PREVIEW / futures_5min / 2022-06-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-06.parquet
  size:    349 KB
  rows:    18,855

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
2022-06-06 00:00:00	ES	Futures	4679.31	4679.31	4677.61	4678.75	901.0
2022-06-06 00:05:00	ES	Futures	4678.75	4679.88	4678.46	4679.6	355.0
2022-06-06 00:10:00	ES	Futures	4679.88	4681.58	4679.31	4681.02	736.0
2022-06-06 00:15:00	ES	Futures	4681.02	4682.15	4680.73	4682.15	824.0
2022-06-06 00:20:00	ES	Futures	4682.15	4682.72	4680.73	4681.87	768.0
2022-06-06 00:25:00	ES	Futures	4681.87	4683.57	4681.87	4682.72	515.0
2022-06-06 00:30:00	ES	Futures	4683.0	4683.28	4681.87	4682.15	523.0
2022-06-06 00:35:00	ES	Futures	4681.87	4683.28	4681.87	4683.28	563.0
2022-06-06 00:40:00	ES	Futures	4683.0	4683.28	4682.43	4683.0	600.0
2022-06-06 00:45:00	ES	Futures	4682.72	4683.57	4682.43	4683.0	226.0
2022-06-06 00:50:00	ES	Futures	4682.72	4683.0	4681.87	4682.15	230.0
2022-06-06 00:55:00	ES	Futures	4682.15	4682.43	4681.02	4682.43	582.0
2022-06-06 01:00:00	ES	Futures	4682.15	4683.0	4681.58	4683.0	421.0
2022-06-06 01:05:00	ES	Futures	4683.0	4684.13	4683.0	4683.85	454.0
2022-06-06 01:10:00	ES	Futures	4684.13	4684.13	4681.87	4681.87	602.0
2022-06-06 01:15:00	ES	Futures	4681.87	4682.72	4679.03	4679.88	995.0
2022-06-06 01:20:00	ES	Futures	4680.16	4680.45	4677.9	4679.6	941.0
2022-06-06 01:25:00	ES	Futures	4679.31	4679.6	4677.33	4679.03	758.0
2022-06-06 01:30:00	ES	Futures	4679.31	4680.45	4677.9	4679.88	810.0
2022-06-06 01:35:00	ES	Futures	4679.88	4682.43	4679.88	4682.15	709.0
2022-06-06 01:40:00	ES	Futures	4681.87	4682.72	4680.73	4682.15	1174.0
2022-06-06 01:45:00	ES	Futures	4682.15	4682.43	4679.03	4679.6	710.0
2022-06-06 01:50:00	ES	Futures	4679.6	4680.16	4678.46	4680.16	744.0
2022-06-06 01:55:00	ES	Futures	4680.16	4682.15	4679.88	4681.87	670.0
2022-06-06 02:00:00	ES	Futures	4681.58	4681.87	4678.46	4681.3	1458.0
2022-06-06 02:05:00	ES	Futures	4681.58	4681.87	4678.75	4681.3	715.0
2022-06-06 02:10:00	ES	Futures	4681.3	4681.3	4678.46	4678.75	933.0
2022-06-06 02:15:00	ES	Futures	4678.46	4680.16	4676.48	4679.6	1560.0
2022-06-06 02:20:00	ES	Futures	4679.88	4682.43	4679.88	4681.87	908.0
2022-06-06 02:25:00	ES	Futures	4681.58	4682.43	4680.45	4682.15	897.0
2022-06-06 02:30:00	ES	Futures	4681.87	4687.25	4681.87	4682.72	1970.0
2022-06-06 02:35:00	ES	Futures	4682.72	4684.98	4682.72	4684.7	679.0
2022-06-06 02:40:00	ES	Futures	4684.42	4685.55	4683.28	4684.13	958.0
2022-06-06 02:45:00	ES	Futures	4684.42	4685.27	4682.72	4683.0	1118.0
2022-06-06 02:50:00	ES	Futures	4683.28	4684.7	4681.87	4682.72	1550.0
2022-06-06 02:55:00	ES	Futures	4682.72	4686.68	4682.43	4685.83	1003.0
2022-06-06 03:00:00	ES	Futures	4686.12	4689.52	4684.98	4688.95	2696.0
2022-06-06 03:05:00	ES	Futures	4688.67	4690.65	4686.97	4689.52	1818.0
2022-06-06 03:10:00	ES	Futures	4689.52	4690.09	4687.53	4689.52	1713.0
2022-06-06 03:15:00	ES	Futures	4689.52	4690.09	4687.82	4688.1	1152.0
2022-06-06 03:20:00	ES	Futures	4688.1	4691.5	4685.83	4690.65	1804.0
2022-06-06 03:25:00	ES	Futures	4690.65	4691.22	4688.1	4688.95	937.0
2022-06-06 03:30:00	ES	Futures	4689.23	4689.23	4684.42	4686.68	1365.0
2022-06-06 03:35:00	ES	Futures	4686.97	4689.8	4684.98	4689.52	2300.0
2022-06-06 03:40:00	ES	Futures	4689.52	4691.22	4687.53	4688.38	1490.0
2022-06-06 03:45:00	ES	Futures	4688.38	4691.22	4687.25	4690.37	1200.0
2022-06-06 03:50:00	ES	Futures	4690.09	4701.14	4688.95	4697.17	4406.0
2022-06-06 03:55:00	ES	Futures	4697.17	4702.56	4695.47	4702.27	2317.0
2022-06-06 04:00:00	ES	Futures	4701.99	4705.96	4701.99	4704.82	3170.0
2022-06-06 04:05:00	ES	Futures	4704.82	4705.11	4703.12	4704.54	1392.0

> showing 50 of 18,855 rows — these rows as CSV

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