PREVIEW / futures_5min / 2022-12-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-01.parquet
  size:    363 KB
  rows:    19,933

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
2022-12-01 00:00:00	ES	Futures	4610.09	4610.65	4608.68	4609.81	620.0
2022-12-01 00:05:00	ES	Futures	4609.81	4612.62	4609.81	4612.06	783.0
2022-12-01 00:10:00	ES	Futures	4612.06	4612.91	4611.22	4612.91	803.0
2022-12-01 00:15:00	ES	Futures	4612.91	4615.73	4611.22	4611.5	1388.0
2022-12-01 00:20:00	ES	Futures	4611.22	4613.75	4610.09	4613.75	1098.0
2022-12-01 00:25:00	ES	Futures	4613.75	4614.03	4611.78	4613.19	735.0
2022-12-01 00:30:00	ES	Futures	4613.19	4617.14	4612.91	4614.03	1358.0
2022-12-01 00:35:00	ES	Futures	4614.03	4615.16	4612.62	4613.47	889.0
2022-12-01 00:40:00	ES	Futures	4613.47	4615.16	4612.62	4613.75	955.0
2022-12-01 00:45:00	ES	Futures	4613.75	4614.03	4612.91	4613.19	546.0
2022-12-01 00:50:00	ES	Futures	4613.19	4614.03	4612.62	4612.91	602.0
2022-12-01 00:55:00	ES	Futures	4612.91	4614.32	4612.91	4613.47	595.0
2022-12-01 01:00:00	ES	Futures	4613.75	4615.16	4612.34	4613.47	1356.0
2022-12-01 01:05:00	ES	Futures	4613.47	4613.75	4611.78	4612.34	763.0
2022-12-01 01:10:00	ES	Futures	4612.62	4612.91	4611.5	4612.62	618.0
2022-12-01 01:15:00	ES	Futures	4612.34	4613.75	4612.06	4613.19	435.0
2022-12-01 01:20:00	ES	Futures	4613.19	4614.03	4611.78	4612.62	1036.0
2022-12-01 01:25:00	ES	Futures	4612.62	4612.62	4610.65	4610.65	529.0
2022-12-01 01:30:00	ES	Futures	4610.93	4611.22	4609.81	4610.93	929.0
2022-12-01 01:35:00	ES	Futures	4610.65	4611.22	4610.37	4611.22	372.0
2022-12-01 01:40:00	ES	Futures	4610.93	4611.22	4610.09	4610.37	214.0
2022-12-01 01:45:00	ES	Futures	4610.37	4610.65	4609.52	4610.37	346.0
2022-12-01 01:50:00	ES	Futures	4610.37	4611.22	4610.09	4610.37	482.0
2022-12-01 01:55:00	ES	Futures	4610.65	4610.65	4609.52	4610.65	465.0
2022-12-01 02:00:00	ES	Futures	4610.37	4611.22	4607.27	4609.24	1550.0
2022-12-01 02:05:00	ES	Futures	4609.24	4609.52	4607.55	4608.96	966.0
2022-12-01 02:10:00	ES	Futures	4609.24	4609.24	4607.27	4608.68	904.0
2022-12-01 02:15:00	ES	Futures	4608.96	4610.37	4608.96	4610.09	979.0
2022-12-01 02:20:00	ES	Futures	4610.09	4610.37	4606.42	4606.71	1407.0
2022-12-01 02:25:00	ES	Futures	4606.71	4607.55	4604.45	4604.73	1419.0
2022-12-01 02:30:00	ES	Futures	4605.01	4605.58	4603.32	4603.89	1301.0
2022-12-01 02:35:00	ES	Futures	4604.17	4606.71	4603.89	4606.14	1303.0
2022-12-01 02:40:00	ES	Futures	4606.14	4607.55	4605.01	4606.99	1419.0
2022-12-01 02:45:00	ES	Futures	4606.71	4607.55	4605.86	4606.99	876.0
2022-12-01 02:50:00	ES	Futures	4606.99	4607.27	4603.6	4605.58	1729.0
2022-12-01 02:55:00	ES	Futures	4605.3	4608.11	4604.45	4606.99	2435.0
2022-12-01 03:00:00	ES	Futures	4606.99	4608.68	4606.14	4608.11	3572.0
2022-12-01 03:05:00	ES	Futures	4608.11	4609.24	4604.17	4605.3	2616.0
2022-12-01 03:10:00	ES	Futures	4605.01	4608.4	4605.01	4608.11	1924.0
2022-12-01 03:15:00	ES	Futures	4608.11	4608.11	4604.73	4605.86	1806.0
2022-12-01 03:20:00	ES	Futures	4605.86	4607.55	4599.66	4600.79	3929.0
2022-12-01 03:25:00	ES	Futures	4600.79	4601.07	4597.97	4598.53	3167.0
2022-12-01 03:30:00	ES	Futures	4598.53	4606.14	4597.97	4604.17	3598.0
2022-12-01 03:35:00	ES	Futures	4603.89	4603.89	4600.5	4603.04	2853.0
2022-12-01 03:40:00	ES	Futures	4602.76	4604.73	4601.91	4602.76	1836.0
2022-12-01 03:45:00	ES	Futures	4602.76	4603.6	4599.94	4600.5	2509.0
2022-12-01 03:50:00	ES	Futures	4600.5	4602.76	4598.81	4600.79	2586.0
2022-12-01 03:55:00	ES	Futures	4600.5	4603.6	4600.5	4601.63	2019.0
2022-12-01 04:00:00	ES	Futures	4601.63	4602.76	4599.38	4600.22	2988.0
2022-12-01 04:05:00	ES	Futures	4600.22	4600.79	4596.84	4597.97	2719.0

> showing 50 of 19,933 rows — these rows as CSV

> unlock the full archive -- $79 one-time