PREVIEW / futures_5min / 2022-12-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-09.parquet
  size:    293 KB
  rows:    15,529

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
2022-12-09 00:00:00	ES	Futures	4480.98	4481.83	4480.42	4480.7	321.0
2022-12-09 00:05:00	ES	Futures	4480.7	4482.11	4480.7	4481.54	236.0
2022-12-09 00:10:00	ES	Futures	4481.26	4481.83	4480.13	4481.26	729.0
2022-12-09 00:15:00	ES	Futures	4481.54	4482.11	4480.42	4480.7	390.0
2022-12-09 00:20:00	ES	Futures	4480.7	4481.83	4480.7	4481.26	261.0
2022-12-09 00:25:00	ES	Futures	4481.54	4481.54	4480.13	4480.7	343.0
2022-12-09 00:30:00	ES	Futures	4480.7	4482.39	4480.7	4481.54	279.0
2022-12-09 00:35:00	ES	Futures	4481.54	4482.67	4480.42	4480.7	412.0
2022-12-09 00:40:00	ES	Futures	4480.7	4482.39	4480.7	4482.11	273.0
2022-12-09 00:45:00	ES	Futures	4482.11	4482.95	4481.83	4482.39	406.0
2022-12-09 00:50:00	ES	Futures	4482.67	4482.67	4480.98	4481.54	233.0
2022-12-09 00:55:00	ES	Futures	4481.26	4482.11	4481.26	4481.26	210.0
2022-12-09 01:00:00	ES	Futures	4481.26	4482.39	4480.98	4481.83	427.0
2022-12-09 01:05:00	ES	Futures	4481.54	4482.39	4481.54	4482.11	262.0
2022-12-09 01:10:00	ES	Futures	4482.11	4482.39	4481.54	4482.39	196.0
2022-12-09 01:15:00	ES	Futures	4482.39	4482.67	4481.54	4482.39	236.0
2022-12-09 01:20:00	ES	Futures	4482.39	4482.67	4481.54	4481.54	190.0
2022-12-09 01:25:00	ES	Futures	4481.83	4482.11	4481.26	4481.54	282.0
2022-12-09 01:30:00	ES	Futures	4481.54	4481.83	4480.42	4481.54	438.0
2022-12-09 01:35:00	ES	Futures	4481.54	4482.11	4480.98	4481.83	286.0
2022-12-09 01:40:00	ES	Futures	4481.54	4482.67	4481.54	4482.39	432.0
2022-12-09 01:45:00	ES	Futures	4482.39	4482.95	4482.11	4482.39	333.0
2022-12-09 01:50:00	ES	Futures	4482.67	4482.67	4482.11	4482.67	202.0
2022-12-09 01:55:00	ES	Futures	4482.67	4486.05	4482.39	4485.77	2048.0
2022-12-09 02:00:00	ES	Futures	4485.49	4485.49	4483.8	4484.36	672.0
2022-12-09 02:05:00	ES	Futures	4484.36	4485.21	4484.08	4484.36	495.0
2022-12-09 02:10:00	ES	Futures	4484.36	4484.36	4482.39	4482.67	1273.0
2022-12-09 02:15:00	ES	Futures	4482.39	4482.95	4481.26	4482.67	549.0
2022-12-09 02:20:00	ES	Futures	4482.67	4484.65	4482.67	4484.08	548.0
2022-12-09 02:25:00	ES	Futures	4483.8	4489.72	4483.8	4489.16	1874.0
2022-12-09 02:30:00	ES	Futures	4489.44	4490.85	4488.31	4490.56	1134.0
2022-12-09 02:35:00	ES	Futures	4490.56	4490.85	4488.87	4489.72	680.0
2022-12-09 02:40:00	ES	Futures	4489.44	4489.44	4488.03	4489.16	660.0
2022-12-09 02:45:00	ES	Futures	4488.87	4489.16	4487.46	4488.03	485.0
2022-12-09 02:50:00	ES	Futures	4488.03	4488.03	4486.34	4486.9	550.0
2022-12-09 02:55:00	ES	Futures	4486.9	4489.16	4486.62	4487.75	860.0
2022-12-09 03:00:00	ES	Futures	4487.46	4489.16	4485.77	4486.05	2242.0
2022-12-09 03:05:00	ES	Futures	4486.05	4486.34	4484.08	4485.77	1646.0
2022-12-09 03:10:00	ES	Futures	4485.77	4486.05	4483.8	4483.8	1100.0
2022-12-09 03:15:00	ES	Futures	4483.8	4485.49	4482.67	4483.24	1184.0
2022-12-09 03:20:00	ES	Futures	4482.95	4483.24	4481.54	4482.39	1122.0
2022-12-09 03:25:00	ES	Futures	4482.11	4482.67	4480.42	4480.7	856.0
2022-12-09 03:30:00	ES	Futures	4480.7	4481.83	4478.73	4480.42	1201.0
2022-12-09 03:35:00	ES	Futures	4480.42	4482.95	4479.85	4482.11	960.0
2022-12-09 03:40:00	ES	Futures	4482.11	4482.67	4479.29	4479.85	851.0
2022-12-09 03:45:00	ES	Futures	4479.57	4480.98	4479.29	4480.13	742.0
2022-12-09 03:50:00	ES	Futures	4480.42	4481.26	4479.29	4480.98	489.0
2022-12-09 03:55:00	ES	Futures	4480.7	4482.39	4480.7	4481.83	516.0
2022-12-09 04:00:00	ES	Futures	4481.83	4481.83	4479.01	4481.54	876.0
2022-12-09 04:05:00	ES	Futures	4481.83	4482.67	4477.88	4482.11	1394.0

> showing 50 of 15,529 rows — these rows as CSV

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