PREVIEW / futures_5min / 2022-12-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-08.parquet
  size:    339 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
2022-12-08 00:00:00	ES	Futures	4434.19	4435.31	4433.9	4433.9	443.0
2022-12-08 00:05:00	ES	Futures	4433.9	4434.19	4432.49	4433.06	448.0
2022-12-08 00:10:00	ES	Futures	4432.78	4433.34	4432.21	4432.49	508.0
2022-12-08 00:15:00	ES	Futures	4432.78	4433.34	4432.21	4432.49	195.0
2022-12-08 00:20:00	ES	Futures	4432.78	4433.06	4431.93	4432.49	402.0
2022-12-08 00:25:00	ES	Futures	4432.78	4433.06	4432.21	4432.21	170.0
2022-12-08 00:30:00	ES	Futures	4432.49	4434.75	4432.21	4434.19	442.0
2022-12-08 00:35:00	ES	Futures	4434.19	4434.75	4433.62	4433.9	356.0
2022-12-08 00:40:00	ES	Futures	4433.9	4433.9	4432.49	4432.78	344.0
2022-12-08 00:45:00	ES	Futures	4432.78	4432.78	4431.65	4432.49	422.0
2022-12-08 00:50:00	ES	Futures	4432.49	4434.47	4432.49	4433.9	285.0
2022-12-08 00:55:00	ES	Futures	4434.19	4437.01	4434.19	4436.44	704.0
2022-12-08 01:00:00	ES	Futures	4436.72	4436.72	4434.19	4435.31	585.0
2022-12-08 01:05:00	ES	Futures	4435.03	4435.31	4434.47	4434.47	248.0
2022-12-08 01:10:00	ES	Futures	4434.47	4436.16	4434.19	4435.88	397.0
2022-12-08 01:15:00	ES	Futures	4435.88	4437.29	4435.88	4436.16	406.0
2022-12-08 01:20:00	ES	Futures	4436.16	4437.57	4435.6	4437.01	263.0
2022-12-08 01:25:00	ES	Futures	4437.01	4437.85	4436.44	4437.29	254.0
2022-12-08 01:30:00	ES	Futures	4437.57	4439.82	4437.29	4439.26	875.0
2022-12-08 01:35:00	ES	Futures	4439.54	4440.11	4438.98	4439.54	353.0
2022-12-08 01:40:00	ES	Futures	4439.54	4439.82	4438.7	4438.98	245.0
2022-12-08 01:45:00	ES	Futures	4438.98	4439.54	4438.41	4439.54	349.0
2022-12-08 01:50:00	ES	Futures	4439.54	4439.54	4437.57	4439.26	514.0
2022-12-08 01:55:00	ES	Futures	4439.26	4440.95	4439.26	4440.11	602.0
2022-12-08 02:00:00	ES	Futures	4439.82	4442.08	4438.98	4439.54	1213.0
2022-12-08 02:05:00	ES	Futures	4439.54	4442.08	4438.98	4440.95	658.0
2022-12-08 02:10:00	ES	Futures	4440.95	4442.64	4440.95	4442.08	718.0
2022-12-08 02:15:00	ES	Futures	4442.08	4442.92	4440.95	4442.92	622.0
2022-12-08 02:20:00	ES	Futures	4442.92	4444.62	4442.64	4444.33	708.0
2022-12-08 02:25:00	ES	Futures	4444.05	4444.05	4441.52	4442.36	588.0
2022-12-08 02:30:00	ES	Futures	4442.64	4446.03	4442.36	4445.74	982.0
2022-12-08 02:35:00	ES	Futures	4445.46	4449.69	4444.62	4449.13	1939.0
2022-12-08 02:40:00	ES	Futures	4448.84	4450.82	4446.87	4449.69	2069.0
2022-12-08 02:45:00	ES	Futures	4449.97	4451.1	4448.56	4448.84	1218.0
2022-12-08 02:50:00	ES	Futures	4449.13	4450.25	4448.28	4449.13	822.0
2022-12-08 02:55:00	ES	Futures	4449.41	4450.25	4447.72	4447.72	609.0
2022-12-08 03:00:00	ES	Futures	4447.44	4448.0	4442.64	4445.18	4483.0
2022-12-08 03:05:00	ES	Futures	4445.18	4446.31	4441.52	4441.52	2285.0
2022-12-08 03:10:00	ES	Futures	4441.8	4442.64	4440.95	4442.36	1625.0
2022-12-08 03:15:00	ES	Futures	4442.36	4444.05	4441.23	4442.92	1656.0
2022-12-08 03:20:00	ES	Futures	4442.92	4442.92	4439.82	4440.67	1884.0
2022-12-08 03:25:00	ES	Futures	4440.67	4445.46	4439.26	4445.46	1872.0
2022-12-08 03:30:00	ES	Futures	4445.74	4446.03	4442.36	4444.9	1398.0
2022-12-08 03:35:00	ES	Futures	4444.9	4448.28	4444.62	4445.74	1301.0
2022-12-08 03:40:00	ES	Futures	4445.74	4446.31	4442.36	4442.92	1183.0
2022-12-08 03:45:00	ES	Futures	4442.92	4444.05	4441.8	4442.64	1207.0
2022-12-08 03:50:00	ES	Futures	4442.36	4445.46	4440.95	4444.33	1265.0
2022-12-08 03:55:00	ES	Futures	4444.33	4446.59	4444.05	4446.03	1181.0
2022-12-08 04:00:00	ES	Futures	4445.74	4450.82	4442.92	4443.77	4144.0
2022-12-08 04:05:00	ES	Futures	4444.05	4445.18	4442.36	4445.18	1164.0

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

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