PREVIEW / futures_5min / 2022-11-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-23.parquet
  size:    348 KB
  rows:    19,057

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
2022-11-23 00:00:00	ES	Futures	4519.04	4519.88	4518.47	4518.75	386.0
2022-11-23 00:05:00	ES	Futures	4518.75	4519.6	4518.75	4518.75	178.0
2022-11-23 00:10:00	ES	Futures	4518.75	4519.32	4518.47	4519.04	250.0
2022-11-23 00:15:00	ES	Futures	4519.32	4519.88	4519.04	4519.04	211.0
2022-11-23 00:20:00	ES	Futures	4519.04	4520.45	4519.04	4520.45	275.0
2022-11-23 00:25:00	ES	Futures	4520.45	4520.73	4519.88	4520.45	540.0
2022-11-23 00:30:00	ES	Futures	4520.73	4520.73	4519.04	4519.32	257.0
2022-11-23 00:35:00	ES	Futures	4519.32	4520.45	4519.04	4519.88	266.0
2022-11-23 00:40:00	ES	Futures	4520.16	4522.42	4520.16	4522.14	481.0
2022-11-23 00:45:00	ES	Futures	4522.42	4522.42	4521.29	4521.57	308.0
2022-11-23 00:50:00	ES	Futures	4521.57	4522.98	4521.57	4522.42	434.0
2022-11-23 00:55:00	ES	Futures	4522.14	4522.7	4521.57	4522.14	615.0
2022-11-23 01:00:00	ES	Futures	4522.14	4524.11	4522.14	4523.26	791.0
2022-11-23 01:05:00	ES	Futures	4523.26	4523.55	4521.01	4521.57	495.0
2022-11-23 01:10:00	ES	Futures	4521.29	4521.29	4520.16	4521.01	360.0
2022-11-23 01:15:00	ES	Futures	4521.01	4521.86	4520.16	4520.45	341.0
2022-11-23 01:20:00	ES	Futures	4520.73	4520.73	4519.88	4519.88	334.0
2022-11-23 01:25:00	ES	Futures	4519.88	4519.88	4517.06	4518.47	1087.0
2022-11-23 01:30:00	ES	Futures	4518.47	4519.32	4517.91	4519.32	331.0
2022-11-23 01:35:00	ES	Futures	4519.32	4519.32	4518.75	4519.04	186.0
2022-11-23 01:40:00	ES	Futures	4519.04	4519.88	4518.47	4519.6	185.0
2022-11-23 01:45:00	ES	Futures	4519.6	4520.45	4519.32	4520.45	288.0
2022-11-23 01:50:00	ES	Futures	4520.45	4521.01	4520.45	4521.01	191.0
2022-11-23 01:55:00	ES	Futures	4520.73	4522.14	4520.73	4521.86	400.0
2022-11-23 02:00:00	ES	Futures	4521.86	4522.14	4520.16	4520.45	993.0
2022-11-23 02:05:00	ES	Futures	4520.45	4520.73	4519.32	4520.16	1323.0
2022-11-23 02:10:00	ES	Futures	4520.16	4520.16	4518.75	4519.6	647.0
2022-11-23 02:15:00	ES	Futures	4519.32	4519.88	4517.91	4519.04	641.0
2022-11-23 02:20:00	ES	Futures	4519.04	4521.01	4518.47	4520.45	750.0
2022-11-23 02:25:00	ES	Futures	4520.16	4522.14	4520.16	4522.14	568.0
2022-11-23 02:30:00	ES	Futures	4522.14	4523.83	4521.01	4523.26	1091.0
2022-11-23 02:35:00	ES	Futures	4523.26	4524.11	4522.7	4522.7	734.0
2022-11-23 02:40:00	ES	Futures	4522.7	4523.83	4522.7	4523.55	633.0
2022-11-23 02:45:00	ES	Futures	4523.83	4528.34	4523.55	4527.49	2116.0
2022-11-23 02:50:00	ES	Futures	4527.49	4528.62	4527.21	4527.49	936.0
2022-11-23 02:55:00	ES	Futures	4527.49	4528.34	4526.93	4526.93	1341.0
2022-11-23 03:00:00	ES	Futures	4526.93	4527.77	4524.39	4524.39	2894.0
2022-11-23 03:05:00	ES	Futures	4524.67	4525.8	4523.26	4525.52	2801.0
2022-11-23 03:10:00	ES	Futures	4525.8	4526.37	4524.67	4525.8	1632.0
2022-11-23 03:15:00	ES	Futures	4525.52	4526.08	4523.83	4524.11	1635.0
2022-11-23 03:20:00	ES	Futures	4524.39	4526.08	4524.11	4524.96	2572.0
2022-11-23 03:25:00	ES	Futures	4524.96	4526.37	4524.39	4524.67	1417.0
2022-11-23 03:30:00	ES	Futures	4524.67	4524.96	4519.32	4520.45	3096.0
2022-11-23 03:35:00	ES	Futures	4520.73	4523.26	4519.88	4521.57	1872.0
2022-11-23 03:40:00	ES	Futures	4521.57	4525.8	4521.57	4524.67	2628.0
2022-11-23 03:45:00	ES	Futures	4524.67	4526.65	4524.39	4524.67	2336.0
2022-11-23 03:50:00	ES	Futures	4524.67	4526.08	4524.39	4524.96	1949.0
2022-11-23 03:55:00	ES	Futures	4525.24	4525.52	4522.42	4522.42	1858.0
2022-11-23 04:00:00	ES	Futures	4522.7	4523.55	4520.16	4520.73	2876.0
2022-11-23 04:05:00	ES	Futures	4521.01	4522.42	4519.88	4521.86	1974.0

> showing 50 of 19,057 rows — these rows as CSV

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