PREVIEW / futures_5min / 2022-12-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-19.parquet
  size:    357 KB
  rows:    19,788

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
2022-12-19 00:00:00	ES	Futures	4344.53	4345.09	4343.69	4343.97	350.0
2022-12-19 00:05:00	ES	Futures	4343.69	4344.53	4342.85	4343.13	309.0
2022-12-19 00:10:00	ES	Futures	4343.13	4343.13	4339.77	4341.17	1192.0
2022-12-19 00:15:00	ES	Futures	4340.89	4342.01	4340.61	4340.89	315.0
2022-12-19 00:20:00	ES	Futures	4340.89	4341.17	4339.77	4340.05	479.0
2022-12-19 00:25:00	ES	Futures	4340.05	4341.17	4340.05	4341.17	298.0
2022-12-19 00:30:00	ES	Futures	4341.17	4341.73	4337.82	4338.1	569.0
2022-12-19 00:35:00	ES	Futures	4338.1	4338.38	4335.02	4336.14	886.0
2022-12-19 00:40:00	ES	Futures	4335.86	4337.54	4335.86	4336.7	325.0
2022-12-19 00:45:00	ES	Futures	4336.98	4339.49	4336.98	4338.93	417.0
2022-12-19 00:50:00	ES	Futures	4339.21	4339.49	4338.38	4338.65	306.0
2022-12-19 00:55:00	ES	Futures	4338.38	4340.61	4337.82	4340.05	665.0
2022-12-19 01:00:00	ES	Futures	4340.05	4342.57	4339.49	4341.45	758.0
2022-12-19 01:05:00	ES	Futures	4341.45	4342.29	4340.33	4340.61	333.0
2022-12-19 01:10:00	ES	Futures	4340.89	4342.57	4340.33	4342.29	420.0
2022-12-19 01:15:00	ES	Futures	4342.57	4343.69	4341.73	4343.13	652.0
2022-12-19 01:20:00	ES	Futures	4343.13	4343.97	4342.57	4342.85	334.0
2022-12-19 01:25:00	ES	Futures	4343.13	4344.53	4343.13	4344.25	396.0
2022-12-19 01:30:00	ES	Futures	4343.97	4344.53	4343.13	4343.69	249.0
2022-12-19 01:35:00	ES	Futures	4343.41	4344.81	4343.41	4344.53	298.0
2022-12-19 01:40:00	ES	Futures	4344.25	4344.81	4343.13	4343.69	264.0
2022-12-19 01:45:00	ES	Futures	4343.69	4345.09	4343.41	4344.81	414.0
2022-12-19 01:50:00	ES	Futures	4344.53	4344.81	4343.69	4343.97	281.0
2022-12-19 01:55:00	ES	Futures	4343.97	4347.88	4343.69	4347.6	992.0
2022-12-19 02:00:00	ES	Futures	4347.88	4349.0	4345.09	4345.92	1001.0
2022-12-19 02:05:00	ES	Futures	4345.92	4347.32	4345.09	4346.76	584.0
2022-12-19 02:10:00	ES	Futures	4347.04	4347.88	4345.92	4347.04	257.0
2022-12-19 02:15:00	ES	Futures	4347.04	4347.04	4344.25	4344.81	632.0
2022-12-19 02:20:00	ES	Futures	4344.53	4346.2	4344.53	4344.81	438.0
2022-12-19 02:25:00	ES	Futures	4344.81	4347.32	4343.97	4346.48	591.0
2022-12-19 02:30:00	ES	Futures	4346.76	4346.76	4344.81	4344.81	544.0
2022-12-19 02:35:00	ES	Futures	4345.09	4345.65	4343.41	4344.81	470.0
2022-12-19 02:40:00	ES	Futures	4345.09	4345.92	4344.53	4345.09	244.0
2022-12-19 02:45:00	ES	Futures	4344.81	4345.09	4342.85	4343.69	424.0
2022-12-19 02:50:00	ES	Futures	4343.69	4345.65	4343.69	4344.81	815.0
2022-12-19 02:55:00	ES	Futures	4344.81	4346.76	4344.53	4345.09	717.0
2022-12-19 03:00:00	ES	Futures	4345.09	4351.52	4343.97	4350.68	3471.0
2022-12-19 03:05:00	ES	Futures	4350.4	4353.47	4349.56	4352.91	2075.0
2022-12-19 03:10:00	ES	Futures	4353.19	4358.51	4353.19	4356.83	3192.0
2022-12-19 03:15:00	ES	Futures	4357.39	4358.51	4355.43	4357.67	1450.0
2022-12-19 03:20:00	ES	Futures	4357.95	4360.46	4355.71	4357.11	2009.0
2022-12-19 03:25:00	ES	Futures	4357.39	4358.51	4355.43	4355.71	1469.0
2022-12-19 03:30:00	ES	Futures	4355.71	4355.71	4352.64	4352.64	1552.0
2022-12-19 03:35:00	ES	Futures	4352.91	4354.31	4351.52	4352.64	997.0
2022-12-19 03:40:00	ES	Futures	4352.91	4356.27	4352.91	4354.59	1171.0
2022-12-19 03:45:00	ES	Futures	4354.59	4355.43	4352.91	4355.43	849.0
2022-12-19 03:50:00	ES	Futures	4355.71	4356.27	4354.03	4355.43	896.0
2022-12-19 03:55:00	ES	Futures	4355.71	4355.71	4352.91	4354.31	1234.0
2022-12-19 04:00:00	ES	Futures	4354.03	4357.39	4352.64	4352.91	1897.0
2022-12-19 04:05:00	ES	Futures	4352.91	4355.99	4352.08	4355.43	1028.0

> showing 50 of 19,788 rows — these rows as CSV

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