PREVIEW / futures_5min / 2022-12-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-11.parquet
  size:    69 KB
  rows:    3,350

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
2022-12-11 18:00:00	ES	Futures	4434.75	4439.82	4433.9	4433.9	1293.0
2022-12-11 18:05:00	ES	Futures	4434.19	4436.72	4433.06	4433.34	632.0
2022-12-11 18:10:00	ES	Futures	4433.62	4434.19	4428.27	4429.11	899.0
2022-12-11 18:15:00	ES	Futures	4429.11	4430.52	4427.7	4430.24	592.0
2022-12-11 18:20:00	ES	Futures	4430.24	4430.8	4428.83	4430.8	340.0
2022-12-11 18:25:00	ES	Futures	4430.8	4431.65	4429.68	4430.8	443.0
2022-12-11 18:30:00	ES	Futures	4430.52	4431.09	4428.83	4428.83	414.0
2022-12-11 18:35:00	ES	Futures	4429.11	4429.11	4425.45	4428.27	989.0
2022-12-11 18:40:00	ES	Futures	4428.27	4429.68	4427.14	4428.55	487.0
2022-12-11 18:45:00	ES	Futures	4428.27	4429.68	4427.7	4428.27	485.0
2022-12-11 18:50:00	ES	Futures	4428.27	4429.11	4426.01	4426.58	490.0
2022-12-11 18:55:00	ES	Futures	4426.58	4428.83	4426.29	4427.98	292.0
2022-12-11 19:00:00	ES	Futures	4427.98	4430.8	4426.86	4430.52	708.0
2022-12-11 19:05:00	ES	Futures	4429.96	4431.65	4429.11	4431.65	316.0
2022-12-11 19:10:00	ES	Futures	4431.37	4432.21	4430.52	4430.52	417.0
2022-12-11 19:15:00	ES	Futures	4430.52	4433.9	4430.52	4433.62	399.0
2022-12-11 19:20:00	ES	Futures	4433.9	4434.19	4432.21	4432.49	284.0
2022-12-11 19:25:00	ES	Futures	4432.49	4434.19	4431.65	4433.06	318.0
2022-12-11 19:30:00	ES	Futures	4433.06	4434.47	4432.49	4434.19	260.0
2022-12-11 19:35:00	ES	Futures	4434.19	4434.19	4427.42	4427.42	530.0
2022-12-11 19:40:00	ES	Futures	4427.7	4431.93	4427.42	4430.52	415.0
2022-12-11 19:45:00	ES	Futures	4430.52	4431.93	4429.96	4430.52	223.0
2022-12-11 19:50:00	ES	Futures	4429.96	4431.37	4428.83	4430.8	242.0
2022-12-11 19:55:00	ES	Futures	4430.8	4430.8	4429.11	4429.68	212.0
2022-12-11 20:00:00	ES	Futures	4429.96	4430.24	4428.27	4429.96	328.0
2022-12-11 20:05:00	ES	Futures	4429.68	4429.68	4425.73	4426.01	662.0
2022-12-11 20:10:00	ES	Futures	4426.01	4427.14	4425.17	4425.73	536.0
2022-12-11 20:15:00	ES	Futures	4425.73	4430.24	4425.73	4428.83	645.0
2022-12-11 20:20:00	ES	Futures	4428.83	4429.39	4427.7	4428.83	511.0
2022-12-11 20:25:00	ES	Futures	4428.83	4431.37	4428.83	4430.24	490.0
2022-12-11 20:30:00	ES	Futures	4430.24	4433.06	4429.68	4432.78	586.0
2022-12-11 20:35:00	ES	Futures	4433.06	4433.06	4430.8	4432.21	450.0
2022-12-11 20:40:00	ES	Futures	4431.93	4432.78	4430.24	4430.8	207.0
2022-12-11 20:45:00	ES	Futures	4430.8	4430.8	4427.7	4427.7	214.0
2022-12-11 20:50:00	ES	Futures	4427.7	4428.55	4426.29	4426.86	421.0
2022-12-11 20:55:00	ES	Futures	4426.86	4428.55	4426.01	4427.98	316.0
2022-12-11 21:00:00	ES	Futures	4427.98	4427.98	4425.17	4427.7	473.0
2022-12-11 21:05:00	ES	Futures	4427.7	4427.7	4426.29	4426.86	225.0
2022-12-11 21:10:00	ES	Futures	4426.58	4427.98	4426.29	4427.7	184.0
2022-12-11 21:15:00	ES	Futures	4427.7	4428.55	4426.58	4427.14	351.0
2022-12-11 21:20:00	ES	Futures	4426.86	4429.11	4426.86	4429.11	221.0
2022-12-11 21:25:00	ES	Futures	4429.11	4429.39	4427.98	4428.55	168.0
2022-12-11 21:30:00	ES	Futures	4428.55	4429.96	4428.55	4429.39	353.0
2022-12-11 21:35:00	ES	Futures	4429.39	4430.52	4428.83	4430.24	244.0
2022-12-11 21:40:00	ES	Futures	4430.52	4430.8	4429.96	4430.8	142.0
2022-12-11 21:45:00	ES	Futures	4430.8	4431.09	4429.11	4429.11	471.0
2022-12-11 21:50:00	ES	Futures	4428.83	4429.11	4427.14	4427.98	434.0
2022-12-11 21:55:00	ES	Futures	4427.7	4431.09	4427.7	4430.8	594.0
2022-12-11 22:00:00	ES	Futures	4430.8	4431.37	4429.96	4431.09	256.0
2022-12-11 22:05:00	ES	Futures	4430.8	4432.21	4430.8	4431.65	132.0

> showing 50 of 3,350 rows — these rows as CSV

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