PREVIEW / futures_5min / 2022-06-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-15.parquet
  size:    426 KB
  rows:    20,506

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
2022-06-15 00:00:00	ES	Futures	4252.75	4253.32	4252.19	4252.75	306.0
2022-06-15 00:05:00	ES	Futures	4253.04	4253.6	4252.19	4252.47	261.0
2022-06-15 00:10:00	ES	Futures	4252.19	4253.04	4251.91	4252.47	370.0
2022-06-15 00:15:00	ES	Futures	4252.47	4255.3	4252.47	4254.45	395.0
2022-06-15 00:20:00	ES	Futures	4254.45	4255.02	4253.32	4255.02	214.0
2022-06-15 00:25:00	ES	Futures	4255.02	4255.3	4251.62	4252.19	415.0
2022-06-15 00:30:00	ES	Futures	4251.91	4252.47	4248.22	4249.36	1183.0
2022-06-15 00:35:00	ES	Futures	4249.64	4249.92	4248.51	4249.64	249.0
2022-06-15 00:40:00	ES	Futures	4249.36	4251.62	4249.36	4251.34	262.0
2022-06-15 00:45:00	ES	Futures	4251.34	4251.34	4248.51	4248.79	313.0
2022-06-15 00:50:00	ES	Futures	4248.79	4249.07	4246.24	4246.81	430.0
2022-06-15 00:55:00	ES	Futures	4246.81	4246.81	4242.56	4244.54	910.0
2022-06-15 01:00:00	ES	Futures	4244.54	4246.81	4242.84	4243.97	958.0
2022-06-15 01:05:00	ES	Futures	4243.69	4246.24	4241.42	4244.26	1198.0
2022-06-15 01:10:00	ES	Futures	4244.54	4245.11	4241.71	4242.56	752.0
2022-06-15 01:15:00	ES	Futures	4242.84	4245.67	4242.56	4245.11	765.0
2022-06-15 01:20:00	ES	Futures	4245.11	4246.81	4239.72	4240.01	1040.0
2022-06-15 01:25:00	ES	Futures	4239.72	4240.57	4237.17	4239.44	1389.0
2022-06-15 01:30:00	ES	Futures	4239.16	4241.71	4238.31	4238.87	920.0
2022-06-15 01:35:00	ES	Futures	4239.16	4242.56	4238.87	4242.56	688.0
2022-06-15 01:40:00	ES	Futures	4242.56	4244.82	4240.29	4244.26	802.0
2022-06-15 01:45:00	ES	Futures	4244.54	4249.92	4243.69	4249.64	1272.0
2022-06-15 01:50:00	ES	Futures	4249.92	4255.3	4248.22	4253.89	1375.0
2022-06-15 01:55:00	ES	Futures	4254.17	4258.14	4250.21	4250.21	1856.0
2022-06-15 02:00:00	ES	Futures	4250.21	4255.02	4246.24	4250.49	2491.0
2022-06-15 02:05:00	ES	Futures	4250.77	4258.7	4250.77	4257.57	1819.0
2022-06-15 02:10:00	ES	Futures	4257.29	4258.14	4253.32	4254.17	1735.0
2022-06-15 02:15:00	ES	Futures	4253.6	4255.59	4250.21	4254.17	1527.0
2022-06-15 02:20:00	ES	Futures	4254.17	4260.69	4254.17	4258.99	1570.0
2022-06-15 02:25:00	ES	Futures	4259.27	4261.25	4255.02	4258.7	1831.0
2022-06-15 02:30:00	ES	Futures	4258.99	4258.99	4253.32	4255.59	1378.0
2022-06-15 02:35:00	ES	Futures	4255.59	4258.14	4254.45	4256.72	1230.0
2022-06-15 02:40:00	ES	Futures	4256.44	4257.57	4254.74	4257.0	985.0
2022-06-15 02:45:00	ES	Futures	4256.72	4257.0	4252.75	4252.75	1224.0
2022-06-15 02:50:00	ES	Futures	4252.75	4255.87	4251.34	4255.59	957.0
2022-06-15 02:55:00	ES	Futures	4255.59	4258.14	4253.89	4254.45	2038.0
2022-06-15 03:00:00	ES	Futures	4254.45	4260.4	4253.6	4254.74	3323.0
2022-06-15 03:05:00	ES	Futures	4254.17	4255.3	4248.79	4250.77	2508.0
2022-06-15 03:10:00	ES	Futures	4251.62	4254.45	4248.22	4248.51	1423.0
2022-06-15 03:15:00	ES	Futures	4248.79	4257.29	4248.79	4255.3	3081.0
2022-06-15 03:20:00	ES	Futures	4255.3	4255.3	4249.07	4250.49	1924.0
2022-06-15 03:25:00	ES	Futures	4250.21	4253.32	4247.37	4253.32	2068.0
2022-06-15 03:30:00	ES	Futures	4253.04	4258.42	4249.07	4256.72	2343.0
2022-06-15 03:35:00	ES	Futures	4257.0	4262.1	4255.87	4261.25	2094.0
2022-06-15 03:40:00	ES	Futures	4260.97	4263.24	4256.44	4258.99	2628.0
2022-06-15 03:45:00	ES	Futures	4258.99	4259.27	4243.97	4250.21	6435.0
2022-06-15 03:50:00	ES	Futures	4249.92	4260.12	4249.64	4258.42	2457.0
2022-06-15 03:55:00	ES	Futures	4258.7	4262.67	4258.42	4261.82	1847.0
2022-06-15 04:00:00	ES	Futures	4261.82	4264.65	4258.42	4258.99	2878.0
2022-06-15 04:05:00	ES	Futures	4259.27	4268.62	4258.42	4266.07	2815.0

> showing 50 of 20,506 rows — these rows as CSV

> unlock the full archive -- $79 one-time