PREVIEW / futures_5min / 2022-11-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-11-30.parquet
  size:    395 KB
  rows:    20,159

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
2022-11-30 00:00:00	ES	Futures	4473.65	4473.93	4472.52	4473.09	437.0
2022-11-30 00:05:00	ES	Futures	4473.09	4475.62	4473.09	4475.06	630.0
2022-11-30 00:10:00	ES	Futures	4475.06	4475.34	4474.5	4474.78	404.0
2022-11-30 00:15:00	ES	Futures	4475.06	4475.34	4474.78	4475.34	302.0
2022-11-30 00:20:00	ES	Futures	4475.62	4475.91	4475.06	4475.62	550.0
2022-11-30 00:25:00	ES	Futures	4475.62	4476.47	4475.06	4475.62	569.0
2022-11-30 00:30:00	ES	Futures	4475.34	4475.91	4473.93	4474.78	559.0
2022-11-30 00:35:00	ES	Futures	4474.78	4474.78	4472.81	4473.09	495.0
2022-11-30 00:40:00	ES	Futures	4473.09	4474.5	4473.09	4473.37	397.0
2022-11-30 00:45:00	ES	Futures	4473.37	4473.65	4472.81	4473.65	303.0
2022-11-30 00:50:00	ES	Futures	4473.93	4475.06	4473.65	4473.65	540.0
2022-11-30 00:55:00	ES	Futures	4473.65	4473.93	4470.83	4471.11	1047.0
2022-11-30 01:00:00	ES	Futures	4471.11	4472.81	4470.83	4471.11	710.0
2022-11-30 01:05:00	ES	Futures	4471.4	4473.65	4471.4	4472.24	622.0
2022-11-30 01:10:00	ES	Futures	4471.96	4473.93	4471.96	4473.09	553.0
2022-11-30 01:15:00	ES	Futures	4473.37	4474.78	4472.52	4474.22	427.0
2022-11-30 01:20:00	ES	Futures	4474.22	4475.06	4473.93	4474.22	474.0
2022-11-30 01:25:00	ES	Futures	4474.22	4474.22	4471.96	4472.52	305.0
2022-11-30 01:30:00	ES	Futures	4472.52	4473.93	4471.96	4473.65	420.0
2022-11-30 01:35:00	ES	Futures	4473.65	4473.93	4471.68	4472.52	441.0
2022-11-30 01:40:00	ES	Futures	4472.24	4472.52	4471.11	4471.68	433.0
2022-11-30 01:45:00	ES	Futures	4471.68	4472.24	4471.11	4471.11	299.0
2022-11-30 01:50:00	ES	Futures	4470.83	4471.68	4470.83	4471.4	203.0
2022-11-30 01:55:00	ES	Futures	4471.4	4473.37	4471.4	4473.09	422.0
2022-11-30 02:00:00	ES	Futures	4473.09	4473.37	4472.24	4473.37	746.0
2022-11-30 02:05:00	ES	Futures	4473.37	4474.5	4472.81	4474.22	702.0
2022-11-30 02:10:00	ES	Futures	4474.5	4477.03	4473.37	4476.19	1193.0
2022-11-30 02:15:00	ES	Futures	4476.19	4477.88	4472.52	4472.52	1355.0
2022-11-30 02:20:00	ES	Futures	4472.52	4473.65	4472.24	4473.37	596.0
2022-11-30 02:25:00	ES	Futures	4473.37	4475.91	4473.37	4475.34	817.0
2022-11-30 02:30:00	ES	Futures	4475.34	4476.75	4474.78	4475.91	693.0
2022-11-30 02:35:00	ES	Futures	4475.91	4476.75	4475.06	4475.34	715.0
2022-11-30 02:40:00	ES	Futures	4475.34	4475.34	4474.22	4474.78	498.0
2022-11-30 02:45:00	ES	Futures	4474.5	4474.5	4472.24	4473.65	1369.0
2022-11-30 02:50:00	ES	Futures	4473.37	4475.62	4472.52	4475.34	1136.0
2022-11-30 02:55:00	ES	Futures	4475.06	4476.19	4474.78	4475.34	820.0
2022-11-30 03:00:00	ES	Futures	4475.06	4479.29	4473.65	4476.75	3210.0
2022-11-30 03:05:00	ES	Futures	4476.75	4479.29	4475.06	4475.62	1989.0
2022-11-30 03:10:00	ES	Futures	4475.62	4478.73	4474.22	4477.6	2352.0
2022-11-30 03:15:00	ES	Futures	4477.88	4482.11	4476.47	4476.47	2530.0
2022-11-30 03:20:00	ES	Futures	4476.47	4476.75	4474.22	4475.34	1454.0
2022-11-30 03:25:00	ES	Futures	4475.34	4476.47	4473.65	4475.91	1436.0
2022-11-30 03:30:00	ES	Futures	4475.62	4476.75	4473.09	4475.62	1413.0
2022-11-30 03:35:00	ES	Futures	4475.62	4476.47	4474.22	4474.22	1084.0
2022-11-30 03:40:00	ES	Futures	4473.93	4475.34	4472.24	4473.93	1334.0
2022-11-30 03:45:00	ES	Futures	4473.93	4476.47	4473.09	4473.65	1392.0
2022-11-30 03:50:00	ES	Futures	4473.93	4474.78	4472.81	4474.5	957.0
2022-11-30 03:55:00	ES	Futures	4474.5	4477.03	4473.93	4476.19	1436.0
2022-11-30 04:00:00	ES	Futures	4476.19	4480.98	4475.91	4478.16	2536.0
2022-11-30 04:05:00	ES	Futures	4478.44	4480.98	4478.44	4479.85	1740.0

> showing 50 of 20,159 rows — these rows as CSV

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