PREVIEW / futures_5min / 2022-12-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-12.parquet
  size:    317 KB
  rows:    17,934

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
2022-12-12 00:00:00	ES	Futures	4434.75	4435.88	4434.75	4435.6	98.0
2022-12-12 00:05:00	ES	Futures	4435.6	4435.88	4434.47	4435.31	110.0
2022-12-12 00:10:00	ES	Futures	4435.03	4435.03	4432.78	4433.34	205.0
2022-12-12 00:15:00	ES	Futures	4433.34	4433.9	4432.49	4433.9	83.0
2022-12-12 00:20:00	ES	Futures	4433.9	4433.9	4432.49	4432.78	88.0
2022-12-12 00:25:00	ES	Futures	4433.34	4433.62	4432.78	4433.34	60.0
2022-12-12 00:30:00	ES	Futures	4433.62	4434.19	4433.06	4433.9	54.0
2022-12-12 00:35:00	ES	Futures	4433.9	4433.9	4433.06	4433.06	61.0
2022-12-12 00:40:00	ES	Futures	4433.06	4434.19	4433.06	4433.9	34.0
2022-12-12 00:45:00	ES	Futures	4433.9	4434.47	4433.62	4433.62	57.0
2022-12-12 00:50:00	ES	Futures	4433.34	4433.62	4432.78	4433.62	75.0
2022-12-12 00:55:00	ES	Futures	4433.62	4435.6	4433.34	4435.31	108.0
2022-12-12 01:00:00	ES	Futures	4434.75	4435.88	4434.19	4434.19	181.0
2022-12-12 01:05:00	ES	Futures	4434.19	4435.6	4434.19	4435.31	121.0
2022-12-12 01:10:00	ES	Futures	4435.31	4435.31	4433.9	4434.75	106.0
2022-12-12 01:15:00	ES	Futures	4434.75	4435.6	4434.47	4434.75	174.0
2022-12-12 01:20:00	ES	Futures	4435.03	4435.31	4432.49	4432.78	161.0
2022-12-12 01:25:00	ES	Futures	4432.78	4434.47	4432.49	4434.47	93.0
2022-12-12 01:30:00	ES	Futures	4434.75	4435.6	4433.9	4433.9	83.0
2022-12-12 01:35:00	ES	Futures	4433.9	4434.75	4433.9	4434.19	50.0
2022-12-12 01:40:00	ES	Futures	4433.9	4435.88	4433.9	4435.88	114.0
2022-12-12 01:45:00	ES	Futures	4435.88	4437.57	4435.6	4435.88	268.0
2022-12-12 01:50:00	ES	Futures	4436.16	4436.16	4434.75	4435.31	149.0
2022-12-12 01:55:00	ES	Futures	4435.31	4437.29	4435.31	4436.72	160.0
2022-12-12 02:00:00	ES	Futures	4436.44	4438.13	4435.88	4438.13	360.0
2022-12-12 02:05:00	ES	Futures	4438.13	4438.41	4435.31	4437.85	512.0
2022-12-12 02:10:00	ES	Futures	4437.57	4437.85	4436.44	4436.72	191.0
2022-12-12 02:15:00	ES	Futures	4436.72	4437.57	4434.19	4434.19	327.0
2022-12-12 02:20:00	ES	Futures	4434.19	4436.16	4434.19	4435.6	219.0
2022-12-12 02:25:00	ES	Futures	4435.88	4438.41	4434.75	4438.13	318.0
2022-12-12 02:30:00	ES	Futures	4437.85	4438.7	4437.01	4437.01	482.0
2022-12-12 02:35:00	ES	Futures	4437.01	4437.01	4435.31	4436.16	549.0
2022-12-12 02:40:00	ES	Futures	4436.44	4438.41	4435.6	4437.85	901.0
2022-12-12 02:45:00	ES	Futures	4437.85	4439.54	4437.01	4437.29	463.0
2022-12-12 02:50:00	ES	Futures	4437.29	4438.41	4437.01	4437.01	297.0
2022-12-12 02:55:00	ES	Futures	4437.01	4437.01	4434.47	4434.75	403.0
2022-12-12 03:00:00	ES	Futures	4435.03	4437.01	4433.62	4434.47	983.0
2022-12-12 03:05:00	ES	Futures	4434.47	4436.72	4433.9	4435.6	827.0
2022-12-12 03:10:00	ES	Futures	4435.6	4437.57	4433.34	4435.03	703.0
2022-12-12 03:15:00	ES	Futures	4435.03	4435.6	4431.93	4432.78	700.0
2022-12-12 03:20:00	ES	Futures	4433.06	4433.62	4431.37	4433.34	601.0
2022-12-12 03:25:00	ES	Futures	4433.34	4434.47	4432.78	4433.62	544.0
2022-12-12 03:30:00	ES	Futures	4433.62	4436.16	4431.93	4435.31	962.0
2022-12-12 03:35:00	ES	Futures	4435.31	4437.85	4435.31	4436.16	478.0
2022-12-12 03:40:00	ES	Futures	4436.44	4438.13	4435.31	4435.6	344.0
2022-12-12 03:45:00	ES	Futures	4435.6	4435.88	4431.65	4433.62	376.0
2022-12-12 03:50:00	ES	Futures	4433.34	4435.6	4433.06	4435.31	394.0
2022-12-12 03:55:00	ES	Futures	4435.03	4435.6	4433.34	4434.75	467.0
2022-12-12 04:00:00	ES	Futures	4435.03	4436.44	4434.19	4435.88	488.0
2022-12-12 04:05:00	ES	Futures	4435.6	4437.29	4434.47	4437.29	512.0

> showing 50 of 17,934 rows — these rows as CSV

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