PREVIEW / futures_5min / 2022-12-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-20.parquet
  size:    360 KB
  rows:    19,940

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
2022-12-20 00:00:00	ES	Futures	4265.4	4265.68	4263.72	4264.84	816.0
2022-12-20 00:05:00	ES	Futures	4264.84	4269.03	4263.72	4267.36	1731.0
2022-12-20 00:10:00	ES	Futures	4267.08	4267.63	4265.68	4265.96	778.0
2022-12-20 00:15:00	ES	Futures	4266.24	4266.24	4262.6	4263.16	1337.0
2022-12-20 00:20:00	ES	Futures	4262.88	4263.16	4258.13	4259.53	1824.0
2022-12-20 00:25:00	ES	Futures	4259.53	4260.09	4256.73	4257.29	1375.0
2022-12-20 00:30:00	ES	Futures	4257.29	4257.57	4254.77	4255.05	1805.0
2022-12-20 00:35:00	ES	Futures	4255.05	4256.45	4253.93	4256.17	1275.0
2022-12-20 00:40:00	ES	Futures	4256.17	4258.97	4255.61	4258.69	1531.0
2022-12-20 00:45:00	ES	Futures	4258.69	4261.76	4257.85	4261.48	1232.0
2022-12-20 00:50:00	ES	Futures	4261.48	4263.72	4260.92	4263.16	1002.0
2022-12-20 00:55:00	ES	Futures	4263.16	4264.84	4260.37	4264.28	1134.0
2022-12-20 01:00:00	ES	Futures	4264.28	4264.84	4261.48	4262.88	1042.0
2022-12-20 01:05:00	ES	Futures	4262.88	4265.12	4262.32	4264.56	777.0
2022-12-20 01:10:00	ES	Futures	4264.56	4265.12	4263.16	4263.72	720.0
2022-12-20 01:15:00	ES	Futures	4264.0	4264.56	4262.6	4263.72	668.0
2022-12-20 01:20:00	ES	Futures	4264.0	4264.28	4262.04	4264.28	669.0
2022-12-20 01:25:00	ES	Futures	4264.0	4265.12	4263.72	4264.56	507.0
2022-12-20 01:30:00	ES	Futures	4264.56	4267.08	4264.28	4265.4	769.0
2022-12-20 01:35:00	ES	Futures	4265.12	4269.31	4265.12	4267.63	1824.0
2022-12-20 01:40:00	ES	Futures	4267.36	4269.59	4267.08	4269.31	878.0
2022-12-20 01:45:00	ES	Futures	4269.31	4271.27	4267.91	4270.43	1260.0
2022-12-20 01:50:00	ES	Futures	4270.43	4271.83	4270.43	4271.83	1184.0
2022-12-20 01:55:00	ES	Futures	4271.83	4272.39	4269.03	4269.59	1587.0
2022-12-20 02:00:00	ES	Futures	4269.87	4276.58	4269.87	4274.62	2799.0
2022-12-20 02:05:00	ES	Futures	4274.62	4277.42	4274.62	4275.74	1720.0
2022-12-20 02:10:00	ES	Futures	4275.46	4277.7	4274.9	4276.02	1053.0
2022-12-20 02:15:00	ES	Futures	4276.3	4277.7	4275.46	4276.86	787.0
2022-12-20 02:20:00	ES	Futures	4276.86	4277.14	4273.23	4273.23	1019.0
2022-12-20 02:25:00	ES	Futures	4273.51	4276.86	4273.23	4274.62	1196.0
2022-12-20 02:30:00	ES	Futures	4274.9	4276.3	4273.79	4276.3	1171.0
2022-12-20 02:35:00	ES	Futures	4276.02	4276.02	4269.59	4269.59	1572.0
2022-12-20 02:40:00	ES	Futures	4269.87	4271.27	4268.19	4268.47	978.0
2022-12-20 02:45:00	ES	Futures	4268.75	4272.95	4267.08	4271.83	1428.0
2022-12-20 02:50:00	ES	Futures	4271.83	4274.9	4271.55	4274.35	1179.0
2022-12-20 02:55:00	ES	Futures	4274.62	4274.9	4270.43	4270.99	971.0
2022-12-20 03:00:00	ES	Futures	4270.71	4275.46	4267.91	4268.75	2958.0
2022-12-20 03:05:00	ES	Futures	4268.75	4272.39	4264.28	4271.83	3184.0
2022-12-20 03:10:00	ES	Futures	4271.83	4278.82	4271.27	4277.98	2472.0
2022-12-20 03:15:00	ES	Futures	4277.98	4278.54	4270.43	4270.99	2016.0
2022-12-20 03:20:00	ES	Futures	4270.99	4273.23	4268.47	4269.59	2144.0
2022-12-20 03:25:00	ES	Futures	4269.87	4272.11	4267.36	4270.99	1379.0
2022-12-20 03:30:00	ES	Futures	4270.71	4270.71	4265.96	4266.52	1780.0
2022-12-20 03:35:00	ES	Futures	4266.52	4271.83	4264.56	4268.19	1487.0
2022-12-20 03:40:00	ES	Futures	4268.19	4277.42	4268.19	4276.3	1631.0
2022-12-20 03:45:00	ES	Futures	4276.58	4288.88	4276.3	4288.61	4720.0
2022-12-20 03:50:00	ES	Futures	4288.88	4296.99	4288.05	4295.32	4986.0
2022-12-20 03:55:00	ES	Futures	4295.32	4298.67	4293.36	4296.71	3288.0
2022-12-20 04:00:00	ES	Futures	4296.71	4297.83	4292.52	4292.8	3312.0
2022-12-20 04:05:00	ES	Futures	4293.08	4295.6	4289.72	4290.28	1951.0

> showing 50 of 19,940 rows — these rows as CSV

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