PREVIEW / futures_5min / 2022-06-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-10.parquet
  size:    318 KB
  rows:    15,182

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
2022-06-10 00:00:00	ES	Futures	4562.82	4563.1	4562.25	4562.54	171.0
2022-06-10 00:05:00	ES	Futures	4562.54	4562.54	4561.12	4561.69	229.0
2022-06-10 00:10:00	ES	Futures	4561.4	4561.97	4560.55	4561.69	161.0
2022-06-10 00:15:00	ES	Futures	4561.4	4561.69	4559.99	4560.55	136.0
2022-06-10 00:20:00	ES	Futures	4560.55	4561.12	4560.55	4560.84	94.0
2022-06-10 00:25:00	ES	Futures	4560.84	4560.84	4557.72	4558.0	566.0
2022-06-10 00:30:00	ES	Futures	4558.0	4558.0	4556.02	4556.58	475.0
2022-06-10 00:35:00	ES	Futures	4556.58	4556.58	4554.03	4554.03	513.0
2022-06-10 00:40:00	ES	Futures	4553.75	4556.02	4553.47	4554.88	383.0
2022-06-10 00:45:00	ES	Futures	4554.88	4555.45	4554.6	4555.45	201.0
2022-06-10 00:50:00	ES	Futures	4555.17	4555.73	4554.6	4555.45	147.0
2022-06-10 00:55:00	ES	Futures	4555.45	4555.73	4554.6	4555.17	126.0
2022-06-10 01:00:00	ES	Futures	4555.45	4558.57	4554.88	4558.57	407.0
2022-06-10 01:05:00	ES	Futures	4558.57	4559.42	4556.87	4557.15	479.0
2022-06-10 01:10:00	ES	Futures	4557.15	4558.29	4556.87	4558.29	275.0
2022-06-10 01:15:00	ES	Futures	4558.57	4563.39	4558.29	4563.1	899.0
2022-06-10 01:20:00	ES	Futures	4563.39	4563.67	4561.69	4562.25	395.0
2022-06-10 01:25:00	ES	Futures	4562.25	4562.82	4560.84	4562.82	595.0
2022-06-10 01:30:00	ES	Futures	4562.82	4565.65	4561.97	4564.24	881.0
2022-06-10 01:35:00	ES	Futures	4564.24	4565.09	4563.39	4564.52	573.0
2022-06-10 01:40:00	ES	Futures	4564.52	4565.65	4563.67	4563.95	525.0
2022-06-10 01:45:00	ES	Futures	4564.24	4564.24	4560.84	4561.12	739.0
2022-06-10 01:50:00	ES	Futures	4561.12	4561.4	4558.57	4559.99	976.0
2022-06-10 01:55:00	ES	Futures	4559.99	4561.4	4559.7	4559.99	680.0
2022-06-10 02:00:00	ES	Futures	4559.99	4566.51	4559.7	4563.95	1659.0
2022-06-10 02:05:00	ES	Futures	4563.67	4565.37	4561.69	4565.09	804.0
2022-06-10 02:10:00	ES	Futures	4564.8	4567.36	4563.67	4567.36	716.0
2022-06-10 02:15:00	ES	Futures	4567.07	4567.64	4564.8	4564.8	571.0
2022-06-10 02:20:00	ES	Futures	4565.09	4565.65	4562.54	4564.52	690.0
2022-06-10 02:25:00	ES	Futures	4564.52	4566.79	4562.82	4565.65	732.0
2022-06-10 02:30:00	ES	Futures	4565.65	4565.94	4563.39	4563.95	447.0
2022-06-10 02:35:00	ES	Futures	4563.95	4563.95	4561.4	4561.97	454.0
2022-06-10 02:40:00	ES	Futures	4561.97	4565.37	4561.69	4563.1	1121.0
2022-06-10 02:45:00	ES	Futures	4563.39	4564.24	4560.27	4561.12	927.0
2022-06-10 02:50:00	ES	Futures	4560.84	4564.8	4560.55	4563.95	1407.0
2022-06-10 02:55:00	ES	Futures	4563.67	4565.37	4561.97	4565.09	1089.0
2022-06-10 03:00:00	ES	Futures	4565.09	4567.64	4561.12	4561.97	2245.0
2022-06-10 03:05:00	ES	Futures	4561.69	4563.1	4553.75	4554.03	2484.0
2022-06-10 03:10:00	ES	Futures	4554.03	4554.88	4549.78	4552.33	2990.0
2022-06-10 03:15:00	ES	Futures	4552.33	4556.87	4550.63	4553.18	2133.0
2022-06-10 03:20:00	ES	Futures	4552.9	4552.9	4545.25	4545.53	3062.0
2022-06-10 03:25:00	ES	Futures	4545.25	4546.95	4544.11	4544.68	2768.0
2022-06-10 03:30:00	ES	Futures	4544.4	4550.63	4544.11	4547.51	2407.0
2022-06-10 03:35:00	ES	Futures	4547.8	4555.17	4547.8	4554.88	2268.0
2022-06-10 03:40:00	ES	Futures	4554.88	4555.17	4550.92	4550.92	1620.0
2022-06-10 03:45:00	ES	Futures	4550.92	4557.44	4546.66	4547.8	2088.0
2022-06-10 03:50:00	ES	Futures	4547.23	4551.48	4546.38	4546.95	1868.0
2022-06-10 03:55:00	ES	Futures	4546.95	4554.03	4545.81	4546.38	2369.0
2022-06-10 04:00:00	ES	Futures	4546.38	4555.73	4544.4	4554.32	3441.0
2022-06-10 04:05:00	ES	Futures	4554.6	4559.42	4552.33	4558.0	2313.0

> showing 50 of 15,182 rows — these rows as CSV

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