PREVIEW / futures_5min / 2022-06-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-13.parquet
  size:    429 KB
  rows:    20,472

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
2022-06-13 00:00:00	ES	Futures	4363.56	4366.4	4361.58	4365.55	528.0
2022-06-13 00:05:00	ES	Futures	4365.55	4370.08	4365.26	4368.66	1020.0
2022-06-13 00:10:00	ES	Futures	4368.95	4369.23	4365.83	4366.4	379.0
2022-06-13 00:15:00	ES	Futures	4366.4	4368.1	4366.4	4367.25	305.0
2022-06-13 00:20:00	ES	Futures	4367.53	4367.53	4365.83	4365.83	315.0
2022-06-13 00:25:00	ES	Futures	4365.83	4366.96	4363.56	4366.68	378.0
2022-06-13 00:30:00	ES	Futures	4366.4	4366.4	4362.43	4363.28	409.0
2022-06-13 00:35:00	ES	Futures	4363.56	4363.56	4361.86	4362.71	353.0
2022-06-13 00:40:00	ES	Futures	4362.71	4362.71	4358.46	4359.31	370.0
2022-06-13 00:45:00	ES	Futures	4359.31	4360.16	4358.74	4358.74	147.0
2022-06-13 00:50:00	ES	Futures	4359.03	4359.03	4353.07	4355.63	583.0
2022-06-13 00:55:00	ES	Futures	4355.91	4356.76	4353.64	4355.34	230.0
2022-06-13 01:00:00	ES	Futures	4355.06	4359.03	4353.64	4357.89	396.0
2022-06-13 01:05:00	ES	Futures	4357.61	4359.31	4355.34	4357.89	433.0
2022-06-13 01:10:00	ES	Futures	4357.61	4359.03	4357.33	4357.61	292.0
2022-06-13 01:15:00	ES	Futures	4357.89	4358.74	4355.63	4356.48	435.0
2022-06-13 01:20:00	ES	Futures	4356.48	4360.73	4356.48	4360.16	428.0
2022-06-13 01:25:00	ES	Futures	4360.44	4361.29	4357.04	4359.31	461.0
2022-06-13 01:30:00	ES	Futures	4359.31	4360.16	4358.46	4359.31	316.0
2022-06-13 01:35:00	ES	Futures	4359.03	4360.16	4353.64	4354.21	599.0
2022-06-13 01:40:00	ES	Futures	4353.93	4355.06	4349.11	4349.11	698.0
2022-06-13 01:45:00	ES	Futures	4349.11	4353.93	4346.84	4346.84	1090.0
2022-06-13 01:50:00	ES	Futures	4346.84	4349.11	4345.99	4348.82	631.0
2022-06-13 01:55:00	ES	Futures	4349.11	4353.64	4348.54	4349.11	1198.0
2022-06-13 02:00:00	ES	Futures	4348.82	4351.94	4339.19	4339.47	2471.0
2022-06-13 02:05:00	ES	Futures	4339.75	4340.89	4335.5	4338.05	2397.0
2022-06-13 02:10:00	ES	Futures	4338.05	4342.02	4333.52	4335.22	913.0
2022-06-13 02:15:00	ES	Futures	4335.22	4341.45	4335.22	4336.92	1028.0
2022-06-13 02:20:00	ES	Futures	4337.2	4340.6	4334.93	4337.77	1000.0
2022-06-13 02:25:00	ES	Futures	4337.77	4344.29	4337.49	4339.19	1698.0
2022-06-13 02:30:00	ES	Futures	4339.19	4346.56	4336.92	4343.72	1640.0
2022-06-13 02:35:00	ES	Futures	4344.0	4346.84	4343.44	4344.29	871.0
2022-06-13 02:40:00	ES	Futures	4344.0	4347.12	4341.17	4344.57	1277.0
2022-06-13 02:45:00	ES	Futures	4344.57	4347.12	4344.57	4345.99	895.0
2022-06-13 02:50:00	ES	Futures	4345.71	4346.56	4338.05	4339.47	1562.0
2022-06-13 02:55:00	ES	Futures	4339.47	4343.15	4334.93	4337.49	1933.0
2022-06-13 03:00:00	ES	Futures	4337.49	4343.72	4334.93	4343.44	3163.0
2022-06-13 03:05:00	ES	Futures	4343.44	4353.36	4342.02	4351.66	2547.0
2022-06-13 03:10:00	ES	Futures	4351.66	4351.94	4339.75	4341.45	1704.0
2022-06-13 03:15:00	ES	Futures	4341.74	4344.85	4337.77	4338.9	1873.0
2022-06-13 03:20:00	ES	Futures	4339.19	4347.69	4338.05	4346.27	1429.0
2022-06-13 03:25:00	ES	Futures	4346.27	4347.12	4337.77	4340.32	1780.0
2022-06-13 03:30:00	ES	Futures	4340.04	4340.04	4329.55	4330.97	2766.0
2022-06-13 03:35:00	ES	Futures	4330.68	4339.75	4329.27	4331.25	2780.0
2022-06-13 03:40:00	ES	Futures	4331.53	4334.37	4327.28	4327.85	2115.0
2022-06-13 03:45:00	ES	Futures	4327.85	4336.07	4327.0	4334.65	2537.0
2022-06-13 03:50:00	ES	Futures	4334.65	4339.47	4333.23	4333.52	1814.0
2022-06-13 03:55:00	ES	Futures	4333.23	4336.07	4328.42	4330.12	2220.0
2022-06-13 04:00:00	ES	Futures	4330.12	4330.4	4320.76	4321.33	2966.0
2022-06-13 04:05:00	ES	Futures	4321.61	4325.01	4319.91	4323.6	1969.0

> showing 50 of 20,472 rows — these rows as CSV

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