PREVIEW / futures_5min / 2022-06-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-14.parquet
  size:    422 KB
  rows:    20,468

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
2022-06-14 00:00:00	ES	Futures	4283.06	4298.36	4283.06	4296.1	4161.0
2022-06-14 00:05:00	ES	Futures	4296.1	4298.64	4295.53	4298.64	1214.0
2022-06-14 00:10:00	ES	Futures	4298.36	4300.91	4296.95	4299.78	1609.0
2022-06-14 00:15:00	ES	Futures	4299.78	4301.76	4298.64	4300.34	1005.0
2022-06-14 00:20:00	ES	Futures	4300.34	4301.19	4297.23	4298.64	972.0
2022-06-14 00:25:00	ES	Futures	4298.64	4300.06	4295.53	4299.78	686.0
2022-06-14 00:30:00	ES	Futures	4299.78	4300.06	4294.96	4297.51	1463.0
2022-06-14 00:35:00	ES	Futures	4297.51	4297.51	4294.11	4296.66	788.0
2022-06-14 00:40:00	ES	Futures	4296.38	4297.23	4295.53	4296.38	524.0
2022-06-14 00:45:00	ES	Futures	4296.38	4296.66	4293.26	4294.4	756.0
2022-06-14 00:50:00	ES	Futures	4294.11	4298.64	4292.41	4296.66	1138.0
2022-06-14 00:55:00	ES	Futures	4296.66	4297.8	4295.81	4297.23	423.0
2022-06-14 01:00:00	ES	Futures	4297.51	4300.91	4295.53	4299.78	1073.0
2022-06-14 01:05:00	ES	Futures	4299.78	4303.18	4299.78	4301.19	857.0
2022-06-14 01:10:00	ES	Futures	4301.48	4304.03	4298.93	4300.06	945.0
2022-06-14 01:15:00	ES	Futures	4300.34	4300.34	4297.23	4298.64	480.0
2022-06-14 01:20:00	ES	Futures	4298.36	4299.49	4297.51	4298.08	311.0
2022-06-14 01:25:00	ES	Futures	4297.8	4300.06	4296.95	4298.08	406.0
2022-06-14 01:30:00	ES	Futures	4297.8	4301.19	4295.53	4296.66	958.0
2022-06-14 01:35:00	ES	Futures	4296.95	4300.91	4296.66	4298.08	728.0
2022-06-14 01:40:00	ES	Futures	4298.08	4305.16	4298.08	4303.18	1343.0
2022-06-14 01:45:00	ES	Futures	4303.18	4306.01	4302.61	4303.74	1281.0
2022-06-14 01:50:00	ES	Futures	4303.74	4308.28	4302.61	4307.71	1247.0
2022-06-14 01:55:00	ES	Futures	4307.71	4309.13	4304.59	4305.44	1803.0
2022-06-14 02:00:00	ES	Futures	4305.44	4313.37	4303.74	4310.54	2576.0
2022-06-14 02:05:00	ES	Futures	4310.54	4311.96	4308.28	4311.11	1786.0
2022-06-14 02:10:00	ES	Futures	4311.39	4312.81	4309.13	4312.24	1337.0
2022-06-14 02:15:00	ES	Futures	4311.96	4314.22	4310.26	4313.09	1695.0
2022-06-14 02:20:00	ES	Futures	4313.37	4313.66	4309.13	4309.41	995.0
2022-06-14 02:25:00	ES	Futures	4309.41	4312.53	4306.01	4306.01	1606.0
2022-06-14 02:30:00	ES	Futures	4306.01	4311.96	4306.01	4310.54	1696.0
2022-06-14 02:35:00	ES	Futures	4310.54	4310.83	4305.16	4305.44	1610.0
2022-06-14 02:40:00	ES	Futures	4305.44	4308.56	4304.88	4307.43	980.0
2022-06-14 02:45:00	ES	Futures	4307.43	4311.96	4307.14	4311.11	1434.0
2022-06-14 02:50:00	ES	Futures	4311.11	4311.11	4308.84	4309.41	717.0
2022-06-14 02:55:00	ES	Futures	4309.13	4310.26	4306.58	4308.28	996.0
2022-06-14 03:00:00	ES	Futures	4308.28	4309.13	4304.31	4306.01	2589.0
2022-06-14 03:05:00	ES	Futures	4306.01	4310.26	4301.19	4301.76	3228.0
2022-06-14 03:10:00	ES	Futures	4301.48	4304.59	4296.38	4297.51	2868.0
2022-06-14 03:15:00	ES	Futures	4297.23	4299.78	4293.55	4297.51	2630.0
2022-06-14 03:20:00	ES	Futures	4297.8	4298.36	4290.43	4292.7	2516.0
2022-06-14 03:25:00	ES	Futures	4292.7	4293.83	4285.33	4289.58	2635.0
2022-06-14 03:30:00	ES	Futures	4289.58	4296.1	4284.48	4294.68	3326.0
2022-06-14 03:35:00	ES	Futures	4294.68	4295.81	4291.28	4292.7	1446.0
2022-06-14 03:40:00	ES	Futures	4293.26	4300.06	4293.26	4299.78	1985.0
2022-06-14 03:45:00	ES	Futures	4300.06	4304.88	4298.64	4302.61	2074.0
2022-06-14 03:50:00	ES	Futures	4302.33	4307.99	4301.48	4302.33	2147.0
2022-06-14 03:55:00	ES	Futures	4302.04	4303.18	4295.81	4300.63	1683.0
2022-06-14 04:00:00	ES	Futures	4300.34	4303.18	4290.43	4296.1	2918.0
2022-06-14 04:05:00	ES	Futures	4296.38	4296.38	4288.45	4291.0	2217.0

> showing 50 of 20,468 rows — these rows as CSV

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