PREVIEW / futures_5min / 2022-12-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-21.parquet
  size:    334 KB
  rows:    19,413

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
2022-12-21 00:00:00	ES	Futures	4319.64	4320.48	4318.8	4319.64	313.0
2022-12-21 00:05:00	ES	Futures	4319.36	4319.92	4317.96	4319.64	405.0
2022-12-21 00:10:00	ES	Futures	4319.64	4322.44	4319.36	4321.88	408.0
2022-12-21 00:15:00	ES	Futures	4321.88	4323.28	4321.6	4322.44	405.0
2022-12-21 00:20:00	ES	Futures	4322.16	4323.84	4322.16	4323.28	412.0
2022-12-21 00:25:00	ES	Futures	4323.28	4324.95	4322.72	4323.84	689.0
2022-12-21 00:30:00	ES	Futures	4324.12	4325.79	4323.0	4323.0	588.0
2022-12-21 00:35:00	ES	Futures	4323.0	4324.67	4323.0	4324.67	224.0
2022-12-21 00:40:00	ES	Futures	4324.39	4325.79	4324.39	4325.51	227.0
2022-12-21 00:45:00	ES	Futures	4325.79	4327.19	4325.23	4326.63	391.0
2022-12-21 00:50:00	ES	Futures	4326.63	4326.91	4325.23	4325.23	279.0
2022-12-21 00:55:00	ES	Futures	4325.23	4325.51	4324.39	4324.67	216.0
2022-12-21 01:00:00	ES	Futures	4324.67	4326.35	4324.12	4324.12	585.0
2022-12-21 01:05:00	ES	Futures	4324.12	4324.12	4321.04	4322.16	743.0
2022-12-21 01:10:00	ES	Futures	4322.16	4325.79	4321.88	4324.39	668.0
2022-12-21 01:15:00	ES	Futures	4324.67	4325.23	4323.28	4324.12	238.0
2022-12-21 01:20:00	ES	Futures	4324.12	4325.79	4324.12	4325.51	290.0
2022-12-21 01:25:00	ES	Futures	4325.79	4326.91	4324.67	4324.95	382.0
2022-12-21 01:30:00	ES	Futures	4324.95	4326.63	4324.12	4326.35	368.0
2022-12-21 01:35:00	ES	Futures	4326.63	4328.03	4326.35	4327.19	533.0
2022-12-21 01:40:00	ES	Futures	4327.19	4327.75	4326.91	4327.19	275.0
2022-12-21 01:45:00	ES	Futures	4327.47	4327.47	4325.51	4326.35	203.0
2022-12-21 01:50:00	ES	Futures	4326.35	4326.35	4325.23	4325.51	330.0
2022-12-21 01:55:00	ES	Futures	4325.51	4327.19	4324.95	4326.91	351.0
2022-12-21 02:00:00	ES	Futures	4326.63	4326.63	4322.16	4323.0	1056.0
2022-12-21 02:05:00	ES	Futures	4323.0	4328.31	4322.72	4327.47	872.0
2022-12-21 02:10:00	ES	Futures	4327.47	4327.75	4324.95	4326.07	608.0
2022-12-21 02:15:00	ES	Futures	4326.07	4327.75	4324.39	4327.47	561.0
2022-12-21 02:20:00	ES	Futures	4327.47	4328.31	4325.79	4326.07	537.0
2022-12-21 02:25:00	ES	Futures	4326.35	4326.91	4324.95	4326.63	540.0
2022-12-21 02:30:00	ES	Futures	4326.35	4327.75	4324.39	4325.23	860.0
2022-12-21 02:35:00	ES	Futures	4325.51	4326.35	4324.67	4325.23	405.0
2022-12-21 02:40:00	ES	Futures	4325.23	4326.35	4324.95	4325.51	280.0
2022-12-21 02:45:00	ES	Futures	4325.79	4327.75	4324.95	4326.91	394.0
2022-12-21 02:50:00	ES	Futures	4326.91	4328.87	4326.07	4328.31	551.0
2022-12-21 02:55:00	ES	Futures	4328.03	4328.59	4326.35	4326.35	492.0
2022-12-21 03:00:00	ES	Futures	4326.63	4326.63	4322.72	4323.0	1571.0
2022-12-21 03:05:00	ES	Futures	4323.0	4323.84	4314.89	4316.85	2314.0
2022-12-21 03:10:00	ES	Futures	4316.85	4317.96	4314.33	4317.68	1801.0
2022-12-21 03:15:00	ES	Futures	4317.68	4319.36	4316.01	4316.57	1178.0
2022-12-21 03:20:00	ES	Futures	4316.85	4318.8	4314.33	4318.52	1463.0
2022-12-21 03:25:00	ES	Futures	4318.52	4321.04	4317.96	4318.8	1326.0
2022-12-21 03:30:00	ES	Futures	4319.08	4319.08	4315.45	4317.13	1152.0
2022-12-21 03:35:00	ES	Futures	4317.4	4320.48	4316.01	4320.2	619.0
2022-12-21 03:40:00	ES	Futures	4320.2	4321.88	4319.36	4321.32	838.0
2022-12-21 03:45:00	ES	Futures	4321.32	4322.72	4320.48	4322.16	878.0
2022-12-21 03:50:00	ES	Futures	4322.44	4326.07	4321.6	4325.79	1584.0
2022-12-21 03:55:00	ES	Futures	4325.79	4327.47	4324.67	4326.07	1319.0
2022-12-21 04:00:00	ES	Futures	4326.07	4329.71	4325.51	4329.43	1830.0
2022-12-21 04:05:00	ES	Futures	4329.43	4330.83	4329.15	4329.43	1052.0

> showing 50 of 19,413 rows — these rows as CSV

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