PREVIEW / futures_5min / 2022-06-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-16.parquet
  size:    453 KB
  rows:    20,671

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
2022-06-16 00:00:00	ES	Futures	4316.49	4319.04	4311.39	4311.96	1070.0
2022-06-16 00:05:00	ES	Futures	4311.96	4314.51	4311.39	4313.09	627.0
2022-06-16 00:10:00	ES	Futures	4313.09	4314.51	4309.98	4313.66	739.0
2022-06-16 00:15:00	ES	Futures	4313.94	4313.94	4309.98	4310.26	628.0
2022-06-16 00:20:00	ES	Futures	4310.26	4313.94	4307.43	4307.99	927.0
2022-06-16 00:25:00	ES	Futures	4307.99	4311.96	4307.71	4309.69	542.0
2022-06-16 00:30:00	ES	Futures	4309.98	4314.51	4309.69	4313.94	639.0
2022-06-16 00:35:00	ES	Futures	4313.94	4314.22	4311.96	4313.66	525.0
2022-06-16 00:40:00	ES	Futures	4313.37	4313.66	4307.14	4307.99	942.0
2022-06-16 00:45:00	ES	Futures	4307.99	4309.41	4307.14	4308.56	802.0
2022-06-16 00:50:00	ES	Futures	4308.84	4308.84	4306.86	4307.71	820.0
2022-06-16 00:55:00	ES	Futures	4307.71	4309.69	4304.59	4305.16	964.0
2022-06-16 01:00:00	ES	Futures	4305.16	4306.86	4301.19	4302.89	2094.0
2022-06-16 01:05:00	ES	Futures	4302.89	4303.18	4298.93	4299.78	1217.0
2022-06-16 01:10:00	ES	Futures	4299.78	4300.63	4293.26	4295.25	1820.0
2022-06-16 01:15:00	ES	Futures	4295.53	4298.08	4293.83	4296.38	918.0
2022-06-16 01:20:00	ES	Futures	4296.38	4298.93	4294.96	4296.1	928.0
2022-06-16 01:25:00	ES	Futures	4296.1	4300.91	4295.81	4297.51	969.0
2022-06-16 01:30:00	ES	Futures	4297.23	4299.49	4291.28	4291.85	1142.0
2022-06-16 01:35:00	ES	Futures	4291.85	4292.7	4288.16	4291.0	1883.0
2022-06-16 01:40:00	ES	Futures	4290.71	4294.11	4289.58	4291.56	976.0
2022-06-16 01:45:00	ES	Futures	4291.28	4291.28	4286.75	4289.3	1052.0
2022-06-16 01:50:00	ES	Futures	4289.01	4289.3	4281.93	4282.22	1887.0
2022-06-16 01:55:00	ES	Futures	4282.5	4283.35	4281.08	4281.37	1358.0
2022-06-16 02:00:00	ES	Futures	4281.08	4289.3	4280.8	4283.35	3043.0
2022-06-16 02:05:00	ES	Futures	4283.35	4283.63	4279.38	4283.35	1640.0
2022-06-16 02:10:00	ES	Futures	4283.06	4283.91	4280.23	4281.37	1166.0
2022-06-16 02:15:00	ES	Futures	4281.37	4283.63	4277.68	4278.25	1362.0
2022-06-16 02:20:00	ES	Futures	4278.25	4281.37	4276.83	4277.97	1907.0
2022-06-16 02:25:00	ES	Futures	4278.25	4280.23	4274.57	4275.13	1573.0
2022-06-16 02:30:00	ES	Futures	4274.85	4275.13	4257.85	4263.8	6165.0
2022-06-16 02:35:00	ES	Futures	4263.52	4264.09	4258.14	4258.99	2007.0
2022-06-16 02:40:00	ES	Futures	4258.7	4258.7	4251.34	4257.85	3924.0
2022-06-16 02:45:00	ES	Futures	4257.85	4263.52	4257.57	4261.54	2226.0
2022-06-16 02:50:00	ES	Futures	4261.25	4263.24	4257.57	4259.27	1392.0
2022-06-16 02:55:00	ES	Futures	4259.27	4260.97	4256.44	4258.7	1064.0
2022-06-16 03:00:00	ES	Futures	4258.42	4263.8	4254.74	4260.4	2590.0
2022-06-16 03:05:00	ES	Futures	4260.69	4261.82	4256.15	4257.29	1732.0
2022-06-16 03:10:00	ES	Futures	4257.57	4258.7	4249.36	4256.15	4145.0
2022-06-16 03:15:00	ES	Futures	4255.87	4255.87	4238.87	4245.11	6058.0
2022-06-16 03:20:00	ES	Futures	4245.39	4245.67	4232.08	4232.08	4756.0
2022-06-16 03:25:00	ES	Futures	4232.08	4240.86	4230.09	4238.87	3162.0
2022-06-16 03:30:00	ES	Futures	4239.16	4239.44	4213.38	4220.75	8933.0
2022-06-16 03:35:00	ES	Futures	4220.75	4222.16	4208.56	4214.8	8227.0
2022-06-16 03:40:00	ES	Futures	4215.08	4219.33	4207.71	4218.76	5201.0
2022-06-16 03:45:00	ES	Futures	4218.48	4223.86	4213.38	4217.63	4168.0
2022-06-16 03:50:00	ES	Futures	4217.63	4217.63	4206.3	4215.93	6105.0
2022-06-16 03:55:00	ES	Futures	4215.93	4221.88	4210.26	4217.06	3643.0
2022-06-16 04:00:00	ES	Futures	4217.06	4228.68	4213.66	4227.26	6358.0
2022-06-16 04:05:00	ES	Futures	4227.26	4229.24	4222.16	4224.14	3617.0

> showing 50 of 20,671 rows — these rows as CSV

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