PREVIEW / futures_5min / 2022-11-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-25.parquet
  size:    235 KB
  rows:    12,355

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
2022-11-25 00:00:00	ES	Futures	4558.78	4558.78	4557.94	4558.78	208.0
2022-11-25 00:05:00	ES	Futures	4558.78	4559.07	4558.5	4558.78	228.0
2022-11-25 00:10:00	ES	Futures	4558.78	4560.19	4558.5	4559.07	393.0
2022-11-25 00:15:00	ES	Futures	4558.78	4559.07	4558.78	4558.78	74.0
2022-11-25 00:20:00	ES	Futures	4558.78	4559.35	4558.5	4558.78	94.0
2022-11-25 00:25:00	ES	Futures	4558.78	4558.78	4557.09	4557.09	461.0
2022-11-25 00:30:00	ES	Futures	4557.09	4558.78	4557.09	4558.22	324.0
2022-11-25 00:35:00	ES	Futures	4558.5	4559.07	4557.94	4558.78	187.0
2022-11-25 00:40:00	ES	Futures	4558.5	4558.5	4557.37	4557.94	168.0
2022-11-25 00:45:00	ES	Futures	4557.94	4558.22	4557.37	4557.37	120.0
2022-11-25 00:50:00	ES	Futures	4557.37	4557.66	4557.09	4557.37	188.0
2022-11-25 00:55:00	ES	Futures	4557.09	4557.66	4556.81	4557.09	171.0
2022-11-25 01:00:00	ES	Futures	4557.09	4558.22	4557.09	4557.94	241.0
2022-11-25 01:05:00	ES	Futures	4557.94	4558.22	4557.37	4557.66	179.0
2022-11-25 01:10:00	ES	Futures	4557.94	4558.5	4557.66	4558.22	125.0
2022-11-25 01:15:00	ES	Futures	4557.94	4557.94	4557.09	4557.37	170.0
2022-11-25 01:20:00	ES	Futures	4557.37	4557.94	4557.09	4557.37	166.0
2022-11-25 01:25:00	ES	Futures	4557.37	4557.66	4555.96	4556.53	454.0
2022-11-25 01:30:00	ES	Futures	4556.53	4557.66	4556.53	4557.66	300.0
2022-11-25 01:35:00	ES	Futures	4557.66	4557.94	4557.37	4557.37	160.0
2022-11-25 01:40:00	ES	Futures	4557.37	4559.07	4557.37	4558.78	256.0
2022-11-25 01:45:00	ES	Futures	4558.78	4559.07	4558.78	4559.07	101.0
2022-11-25 01:50:00	ES	Futures	4558.78	4559.35	4558.78	4558.78	176.0
2022-11-25 01:55:00	ES	Futures	4559.07	4559.91	4558.5	4559.91	283.0
2022-11-25 02:00:00	ES	Futures	4559.63	4559.91	4557.94	4558.5	676.0
2022-11-25 02:05:00	ES	Futures	4558.78	4558.78	4557.94	4558.22	330.0
2022-11-25 02:10:00	ES	Futures	4557.94	4559.07	4557.66	4558.5	287.0
2022-11-25 02:15:00	ES	Futures	4558.5	4558.78	4557.37	4557.94	303.0
2022-11-25 02:20:00	ES	Futures	4557.94	4559.63	4557.94	4559.07	319.0
2022-11-25 02:25:00	ES	Futures	4559.35	4561.6	4559.07	4560.76	840.0
2022-11-25 02:30:00	ES	Futures	4561.04	4561.32	4559.91	4560.47	346.0
2022-11-25 02:35:00	ES	Futures	4560.47	4561.32	4560.19	4560.19	351.0
2022-11-25 02:40:00	ES	Futures	4560.47	4561.32	4560.19	4561.04	230.0
2022-11-25 02:45:00	ES	Futures	4561.32	4561.88	4560.19	4560.47	343.0
2022-11-25 02:50:00	ES	Futures	4560.76	4560.76	4558.78	4559.63	552.0
2022-11-25 02:55:00	ES	Futures	4559.63	4560.19	4556.81	4556.81	686.0
2022-11-25 03:00:00	ES	Futures	4556.81	4558.22	4555.68	4557.09	2320.0
2022-11-25 03:05:00	ES	Futures	4557.37	4558.78	4555.96	4558.22	1048.0
2022-11-25 03:10:00	ES	Futures	4558.22	4559.07	4557.66	4558.78	706.0
2022-11-25 03:15:00	ES	Futures	4558.78	4560.47	4557.66	4558.22	984.0
2022-11-25 03:20:00	ES	Futures	4557.94	4561.04	4557.94	4560.76	1164.0
2022-11-25 03:25:00	ES	Futures	4560.76	4561.6	4557.94	4558.5	1027.0
2022-11-25 03:30:00	ES	Futures	4558.5	4559.07	4557.66	4559.07	599.0
2022-11-25 03:35:00	ES	Futures	4558.78	4559.91	4557.37	4557.66	529.0
2022-11-25 03:40:00	ES	Futures	4557.37	4557.66	4556.25	4556.25	585.0
2022-11-25 03:45:00	ES	Futures	4556.25	4556.25	4553.15	4554.55	1385.0
2022-11-25 03:50:00	ES	Futures	4554.55	4555.96	4552.86	4553.43	1295.0
2022-11-25 03:55:00	ES	Futures	4553.15	4555.96	4553.15	4555.68	596.0
2022-11-25 04:00:00	ES	Futures	4555.68	4556.53	4554.55	4555.96	781.0
2022-11-25 04:05:00	ES	Futures	4555.96	4557.09	4555.4	4556.81	642.0

> showing 50 of 12,355 rows — these rows as CSV

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