PREVIEW / futures_5min / 2022-12-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-16.parquet
  size:    307 KB
  rows:    16,038

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
2022-12-16 00:00:00	ES	Futures	4387.31	4388.42	4386.19	4388.15	1000.0
2022-12-16 00:05:00	ES	Futures	4388.15	4390.66	4388.15	4389.82	1057.0
2022-12-16 00:10:00	ES	Futures	4389.54	4389.82	4386.19	4386.19	682.0
2022-12-16 00:15:00	ES	Futures	4386.19	4388.15	4386.19	4387.87	502.0
2022-12-16 00:20:00	ES	Futures	4387.87	4388.15	4384.79	4384.79	770.0
2022-12-16 00:25:00	ES	Futures	4384.79	4387.87	4384.79	4386.75	474.0
2022-12-16 00:30:00	ES	Futures	4386.75	4387.03	4383.39	4383.39	1044.0
2022-12-16 00:35:00	ES	Futures	4383.39	4385.63	4383.11	4385.63	528.0
2022-12-16 00:40:00	ES	Futures	4385.35	4388.15	4385.35	4387.31	484.0
2022-12-16 00:45:00	ES	Futures	4387.31	4388.15	4386.75	4387.03	333.0
2022-12-16 00:50:00	ES	Futures	4386.75	4389.82	4386.75	4389.26	819.0
2022-12-16 00:55:00	ES	Futures	4388.98	4393.74	4388.98	4393.46	1457.0
2022-12-16 01:00:00	ES	Futures	4393.46	4394.02	4390.38	4391.22	1099.0
2022-12-16 01:05:00	ES	Futures	4391.5	4392.06	4388.7	4388.98	675.0
2022-12-16 01:10:00	ES	Futures	4389.26	4390.38	4389.26	4390.38	384.0
2022-12-16 01:15:00	ES	Futures	4390.38	4391.5	4388.15	4390.94	815.0
2022-12-16 01:20:00	ES	Futures	4391.22	4394.02	4391.22	4392.34	919.0
2022-12-16 01:25:00	ES	Futures	4392.62	4392.62	4390.38	4390.66	735.0
2022-12-16 01:30:00	ES	Futures	4390.66	4391.5	4390.1	4390.66	422.0
2022-12-16 01:35:00	ES	Futures	4390.94	4392.06	4390.94	4392.06	246.0
2022-12-16 01:40:00	ES	Futures	4392.34	4393.74	4391.78	4392.06	342.0
2022-12-16 01:45:00	ES	Futures	4392.34	4394.58	4391.78	4394.3	736.0
2022-12-16 01:50:00	ES	Futures	4394.02	4397.65	4394.02	4396.81	1452.0
2022-12-16 01:55:00	ES	Futures	4396.81	4397.93	4395.69	4397.09	811.0
2022-12-16 02:00:00	ES	Futures	4396.81	4398.21	4394.86	4395.42	1558.0
2022-12-16 02:05:00	ES	Futures	4395.42	4395.69	4392.9	4394.58	1131.0
2022-12-16 02:10:00	ES	Futures	4394.58	4397.93	4394.58	4396.53	774.0
2022-12-16 02:15:00	ES	Futures	4396.25	4396.25	4393.74	4393.74	412.0
2022-12-16 02:20:00	ES	Futures	4394.02	4394.02	4388.42	4389.26	1309.0
2022-12-16 02:25:00	ES	Futures	4389.26	4389.26	4386.19	4388.7	1084.0
2022-12-16 02:30:00	ES	Futures	4388.98	4389.82	4385.91	4386.19	690.0
2022-12-16 02:35:00	ES	Futures	4386.19	4390.38	4386.19	4389.82	512.0
2022-12-16 02:40:00	ES	Futures	4389.54	4390.1	4387.31	4387.59	541.0
2022-12-16 02:45:00	ES	Futures	4387.59	4387.87	4384.51	4385.07	1087.0
2022-12-16 02:50:00	ES	Futures	4385.07	4386.75	4384.51	4386.19	1138.0
2022-12-16 02:55:00	ES	Futures	4386.19	4386.19	4378.64	4379.48	3116.0
2022-12-16 03:00:00	ES	Futures	4379.76	4385.91	4379.48	4382.55	3388.0
2022-12-16 03:05:00	ES	Futures	4382.55	4385.07	4375.28	4376.68	3844.0
2022-12-16 03:10:00	ES	Futures	4376.96	4378.36	4369.13	4369.97	4124.0
2022-12-16 03:15:00	ES	Futures	4370.25	4371.37	4365.22	4366.06	3831.0
2022-12-16 03:20:00	ES	Futures	4365.78	4368.57	4364.1	4365.22	3170.0
2022-12-16 03:25:00	ES	Futures	4364.94	4366.06	4353.47	4354.31	6690.0
2022-12-16 03:30:00	ES	Futures	4354.03	4358.51	4351.52	4351.8	4355.0
2022-12-16 03:35:00	ES	Futures	4352.08	4357.95	4351.24	4354.59	4270.0
2022-12-16 03:40:00	ES	Futures	4354.59	4355.99	4352.64	4352.64	2330.0
2022-12-16 03:45:00	ES	Futures	4352.64	4353.75	4347.32	4347.6	3829.0
2022-12-16 03:50:00	ES	Futures	4347.32	4349.0	4345.09	4346.2	3394.0
2022-12-16 03:55:00	ES	Futures	4346.2	4349.0	4345.92	4346.76	2230.0
2022-12-16 04:00:00	ES	Futures	4346.76	4350.12	4345.92	4348.44	3017.0
2022-12-16 04:05:00	ES	Futures	4348.44	4349.56	4345.65	4346.48	2833.0

> showing 50 of 16,038 rows — these rows as CSV

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