PREVIEW / futures_5min / 2022-12-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-06.parquet
  size:    342 KB
  rows:    19,068

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
2022-12-06 00:00:00	ES	Futures	4517.91	4517.91	4515.94	4516.5	815.0
2022-12-06 00:05:00	ES	Futures	4516.5	4519.04	4516.22	4518.47	622.0
2022-12-06 00:10:00	ES	Futures	4518.47	4518.75	4516.5	4516.5	496.0
2022-12-06 00:15:00	ES	Futures	4516.5	4518.47	4516.22	4518.47	386.0
2022-12-06 00:20:00	ES	Futures	4518.47	4519.32	4517.63	4518.47	575.0
2022-12-06 00:25:00	ES	Futures	4518.19	4518.19	4515.94	4516.22	628.0
2022-12-06 00:30:00	ES	Futures	4516.22	4517.06	4514.53	4516.22	1371.0
2022-12-06 00:35:00	ES	Futures	4516.22	4516.5	4514.24	4514.24	791.0
2022-12-06 00:40:00	ES	Futures	4514.53	4514.81	4513.12	4513.96	1089.0
2022-12-06 00:45:00	ES	Futures	4514.24	4515.65	4514.24	4514.81	418.0
2022-12-06 00:50:00	ES	Futures	4514.81	4516.5	4514.81	4515.65	476.0
2022-12-06 00:55:00	ES	Futures	4515.65	4517.34	4515.65	4517.06	776.0
2022-12-06 01:00:00	ES	Futures	4517.06	4517.06	4515.09	4516.78	749.0
2022-12-06 01:05:00	ES	Futures	4516.78	4517.34	4515.94	4515.94	231.0
2022-12-06 01:10:00	ES	Futures	4515.65	4515.94	4513.4	4513.96	714.0
2022-12-06 01:15:00	ES	Futures	4513.68	4514.81	4513.4	4513.68	440.0
2022-12-06 01:20:00	ES	Futures	4513.68	4514.24	4512.55	4513.68	812.0
2022-12-06 01:25:00	ES	Futures	4513.68	4514.81	4513.68	4514.24	487.0
2022-12-06 01:30:00	ES	Futures	4514.53	4515.09	4514.24	4514.24	488.0
2022-12-06 01:35:00	ES	Futures	4513.96	4516.22	4513.68	4515.65	492.0
2022-12-06 01:40:00	ES	Futures	4515.94	4517.06	4515.37	4517.06	256.0
2022-12-06 01:45:00	ES	Futures	4517.06	4517.06	4515.09	4515.09	407.0
2022-12-06 01:50:00	ES	Futures	4514.81	4515.09	4513.96	4513.96	527.0
2022-12-06 01:55:00	ES	Futures	4513.68	4515.65	4512.55	4515.65	803.0
2022-12-06 02:00:00	ES	Futures	4515.37	4516.22	4510.58	4512.55	1928.0
2022-12-06 02:05:00	ES	Futures	4512.55	4513.68	4511.43	4513.4	824.0
2022-12-06 02:10:00	ES	Futures	4513.68	4515.09	4512.83	4514.81	672.0
2022-12-06 02:15:00	ES	Futures	4514.53	4514.81	4512.55	4513.4	614.0
2022-12-06 02:20:00	ES	Futures	4513.4	4515.94	4512.83	4515.94	839.0
2022-12-06 02:25:00	ES	Futures	4515.65	4515.94	4514.81	4514.81	611.0
2022-12-06 02:30:00	ES	Futures	4514.81	4516.22	4514.24	4515.09	700.0
2022-12-06 02:35:00	ES	Futures	4515.09	4518.47	4514.24	4516.78	1455.0
2022-12-06 02:40:00	ES	Futures	4516.5	4517.91	4516.5	4516.5	856.0
2022-12-06 02:45:00	ES	Futures	4516.78	4516.78	4514.53	4514.81	703.0
2022-12-06 02:50:00	ES	Futures	4514.81	4516.22	4514.81	4515.65	462.0
2022-12-06 02:55:00	ES	Futures	4515.65	4517.34	4514.81	4515.09	810.0
2022-12-06 03:00:00	ES	Futures	4514.81	4520.45	4513.4	4518.75	2581.0
2022-12-06 03:05:00	ES	Futures	4519.04	4521.29	4518.19	4520.45	1580.0
2022-12-06 03:10:00	ES	Futures	4520.73	4521.29	4519.04	4521.01	1268.0
2022-12-06 03:15:00	ES	Futures	4521.01	4522.98	4519.88	4520.45	2082.0
2022-12-06 03:20:00	ES	Futures	4520.45	4520.73	4515.37	4515.94	1898.0
2022-12-06 03:25:00	ES	Futures	4515.94	4516.78	4512.83	4513.12	1336.0
2022-12-06 03:30:00	ES	Futures	4513.12	4513.4	4507.48	4510.02	3609.0
2022-12-06 03:35:00	ES	Futures	4509.73	4514.24	4509.45	4513.96	1541.0
2022-12-06 03:40:00	ES	Futures	4514.24	4524.11	4513.96	4522.14	4059.0
2022-12-06 03:45:00	ES	Futures	4522.42	4524.39	4521.86	4522.42	2045.0
2022-12-06 03:50:00	ES	Futures	4522.42	4525.24	4522.14	4523.55	1656.0
2022-12-06 03:55:00	ES	Futures	4523.55	4526.08	4523.26	4524.39	1623.0
2022-12-06 04:00:00	ES	Futures	4524.67	4525.8	4521.57	4522.42	2058.0
2022-12-06 04:05:00	ES	Futures	4522.42	4524.11	4521.86	4523.26	736.0

> showing 50 of 19,068 rows — these rows as CSV

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