PREVIEW / futures_5min / 2022-06-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-09.parquet
  size:    376 KB
  rows:    18,982

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
2022-06-09 00:00:00	ES	Futures	4662.02	4663.16	4661.74	4662.59	279.0
2022-06-09 00:05:00	ES	Futures	4662.87	4663.16	4661.46	4661.46	150.0
2022-06-09 00:10:00	ES	Futures	4661.74	4662.87	4661.17	4662.02	277.0
2022-06-09 00:15:00	ES	Futures	4662.31	4662.59	4661.74	4661.74	110.0
2022-06-09 00:20:00	ES	Futures	4661.74	4662.59	4661.46	4661.74	383.0
2022-06-09 00:25:00	ES	Futures	4662.02	4662.87	4661.74	4662.02	367.0
2022-06-09 00:30:00	ES	Futures	4662.31	4662.87	4662.02	4662.59	245.0
2022-06-09 00:35:00	ES	Futures	4662.87	4662.87	4661.17	4661.74	496.0
2022-06-09 00:40:00	ES	Futures	4661.17	4662.02	4661.17	4662.02	223.0
2022-06-09 00:45:00	ES	Futures	4662.02	4662.02	4660.61	4661.46	533.0
2022-06-09 00:50:00	ES	Futures	4661.46	4662.59	4661.46	4662.31	281.0
2022-06-09 00:55:00	ES	Futures	4662.31	4662.59	4661.17	4661.46	309.0
2022-06-09 01:00:00	ES	Futures	4661.46	4662.59	4659.76	4661.17	1066.0
2022-06-09 01:05:00	ES	Futures	4660.89	4665.71	4660.89	4665.71	1794.0
2022-06-09 01:10:00	ES	Futures	4665.99	4666.56	4663.73	4663.73	1174.0
2022-06-09 01:15:00	ES	Futures	4664.01	4664.58	4662.59	4663.16	687.0
2022-06-09 01:20:00	ES	Futures	4662.87	4663.73	4661.17	4662.31	370.0
2022-06-09 01:25:00	ES	Futures	4662.31	4664.58	4662.31	4664.01	384.0
2022-06-09 01:30:00	ES	Futures	4664.29	4666.28	4662.02	4663.16	747.0
2022-06-09 01:35:00	ES	Futures	4663.16	4663.44	4658.62	4658.91	683.0
2022-06-09 01:40:00	ES	Futures	4658.91	4660.04	4654.94	4657.21	1430.0
2022-06-09 01:45:00	ES	Futures	4656.92	4658.06	4654.37	4657.49	768.0
2022-06-09 01:50:00	ES	Futures	4657.77	4658.62	4654.66	4654.94	571.0
2022-06-09 01:55:00	ES	Futures	4654.94	4656.07	4653.52	4653.52	1101.0
2022-06-09 02:00:00	ES	Futures	4653.52	4656.64	4651.54	4654.94	1606.0
2022-06-09 02:05:00	ES	Futures	4654.94	4656.92	4651.54	4656.64	850.0
2022-06-09 02:10:00	ES	Futures	4656.64	4657.49	4652.95	4656.07	1235.0
2022-06-09 02:15:00	ES	Futures	4655.79	4656.64	4654.37	4654.37	473.0
2022-06-09 02:20:00	ES	Futures	4654.37	4655.22	4653.52	4654.66	471.0
2022-06-09 02:25:00	ES	Futures	4654.66	4654.66	4652.39	4653.8	754.0
2022-06-09 02:30:00	ES	Futures	4653.8	4655.79	4653.24	4655.22	663.0
2022-06-09 02:35:00	ES	Futures	4655.22	4658.34	4655.22	4657.21	1034.0
2022-06-09 02:40:00	ES	Futures	4657.21	4658.34	4654.66	4656.64	1044.0
2022-06-09 02:45:00	ES	Futures	4656.64	4659.19	4656.07	4658.06	1536.0
2022-06-09 02:50:00	ES	Futures	4657.77	4660.61	4657.77	4660.61	1517.0
2022-06-09 02:55:00	ES	Futures	4660.61	4662.59	4660.61	4662.59	1182.0
2022-06-09 03:00:00	ES	Futures	4662.59	4664.58	4656.64	4663.73	2720.0
2022-06-09 03:05:00	ES	Futures	4663.73	4668.26	4662.31	4667.41	2544.0
2022-06-09 03:10:00	ES	Futures	4667.13	4668.83	4662.59	4662.87	1427.0
2022-06-09 03:15:00	ES	Futures	4662.87	4664.86	4660.89	4662.87	1564.0
2022-06-09 03:20:00	ES	Futures	4662.59	4668.26	4661.74	4666.56	2872.0
2022-06-09 03:25:00	ES	Futures	4666.56	4667.69	4665.43	4666.84	1761.0
2022-06-09 03:30:00	ES	Futures	4666.84	4666.84	4654.66	4656.64	2719.0
2022-06-09 03:35:00	ES	Futures	4656.36	4659.76	4654.66	4658.91	1733.0
2022-06-09 03:40:00	ES	Futures	4658.91	4660.89	4657.49	4660.32	1891.0
2022-06-09 03:45:00	ES	Futures	4660.32	4663.44	4659.47	4661.74	1564.0
2022-06-09 03:50:00	ES	Futures	4662.02	4667.41	4661.74	4665.99	1860.0
2022-06-09 03:55:00	ES	Futures	4665.71	4666.56	4663.16	4665.43	1578.0
2022-06-09 04:00:00	ES	Futures	4665.43	4665.71	4661.46	4663.16	1884.0
2022-06-09 04:05:00	ES	Futures	4663.16	4663.44	4657.77	4660.89	2063.0

> showing 50 of 18,982 rows — these rows as CSV

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