PREVIEW / futures_5min / 2022-06-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-07.parquet
  size:    350 KB
  rows:    18,871

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
2022-06-07 00:00:00	ES	Futures	4650.12	4650.69	4648.14	4648.7	1265.0
2022-06-07 00:05:00	ES	Futures	4648.42	4650.12	4648.42	4648.99	423.0
2022-06-07 00:10:00	ES	Futures	4648.99	4649.84	4648.7	4649.27	849.0
2022-06-07 00:15:00	ES	Futures	4649.27	4649.84	4648.42	4649.55	542.0
2022-06-07 00:20:00	ES	Futures	4649.84	4651.25	4649.27	4650.97	424.0
2022-06-07 00:25:00	ES	Futures	4650.97	4651.82	4649.84	4651.54	538.0
2022-06-07 00:30:00	ES	Futures	4651.54	4651.82	4643.88	4643.88	2147.0
2022-06-07 00:35:00	ES	Futures	4643.88	4647.0	4643.88	4645.87	642.0
2022-06-07 00:40:00	ES	Futures	4646.15	4646.44	4644.17	4645.58	593.0
2022-06-07 00:45:00	ES	Futures	4645.58	4646.44	4643.6	4645.58	437.0
2022-06-07 00:50:00	ES	Futures	4645.58	4646.72	4645.02	4645.58	218.0
2022-06-07 00:55:00	ES	Futures	4645.58	4647.29	4645.58	4646.44	320.0
2022-06-07 01:00:00	ES	Futures	4646.44	4647.85	4645.87	4647.0	592.0
2022-06-07 01:05:00	ES	Futures	4647.0	4647.29	4643.32	4643.88	859.0
2022-06-07 01:10:00	ES	Futures	4643.6	4644.45	4641.9	4642.47	670.0
2022-06-07 01:15:00	ES	Futures	4642.47	4644.73	4642.18	4643.6	458.0
2022-06-07 01:20:00	ES	Futures	4643.32	4645.02	4638.78	4639.63	1330.0
2022-06-07 01:25:00	ES	Futures	4639.63	4639.63	4632.26	4632.55	2541.0
2022-06-07 01:30:00	ES	Futures	4632.83	4636.51	4632.83	4635.38	1130.0
2022-06-07 01:35:00	ES	Futures	4635.38	4636.8	4633.68	4635.1	1015.0
2022-06-07 01:40:00	ES	Futures	4635.1	4637.93	4635.1	4636.51	1212.0
2022-06-07 01:45:00	ES	Futures	4636.51	4638.22	4634.53	4636.51	750.0
2022-06-07 01:50:00	ES	Futures	4636.8	4637.93	4635.66	4636.8	685.0
2022-06-07 01:55:00	ES	Futures	4637.08	4638.78	4634.81	4634.81	711.0
2022-06-07 02:00:00	ES	Futures	4635.1	4646.72	4635.1	4644.45	2665.0
2022-06-07 02:05:00	ES	Futures	4644.73	4645.3	4641.9	4642.18	1202.0
2022-06-07 02:10:00	ES	Futures	4642.47	4644.17	4642.18	4644.17	527.0
2022-06-07 02:15:00	ES	Futures	4644.45	4646.72	4643.6	4645.02	729.0
2022-06-07 02:20:00	ES	Futures	4645.02	4646.72	4643.32	4644.17	568.0
2022-06-07 02:25:00	ES	Futures	4644.45	4647.57	4643.32	4647.57	700.0
2022-06-07 02:30:00	ES	Futures	4647.57	4649.27	4645.3	4645.58	1076.0
2022-06-07 02:35:00	ES	Futures	4645.58	4646.72	4644.17	4644.73	679.0
2022-06-07 02:40:00	ES	Futures	4645.02	4647.0	4643.03	4643.88	1545.0
2022-06-07 02:45:00	ES	Futures	4643.88	4643.88	4639.63	4642.75	2079.0
2022-06-07 02:50:00	ES	Futures	4642.75	4646.15	4642.47	4643.88	1119.0
2022-06-07 02:55:00	ES	Futures	4643.6	4643.6	4641.33	4643.32	538.0
2022-06-07 03:00:00	ES	Futures	4643.03	4648.99	4642.47	4644.17	2708.0
2022-06-07 03:05:00	ES	Futures	4644.45	4648.42	4642.18	4648.14	2190.0
2022-06-07 03:10:00	ES	Futures	4648.14	4653.24	4646.44	4652.95	2807.0
2022-06-07 03:15:00	ES	Futures	4652.67	4657.49	4647.57	4648.7	2730.0
2022-06-07 03:20:00	ES	Futures	4648.42	4650.69	4646.44	4650.12	1565.0
2022-06-07 03:25:00	ES	Futures	4650.12	4653.24	4648.7	4650.69	2114.0
2022-06-07 03:30:00	ES	Futures	4650.69	4656.07	4650.4	4652.67	2508.0
2022-06-07 03:35:00	ES	Futures	4652.39	4652.95	4647.57	4647.85	1288.0
2022-06-07 03:40:00	ES	Futures	4647.57	4652.67	4647.57	4651.54	1696.0
2022-06-07 03:45:00	ES	Futures	4651.54	4658.34	4651.54	4654.94	2365.0
2022-06-07 03:50:00	ES	Futures	4654.94	4656.36	4652.95	4653.8	1101.0
2022-06-07 03:55:00	ES	Futures	4653.8	4655.79	4652.1	4652.95	732.0
2022-06-07 04:00:00	ES	Futures	4652.95	4656.07	4650.97	4654.94	1811.0
2022-06-07 04:05:00	ES	Futures	4655.22	4658.62	4654.66	4655.79	1630.0

> showing 50 of 18,871 rows — these rows as CSV

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