PREVIEW / futures_5min / 2022-12-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-29.parquet
  size:    330 KB
  rows:    18,982

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
2022-12-29 00:00:00	ES	Futures	4263.44	4263.72	4262.88	4263.16	191.0
2022-12-29 00:05:00	ES	Futures	4263.16	4264.28	4263.16	4263.72	307.0
2022-12-29 00:10:00	ES	Futures	4263.72	4264.0	4262.6	4262.88	210.0
2022-12-29 00:15:00	ES	Futures	4262.6	4262.88	4261.2	4261.76	433.0
2022-12-29 00:20:00	ES	Futures	4261.48	4262.32	4260.64	4260.64	343.0
2022-12-29 00:25:00	ES	Futures	4260.37	4260.92	4259.25	4260.09	924.0
2022-12-29 00:30:00	ES	Futures	4260.09	4261.48	4260.09	4261.48	306.0
2022-12-29 00:35:00	ES	Futures	4261.48	4261.48	4260.64	4260.92	130.0
2022-12-29 00:40:00	ES	Futures	4260.92	4260.92	4260.09	4260.64	108.0
2022-12-29 00:45:00	ES	Futures	4260.37	4261.2	4260.37	4260.64	295.0
2022-12-29 00:50:00	ES	Futures	4260.37	4261.48	4260.37	4261.2	232.0
2022-12-29 00:55:00	ES	Futures	4260.92	4261.48	4260.09	4260.64	496.0
2022-12-29 01:00:00	ES	Futures	4260.92	4261.48	4260.09	4260.37	466.0
2022-12-29 01:05:00	ES	Futures	4260.37	4261.48	4259.53	4260.64	473.0
2022-12-29 01:10:00	ES	Futures	4260.37	4261.76	4259.81	4261.48	630.0
2022-12-29 01:15:00	ES	Futures	4261.48	4262.88	4260.92	4262.6	505.0
2022-12-29 01:20:00	ES	Futures	4262.6	4262.6	4260.37	4260.92	175.0
2022-12-29 01:25:00	ES	Futures	4260.92	4261.48	4260.09	4260.09	448.0
2022-12-29 01:30:00	ES	Futures	4260.09	4260.92	4259.81	4260.64	656.0
2022-12-29 01:35:00	ES	Futures	4260.64	4260.92	4259.81	4260.09	318.0
2022-12-29 01:40:00	ES	Futures	4260.37	4260.37	4258.69	4258.97	405.0
2022-12-29 01:45:00	ES	Futures	4258.97	4260.92	4258.69	4260.64	381.0
2022-12-29 01:50:00	ES	Futures	4260.37	4261.48	4260.37	4261.2	343.0
2022-12-29 01:55:00	ES	Futures	4260.92	4262.6	4260.92	4262.32	566.0
2022-12-29 02:00:00	ES	Futures	4262.6	4263.44	4261.76	4262.04	583.0
2022-12-29 02:05:00	ES	Futures	4262.04	4263.72	4262.04	4263.16	426.0
2022-12-29 02:10:00	ES	Futures	4262.88	4263.44	4262.04	4262.04	433.0
2022-12-29 02:15:00	ES	Futures	4262.04	4263.44	4262.04	4262.6	305.0
2022-12-29 02:20:00	ES	Futures	4262.32	4263.44	4262.32	4262.88	361.0
2022-12-29 02:25:00	ES	Futures	4262.88	4263.44	4262.04	4262.04	387.0
2022-12-29 02:30:00	ES	Futures	4262.32	4262.32	4261.48	4262.04	316.0
2022-12-29 02:35:00	ES	Futures	4262.32	4264.28	4262.32	4263.16	473.0
2022-12-29 02:40:00	ES	Futures	4263.16	4264.28	4262.6	4264.28	432.0
2022-12-29 02:45:00	ES	Futures	4264.0	4265.4	4264.0	4265.12	586.0
2022-12-29 02:50:00	ES	Futures	4265.12	4266.24	4264.0	4265.12	496.0
2022-12-29 02:55:00	ES	Futures	4265.12	4266.24	4264.56	4265.12	543.0
2022-12-29 03:00:00	ES	Futures	4265.4	4266.52	4262.88	4264.28	1789.0
2022-12-29 03:05:00	ES	Futures	4264.28	4267.36	4263.44	4265.12	2089.0
2022-12-29 03:10:00	ES	Futures	4265.12	4266.52	4264.0	4264.56	1048.0
2022-12-29 03:15:00	ES	Futures	4264.28	4264.84	4262.6	4263.44	768.0
2022-12-29 03:20:00	ES	Futures	4263.44	4264.56	4262.32	4262.88	652.0
2022-12-29 03:25:00	ES	Futures	4262.6	4266.8	4262.6	4266.24	752.0
2022-12-29 03:30:00	ES	Futures	4266.24	4266.24	4262.32	4264.28	745.0
2022-12-29 03:35:00	ES	Futures	4264.28	4265.12	4263.44	4265.12	343.0
2022-12-29 03:40:00	ES	Futures	4265.12	4266.24	4264.28	4265.4	413.0
2022-12-29 03:45:00	ES	Futures	4265.4	4267.08	4265.12	4266.52	542.0
2022-12-29 03:50:00	ES	Futures	4266.8	4269.03	4266.52	4269.03	1085.0
2022-12-29 03:55:00	ES	Futures	4268.75	4270.43	4267.63	4268.19	774.0
2022-12-29 04:00:00	ES	Futures	4268.19	4271.55	4267.91	4270.99	1246.0
2022-12-29 04:05:00	ES	Futures	4270.99	4272.11	4270.15	4271.27	1152.0

> showing 50 of 18,982 rows — these rows as CSV

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