PREVIEW / futures_5min / 2022-12-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-04.parquet
  size:    81 KB
  rows:    3,850

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
2022-12-04 18:00:00	ES	Futures	4593.74	4595.71	4587.25	4588.66	3408.0
2022-12-04 18:05:00	ES	Futures	4588.95	4590.92	4586.13	4586.97	1252.0
2022-12-04 18:10:00	ES	Futures	4586.97	4586.97	4584.15	4586.69	1375.0
2022-12-04 18:15:00	ES	Futures	4586.69	4587.25	4584.44	4584.72	621.0
2022-12-04 18:20:00	ES	Futures	4584.72	4586.69	4584.72	4586.13	493.0
2022-12-04 18:25:00	ES	Futures	4586.13	4587.82	4585.84	4587.25	563.0
2022-12-04 18:30:00	ES	Futures	4587.54	4588.38	4586.69	4587.82	588.0
2022-12-04 18:35:00	ES	Futures	4588.1	4589.79	4585.84	4586.69	970.0
2022-12-04 18:40:00	ES	Futures	4586.97	4588.66	4586.13	4588.1	490.0
2022-12-04 18:45:00	ES	Futures	4588.1	4591.48	4588.1	4591.48	630.0
2022-12-04 18:50:00	ES	Futures	4591.48	4591.48	4589.79	4590.07	427.0
2022-12-04 18:55:00	ES	Futures	4589.79	4592.33	4589.79	4590.36	543.0
2022-12-04 19:00:00	ES	Futures	4590.36	4590.92	4586.69	4586.97	996.0
2022-12-04 19:05:00	ES	Futures	4586.97	4589.51	4586.69	4589.23	576.0
2022-12-04 19:10:00	ES	Futures	4589.23	4589.51	4588.1	4588.38	271.0
2022-12-04 19:15:00	ES	Futures	4588.38	4590.07	4588.38	4589.79	510.0
2022-12-04 19:20:00	ES	Futures	4589.79	4593.17	4589.79	4590.64	899.0
2022-12-04 19:25:00	ES	Futures	4590.92	4590.92	4588.66	4590.64	631.0
2022-12-04 19:30:00	ES	Futures	4590.64	4591.76	4589.23	4591.48	306.0
2022-12-04 19:35:00	ES	Futures	4591.48	4592.33	4591.2	4591.48	451.0
2022-12-04 19:40:00	ES	Futures	4591.2	4591.2	4590.07	4590.07	368.0
2022-12-04 19:45:00	ES	Futures	4590.07	4592.05	4590.07	4590.64	608.0
2022-12-04 19:50:00	ES	Futures	4590.36	4591.48	4588.1	4588.38	576.0
2022-12-04 19:55:00	ES	Futures	4588.38	4588.95	4587.54	4587.54	383.0
2022-12-04 20:00:00	ES	Futures	4587.54	4589.51	4587.54	4588.95	644.0
2022-12-04 20:05:00	ES	Futures	4588.95	4589.79	4587.82	4589.23	652.0
2022-12-04 20:10:00	ES	Futures	4589.51	4589.79	4588.1	4588.38	454.0
2022-12-04 20:15:00	ES	Futures	4588.66	4588.95	4585.84	4586.97	1167.0
2022-12-04 20:20:00	ES	Futures	4586.69	4589.51	4586.41	4589.51	640.0
2022-12-04 20:25:00	ES	Futures	4589.51	4590.36	4588.95	4589.79	833.0
2022-12-04 20:30:00	ES	Futures	4589.79	4590.36	4588.95	4590.36	832.0
2022-12-04 20:35:00	ES	Futures	4590.07	4590.92	4589.79	4590.36	580.0
2022-12-04 20:40:00	ES	Futures	4590.36	4590.92	4588.38	4588.66	885.0
2022-12-04 20:45:00	ES	Futures	4588.66	4588.66	4585.84	4586.97	1865.0
2022-12-04 20:50:00	ES	Futures	4587.25	4589.23	4586.97	4589.23	641.0
2022-12-04 20:55:00	ES	Futures	4589.23	4589.51	4586.13	4586.97	865.0
2022-12-04 21:00:00	ES	Futures	4586.97	4588.66	4586.41	4588.66	451.0
2022-12-04 21:05:00	ES	Futures	4588.66	4589.51	4588.38	4588.95	589.0
2022-12-04 21:10:00	ES	Futures	4588.95	4589.51	4587.82	4588.38	596.0
2022-12-04 21:15:00	ES	Futures	4588.66	4588.95	4587.54	4588.1	362.0
2022-12-04 21:20:00	ES	Futures	4588.1	4588.95	4587.82	4588.38	210.0
2022-12-04 21:25:00	ES	Futures	4588.66	4588.95	4587.82	4588.66	139.0
2022-12-04 21:30:00	ES	Futures	4588.66	4590.36	4588.66	4589.79	564.0
2022-12-04 21:35:00	ES	Futures	4589.79	4589.79	4588.95	4589.23	320.0
2022-12-04 21:40:00	ES	Futures	4589.23	4590.36	4589.23	4590.36	311.0
2022-12-04 21:45:00	ES	Futures	4590.07	4590.64	4589.79	4590.07	466.0
2022-12-04 21:50:00	ES	Futures	4590.07	4590.36	4589.51	4590.07	346.0
2022-12-04 21:55:00	ES	Futures	4590.07	4590.64	4589.51	4589.51	317.0
2022-12-04 22:00:00	ES	Futures	4589.79	4590.07	4588.66	4589.23	389.0
2022-12-04 22:05:00	ES	Futures	4589.23	4590.07	4588.95	4589.23	245.0

> showing 50 of 3,850 rows — these rows as CSV

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