PREVIEW / futures_5min / 2022-12-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-13.parquet
  size:    364 KB
  rows:    18,979

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
2022-12-13 00:00:00	ES	Futures	4498.74	4499.59	4498.46	4499.3	117.0
2022-12-13 00:05:00	ES	Futures	4499.59	4499.87	4498.46	4498.46	132.0
2022-12-13 00:10:00	ES	Futures	4498.18	4498.74	4498.18	4498.18	70.0
2022-12-13 00:15:00	ES	Futures	4498.74	4499.3	4498.18	4498.74	72.0
2022-12-13 00:20:00	ES	Futures	4498.46	4498.46	4497.61	4498.18	60.0
2022-12-13 00:25:00	ES	Futures	4498.18	4500.43	4497.89	4499.87	274.0
2022-12-13 00:30:00	ES	Futures	4500.15	4502.97	4499.3	4499.87	283.0
2022-12-13 00:35:00	ES	Futures	4499.59	4501.84	4499.59	4501.0	222.0
2022-12-13 00:40:00	ES	Futures	4500.71	4501.84	4500.71	4501.56	376.0
2022-12-13 00:45:00	ES	Futures	4501.84	4502.4	4501.28	4502.12	88.0
2022-12-13 00:50:00	ES	Futures	4502.12	4507.76	4502.12	4506.63	928.0
2022-12-13 00:55:00	ES	Futures	4506.35	4507.2	4504.38	4506.35	940.0
2022-12-13 01:00:00	ES	Futures	4506.35	4506.63	4505.79	4506.35	501.0
2022-12-13 01:05:00	ES	Futures	4506.07	4506.07	4502.97	4503.53	734.0
2022-12-13 01:10:00	ES	Futures	4503.53	4504.1	4502.69	4503.25	545.0
2022-12-13 01:15:00	ES	Futures	4503.25	4504.1	4502.69	4503.53	314.0
2022-12-13 01:20:00	ES	Futures	4503.25	4503.25	4502.4	4503.25	327.0
2022-12-13 01:25:00	ES	Futures	4502.97	4504.66	4502.97	4503.81	376.0
2022-12-13 01:30:00	ES	Futures	4503.81	4504.1	4503.25	4503.81	114.0
2022-12-13 01:35:00	ES	Futures	4503.81	4504.1	4502.69	4502.69	128.0
2022-12-13 01:40:00	ES	Futures	4502.69	4503.25	4502.4	4502.97	202.0
2022-12-13 01:45:00	ES	Futures	4502.97	4502.97	4500.43	4501.0	190.0
2022-12-13 01:50:00	ES	Futures	4500.71	4501.0	4500.15	4500.71	57.0
2022-12-13 01:55:00	ES	Futures	4500.71	4504.38	4500.71	4503.81	460.0
2022-12-13 02:00:00	ES	Futures	4503.81	4505.79	4502.69	4505.79	287.0
2022-12-13 02:05:00	ES	Futures	4506.07	4509.17	4506.07	4509.17	424.0
2022-12-13 02:10:00	ES	Futures	4509.17	4509.17	4506.63	4507.76	272.0
2022-12-13 02:15:00	ES	Futures	4507.2	4507.48	4504.94	4505.51	117.0
2022-12-13 02:20:00	ES	Futures	4505.79	4505.79	4504.38	4504.94	150.0
2022-12-13 02:25:00	ES	Futures	4504.66	4506.63	4504.66	4506.07	164.0
2022-12-13 02:30:00	ES	Futures	4505.79	4506.63	4504.94	4506.35	147.0
2022-12-13 02:35:00	ES	Futures	4506.07	4506.91	4504.94	4506.07	142.0
2022-12-13 02:40:00	ES	Futures	4506.35	4508.61	4506.35	4508.32	188.0
2022-12-13 02:45:00	ES	Futures	4508.32	4508.61	4507.2	4507.2	313.0
2022-12-13 02:50:00	ES	Futures	4507.2	4507.2	4505.22	4505.79	423.0
2022-12-13 02:55:00	ES	Futures	4505.79	4506.63	4504.94	4504.94	195.0
2022-12-13 03:00:00	ES	Futures	4505.22	4511.14	4504.94	4506.07	864.0
2022-12-13 03:05:00	ES	Futures	4506.35	4506.63	4501.84	4502.97	910.0
2022-12-13 03:10:00	ES	Futures	4502.69	4504.1	4501.28	4503.25	613.0
2022-12-13 03:15:00	ES	Futures	4503.25	4505.51	4502.97	4504.1	371.0
2022-12-13 03:20:00	ES	Futures	4504.66	4504.94	4502.4	4504.1	384.0
2022-12-13 03:25:00	ES	Futures	4504.1	4505.22	4502.12	4504.1	407.0
2022-12-13 03:30:00	ES	Futures	4504.1	4504.38	4501.56	4501.56	345.0
2022-12-13 03:35:00	ES	Futures	4501.56	4502.12	4500.15	4502.12	373.0
2022-12-13 03:40:00	ES	Futures	4501.84	4505.22	4501.56	4503.81	603.0
2022-12-13 03:45:00	ES	Futures	4503.53	4503.53	4500.71	4501.56	525.0
2022-12-13 03:50:00	ES	Futures	4501.56	4502.4	4499.3	4499.87	231.0
2022-12-13 03:55:00	ES	Futures	4499.59	4503.81	4499.02	4503.81	327.0
2022-12-13 04:00:00	ES	Futures	4503.81	4505.51	4503.25	4503.53	306.0
2022-12-13 04:05:00	ES	Futures	4503.53	4508.61	4503.53	4507.48	340.0

> showing 50 of 18,979 rows — these rows as CSV

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