PREVIEW / futures_5min / 2022-12-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-15.parquet
  size:    384 KB
  rows:    19,694

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
2022-12-15 00:00:00	ES	Futures	4508.66	4508.66	4506.98	4507.82	748.0
2022-12-15 00:05:00	ES	Futures	4507.54	4509.77	4507.54	4509.77	596.0
2022-12-15 00:10:00	ES	Futures	4509.77	4511.45	4509.21	4510.33	772.0
2022-12-15 00:15:00	ES	Futures	4510.33	4510.61	4509.49	4510.05	198.0
2022-12-15 00:20:00	ES	Futures	4510.33	4511.45	4510.33	4511.17	259.0
2022-12-15 00:25:00	ES	Futures	4510.89	4512.85	4510.89	4512.85	492.0
2022-12-15 00:30:00	ES	Futures	4512.57	4512.57	4509.77	4511.17	493.0
2022-12-15 00:35:00	ES	Futures	4511.17	4512.85	4510.89	4512.01	315.0
2022-12-15 00:40:00	ES	Futures	4512.01	4512.29	4511.17	4511.45	251.0
2022-12-15 00:45:00	ES	Futures	4511.45	4512.57	4510.89	4512.01	330.0
2022-12-15 00:50:00	ES	Futures	4512.01	4512.85	4512.01	4512.29	180.0
2022-12-15 00:55:00	ES	Futures	4512.29	4512.85	4511.73	4512.01	309.0
2022-12-15 01:00:00	ES	Futures	4511.73	4512.29	4509.77	4512.29	775.0
2022-12-15 01:05:00	ES	Futures	4512.29	4513.13	4511.73	4513.13	456.0
2022-12-15 01:10:00	ES	Futures	4513.13	4513.69	4510.33	4510.61	539.0
2022-12-15 01:15:00	ES	Futures	4510.89	4511.45	4510.61	4510.89	245.0
2022-12-15 01:20:00	ES	Futures	4510.89	4512.85	4510.61	4511.73	249.0
2022-12-15 01:25:00	ES	Futures	4512.01	4512.01	4509.77	4510.61	234.0
2022-12-15 01:30:00	ES	Futures	4510.89	4511.17	4508.1	4508.1	374.0
2022-12-15 01:35:00	ES	Futures	4508.1	4509.77	4507.26	4507.54	381.0
2022-12-15 01:40:00	ES	Futures	4507.82	4508.66	4506.98	4508.38	262.0
2022-12-15 01:45:00	ES	Futures	4508.38	4508.94	4506.98	4507.26	160.0
2022-12-15 01:50:00	ES	Futures	4507.26	4507.54	4505.86	4506.14	388.0
2022-12-15 01:55:00	ES	Futures	4505.86	4506.42	4505.02	4506.14	612.0
2022-12-15 02:00:00	ES	Futures	4506.14	4506.14	4499.15	4501.95	1769.0
2022-12-15 02:05:00	ES	Futures	4501.95	4502.78	4499.99	4501.11	787.0
2022-12-15 02:10:00	ES	Futures	4501.11	4502.22	4499.99	4501.95	660.0
2022-12-15 02:15:00	ES	Futures	4501.67	4501.67	4498.03	4498.31	1362.0
2022-12-15 02:20:00	ES	Futures	4498.03	4499.43	4496.35	4497.75	977.0
2022-12-15 02:25:00	ES	Futures	4497.75	4498.87	4496.63	4497.75	630.0
2022-12-15 02:30:00	ES	Futures	4498.03	4499.15	4496.91	4499.15	618.0
2022-12-15 02:35:00	ES	Futures	4499.15	4499.43	4492.44	4493.56	1808.0
2022-12-15 02:40:00	ES	Futures	4493.56	4494.95	4490.76	4491.04	1187.0
2022-12-15 02:45:00	ES	Futures	4491.04	4491.04	4486.01	4486.01	2192.0
2022-12-15 02:50:00	ES	Futures	4486.01	4487.13	4480.42	4484.05	3015.0
2022-12-15 02:55:00	ES	Futures	4483.77	4484.61	4480.97	4482.65	1824.0
2022-12-15 03:00:00	ES	Futures	4482.93	4485.73	4481.53	4483.77	2837.0
2022-12-15 03:05:00	ES	Futures	4483.77	4485.45	4480.7	4484.05	2688.0
2022-12-15 03:10:00	ES	Futures	4484.05	4487.13	4480.97	4481.81	3151.0
2022-12-15 03:15:00	ES	Futures	4481.81	4483.21	4473.7	4473.98	4173.0
2022-12-15 03:20:00	ES	Futures	4473.7	4474.26	4468.67	4470.91	4849.0
2022-12-15 03:25:00	ES	Futures	4471.19	4474.54	4467.55	4468.95	3078.0
2022-12-15 03:30:00	ES	Futures	4468.95	4474.82	4467.27	4472.31	3098.0
2022-12-15 03:35:00	ES	Futures	4472.31	4473.15	4467.55	4467.55	2632.0
2022-12-15 03:40:00	ES	Futures	4467.55	4471.19	4465.04	4469.51	3926.0
2022-12-15 03:45:00	ES	Futures	4469.51	4474.26	4469.51	4473.43	2083.0
2022-12-15 03:50:00	ES	Futures	4473.7	4475.94	4473.43	4475.38	1972.0
2022-12-15 03:55:00	ES	Futures	4475.66	4475.94	4468.67	4469.23	3404.0
2022-12-15 04:00:00	ES	Futures	4469.23	4469.79	4457.21	4461.12	7274.0
2022-12-15 04:05:00	ES	Futures	4461.4	4463.36	4458.61	4463.08	3517.0

> showing 50 of 19,694 rows — these rows as CSV

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