03:15:00	ES	Futures	4462.66	4462.66	4455.61	4461.81	3441.0
2022-11-21 03:20:00	ES	Futures	4462.09	4464.35	4459.56	4464.07	2976.0
2022-11-21 03:25:00	ES	Futures	4463.79	4466.6	4462.66	4464.63	3279.0
2022-11-21 03:30:00	ES	Futures	4464.63	4467.45	4464.35	4465.19	1862.0
2022-11-21 03:35:00	ES	Futures	4465.19	4465.76	4462.66	4463.79	1690.0
2022-11-21 03:40:00	ES	Futures	4463.79	4465.76	4463.22	4465.19	2320.0
2022-11-21 03:45:00	ES	Futures	4465.19	4466.6	4460.97	4462.38	3316.0
2022-11-21 03:50:00	ES	Futures	4462.38	4462.38	4458.71	4459.56	1778.0
2022-11-21 03:55:00	ES	Futures	4459.27	4461.81	4458.15	4459.84	1316.0
2022-11-21 04:00:00	ES	Futures	4459.56	4461.25	4456.17	4456.46	3842.0
2022-11-21 04:05:00	ES	Futures	4456.17	4460.4	4456.17	4457.87	1496.0

> showing 50 of 19,358 rows — these rows as CSV

> unlock the full archive -- $79 one-time