PREVIEW / futures_5min / 2022-12-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-18.parquet
  size:    80 KB
  rows:    4,008

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
2022-12-18 18:00:00	ES	Futures	4332.78	4338.38	4331.39	4336.7	2755.0
2022-12-18 18:05:00	ES	Futures	4336.7	4342.85	4336.7	4342.57	2309.0
2022-12-18 18:10:00	ES	Futures	4342.57	4344.81	4342.29	4343.69	1704.0
2022-12-18 18:15:00	ES	Futures	4343.69	4345.09	4341.45	4344.25	1638.0
2022-12-18 18:20:00	ES	Futures	4344.53	4346.2	4344.53	4345.65	1588.0
2022-12-18 18:25:00	ES	Futures	4345.65	4347.04	4344.53	4344.53	1255.0
2022-12-18 18:30:00	ES	Futures	4344.53	4344.81	4342.57	4343.41	968.0
2022-12-18 18:35:00	ES	Futures	4343.41	4344.53	4343.13	4343.97	478.0
2022-12-18 18:40:00	ES	Futures	4343.69	4343.97	4342.57	4343.41	516.0
2022-12-18 18:45:00	ES	Futures	4343.13	4343.13	4340.61	4341.17	1151.0
2022-12-18 18:50:00	ES	Futures	4341.45	4342.01	4340.89	4341.73	808.0
2022-12-18 18:55:00	ES	Futures	4341.73	4342.29	4339.77	4340.05	939.0
2022-12-18 19:00:00	ES	Futures	4340.05	4344.25	4339.77	4343.41	1531.0
2022-12-18 19:05:00	ES	Futures	4343.13	4344.25	4342.57	4342.57	567.0
2022-12-18 19:10:00	ES	Futures	4342.85	4344.25	4341.73	4343.69	625.0
2022-12-18 19:15:00	ES	Futures	4343.69	4343.69	4340.33	4342.01	963.0
2022-12-18 19:20:00	ES	Futures	4342.01	4342.01	4340.05	4342.01	668.0
2022-12-18 19:25:00	ES	Futures	4342.29	4345.09	4342.29	4344.25	1074.0
2022-12-18 19:30:00	ES	Futures	4344.25	4344.53	4342.01	4342.29	617.0
2022-12-18 19:35:00	ES	Futures	4342.29	4344.81	4342.01	4343.97	700.0
2022-12-18 19:40:00	ES	Futures	4343.97	4345.65	4343.13	4344.81	689.0
2022-12-18 19:45:00	ES	Futures	4344.81	4344.81	4340.89	4341.17	1106.0
2022-12-18 19:50:00	ES	Futures	4341.17	4342.29	4340.61	4342.01	809.0
2022-12-18 19:55:00	ES	Futures	4342.01	4343.41	4341.73	4342.85	469.0
2022-12-18 20:00:00	ES	Futures	4342.85	4345.65	4341.73	4344.53	1019.0
2022-12-18 20:05:00	ES	Futures	4344.53	4345.09	4343.69	4344.81	561.0
2022-12-18 20:10:00	ES	Futures	4344.81	4348.16	4344.25	4347.32	1130.0
2022-12-18 20:15:00	ES	Futures	4347.6	4348.44	4346.76	4347.88	1052.0
2022-12-18 20:20:00	ES	Futures	4347.6	4348.44	4346.48	4348.16	709.0
2022-12-18 20:25:00	ES	Futures	4348.44	4349.0	4347.6	4347.6	719.0
2022-12-18 20:30:00	ES	Futures	4347.6	4349.56	4347.6	4349.0	866.0
2022-12-18 20:35:00	ES	Futures	4349.28	4349.84	4347.88	4348.16	632.0
2022-12-18 20:40:00	ES	Futures	4348.16	4349.84	4347.04	4347.88	1053.0
2022-12-18 20:45:00	ES	Futures	4348.16	4349.0	4347.6	4347.6	375.0
2022-12-18 20:50:00	ES	Futures	4347.6	4347.6	4345.65	4345.92	648.0
2022-12-18 20:55:00	ES	Futures	4345.65	4347.04	4345.37	4346.2	427.0
2022-12-18 21:00:00	ES	Futures	4346.2	4347.88	4345.65	4346.48	506.0
2022-12-18 21:05:00	ES	Futures	4346.48	4347.88	4346.48	4347.04	312.0
2022-12-18 21:10:00	ES	Futures	4347.32	4347.32	4345.37	4345.92	544.0
2022-12-18 21:15:00	ES	Futures	4346.2	4346.2	4343.13	4343.69	1078.0
2022-12-18 21:20:00	ES	Futures	4343.69	4343.97	4342.85	4343.13	549.0
2022-12-18 21:25:00	ES	Futures	4343.13	4344.53	4342.85	4343.69	549.0
2022-12-18 21:30:00	ES	Futures	4343.69	4345.09	4343.69	4343.97	392.0
2022-12-18 21:35:00	ES	Futures	4343.97	4344.25	4342.29	4342.85	597.0
2022-12-18 21:40:00	ES	Futures	4342.85	4343.41	4342.29	4342.85	362.0
2022-12-18 21:45:00	ES	Futures	4342.85	4343.69	4342.29	4343.69	328.0
2022-12-18 21:50:00	ES	Futures	4343.69	4345.09	4343.69	4344.25	328.0
2022-12-18 21:55:00	ES	Futures	4344.53	4345.37	4344.25	4345.09	265.0
2022-12-18 22:00:00	ES	Futures	4345.09	4345.92	4344.81	4345.37	302.0
2022-12-18 22:05:00	ES	Futures	4345.37	4347.32	4345.37	4347.04	527.0

> showing 50 of 4,008 rows — these rows as CSV

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