PREVIEW / futures_5min / 2022-12-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-23.parquet
  size:    264 KB
  rows:    14,834

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
2022-12-23 00:00:00	ES	Futures	4309.58	4310.97	4308.46	4310.69	400.0
2022-12-23 00:05:00	ES	Futures	4310.41	4312.09	4309.86	4311.25	265.0
2022-12-23 00:10:00	ES	Futures	4311.25	4311.53	4309.02	4309.3	236.0
2022-12-23 00:15:00	ES	Futures	4309.3	4310.97	4309.3	4310.69	115.0
2022-12-23 00:20:00	ES	Futures	4310.41	4311.53	4310.41	4310.97	135.0
2022-12-23 00:25:00	ES	Futures	4311.25	4313.21	4311.25	4312.93	215.0
2022-12-23 00:30:00	ES	Futures	4312.65	4312.93	4309.58	4310.14	393.0
2022-12-23 00:35:00	ES	Futures	4310.14	4310.41	4308.46	4310.14	268.0
2022-12-23 00:40:00	ES	Futures	4310.14	4312.37	4309.58	4312.09	257.0
2022-12-23 00:45:00	ES	Futures	4312.09	4312.37	4309.3	4309.58	206.0
2022-12-23 00:50:00	ES	Futures	4309.86	4310.41	4308.18	4308.18	418.0
2022-12-23 00:55:00	ES	Futures	4307.9	4308.74	4307.9	4308.18	278.0
2022-12-23 01:00:00	ES	Futures	4308.46	4309.02	4306.5	4306.78	591.0
2022-12-23 01:05:00	ES	Futures	4306.78	4308.18	4306.78	4307.62	399.0
2022-12-23 01:10:00	ES	Futures	4307.34	4308.18	4306.78	4307.34	232.0
2022-12-23 01:15:00	ES	Futures	4307.06	4308.18	4306.78	4306.78	241.0
2022-12-23 01:20:00	ES	Futures	4306.78	4307.06	4305.1	4305.1	608.0
2022-12-23 01:25:00	ES	Futures	4305.1	4305.38	4303.42	4305.1	476.0
2022-12-23 01:30:00	ES	Futures	4305.1	4307.34	4305.1	4306.5	442.0
2022-12-23 01:35:00	ES	Futures	4306.78	4307.34	4306.5	4307.34	170.0
2022-12-23 01:40:00	ES	Futures	4307.34	4309.58	4307.06	4309.58	426.0
2022-12-23 01:45:00	ES	Futures	4309.58	4310.69	4309.3	4310.14	478.0
2022-12-23 01:50:00	ES	Futures	4310.14	4311.25	4309.3	4309.86	436.0
2022-12-23 01:55:00	ES	Futures	4310.14	4311.53	4309.3	4309.3	292.0
2022-12-23 02:00:00	ES	Futures	4309.58	4312.09	4307.62	4311.53	720.0
2022-12-23 02:05:00	ES	Futures	4311.53	4312.09	4310.41	4310.41	458.0
2022-12-23 02:10:00	ES	Futures	4310.14	4311.53	4309.3	4309.86	438.0
2022-12-23 02:15:00	ES	Futures	4309.86	4311.25	4307.06	4308.74	485.0
2022-12-23 02:20:00	ES	Futures	4308.46	4309.86	4306.22	4306.78	587.0
2022-12-23 02:25:00	ES	Futures	4307.06	4308.46	4305.94	4307.62	384.0
2022-12-23 02:30:00	ES	Futures	4307.62	4308.46	4306.78	4307.9	467.0
2022-12-23 02:35:00	ES	Futures	4308.18	4309.86	4308.18	4309.86	392.0
2022-12-23 02:40:00	ES	Futures	4309.86	4310.14	4308.46	4308.74	368.0
2022-12-23 02:45:00	ES	Futures	4308.46	4309.86	4308.46	4308.74	378.0
2022-12-23 02:50:00	ES	Futures	4309.02	4309.86	4308.74	4309.3	185.0
2022-12-23 02:55:00	ES	Futures	4309.3	4309.58	4307.34	4307.34	339.0
2022-12-23 03:00:00	ES	Futures	4307.34	4312.09	4305.66	4309.02	1562.0
2022-12-23 03:05:00	ES	Futures	4309.02	4309.02	4302.59	4303.98	1350.0
2022-12-23 03:10:00	ES	Futures	4303.98	4307.34	4303.98	4305.66	1155.0
2022-12-23 03:15:00	ES	Futures	4305.94	4305.94	4301.19	4303.42	1291.0
2022-12-23 03:20:00	ES	Futures	4303.7	4306.5	4301.47	4303.14	968.0
2022-12-23 03:25:00	ES	Futures	4303.42	4307.9	4303.42	4305.94	1060.0
2022-12-23 03:30:00	ES	Futures	4306.22	4306.22	4301.47	4302.87	1041.0
2022-12-23 03:35:00	ES	Futures	4303.14	4307.9	4302.59	4307.06	769.0
2022-12-23 03:40:00	ES	Futures	4307.06	4309.02	4305.38	4306.22	937.0
2022-12-23 03:45:00	ES	Futures	4305.94	4307.06	4304.54	4307.06	665.0
2022-12-23 03:50:00	ES	Futures	4306.78	4307.34	4304.82	4305.38	702.0
2022-12-23 03:55:00	ES	Futures	4305.38	4309.02	4304.82	4308.46	1512.0
2022-12-23 04:00:00	ES	Futures	4308.46	4309.58	4306.22	4306.5	970.0
2022-12-23 04:05:00	ES	Futures	4306.5	4308.74	4306.5	4308.46	717.0

> showing 50 of 14,834 rows — these rows as CSV

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