PREVIEW / futures_5min / 2022-12-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-12-30.parquet
  size:    289 KB
  rows:    15,133

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
2022-12-30 00:00:00	ES	Futures	4326.07	4326.63	4324.95	4324.95	275.0
2022-12-30 00:05:00	ES	Futures	4324.95	4325.79	4324.39	4324.95	697.0
2022-12-30 00:10:00	ES	Futures	4324.95	4325.51	4324.12	4324.12	301.0
2022-12-30 00:15:00	ES	Futures	4324.12	4324.67	4323.84	4324.12	298.0
2022-12-30 00:20:00	ES	Futures	4324.12	4324.39	4323.0	4323.28	209.0
2022-12-30 00:25:00	ES	Futures	4323.28	4323.84	4322.16	4322.72	1036.0
2022-12-30 00:30:00	ES	Futures	4322.72	4322.72	4319.92	4320.2	836.0
2022-12-30 00:35:00	ES	Futures	4319.92	4321.88	4319.92	4321.6	550.0
2022-12-30 00:40:00	ES	Futures	4321.32	4322.44	4321.32	4321.88	344.0
2022-12-30 00:45:00	ES	Futures	4321.88	4321.88	4318.8	4319.36	653.0
2022-12-30 00:50:00	ES	Futures	4319.36	4321.32	4319.08	4320.48	699.0
2022-12-30 00:55:00	ES	Futures	4320.2	4321.88	4319.64	4320.76	724.0
2022-12-30 01:00:00	ES	Futures	4321.04	4321.32	4315.73	4317.68	2048.0
2022-12-30 01:05:00	ES	Futures	4317.4	4317.68	4314.05	4314.61	1157.0
2022-12-30 01:10:00	ES	Futures	4314.33	4315.45	4313.77	4315.17	563.0
2022-12-30 01:15:00	ES	Futures	4315.17	4315.73	4314.05	4314.33	480.0
2022-12-30 01:20:00	ES	Futures	4314.33	4315.45	4314.33	4314.61	317.0
2022-12-30 01:25:00	ES	Futures	4314.89	4314.89	4313.21	4314.05	485.0
2022-12-30 01:30:00	ES	Futures	4314.33	4315.17	4313.49	4314.33	467.0
2022-12-30 01:35:00	ES	Futures	4314.05	4314.33	4313.21	4313.77	248.0
2022-12-30 01:40:00	ES	Futures	4314.05	4314.33	4313.49	4314.05	281.0
2022-12-30 01:45:00	ES	Futures	4314.05	4315.17	4313.49	4315.17	578.0
2022-12-30 01:50:00	ES	Futures	4315.17	4315.45	4314.33	4314.33	286.0
2022-12-30 01:55:00	ES	Futures	4314.33	4314.33	4311.25	4312.37	981.0
2022-12-30 02:00:00	ES	Futures	4312.09	4314.05	4311.53	4314.05	925.0
2022-12-30 02:05:00	ES	Futures	4314.33	4316.57	4314.33	4315.73	933.0
2022-12-30 02:10:00	ES	Futures	4315.45	4316.29	4315.45	4315.45	310.0
2022-12-30 02:15:00	ES	Futures	4315.45	4315.73	4313.49	4313.77	440.0
2022-12-30 02:20:00	ES	Futures	4313.77	4314.61	4312.93	4313.21	435.0
2022-12-30 02:25:00	ES	Futures	4313.21	4313.21	4309.86	4309.86	1122.0
2022-12-30 02:30:00	ES	Futures	4309.86	4311.81	4309.58	4310.97	959.0
2022-12-30 02:35:00	ES	Futures	4311.25	4311.81	4310.41	4311.53	526.0
2022-12-30 02:40:00	ES	Futures	4311.53	4314.89	4310.97	4314.33	950.0
2022-12-30 02:45:00	ES	Futures	4314.33	4315.17	4313.49	4314.33	707.0
2022-12-30 02:50:00	ES	Futures	4314.33	4315.17	4313.77	4314.33	484.0
2022-12-30 02:55:00	ES	Futures	4314.05	4316.01	4313.77	4314.89	629.0
2022-12-30 03:00:00	ES	Futures	4314.89	4315.45	4309.86	4311.25	2359.0
2022-12-30 03:05:00	ES	Futures	4311.25	4312.37	4309.58	4312.09	1044.0
2022-12-30 03:10:00	ES	Futures	4312.09	4312.09	4307.9	4309.86	1355.0
2022-12-30 03:15:00	ES	Futures	4309.86	4312.37	4308.18	4311.81	1280.0
2022-12-30 03:20:00	ES	Futures	4311.81	4311.81	4307.34	4309.3	1294.0
2022-12-30 03:25:00	ES	Futures	4309.3	4312.09	4308.18	4311.25	1595.0
2022-12-30 03:30:00	ES	Futures	4310.97	4313.77	4310.97	4312.37	1152.0
2022-12-30 03:35:00	ES	Futures	4312.65	4314.33	4312.37	4312.93	983.0
2022-12-30 03:40:00	ES	Futures	4313.21	4315.17	4312.37	4314.61	1022.0
2022-12-30 03:45:00	ES	Futures	4314.61	4314.89	4312.09	4312.37	696.0
2022-12-30 03:50:00	ES	Futures	4312.37	4312.37	4310.41	4312.09	683.0
2022-12-30 03:55:00	ES	Futures	4312.09	4312.09	4304.82	4305.66	1851.0
2022-12-30 04:00:00	ES	Futures	4305.66	4307.34	4304.26	4305.94	1814.0
2022-12-30 04:05:00	ES	Futures	4306.22	4310.14	4305.38	4309.3	1457.0

> showing 50 of 15,133 rows — these rows as CSV

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