PREVIEW / futures_5min / 2022-11-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-22.parquet
  size:    332 KB
  rows:    19,232

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
2022-11-22 00:00:00	ES	Futures	4468.01	4468.3	4466.04	4466.6	582.0
2022-11-22 00:05:00	ES	Futures	4466.32	4466.6	4465.76	4465.76	326.0
2022-11-22 00:10:00	ES	Futures	4465.76	4466.89	4465.48	4466.32	226.0
2022-11-22 00:15:00	ES	Futures	4466.32	4466.89	4465.48	4466.6	244.0
2022-11-22 00:20:00	ES	Futures	4466.32	4466.89	4465.48	4465.48	187.0
2022-11-22 00:25:00	ES	Futures	4465.76	4465.76	4463.79	4464.91	539.0
2022-11-22 00:30:00	ES	Futures	4464.63	4465.19	4462.94	4462.94	610.0
2022-11-22 00:35:00	ES	Futures	4463.22	4463.5	4462.09	4462.38	598.0
2022-11-22 00:40:00	ES	Futures	4462.38	4462.94	4461.81	4462.38	423.0
2022-11-22 00:45:00	ES	Futures	4462.09	4462.94	4461.81	4462.66	200.0
2022-11-22 00:50:00	ES	Futures	4462.66	4463.5	4461.25	4462.09	485.0
2022-11-22 00:55:00	ES	Futures	4462.09	4463.22	4461.25	4462.38	496.0
2022-11-22 01:00:00	ES	Futures	4462.09	4464.63	4462.09	4463.5	865.0
2022-11-22 01:05:00	ES	Futures	4463.5	4464.07	4462.38	4463.79	375.0
2022-11-22 01:10:00	ES	Futures	4464.07	4464.35	4462.94	4463.79	259.0
2022-11-22 01:15:00	ES	Futures	4464.07	4464.35	4462.66	4462.94	305.0
2022-11-22 01:20:00	ES	Futures	4462.94	4463.79	4462.09	4462.94	381.0
2022-11-22 01:25:00	ES	Futures	4462.66	4464.07	4462.66	4463.79	305.0
2022-11-22 01:30:00	ES	Futures	4464.07	4464.35	4460.97	4461.25	622.0
2022-11-22 01:35:00	ES	Futures	4461.25	4462.38	4460.97	4462.38	371.0
2022-11-22 01:40:00	ES	Futures	4462.38	4462.94	4461.25	4461.53	306.0
2022-11-22 01:45:00	ES	Futures	4461.53	4461.81	4459.56	4459.56	612.0
2022-11-22 01:50:00	ES	Futures	4459.56	4460.68	4459.27	4460.4	371.0
2022-11-22 01:55:00	ES	Futures	4460.4	4460.97	4459.27	4460.4	363.0
2022-11-22 02:00:00	ES	Futures	4460.68	4460.68	4458.15	4458.15	957.0
2022-11-22 02:05:00	ES	Futures	4458.15	4460.68	4457.87	4459.27	832.0
2022-11-22 02:10:00	ES	Futures	4459.27	4459.84	4458.43	4458.99	414.0
2022-11-22 02:15:00	ES	Futures	4458.71	4460.12	4456.17	4457.02	1066.0
2022-11-22 02:20:00	ES	Futures	4457.02	4459.56	4455.05	4459.27	1146.0
2022-11-22 02:25:00	ES	Futures	4459.27	4460.4	4458.43	4459.27	401.0
2022-11-22 02:30:00	ES	Futures	4459.27	4460.68	4459.27	4459.84	447.0
2022-11-22 02:35:00	ES	Futures	4459.56	4460.12	4458.43	4458.71	657.0
2022-11-22 02:40:00	ES	Futures	4458.71	4459.84	4457.58	4459.27	542.0
2022-11-22 02:45:00	ES	Futures	4459.56	4462.09	4459.56	4461.53	593.0
2022-11-22 02:50:00	ES	Futures	4461.81	4462.66	4460.97	4462.66	645.0
2022-11-22 02:55:00	ES	Futures	4462.38	4464.07	4460.68	4461.25	680.0
2022-11-22 03:00:00	ES	Futures	4461.25	4463.22	4456.74	4457.58	2537.0
2022-11-22 03:05:00	ES	Futures	4457.87	4460.68	4454.2	4456.74	1857.0
2022-11-22 03:10:00	ES	Futures	4457.02	4459.56	4455.89	4456.74	1250.0
2022-11-22 03:15:00	ES	Futures	4456.74	4461.25	4456.74	4460.97	1072.0
2022-11-22 03:20:00	ES	Futures	4460.97	4462.38	4454.2	4456.17	1512.0
2022-11-22 03:25:00	ES	Futures	4455.89	4461.25	4455.89	4458.99	1805.0
2022-11-22 03:30:00	ES	Futures	4458.71	4459.84	4452.23	4453.92	2874.0
2022-11-22 03:35:00	ES	Futures	4453.64	4455.33	4451.1	4453.36	2417.0
2022-11-22 03:40:00	ES	Futures	4453.07	4453.07	4448.56	4450.25	2972.0
2022-11-22 03:45:00	ES	Futures	4450.25	4454.2	4449.13	4453.36	2397.0
2022-11-22 03:50:00	ES	Futures	4453.36	4455.33	4451.95	4455.05	2811.0
2022-11-22 03:55:00	ES	Futures	4455.05	4456.74	4453.36	4455.05	2330.0
2022-11-22 04:00:00	ES	Futures	4455.05	4460.12	4454.2	4459.56	2372.0
2022-11-22 04:05:00	ES	Futures	4459.84	4460.12	4457.3	4457.87	1615.0

> showing 50 of 19,232 rows — these rows as CSV

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