PREVIEW / futures_5min / 2022-12-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-28.parquet
  size:    336 KB
  rows:    19,209

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
2022-12-28 00:00:00	ES	Futures	4315.73	4317.4	4314.89	4315.17	507.0
2022-12-28 00:05:00	ES	Futures	4315.45	4316.57	4315.45	4315.73	223.0
2022-12-28 00:10:00	ES	Futures	4316.01	4316.29	4315.17	4315.45	205.0
2022-12-28 00:15:00	ES	Futures	4315.45	4315.45	4313.21	4313.49	416.0
2022-12-28 00:20:00	ES	Futures	4313.49	4314.33	4312.65	4314.05	371.0
2022-12-28 00:25:00	ES	Futures	4314.05	4315.17	4314.05	4314.61	238.0
2022-12-28 00:30:00	ES	Futures	4314.61	4314.89	4313.77	4314.33	151.0
2022-12-28 00:35:00	ES	Futures	4314.33	4314.61	4312.65	4313.21	398.0
2022-12-28 00:40:00	ES	Futures	4312.93	4313.49	4312.65	4312.93	240.0
2022-12-28 00:45:00	ES	Futures	4312.93	4312.93	4310.97	4311.25	517.0
2022-12-28 00:50:00	ES	Futures	4311.53	4312.37	4311.25	4311.81	144.0
2022-12-28 00:55:00	ES	Futures	4311.81	4312.65	4310.97	4311.81	275.0
2022-12-28 01:00:00	ES	Futures	4312.09	4312.65	4310.97	4311.81	365.0
2022-12-28 01:05:00	ES	Futures	4311.81	4312.37	4310.97	4311.53	327.0
2022-12-28 01:10:00	ES	Futures	4311.53	4312.93	4311.53	4312.37	275.0
2022-12-28 01:15:00	ES	Futures	4312.37	4312.93	4312.09	4312.09	113.0
2022-12-28 01:20:00	ES	Futures	4312.37	4314.05	4312.37	4314.05	183.0
2022-12-28 01:25:00	ES	Futures	4314.05	4315.73	4313.77	4314.89	422.0
2022-12-28 01:30:00	ES	Futures	4314.61	4315.45	4314.05	4315.17	223.0
2022-12-28 01:35:00	ES	Futures	4315.17	4315.45	4314.61	4315.17	258.0
2022-12-28 01:40:00	ES	Futures	4315.17	4315.17	4313.77	4314.33	237.0
2022-12-28 01:45:00	ES	Futures	4314.61	4315.73	4314.61	4315.73	190.0
2022-12-28 01:50:00	ES	Futures	4315.73	4316.01	4314.89	4315.45	148.0
2022-12-28 01:55:00	ES	Futures	4315.73	4321.04	4315.73	4321.04	1795.0
2022-12-28 02:00:00	ES	Futures	4321.04	4322.16	4319.92	4320.48	861.0
2022-12-28 02:05:00	ES	Futures	4320.2	4323.0	4319.64	4322.72	878.0
2022-12-28 02:10:00	ES	Futures	4323.0	4324.12	4321.6	4323.56	922.0
2022-12-28 02:15:00	ES	Futures	4323.28	4324.39	4322.16	4322.72	459.0
2022-12-28 02:20:00	ES	Futures	4322.72	4323.28	4321.32	4322.44	384.0
2022-12-28 02:25:00	ES	Futures	4322.16	4323.28	4321.88	4322.72	378.0
2022-12-28 02:30:00	ES	Futures	4322.72	4324.95	4322.72	4323.0	792.0
2022-12-28 02:35:00	ES	Futures	4323.0	4323.28	4321.32	4321.6	529.0
2022-12-28 02:40:00	ES	Futures	4321.6	4321.88	4320.48	4320.76	377.0
2022-12-28 02:45:00	ES	Futures	4320.76	4322.44	4320.48	4321.04	351.0
2022-12-28 02:50:00	ES	Futures	4321.04	4321.6	4320.48	4321.6	227.0
2022-12-28 02:55:00	ES	Futures	4321.88	4324.39	4321.04	4324.12	510.0
2022-12-28 03:00:00	ES	Futures	4323.84	4325.79	4323.0	4325.23	1693.0
2022-12-28 03:05:00	ES	Futures	4325.23	4325.23	4322.16	4322.44	1116.0
2022-12-28 03:10:00	ES	Futures	4322.72	4324.67	4321.6	4321.88	1199.0
2022-12-28 03:15:00	ES	Futures	4322.16	4326.63	4322.16	4326.07	1036.0
2022-12-28 03:20:00	ES	Futures	4326.35	4327.75	4324.39	4324.67	1496.0
2022-12-28 03:25:00	ES	Futures	4324.95	4326.07	4323.56	4324.67	755.0
2022-12-28 03:30:00	ES	Futures	4324.67	4325.79	4323.0	4324.67	931.0
2022-12-28 03:35:00	ES	Futures	4324.67	4325.23	4323.0	4323.28	524.0
2022-12-28 03:40:00	ES	Futures	4323.28	4323.84	4320.48	4320.76	766.0
2022-12-28 03:45:00	ES	Futures	4320.76	4321.6	4318.8	4319.36	904.0
2022-12-28 03:50:00	ES	Futures	4319.36	4320.48	4318.24	4319.08	666.0
2022-12-28 03:55:00	ES	Futures	4319.08	4319.64	4317.4	4317.4	554.0
2022-12-28 04:00:00	ES	Futures	4317.4	4318.8	4316.01	4316.57	971.0
2022-12-28 04:05:00	ES	Futures	4316.29	4316.85	4313.49	4313.77	942.0

> showing 50 of 19,209 rows — these rows as CSV

> unlock the full archive -- $79 one-time