PREVIEW / futures_5min / 2022-11-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-27.parquet
  size:    92 KB
  rows:    4,167

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
2022-11-27 18:00:00	ES	Futures	4533.13	4535.1	4529.75	4531.72	4259.0
2022-11-27 18:05:00	ES	Futures	4532.0	4534.54	4532.0	4533.69	1213.0
2022-11-27 18:10:00	ES	Futures	4533.41	4535.95	4532.85	4535.67	1131.0
2022-11-27 18:15:00	ES	Futures	4535.67	4537.36	4534.26	4535.39	1211.0
2022-11-27 18:20:00	ES	Futures	4535.39	4535.39	4533.69	4534.26	434.0
2022-11-27 18:25:00	ES	Futures	4534.26	4535.39	4532.85	4534.54	805.0
2022-11-27 18:30:00	ES	Futures	4534.54	4534.82	4532.57	4533.41	795.0
2022-11-27 18:35:00	ES	Futures	4533.13	4533.41	4531.44	4531.72	763.0
2022-11-27 18:40:00	ES	Futures	4531.72	4532.29	4530.31	4530.31	742.0
2022-11-27 18:45:00	ES	Futures	4530.31	4530.88	4528.62	4529.47	1686.0
2022-11-27 18:50:00	ES	Futures	4529.47	4530.88	4529.18	4530.31	486.0
2022-11-27 18:55:00	ES	Futures	4530.31	4530.59	4528.34	4528.34	715.0
2022-11-27 19:00:00	ES	Futures	4528.34	4530.59	4527.77	4529.47	1568.0
2022-11-27 19:05:00	ES	Futures	4529.47	4530.31	4528.62	4528.9	1147.0
2022-11-27 19:10:00	ES	Futures	4528.9	4528.9	4528.06	4528.62	632.0
2022-11-27 19:15:00	ES	Futures	4528.62	4528.62	4526.65	4527.21	1358.0
2022-11-27 19:20:00	ES	Futures	4527.21	4527.49	4525.52	4526.37	1242.0
2022-11-27 19:25:00	ES	Futures	4526.37	4527.21	4525.52	4526.93	1217.0
2022-11-27 19:30:00	ES	Futures	4526.93	4527.77	4526.08	4526.93	916.0
2022-11-27 19:35:00	ES	Futures	4526.93	4527.49	4526.08	4526.93	796.0
2022-11-27 19:40:00	ES	Futures	4526.93	4528.62	4526.93	4528.34	1093.0
2022-11-27 19:45:00	ES	Futures	4528.34	4528.62	4527.21	4527.49	639.0
2022-11-27 19:50:00	ES	Futures	4527.49	4527.77	4523.55	4525.52	2133.0
2022-11-27 19:55:00	ES	Futures	4525.24	4526.08	4524.96	4525.24	719.0
2022-11-27 20:00:00	ES	Futures	4525.24	4525.24	4523.55	4523.83	1273.0
2022-11-27 20:05:00	ES	Futures	4524.11	4524.11	4520.73	4522.14	2595.0
2022-11-27 20:10:00	ES	Futures	4522.14	4522.7	4521.29	4521.29	852.0
2022-11-27 20:15:00	ES	Futures	4521.57	4522.42	4519.88	4519.88	2271.0
2022-11-27 20:20:00	ES	Futures	4519.88	4520.16	4518.75	4519.32	1992.0
2022-11-27 20:25:00	ES	Futures	4519.6	4520.16	4518.19	4518.47	1018.0
2022-11-27 20:30:00	ES	Futures	4518.47	4519.04	4516.78	4517.06	1761.0
2022-11-27 20:35:00	ES	Futures	4517.06	4517.06	4514.24	4515.65	2546.0
2022-11-27 20:40:00	ES	Futures	4515.65	4516.5	4515.37	4515.94	1353.0
2022-11-27 20:45:00	ES	Futures	4515.65	4516.22	4514.81	4515.09	1471.0
2022-11-27 20:50:00	ES	Futures	4515.37	4516.78	4514.81	4516.5	1291.0
2022-11-27 20:55:00	ES	Futures	4516.5	4516.78	4515.65	4515.94	1149.0
2022-11-27 21:00:00	ES	Futures	4516.22	4516.22	4513.12	4513.4	2003.0
2022-11-27 21:05:00	ES	Futures	4513.68	4514.24	4511.99	4511.99	1610.0
2022-11-27 21:10:00	ES	Futures	4512.27	4515.09	4512.27	4514.81	1131.0
2022-11-27 21:15:00	ES	Futures	4514.81	4516.22	4514.53	4515.94	1109.0
2022-11-27 21:20:00	ES	Futures	4515.65	4517.34	4515.65	4516.78	1107.0
2022-11-27 21:25:00	ES	Futures	4516.78	4518.19	4516.22	4516.5	1643.0
2022-11-27 21:30:00	ES	Futures	4516.78	4518.19	4516.5	4517.34	1137.0
2022-11-27 21:35:00	ES	Futures	4517.63	4518.47	4516.78	4517.91	1370.0
2022-11-27 21:40:00	ES	Futures	4517.63	4519.88	4517.34	4519.6	1726.0
2022-11-27 21:45:00	ES	Futures	4519.6	4519.88	4518.19	4518.75	1429.0
2022-11-27 21:50:00	ES	Futures	4518.47	4519.6	4518.19	4518.47	467.0
2022-11-27 21:55:00	ES	Futures	4518.75	4519.6	4518.47	4519.32	366.0
2022-11-27 22:00:00	ES	Futures	4519.04	4519.6	4518.75	4519.04	591.0
2022-11-27 22:05:00	ES	Futures	4519.04	4519.04	4516.5	4516.78	737.0

> showing 50 of 4,167 rows — these rows as CSV

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