PREVIEW / futures_5min / 2022-12-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-26.parquet
  size:    69 KB
  rows:    3,365

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
2022-12-26 18:00:00	ES	Futures	4337.26	4348.44	4336.14	4344.81	3018.0
2022-12-26 18:05:00	ES	Futures	4344.81	4347.04	4342.01	4345.92	1206.0
2022-12-26 18:10:00	ES	Futures	4346.2	4348.16	4345.09	4347.88	934.0
2022-12-26 18:15:00	ES	Futures	4347.88	4347.88	4345.37	4346.48	583.0
2022-12-26 18:20:00	ES	Futures	4346.48	4351.52	4346.2	4350.68	1088.0
2022-12-26 18:25:00	ES	Futures	4350.96	4352.08	4349.0	4350.4	889.0
2022-12-26 18:30:00	ES	Futures	4350.4	4354.03	4349.84	4353.75	941.0
2022-12-26 18:35:00	ES	Futures	4353.75	4355.43	4352.36	4352.64	1101.0
2022-12-26 18:40:00	ES	Futures	4352.91	4353.47	4352.08	4353.47	474.0
2022-12-26 18:45:00	ES	Futures	4353.47	4354.87	4352.08	4354.59	908.0
2022-12-26 18:50:00	ES	Futures	4354.59	4356.55	4354.03	4354.87	807.0
2022-12-26 18:55:00	ES	Futures	4354.59	4355.15	4353.47	4354.87	599.0
2022-12-26 19:00:00	ES	Futures	4354.87	4355.71	4353.19	4353.19	644.0
2022-12-26 19:05:00	ES	Futures	4353.19	4354.31	4352.91	4353.19	380.0
2022-12-26 19:10:00	ES	Futures	4352.91	4355.15	4352.36	4354.59	480.0
2022-12-26 19:15:00	ES	Futures	4354.59	4354.87	4352.64	4352.91	427.0
2022-12-26 19:20:00	ES	Futures	4352.64	4354.03	4352.08	4353.75	448.0
2022-12-26 19:25:00	ES	Futures	4353.47	4355.15	4352.91	4353.75	669.0
2022-12-26 19:30:00	ES	Futures	4353.75	4354.03	4352.36	4353.75	313.0
2022-12-26 19:35:00	ES	Futures	4353.47	4355.43	4352.91	4353.19	333.0
2022-12-26 19:40:00	ES	Futures	4353.47	4353.47	4350.96	4351.24	630.0
2022-12-26 19:45:00	ES	Futures	4351.24	4351.8	4349.84	4350.4	792.0
2022-12-26 19:50:00	ES	Futures	4350.4	4353.19	4350.4	4351.52	797.0
2022-12-26 19:55:00	ES	Futures	4351.52	4352.36	4351.24	4351.52	299.0
2022-12-26 20:00:00	ES	Futures	4351.52	4352.91	4350.96	4352.91	339.0
2022-12-26 20:05:00	ES	Futures	4352.91	4357.67	4352.64	4357.39	1024.0
2022-12-26 20:10:00	ES	Futures	4357.39	4359.35	4355.71	4358.23	1237.0
2022-12-26 20:15:00	ES	Futures	4358.23	4358.79	4356.55	4357.11	819.0
2022-12-26 20:20:00	ES	Futures	4357.11	4357.95	4356.27	4357.39	430.0
2022-12-26 20:25:00	ES	Futures	4357.39	4357.95	4356.27	4357.39	597.0
2022-12-26 20:30:00	ES	Futures	4357.39	4357.39	4355.15	4355.43	784.0
2022-12-26 20:35:00	ES	Futures	4355.43	4357.11	4355.43	4356.27	406.0
2022-12-26 20:40:00	ES	Futures	4356.55	4356.83	4354.31	4355.43	487.0
2022-12-26 20:45:00	ES	Futures	4355.71	4357.67	4355.71	4357.11	295.0
2022-12-26 20:50:00	ES	Futures	4357.39	4360.18	4356.27	4359.63	844.0
2022-12-26 20:55:00	ES	Futures	4359.9	4361.3	4359.63	4360.46	989.0
2022-12-26 21:00:00	ES	Futures	4360.46	4362.42	4359.35	4361.3	1084.0
2022-12-26 21:05:00	ES	Futures	4361.58	4361.86	4359.9	4360.18	442.0
2022-12-26 21:10:00	ES	Futures	4359.9	4360.46	4358.79	4359.07	340.0
2022-12-26 21:15:00	ES	Futures	4358.79	4359.63	4358.51	4359.35	343.0
2022-12-26 21:20:00	ES	Futures	4359.35	4360.46	4358.79	4358.79	445.0
2022-12-26 21:25:00	ES	Futures	4358.79	4360.18	4358.51	4360.18	227.0
2022-12-26 21:30:00	ES	Futures	4360.18	4362.42	4359.9	4359.9	829.0
2022-12-26 21:35:00	ES	Futures	4359.9	4360.18	4358.79	4359.07	488.0
2022-12-26 21:40:00	ES	Futures	4359.07	4360.46	4358.79	4359.35	514.0
2022-12-26 21:45:00	ES	Futures	4359.35	4360.74	4359.35	4359.63	262.0
2022-12-26 21:50:00	ES	Futures	4359.63	4359.63	4359.07	4359.63	148.0
2022-12-26 21:55:00	ES	Futures	4359.63	4359.63	4359.07	4359.63	194.0
2022-12-26 22:00:00	ES	Futures	4359.63	4359.9	4357.39	4357.39	548.0
2022-12-26 22:05:00	ES	Futures	4357.67	4357.95	4356.83	4356.83	347.0

> showing 50 of 3,365 rows — these rows as CSV

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