PREVIEW / futures_5min / 2022-11-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-29.parquet
  size:    336 KB
  rows:    19,536

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
2022-11-29 00:00:00	ES	Futures	4490.56	4491.97	4490.28	4491.69	708.0
2022-11-29 00:05:00	ES	Futures	4491.41	4492.54	4491.13	4491.69	584.0
2022-11-29 00:10:00	ES	Futures	4491.69	4492.82	4491.69	4491.97	642.0
2022-11-29 00:15:00	ES	Futures	4491.69	4492.82	4491.41	4492.54	755.0
2022-11-29 00:20:00	ES	Futures	4492.54	4492.82	4491.41	4491.41	356.0
2022-11-29 00:25:00	ES	Futures	4491.69	4492.54	4491.13	4491.97	864.0
2022-11-29 00:30:00	ES	Futures	4492.26	4492.54	4490.28	4490.56	907.0
2022-11-29 00:35:00	ES	Futures	4490.56	4490.85	4489.72	4489.72	527.0
2022-11-29 00:40:00	ES	Futures	4490.0	4490.28	4488.87	4490.28	1004.0
2022-11-29 00:45:00	ES	Futures	4490.56	4491.41	4490.28	4490.85	408.0
2022-11-29 00:50:00	ES	Futures	4490.85	4491.97	4490.56	4491.13	731.0
2022-11-29 00:55:00	ES	Futures	4491.13	4491.69	4490.56	4491.13	666.0
2022-11-29 01:00:00	ES	Futures	4491.13	4491.41	4490.28	4490.56	547.0
2022-11-29 01:05:00	ES	Futures	4490.56	4490.85	4489.72	4490.28	398.0
2022-11-29 01:10:00	ES	Futures	4490.28	4490.56	4488.87	4489.16	564.0
2022-11-29 01:15:00	ES	Futures	4489.16	4489.44	4487.18	4488.03	798.0
2022-11-29 01:20:00	ES	Futures	4487.75	4488.03	4486.9	4487.18	541.0
2022-11-29 01:25:00	ES	Futures	4487.46	4488.87	4487.18	4488.31	583.0
2022-11-29 01:30:00	ES	Futures	4488.03	4492.82	4488.03	4491.69	2284.0
2022-11-29 01:35:00	ES	Futures	4491.69	4493.95	4491.13	4492.82	1298.0
2022-11-29 01:40:00	ES	Futures	4493.1	4493.95	4492.54	4492.82	888.0
2022-11-29 01:45:00	ES	Futures	4492.82	4493.67	4491.13	4491.69	725.0
2022-11-29 01:50:00	ES	Futures	4491.69	4491.69	4486.62	4487.75	1405.0
2022-11-29 01:55:00	ES	Futures	4487.75	4490.0	4487.46	4489.44	912.0
2022-11-29 02:00:00	ES	Futures	4489.44	4495.08	4489.16	4493.67	2085.0
2022-11-29 02:05:00	ES	Futures	4493.67	4495.36	4492.26	4492.54	1493.0
2022-11-29 02:10:00	ES	Futures	4492.82	4495.08	4492.26	4494.51	1104.0
2022-11-29 02:15:00	ES	Futures	4494.51	4495.92	4493.1	4495.08	1612.0
2022-11-29 02:20:00	ES	Futures	4495.08	4495.36	4492.26	4492.54	1087.0
2022-11-29 02:25:00	ES	Futures	4492.54	4493.67	4492.26	4493.1	669.0
2022-11-29 02:30:00	ES	Futures	4493.1	4493.38	4490.56	4491.13	850.0
2022-11-29 02:35:00	ES	Futures	4490.85	4491.97	4490.56	4491.41	662.0
2022-11-29 02:40:00	ES	Futures	4491.41	4492.82	4490.0	4491.69	782.0
2022-11-29 02:45:00	ES	Futures	4491.97	4493.95	4491.69	4493.38	782.0
2022-11-29 02:50:00	ES	Futures	4493.1	4493.67	4491.41	4492.54	813.0
2022-11-29 02:55:00	ES	Futures	4492.54	4493.38	4491.97	4492.82	857.0
2022-11-29 03:00:00	ES	Futures	4492.82	4496.2	4491.41	4492.82	3829.0
2022-11-29 03:05:00	ES	Futures	4492.54	4495.08	4490.85	4493.95	2349.0
2022-11-29 03:10:00	ES	Futures	4493.67	4494.79	4489.72	4490.28	1846.0
2022-11-29 03:15:00	ES	Futures	4490.28	4495.08	4490.0	4494.79	1434.0
2022-11-29 03:20:00	ES	Futures	4494.79	4496.77	4494.23	4494.79	1818.0
2022-11-29 03:25:00	ES	Futures	4494.51	4495.64	4491.97	4495.64	2391.0
2022-11-29 03:30:00	ES	Futures	4495.64	4498.46	4493.95	4497.89	2219.0
2022-11-29 03:35:00	ES	Futures	4497.89	4499.3	4497.33	4498.46	1908.0
2022-11-29 03:40:00	ES	Futures	4498.46	4498.74	4496.48	4496.77	1421.0
2022-11-29 03:45:00	ES	Futures	4496.77	4499.02	4495.92	4498.46	2060.0
2022-11-29 03:50:00	ES	Futures	4498.46	4499.02	4494.51	4494.79	3010.0
2022-11-29 03:55:00	ES	Futures	4494.79	4496.48	4493.38	4495.64	1731.0
2022-11-29 04:00:00	ES	Futures	4495.64	4497.89	4493.38	4494.51	3273.0
2022-11-29 04:05:00	ES	Futures	4494.51	4495.64	4490.28	4490.28	2533.0

> showing 50 of 19,536 rows — these rows as CSV

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