PREVIEW / futures_5min / 2022-11-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-28.parquet
  size:    364 KB
  rows:    20,097

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
2022-11-28 00:00:00	ES	Futures	4517.91	4517.91	4514.81	4514.81	981.0
2022-11-28 00:05:00	ES	Futures	4514.81	4514.81	4512.55	4513.4	1306.0
2022-11-28 00:10:00	ES	Futures	4513.68	4514.53	4512.83	4514.53	1008.0
2022-11-28 00:15:00	ES	Futures	4514.53	4514.53	4512.27	4512.83	662.0
2022-11-28 00:20:00	ES	Futures	4513.12	4513.96	4513.12	4513.4	315.0
2022-11-28 00:25:00	ES	Futures	4513.68	4513.68	4511.43	4511.71	721.0
2022-11-28 00:30:00	ES	Futures	4511.71	4513.4	4507.48	4513.12	2284.0
2022-11-28 00:35:00	ES	Futures	4513.12	4514.53	4513.12	4513.4	599.0
2022-11-28 00:40:00	ES	Futures	4513.4	4513.96	4513.12	4513.4	386.0
2022-11-28 00:45:00	ES	Futures	4513.4	4514.24	4512.55	4512.83	582.0
2022-11-28 00:50:00	ES	Futures	4513.12	4513.4	4511.43	4511.71	436.0
2022-11-28 00:55:00	ES	Futures	4511.71	4513.4	4510.58	4513.12	755.0
2022-11-28 01:00:00	ES	Futures	4513.4	4515.09	4512.55	4514.81	1516.0
2022-11-28 01:05:00	ES	Futures	4514.53	4514.81	4513.12	4514.81	663.0
2022-11-28 01:10:00	ES	Futures	4514.81	4515.37	4514.24	4514.53	525.0
2022-11-28 01:15:00	ES	Futures	4514.81	4515.94	4514.53	4515.65	510.0
2022-11-28 01:20:00	ES	Futures	4515.94	4516.78	4515.37	4516.22	449.0
2022-11-28 01:25:00	ES	Futures	4516.22	4516.78	4514.81	4515.65	548.0
2022-11-28 01:30:00	ES	Futures	4515.65	4518.19	4515.37	4517.91	1062.0
2022-11-28 01:35:00	ES	Futures	4517.91	4519.88	4517.34	4519.6	1116.0
2022-11-28 01:40:00	ES	Futures	4519.6	4519.88	4518.47	4519.04	560.0
2022-11-28 01:45:00	ES	Futures	4519.04	4519.88	4519.04	4519.6	422.0
2022-11-28 01:50:00	ES	Futures	4519.88	4519.88	4519.04	4519.6	638.0
2022-11-28 01:55:00	ES	Futures	4519.6	4519.88	4519.32	4519.6	607.0
2022-11-28 02:00:00	ES	Futures	4519.88	4521.57	4519.04	4519.88	1700.0
2022-11-28 02:05:00	ES	Futures	4519.6	4520.73	4517.06	4517.91	1418.0
2022-11-28 02:10:00	ES	Futures	4517.63	4520.73	4517.06	4519.6	1295.0
2022-11-28 02:15:00	ES	Futures	4519.6	4523.26	4519.6	4522.42	1632.0
2022-11-28 02:20:00	ES	Futures	4522.14	4524.39	4521.29	4522.14	2493.0
2022-11-28 02:25:00	ES	Futures	4522.14	4523.83	4521.01	4522.7	1383.0
2022-11-28 02:30:00	ES	Futures	4522.7	4523.26	4521.86	4521.86	763.0
2022-11-28 02:35:00	ES	Futures	4522.14	4522.42	4520.73	4521.57	1180.0
2022-11-28 02:40:00	ES	Futures	4521.57	4523.55	4521.57	4523.26	810.0
2022-11-28 02:45:00	ES	Futures	4523.26	4523.55	4521.01	4521.57	1040.0
2022-11-28 02:50:00	ES	Futures	4521.29	4522.42	4519.88	4520.45	1032.0
2022-11-28 02:55:00	ES	Futures	4520.45	4521.57	4519.04	4519.32	1228.0
2022-11-28 03:00:00	ES	Futures	4519.32	4521.86	4518.47	4519.88	2659.0
2022-11-28 03:05:00	ES	Futures	4520.16	4525.52	4519.6	4524.96	2495.0
2022-11-28 03:10:00	ES	Futures	4524.96	4526.93	4523.83	4526.37	2158.0
2022-11-28 03:15:00	ES	Futures	4526.08	4528.06	4525.24	4526.93	1914.0
2022-11-28 03:20:00	ES	Futures	4526.93	4528.62	4526.08	4527.77	1634.0
2022-11-28 03:25:00	ES	Futures	4527.77	4531.16	4527.77	4530.03	3005.0
2022-11-28 03:30:00	ES	Futures	4530.03	4530.59	4526.93	4527.21	2246.0
2022-11-28 03:35:00	ES	Futures	4527.21	4528.06	4524.11	4524.39	2667.0
2022-11-28 03:40:00	ES	Futures	4524.39	4527.77	4523.83	4525.8	2225.0
2022-11-28 03:45:00	ES	Futures	4525.8	4526.08	4521.01	4521.57	2474.0
2022-11-28 03:50:00	ES	Futures	4521.57	4524.11	4521.29	4523.83	1803.0
2022-11-28 03:55:00	ES	Futures	4523.83	4524.39	4521.57	4521.86	1383.0
2022-11-28 04:00:00	ES	Futures	4521.86	4524.11	4518.19	4520.16	2585.0
2022-11-28 04:05:00	ES	Futures	4520.45	4520.73	4517.34	4519.04	2281.0

> showing 50 of 20,097 rows — these rows as CSV

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