PREVIEW / futures_5min / 2022-12-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-22.parquet
  size:    364 KB
  rows:    19,227

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
2022-12-22 00:00:00	ES	Futures	4381.71	4381.99	4381.16	4381.71	239.0
2022-12-22 00:05:00	ES	Futures	4381.43	4381.43	4380.04	4380.88	389.0
2022-12-22 00:10:00	ES	Futures	4380.6	4381.16	4380.32	4381.16	178.0
2022-12-22 00:15:00	ES	Futures	4380.88	4381.16	4379.76	4380.32	273.0
2022-12-22 00:20:00	ES	Futures	4380.32	4381.16	4380.04	4380.6	209.0
2022-12-22 00:25:00	ES	Futures	4380.6	4381.43	4380.6	4381.16	199.0
2022-12-22 00:30:00	ES	Futures	4381.16	4381.16	4380.32	4380.88	309.0
2022-12-22 00:35:00	ES	Futures	4380.6	4381.99	4380.04	4381.16	322.0
2022-12-22 00:40:00	ES	Futures	4381.16	4382.27	4381.16	4381.99	184.0
2022-12-22 00:45:00	ES	Futures	4381.99	4382.27	4381.16	4381.99	149.0
2022-12-22 00:50:00	ES	Futures	4382.27	4382.55	4381.43	4381.43	397.0
2022-12-22 00:55:00	ES	Futures	4381.71	4381.71	4380.6	4380.6	272.0
2022-12-22 01:00:00	ES	Futures	4380.88	4381.43	4379.48	4379.76	558.0
2022-12-22 01:05:00	ES	Futures	4379.48	4381.43	4379.48	4380.6	402.0
2022-12-22 01:10:00	ES	Futures	4380.32	4381.16	4380.04	4380.88	387.0
2022-12-22 01:15:00	ES	Futures	4380.88	4381.43	4380.04	4380.88	308.0
2022-12-22 01:20:00	ES	Futures	4381.16	4381.71	4379.76	4381.43	312.0
2022-12-22 01:25:00	ES	Futures	4381.16	4381.43	4379.2	4379.48	244.0
2022-12-22 01:30:00	ES	Futures	4379.48	4379.76	4378.92	4379.2	284.0
2022-12-22 01:35:00	ES	Futures	4379.48	4379.48	4378.36	4379.2	374.0
2022-12-22 01:40:00	ES	Futures	4379.2	4379.76	4378.64	4379.76	301.0
2022-12-22 01:45:00	ES	Futures	4379.48	4379.48	4378.64	4378.64	282.0
2022-12-22 01:50:00	ES	Futures	4378.92	4379.2	4377.8	4378.08	316.0
2022-12-22 01:55:00	ES	Futures	4377.8	4378.64	4376.68	4378.36	751.0
2022-12-22 02:00:00	ES	Futures	4378.36	4378.36	4375.0	4375.84	1363.0
2022-12-22 02:05:00	ES	Futures	4375.56	4376.4	4373.89	4373.89	935.0
2022-12-22 02:10:00	ES	Futures	4373.89	4375.28	4373.05	4375.28	1018.0
2022-12-22 02:15:00	ES	Futures	4375.28	4378.08	4375.28	4377.8	911.0
2022-12-22 02:20:00	ES	Futures	4377.8	4378.08	4376.96	4377.52	387.0
2022-12-22 02:25:00	ES	Futures	4377.52	4378.64	4376.96	4377.52	533.0
2022-12-22 02:30:00	ES	Futures	4377.52	4377.52	4375.84	4376.12	617.0
2022-12-22 02:35:00	ES	Futures	4376.12	4377.8	4375.28	4377.52	542.0
2022-12-22 02:40:00	ES	Futures	4377.52	4377.8	4376.4	4376.68	379.0
2022-12-22 02:45:00	ES	Futures	4376.68	4377.52	4375.56	4376.68	442.0
2022-12-22 02:50:00	ES	Futures	4376.68	4376.68	4375.28	4376.12	413.0
2022-12-22 02:55:00	ES	Futures	4376.12	4376.12	4374.72	4374.72	718.0
2022-12-22 03:00:00	ES	Futures	4374.72	4375.84	4373.33	4373.61	1939.0
2022-12-22 03:05:00	ES	Futures	4373.33	4376.96	4373.05	4376.68	1326.0
2022-12-22 03:10:00	ES	Futures	4376.4	4378.64	4375.56	4377.8	976.0
2022-12-22 03:15:00	ES	Futures	4378.08	4383.11	4377.8	4382.83	1928.0
2022-12-22 03:20:00	ES	Futures	4382.83	4383.67	4380.32	4380.88	1407.0
2022-12-22 03:25:00	ES	Futures	4381.16	4382.27	4378.08	4378.08	1301.0
2022-12-22 03:30:00	ES	Futures	4378.64	4378.92	4376.68	4377.8	1609.0
2022-12-22 03:35:00	ES	Futures	4378.08	4378.08	4376.12	4376.4	920.0
2022-12-22 03:40:00	ES	Futures	4376.4	4378.08	4375.56	4376.68	785.0
2022-12-22 03:45:00	ES	Futures	4376.68	4377.52	4374.44	4375.0	763.0
2022-12-22 03:50:00	ES	Futures	4375.28	4376.4	4374.72	4374.72	834.0
2022-12-22 03:55:00	ES	Futures	4375.0	4376.4	4374.72	4376.12	401.0
2022-12-22 04:00:00	ES	Futures	4376.4	4377.24	4375.84	4376.4	1070.0
2022-12-22 04:05:00	ES	Futures	4376.12	4376.96	4375.0	4375.56	582.0

> showing 50 of 19,227 rows — these rows as CSV

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