PREVIEW / futures_5min / 2022-06-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-03.parquet
  size:    282 KB
  rows:    14,359

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
2022-06-03 00:00:00	ES	Futures	4734.59	4737.14	4734.59	4736.57	665.0
2022-06-03 00:05:00	ES	Futures	4736.29	4737.42	4736.0	4737.14	272.0
2022-06-03 00:10:00	ES	Futures	4737.14	4737.99	4736.57	4737.42	163.0
2022-06-03 00:15:00	ES	Futures	4737.7	4738.55	4737.7	4738.27	213.0
2022-06-03 00:20:00	ES	Futures	4738.27	4738.84	4737.42	4737.7	237.0
2022-06-03 00:25:00	ES	Futures	4737.7	4738.27	4737.7	4738.27	65.0
2022-06-03 00:30:00	ES	Futures	4738.27	4740.54	4738.27	4739.69	355.0
2022-06-03 00:35:00	ES	Futures	4739.4	4739.69	4738.84	4739.12	132.0
2022-06-03 00:40:00	ES	Futures	4739.12	4739.4	4737.99	4738.84	405.0
2022-06-03 00:45:00	ES	Futures	4738.84	4739.4	4738.27	4738.27	460.0
2022-06-03 00:50:00	ES	Futures	4737.99	4737.99	4735.15	4736.0	285.0
2022-06-03 00:55:00	ES	Futures	4736.0	4736.0	4734.87	4735.44	208.0
2022-06-03 01:00:00	ES	Futures	4735.15	4736.57	4734.59	4735.72	205.0
2022-06-03 01:05:00	ES	Futures	4735.72	4736.29	4735.44	4735.72	117.0
2022-06-03 01:10:00	ES	Futures	4736.0	4736.29	4735.44	4736.0	118.0
2022-06-03 01:15:00	ES	Futures	4736.29	4736.57	4735.72	4736.29	157.0
2022-06-03 01:20:00	ES	Futures	4736.29	4739.12	4736.0	4737.99	658.0
2022-06-03 01:25:00	ES	Futures	4738.27	4739.97	4738.27	4739.4	331.0
2022-06-03 01:30:00	ES	Futures	4739.12	4740.54	4739.12	4739.12	651.0
2022-06-03 01:35:00	ES	Futures	4738.84	4740.82	4738.55	4740.82	619.0
2022-06-03 01:40:00	ES	Futures	4740.54	4741.95	4738.55	4738.55	779.0
2022-06-03 01:45:00	ES	Futures	4738.55	4739.69	4738.27	4738.55	322.0
2022-06-03 01:50:00	ES	Futures	4738.84	4739.69	4737.42	4739.12	699.0
2022-06-03 01:55:00	ES	Futures	4738.84	4740.54	4737.42	4739.69	596.0
2022-06-03 02:00:00	ES	Futures	4739.97	4739.97	4736.0	4738.27	1362.0
2022-06-03 02:05:00	ES	Futures	4738.55	4738.84	4736.29	4738.84	554.0
2022-06-03 02:10:00	ES	Futures	4738.84	4740.25	4737.99	4738.55	796.0
2022-06-03 02:15:00	ES	Futures	4738.84	4740.54	4737.7	4739.4	570.0
2022-06-03 02:20:00	ES	Futures	4739.69	4741.95	4739.4	4741.67	913.0
2022-06-03 02:25:00	ES	Futures	4741.95	4742.52	4738.27	4738.55	850.0
2022-06-03 02:30:00	ES	Futures	4738.55	4740.82	4737.99	4739.69	699.0
2022-06-03 02:35:00	ES	Futures	4739.69	4740.25	4737.99	4738.84	645.0
2022-06-03 02:40:00	ES	Futures	4738.84	4739.97	4738.55	4739.69	196.0
2022-06-03 02:45:00	ES	Futures	4739.69	4740.82	4738.27	4738.27	296.0
2022-06-03 02:50:00	ES	Futures	4738.55	4739.12	4735.72	4736.85	476.0
2022-06-03 02:55:00	ES	Futures	4736.57	4737.42	4736.0	4736.0	425.0
2022-06-03 03:00:00	ES	Futures	4736.29	4736.29	4728.92	4730.62	3708.0
2022-06-03 03:05:00	ES	Futures	4730.62	4731.18	4727.78	4730.62	2227.0
2022-06-03 03:10:00	ES	Futures	4730.62	4730.9	4727.78	4730.62	1466.0
2022-06-03 03:15:00	ES	Futures	4730.33	4730.9	4728.63	4729.48	1257.0
2022-06-03 03:20:00	ES	Futures	4729.77	4730.33	4727.78	4728.63	1604.0
2022-06-03 03:25:00	ES	Futures	4728.63	4728.63	4724.38	4724.66	2209.0
2022-06-03 03:30:00	ES	Futures	4724.95	4726.93	4724.38	4724.66	1865.0
2022-06-03 03:35:00	ES	Futures	4724.66	4726.08	4722.11	4725.23	2045.0
2022-06-03 03:40:00	ES	Futures	4725.23	4726.65	4724.1	4726.65	909.0
2022-06-03 03:45:00	ES	Futures	4726.65	4726.65	4723.81	4724.66	1380.0
2022-06-03 03:50:00	ES	Futures	4724.38	4725.8	4723.53	4724.66	674.0
2022-06-03 03:55:00	ES	Futures	4724.66	4724.95	4721.55	4721.83	957.0
2022-06-03 04:00:00	ES	Futures	4721.55	4722.96	4718.15	4720.98	1819.0
2022-06-03 04:05:00	ES	Futures	4721.26	4723.25	4720.13	4721.55	1698.0

> showing 50 of 14,359 rows — these rows as CSV

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