PREVIEW / futures_5min / 2022-06-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-12.parquet
  size:    93 KB
  rows:    3,966

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
2022-06-12 18:00:00	ES	Futures	4388.5	4395.02	4381.99	4391.34	4884.0
2022-06-12 18:05:00	ES	Futures	4391.34	4394.46	4386.24	4386.52	1489.0
2022-06-12 18:10:00	ES	Futures	4386.8	4390.21	4380.85	4382.27	1605.0
2022-06-12 18:15:00	ES	Futures	4382.55	4387.65	4381.99	4382.84	1041.0
2022-06-12 18:20:00	ES	Futures	4382.55	4384.54	4378.87	4380.85	1717.0
2022-06-12 18:25:00	ES	Futures	4380.85	4387.94	4380.57	4387.09	959.0
2022-06-12 18:30:00	ES	Futures	4387.37	4391.34	4387.37	4389.36	851.0
2022-06-12 18:35:00	ES	Futures	4389.07	4390.21	4378.87	4379.43	1299.0
2022-06-12 18:40:00	ES	Futures	4379.72	4380.57	4378.02	4378.02	687.0
2022-06-12 18:45:00	ES	Futures	4378.3	4381.99	4378.02	4380.85	843.0
2022-06-12 18:50:00	ES	Futures	4380.85	4380.85	4377.45	4377.73	588.0
2022-06-12 18:55:00	ES	Futures	4377.45	4381.14	4377.45	4380.85	741.0
2022-06-12 19:00:00	ES	Futures	4380.57	4381.99	4378.87	4379.15	761.0
2022-06-12 19:05:00	ES	Futures	4379.15	4381.7	4378.87	4380.85	491.0
2022-06-12 19:10:00	ES	Futures	4381.14	4383.12	4380.85	4381.99	451.0
2022-06-12 19:15:00	ES	Futures	4381.99	4383.4	4380.28	4380.57	465.0
2022-06-12 19:20:00	ES	Futures	4380.57	4381.42	4378.87	4378.87	332.0
2022-06-12 19:25:00	ES	Futures	4378.87	4382.55	4378.58	4381.42	423.0
2022-06-12 19:30:00	ES	Futures	4381.42	4381.7	4378.3	4380.28	276.0
2022-06-12 19:35:00	ES	Futures	4380.28	4381.99	4379.15	4381.14	321.0
2022-06-12 19:40:00	ES	Futures	4381.42	4382.27	4379.15	4380.28	448.0
2022-06-12 19:45:00	ES	Futures	4380.57	4380.85	4376.88	4377.17	813.0
2022-06-12 19:50:00	ES	Futures	4376.88	4378.02	4376.03	4376.6	723.0
2022-06-12 19:55:00	ES	Futures	4376.32	4378.58	4375.18	4378.58	1010.0
2022-06-12 20:00:00	ES	Futures	4378.3	4379.72	4374.9	4376.03	990.0
2022-06-12 20:05:00	ES	Futures	4376.03	4377.17	4374.33	4375.47	850.0
2022-06-12 20:10:00	ES	Futures	4375.18	4375.75	4373.48	4374.62	935.0
2022-06-12 20:15:00	ES	Futures	4374.33	4375.47	4372.63	4372.92	907.0
2022-06-12 20:20:00	ES	Futures	4372.63	4373.2	4369.23	4369.8	1786.0
2022-06-12 20:25:00	ES	Futures	4369.51	4372.07	4367.81	4369.51	1033.0
2022-06-12 20:30:00	ES	Futures	4369.51	4371.21	4367.81	4370.65	819.0
2022-06-12 20:35:00	ES	Futures	4370.93	4371.78	4367.25	4368.38	1008.0
2022-06-12 20:40:00	ES	Futures	4368.38	4368.66	4365.55	4365.83	941.0
2022-06-12 20:45:00	ES	Futures	4365.83	4365.83	4364.13	4364.7	944.0
2022-06-12 20:50:00	ES	Futures	4364.98	4365.83	4363.85	4364.7	1082.0
2022-06-12 20:55:00	ES	Futures	4364.7	4364.98	4363.85	4364.13	971.0
2022-06-12 21:00:00	ES	Futures	4364.41	4364.41	4361.58	4361.86	1309.0
2022-06-12 21:05:00	ES	Futures	4361.58	4363.0	4361.29	4361.58	833.0
2022-06-12 21:10:00	ES	Futures	4361.58	4363.85	4361.01	4361.86	1064.0
2022-06-12 21:15:00	ES	Futures	4361.58	4362.71	4355.91	4357.89	1860.0
2022-06-12 21:20:00	ES	Futures	4357.61	4358.46	4347.97	4350.52	2082.0
2022-06-12 21:25:00	ES	Futures	4350.24	4350.24	4345.42	4346.27	1553.0
2022-06-12 21:30:00	ES	Futures	4345.99	4357.89	4345.99	4355.06	2875.0
2022-06-12 21:35:00	ES	Futures	4355.06	4356.48	4350.81	4351.66	2057.0
2022-06-12 21:40:00	ES	Futures	4351.66	4359.03	4351.37	4357.33	1842.0
2022-06-12 21:45:00	ES	Futures	4357.61	4360.16	4357.04	4358.74	1508.0
2022-06-12 21:50:00	ES	Futures	4358.74	4358.74	4351.09	4353.64	1468.0
2022-06-12 21:55:00	ES	Futures	4353.64	4355.06	4349.11	4352.51	1158.0
2022-06-12 22:00:00	ES	Futures	4352.51	4357.89	4351.66	4355.63	936.0
2022-06-12 22:05:00	ES	Futures	4355.34	4358.18	4351.94	4355.91	915.0

> showing 50 of 3,966 rows — these rows as CSV

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