PREVIEW / futures_5min / 2022-12-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-27.parquet
  size:    309 KB
  rows:    17,494

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
2022-12-27 00:00:00	ES	Futures	4356.27	4356.55	4355.43	4355.99	158.0
2022-12-27 00:05:00	ES	Futures	4355.71	4356.27	4355.43	4355.43	104.0
2022-12-27 00:10:00	ES	Futures	4355.43	4355.99	4355.15	4355.43	170.0
2022-12-27 00:15:00	ES	Futures	4355.43	4356.55	4355.15	4356.27	190.0
2022-12-27 00:20:00	ES	Futures	4356.27	4357.11	4356.27	4356.83	175.0
2022-12-27 00:25:00	ES	Futures	4356.55	4356.55	4355.15	4355.15	426.0
2022-12-27 00:30:00	ES	Futures	4355.15	4355.71	4354.31	4355.43	340.0
2022-12-27 00:35:00	ES	Futures	4355.43	4356.27	4355.43	4355.71	117.0
2022-12-27 00:40:00	ES	Futures	4355.71	4356.55	4355.71	4355.99	137.0
2022-12-27 00:45:00	ES	Futures	4356.27	4357.39	4355.71	4356.55	415.0
2022-12-27 00:50:00	ES	Futures	4356.55	4356.55	4355.43	4355.99	112.0
2022-12-27 00:55:00	ES	Futures	4355.99	4356.55	4355.43	4355.99	216.0
2022-12-27 01:00:00	ES	Futures	4355.99	4356.27	4354.31	4354.31	425.0
2022-12-27 01:05:00	ES	Futures	4354.03	4355.15	4352.64	4353.75	590.0
2022-12-27 01:10:00	ES	Futures	4353.75	4353.75	4352.08	4352.91	468.0
2022-12-27 01:15:00	ES	Futures	4353.19	4354.03	4353.19	4353.47	157.0
2022-12-27 01:20:00	ES	Futures	4353.47	4354.87	4353.19	4354.31	266.0
2022-12-27 01:25:00	ES	Futures	4354.31	4355.15	4354.03	4355.15	106.0
2022-12-27 01:30:00	ES	Futures	4355.15	4355.71	4354.03	4355.43	459.0
2022-12-27 01:35:00	ES	Futures	4355.71	4355.99	4354.87	4355.15	206.0
2022-12-27 01:40:00	ES	Futures	4355.15	4355.15	4354.03	4354.59	160.0
2022-12-27 01:45:00	ES	Futures	4354.59	4355.99	4354.03	4355.99	218.0
2022-12-27 01:50:00	ES	Futures	4355.99	4356.55	4355.71	4355.99	499.0
2022-12-27 01:55:00	ES	Futures	4356.27	4356.83	4355.43	4356.27	897.0
2022-12-27 02:00:00	ES	Futures	4356.55	4356.55	4350.68	4351.24	1772.0
2022-12-27 02:05:00	ES	Futures	4351.24	4353.47	4350.68	4353.19	1046.0
2022-12-27 02:10:00	ES	Futures	4353.19	4353.47	4351.8	4352.64	644.0
2022-12-27 02:15:00	ES	Futures	4352.64	4353.19	4352.08	4352.36	327.0
2022-12-27 02:20:00	ES	Futures	4352.36	4354.87	4352.08	4354.31	388.0
2022-12-27 02:25:00	ES	Futures	4354.31	4354.59	4352.91	4354.59	446.0
2022-12-27 02:30:00	ES	Futures	4354.87	4355.99	4353.75	4355.15	928.0
2022-12-27 02:35:00	ES	Futures	4355.15	4356.27	4354.59	4354.87	452.0
2022-12-27 02:40:00	ES	Futures	4354.87	4355.15	4353.19	4354.59	574.0
2022-12-27 02:45:00	ES	Futures	4354.31	4355.99	4354.31	4354.87	686.0
2022-12-27 02:50:00	ES	Futures	4354.59	4357.39	4354.31	4356.27	765.0
2022-12-27 02:55:00	ES	Futures	4356.27	4357.67	4355.71	4355.99	658.0
2022-12-27 03:00:00	ES	Futures	4355.99	4359.35	4355.43	4358.23	1492.0
2022-12-27 03:05:00	ES	Futures	4358.23	4361.3	4357.95	4360.74	1254.0
2022-12-27 03:10:00	ES	Futures	4360.74	4361.86	4359.35	4360.18	1012.0
2022-12-27 03:15:00	ES	Futures	4360.46	4362.42	4359.63	4361.58	943.0
2022-12-27 03:20:00	ES	Futures	4361.86	4362.42	4360.46	4361.3	1241.0
2022-12-27 03:25:00	ES	Futures	4361.3	4361.58	4358.79	4360.18	837.0
2022-12-27 03:30:00	ES	Futures	4360.18	4360.74	4357.95	4358.51	774.0
2022-12-27 03:35:00	ES	Futures	4358.23	4359.9	4357.67	4358.51	856.0
2022-12-27 03:40:00	ES	Futures	4358.51	4361.58	4358.23	4359.9	986.0
2022-12-27 03:45:00	ES	Futures	4360.18	4361.02	4359.07	4361.02	807.0
2022-12-27 03:50:00	ES	Futures	4361.02	4361.3	4359.07	4359.35	590.0
2022-12-27 03:55:00	ES	Futures	4359.35	4359.63	4355.99	4355.99	854.0
2022-12-27 04:00:00	ES	Futures	4355.99	4356.27	4351.8	4352.36	1394.0
2022-12-27 04:05:00	ES	Futures	4352.64	4353.47	4352.08	4352.64	634.0

> showing 50 of 17,494 rows — these rows as CSV

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