PREVIEW / futures_5min / 2022-06-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-02.parquet
  size:    343 KB
  rows:    17,794

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
2022-06-02 00:00:00	ES	Futures	4647.85	4648.99	4647.0	4647.57	421.0
2022-06-02 00:05:00	ES	Futures	4647.29	4648.14	4646.15	4646.44	224.0
2022-06-02 00:10:00	ES	Futures	4646.72	4648.14	4646.72	4647.29	539.0
2022-06-02 00:15:00	ES	Futures	4647.57	4651.25	4647.29	4650.97	745.0
2022-06-02 00:20:00	ES	Futures	4651.25	4651.25	4649.55	4649.84	230.0
2022-06-02 00:25:00	ES	Futures	4650.12	4650.4	4649.55	4650.4	212.0
2022-06-02 00:30:00	ES	Futures	4650.4	4650.97	4649.84	4650.97	209.0
2022-06-02 00:35:00	ES	Futures	4650.69	4652.39	4650.12	4651.82	388.0
2022-06-02 00:40:00	ES	Futures	4651.82	4652.95	4651.25	4651.54	452.0
2022-06-02 00:45:00	ES	Futures	4651.82	4652.67	4650.69	4650.69	251.0
2022-06-02 00:50:00	ES	Futures	4650.69	4651.82	4649.84	4651.54	447.0
2022-06-02 00:55:00	ES	Futures	4651.54	4652.1	4651.54	4651.82	163.0
2022-06-02 01:00:00	ES	Futures	4651.82	4653.52	4651.25	4651.54	962.0
2022-06-02 01:05:00	ES	Futures	4651.54	4652.39	4649.55	4649.84	713.0
2022-06-02 01:10:00	ES	Futures	4650.12	4650.12	4643.32	4643.32	1511.0
2022-06-02 01:15:00	ES	Futures	4643.6	4645.3	4639.92	4643.03	1132.0
2022-06-02 01:20:00	ES	Futures	4642.75	4644.17	4641.9	4643.03	397.0
2022-06-02 01:25:00	ES	Futures	4643.32	4645.3	4641.33	4645.3	337.0
2022-06-02 01:30:00	ES	Futures	4645.58	4645.58	4642.75	4643.32	757.0
2022-06-02 01:35:00	ES	Futures	4643.32	4645.02	4640.77	4643.03	702.0
2022-06-02 01:40:00	ES	Futures	4643.03	4645.87	4643.03	4645.3	959.0
2022-06-02 01:45:00	ES	Futures	4645.02	4648.14	4645.02	4647.29	677.0
2022-06-02 01:50:00	ES	Futures	4647.29	4650.4	4647.0	4650.12	719.0
2022-06-02 01:55:00	ES	Futures	4650.12	4650.69	4648.99	4649.27	585.0
2022-06-02 02:00:00	ES	Futures	4649.27	4652.95	4648.42	4652.1	1137.0
2022-06-02 02:05:00	ES	Futures	4652.1	4655.22	4650.12	4654.66	1130.0
2022-06-02 02:10:00	ES	Futures	4654.37	4655.22	4651.82	4652.1	822.0
2022-06-02 02:15:00	ES	Futures	4652.1	4652.39	4648.7	4648.7	1084.0
2022-06-02 02:20:00	ES	Futures	4648.7	4649.84	4648.14	4649.84	624.0
2022-06-02 02:25:00	ES	Futures	4649.84	4650.69	4648.14	4648.42	822.0
2022-06-02 02:30:00	ES	Futures	4648.42	4649.27	4647.29	4647.57	701.0
2022-06-02 02:35:00	ES	Futures	4647.57	4648.14	4646.15	4646.15	495.0
2022-06-02 02:40:00	ES	Futures	4646.15	4649.27	4646.15	4647.85	316.0
2022-06-02 02:45:00	ES	Futures	4647.85	4652.67	4647.57	4652.39	426.0
2022-06-02 02:50:00	ES	Futures	4652.39	4655.22	4651.25	4654.09	422.0
2022-06-02 02:55:00	ES	Futures	4654.09	4657.49	4653.8	4656.92	1232.0
2022-06-02 03:00:00	ES	Futures	4656.92	4659.76	4656.64	4659.19	2089.0
2022-06-02 03:05:00	ES	Futures	4659.47	4659.76	4657.77	4658.62	2198.0
2022-06-02 03:10:00	ES	Futures	4658.62	4659.76	4655.79	4659.19	1183.0
2022-06-02 03:15:00	ES	Futures	4659.19	4659.76	4657.77	4659.76	2183.0
2022-06-02 03:20:00	ES	Futures	4659.76	4659.76	4657.77	4659.19	1740.0
2022-06-02 03:25:00	ES	Futures	4658.91	4666.56	4658.06	4664.86	3099.0
2022-06-02 03:30:00	ES	Futures	4664.29	4666.28	4660.32	4661.17	1223.0
2022-06-02 03:35:00	ES	Futures	4661.74	4665.14	4660.61	4664.86	1145.0
2022-06-02 03:40:00	ES	Futures	4664.58	4664.86	4662.31	4663.44	637.0
2022-06-02 03:45:00	ES	Futures	4663.73	4664.01	4656.36	4657.77	1279.0
2022-06-02 03:50:00	ES	Futures	4657.77	4661.17	4656.64	4659.47	780.0
2022-06-02 03:55:00	ES	Futures	4659.19	4660.61	4656.92	4659.19	589.0
2022-06-02 04:00:00	ES	Futures	4659.47	4660.04	4654.94	4658.34	2024.0
2022-06-02 04:05:00	ES	Futures	4658.34	4660.61	4657.49	4658.91	940.0

> showing 50 of 17,794 rows — these rows as CSV

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