PREVIEW / futures_5min / 2022-12-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-05.parquet
  size:    363 KB
  rows:    19,211

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
2022-12-05 00:00:00	ES	Futures	4589.79	4589.79	4588.95	4588.95	421.0
2022-12-05 00:05:00	ES	Futures	4588.95	4589.23	4588.1	4588.1	305.0
2022-12-05 00:10:00	ES	Futures	4587.82	4589.23	4587.82	4588.95	240.0
2022-12-05 00:15:00	ES	Futures	4588.95	4588.95	4588.1	4588.95	139.0
2022-12-05 00:20:00	ES	Futures	4588.95	4589.51	4588.66	4589.51	206.0
2022-12-05 00:25:00	ES	Futures	4589.23	4589.23	4588.66	4589.23	311.0
2022-12-05 00:30:00	ES	Futures	4589.23	4590.07	4588.66	4589.79	272.0
2022-12-05 00:35:00	ES	Futures	4589.79	4590.36	4589.51	4589.51	254.0
2022-12-05 00:40:00	ES	Futures	4589.79	4589.79	4588.66	4588.95	186.0
2022-12-05 00:45:00	ES	Futures	4588.95	4589.51	4588.1	4589.23	494.0
2022-12-05 00:50:00	ES	Futures	4589.23	4589.79	4588.1	4588.95	235.0
2022-12-05 00:55:00	ES	Futures	4589.23	4590.64	4588.38	4590.36	304.0
2022-12-05 01:00:00	ES	Futures	4590.36	4590.92	4589.79	4590.36	484.0
2022-12-05 01:05:00	ES	Futures	4590.07	4590.92	4589.51	4589.79	347.0
2022-12-05 01:10:00	ES	Futures	4589.79	4590.07	4586.97	4586.97	638.0
2022-12-05 01:15:00	ES	Futures	4586.97	4588.95	4586.41	4587.82	901.0
2022-12-05 01:20:00	ES	Futures	4587.82	4587.82	4586.41	4586.97	528.0
2022-12-05 01:25:00	ES	Futures	4586.69	4587.82	4586.69	4587.54	379.0
2022-12-05 01:30:00	ES	Futures	4587.54	4587.82	4586.13	4586.41	521.0
2022-12-05 01:35:00	ES	Futures	4586.13	4587.25	4586.13	4586.41	304.0
2022-12-05 01:40:00	ES	Futures	4586.69	4587.82	4585.84	4587.82	489.0
2022-12-05 01:45:00	ES	Futures	4587.82	4588.38	4587.54	4587.82	331.0
2022-12-05 01:50:00	ES	Futures	4587.82	4590.92	4587.82	4590.64	841.0
2022-12-05 01:55:00	ES	Futures	4590.36	4591.48	4590.36	4591.2	441.0
2022-12-05 02:00:00	ES	Futures	4591.48	4591.48	4587.82	4587.82	1560.0
2022-12-05 02:05:00	ES	Futures	4587.82	4587.82	4584.72	4585.0	1459.0
2022-12-05 02:10:00	ES	Futures	4585.0	4585.0	4579.08	4580.77	2590.0
2022-12-05 02:15:00	ES	Futures	4580.77	4583.87	4580.49	4583.87	1224.0
2022-12-05 02:20:00	ES	Futures	4583.59	4583.87	4581.05	4581.33	807.0
2022-12-05 02:25:00	ES	Futures	4581.33	4581.62	4579.64	4581.05	603.0
2022-12-05 02:30:00	ES	Futures	4581.33	4584.44	4580.49	4583.03	734.0
2022-12-05 02:35:00	ES	Futures	4583.03	4583.87	4582.18	4583.03	531.0
2022-12-05 02:40:00	ES	Futures	4583.03	4583.87	4580.77	4580.77	611.0
2022-12-05 02:45:00	ES	Futures	4580.49	4581.9	4578.52	4579.64	1263.0
2022-12-05 02:50:00	ES	Futures	4579.64	4582.18	4579.36	4582.18	665.0
2022-12-05 02:55:00	ES	Futures	4582.18	4583.59	4579.64	4580.77	949.0
2022-12-05 03:00:00	ES	Futures	4580.77	4582.74	4575.41	4576.82	3998.0
2022-12-05 03:05:00	ES	Futures	4576.54	4577.95	4572.6	4572.88	2425.0
2022-12-05 03:10:00	ES	Futures	4573.16	4583.31	4572.88	4577.67	5452.0
2022-12-05 03:15:00	ES	Futures	4577.67	4581.62	4575.98	4580.77	2198.0
2022-12-05 03:20:00	ES	Futures	4580.77	4581.33	4576.82	4577.11	1561.0
2022-12-05 03:25:00	ES	Futures	4577.11	4579.08	4575.13	4576.82	1481.0
2022-12-05 03:30:00	ES	Futures	4576.82	4579.36	4575.41	4578.8	1238.0
2022-12-05 03:35:00	ES	Futures	4578.8	4579.08	4576.54	4578.8	1098.0
2022-12-05 03:40:00	ES	Futures	4578.8	4580.49	4578.52	4579.08	983.0
2022-12-05 03:45:00	ES	Futures	4579.08	4580.49	4576.54	4580.21	868.0
2022-12-05 03:50:00	ES	Futures	4580.21	4582.46	4579.08	4582.46	1243.0
2022-12-05 03:55:00	ES	Futures	4582.18	4582.74	4580.77	4582.74	775.0
2022-12-05 04:00:00	ES	Futures	4582.74	4583.31	4579.64	4582.46	981.0
2022-12-05 04:05:00	ES	Futures	4582.74	4583.31	4572.31	4573.16	2661.0

> showing 50 of 19,211 rows — these rows as CSV

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