PREVIEW / futures_5min / 2022-06-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-17.parquet
  size:    336 KB
  rows:    16,423

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
2022-06-17 00:00:00	ES	Futures	4179.95	4183.35	4179.67	4181.09	742.0
2022-06-17 00:05:00	ES	Futures	4181.37	4186.19	4180.8	4185.34	596.0
2022-06-17 00:10:00	ES	Futures	4185.05	4187.89	4184.77	4186.19	558.0
2022-06-17 00:15:00	ES	Futures	4186.19	4199.5	4185.9	4198.93	2914.0
2022-06-17 00:20:00	ES	Futures	4199.22	4200.35	4196.38	4196.95	1874.0
2022-06-17 00:25:00	ES	Futures	4197.23	4198.37	4194.97	4196.38	1262.0
2022-06-17 00:30:00	ES	Futures	4196.38	4198.08	4194.4	4195.25	744.0
2022-06-17 00:35:00	ES	Futures	4194.97	4197.8	4194.68	4195.25	852.0
2022-06-17 00:40:00	ES	Futures	4195.25	4196.67	4193.83	4195.82	539.0
2022-06-17 00:45:00	ES	Futures	4195.53	4199.22	4194.4	4198.65	1621.0
2022-06-17 00:50:00	ES	Futures	4198.93	4198.93	4196.38	4198.08	470.0
2022-06-17 00:55:00	ES	Futures	4198.08	4198.93	4196.1	4196.1	528.0
2022-06-17 01:00:00	ES	Futures	4196.38	4197.8	4194.97	4195.82	609.0
2022-06-17 01:05:00	ES	Futures	4195.82	4198.37	4194.12	4194.97	891.0
2022-06-17 01:10:00	ES	Futures	4195.25	4198.37	4195.25	4197.52	478.0
2022-06-17 01:15:00	ES	Futures	4196.95	4198.93	4194.68	4195.82	643.0
2022-06-17 01:20:00	ES	Futures	4195.82	4200.07	4194.97	4198.08	1103.0
2022-06-17 01:25:00	ES	Futures	4198.08	4200.35	4196.67	4200.07	1092.0
2022-06-17 01:30:00	ES	Futures	4200.07	4201.48	4197.23	4198.08	1542.0
2022-06-17 01:35:00	ES	Futures	4197.8	4200.92	4197.52	4200.07	825.0
2022-06-17 01:40:00	ES	Futures	4200.35	4202.05	4196.67	4196.95	1056.0
2022-06-17 01:45:00	ES	Futures	4196.95	4196.95	4191.0	4193.55	1940.0
2022-06-17 01:50:00	ES	Futures	4193.55	4193.83	4190.15	4192.7	1343.0
2022-06-17 01:55:00	ES	Futures	4192.98	4194.12	4190.15	4190.15	1606.0
2022-06-17 02:00:00	ES	Futures	4190.44	4191.85	4181.94	4182.5	2868.0
2022-06-17 02:05:00	ES	Futures	4182.22	4182.5	4175.99	4179.1	2538.0
2022-06-17 02:10:00	ES	Futures	4179.1	4179.1	4172.02	4175.71	2073.0
2022-06-17 02:15:00	ES	Futures	4175.99	4181.37	4175.71	4179.67	2252.0
2022-06-17 02:20:00	ES	Futures	4179.67	4181.65	4177.12	4179.95	2502.0
2022-06-17 02:25:00	ES	Futures	4180.24	4187.04	4179.67	4185.34	2217.0
2022-06-17 02:30:00	ES	Futures	4185.62	4187.6	4181.94	4182.79	1664.0
2022-06-17 02:35:00	ES	Futures	4182.5	4185.62	4181.37	4185.05	1497.0
2022-06-17 02:40:00	ES	Futures	4185.05	4185.05	4180.52	4183.35	1039.0
2022-06-17 02:45:00	ES	Futures	4183.64	4189.59	4183.35	4186.19	1677.0
2022-06-17 02:50:00	ES	Futures	4185.9	4186.47	4177.69	4178.82	1523.0
2022-06-17 02:55:00	ES	Futures	4179.1	4183.07	4178.54	4180.52	1196.0
2022-06-17 03:00:00	ES	Futures	4180.24	4186.47	4177.12	4177.12	3246.0
2022-06-17 03:05:00	ES	Futures	4177.12	4183.35	4174.57	4176.55	2026.0
2022-06-17 03:10:00	ES	Futures	4176.55	4178.25	4171.46	4177.69	2093.0
2022-06-17 03:15:00	ES	Futures	4177.97	4182.22	4176.27	4180.24	1738.0
2022-06-17 03:20:00	ES	Futures	4180.8	4195.53	4177.69	4194.97	3093.0
2022-06-17 03:25:00	ES	Futures	4194.68	4195.25	4189.87	4192.42	3193.0
2022-06-17 03:30:00	ES	Futures	4192.42	4192.98	4187.04	4188.45	2411.0
2022-06-17 03:35:00	ES	Futures	4188.17	4189.87	4184.49	4186.47	2204.0
2022-06-17 03:40:00	ES	Futures	4186.47	4187.32	4176.55	4184.2	3225.0
2022-06-17 03:45:00	ES	Futures	4184.49	4193.55	4183.07	4190.72	1944.0
2022-06-17 03:50:00	ES	Futures	4190.72	4192.7	4189.02	4190.15	1654.0
2022-06-17 03:55:00	ES	Futures	4190.44	4195.25	4187.6	4193.83	1875.0
2022-06-17 04:00:00	ES	Futures	4193.83	4194.12	4186.75	4191.28	2687.0
2022-06-17 04:05:00	ES	Futures	4191.0	4197.52	4191.0	4197.52	2593.0

> showing 50 of 16,423 rows — these rows as CSV

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