PREVIEW / futures_5min / 2022-06-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-05.parquet
  size:    77 KB
  rows:    3,528

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
2022-06-05 18:00:00	ES	Futures	4660.32	4667.41	4660.32	4665.71	2057.0
2022-06-05 18:05:00	ES	Futures	4665.43	4667.69	4662.02	4662.59	907.0
2022-06-05 18:10:00	ES	Futures	4662.31	4662.59	4657.77	4658.34	665.0
2022-06-05 18:15:00	ES	Futures	4658.34	4659.76	4655.79	4656.92	929.0
2022-06-05 18:20:00	ES	Futures	4656.92	4659.47	4656.64	4657.21	402.0
2022-06-05 18:25:00	ES	Futures	4657.77	4659.76	4653.8	4654.94	872.0
2022-06-05 18:30:00	ES	Futures	4654.94	4656.36	4653.52	4654.66	677.0
2022-06-05 18:35:00	ES	Futures	4654.37	4659.19	4654.37	4658.62	511.0
2022-06-05 18:40:00	ES	Futures	4658.62	4659.76	4657.21	4657.49	476.0
2022-06-05 18:45:00	ES	Futures	4657.77	4659.76	4657.77	4659.19	242.0
2022-06-05 18:50:00	ES	Futures	4658.91	4659.76	4657.77	4657.77	278.0
2022-06-05 18:55:00	ES	Futures	4657.77	4658.62	4656.64	4658.06	305.0
2022-06-05 19:00:00	ES	Futures	4658.34	4658.62	4655.79	4656.92	567.0
2022-06-05 19:05:00	ES	Futures	4656.92	4658.34	4656.07	4657.21	287.0
2022-06-05 19:10:00	ES	Futures	4657.21	4658.62	4657.21	4658.34	235.0
2022-06-05 19:15:00	ES	Futures	4658.34	4658.62	4657.77	4658.06	211.0
2022-06-05 19:20:00	ES	Futures	4658.34	4658.62	4657.49	4658.62	168.0
2022-06-05 19:25:00	ES	Futures	4658.62	4658.62	4658.06	4658.06	182.0
2022-06-05 19:30:00	ES	Futures	4658.06	4658.91	4658.06	4658.06	736.0
2022-06-05 19:35:00	ES	Futures	4658.06	4658.06	4654.09	4655.79	618.0
2022-06-05 19:40:00	ES	Futures	4655.79	4658.62	4655.51	4658.62	507.0
2022-06-05 19:45:00	ES	Futures	4658.62	4663.16	4658.34	4661.46	1157.0
2022-06-05 19:50:00	ES	Futures	4661.46	4661.74	4658.91	4659.76	628.0
2022-06-05 19:55:00	ES	Futures	4659.76	4660.32	4657.77	4658.34	736.0
2022-06-05 20:00:00	ES	Futures	4658.06	4662.02	4653.52	4660.61	1692.0
2022-06-05 20:05:00	ES	Futures	4660.61	4662.59	4658.62	4662.02	679.0
2022-06-05 20:10:00	ES	Futures	4661.74	4665.14	4661.46	4665.14	1100.0
2022-06-05 20:15:00	ES	Futures	4665.14	4665.99	4662.02	4664.86	1182.0
2022-06-05 20:20:00	ES	Futures	4664.58	4666.28	4664.01	4665.99	529.0
2022-06-05 20:25:00	ES	Futures	4665.99	4666.56	4663.44	4664.29	375.0
2022-06-05 20:30:00	ES	Futures	4664.01	4664.86	4662.87	4663.73	277.0
2022-06-05 20:35:00	ES	Futures	4663.73	4663.73	4660.61	4661.17	512.0
2022-06-05 20:40:00	ES	Futures	4661.17	4663.16	4660.04	4661.74	495.0
2022-06-05 20:45:00	ES	Futures	4662.02	4665.43	4660.61	4665.43	652.0
2022-06-05 20:50:00	ES	Futures	4665.14	4665.99	4664.01	4665.14	689.0
2022-06-05 20:55:00	ES	Futures	4664.86	4666.28	4664.01	4665.14	358.0
2022-06-05 21:00:00	ES	Futures	4665.14	4665.14	4662.02	4663.44	674.0
2022-06-05 21:05:00	ES	Futures	4663.73	4665.43	4662.02	4665.14	1260.0
2022-06-05 21:10:00	ES	Futures	4665.43	4668.26	4663.73	4666.84	1471.0
2022-06-05 21:15:00	ES	Futures	4667.13	4670.53	4667.13	4669.11	1354.0
2022-06-05 21:20:00	ES	Futures	4669.11	4671.09	4667.69	4669.11	1297.0
2022-06-05 21:25:00	ES	Futures	4669.11	4670.24	4668.26	4668.54	1141.0
2022-06-05 21:30:00	ES	Futures	4668.83	4668.83	4663.73	4665.14	1554.0
2022-06-05 21:35:00	ES	Futures	4665.14	4665.99	4664.29	4665.71	597.0
2022-06-05 21:40:00	ES	Futures	4665.71	4666.56	4664.01	4665.71	859.0
2022-06-05 21:45:00	ES	Futures	4665.71	4668.54	4664.58	4667.69	914.0
2022-06-05 21:50:00	ES	Futures	4667.69	4672.51	4667.69	4670.53	1483.0
2022-06-05 21:55:00	ES	Futures	4670.24	4673.08	4670.24	4672.51	1403.0
2022-06-05 22:00:00	ES	Futures	4672.51	4673.93	4670.81	4673.08	1170.0
2022-06-05 22:05:00	ES	Futures	4673.36	4675.06	4671.94	4674.5	1408.0

> showing 50 of 3,528 rows — these rows as CSV

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