PREVIEW / futures_5min / 2022-06-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-19.parquet
  size:    88 KB
  rows:    3,628

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
2022-06-19 18:00:00	ES	Futures	4174.29	4192.13	4174.29	4184.49	2655.0
2022-06-19 18:05:00	ES	Futures	4184.77	4185.9	4175.99	4175.99	1684.0
2022-06-19 18:10:00	ES	Futures	4176.27	4181.94	4175.99	4181.09	842.0
2022-06-19 18:15:00	ES	Futures	4181.37	4185.34	4181.09	4183.92	502.0
2022-06-19 18:20:00	ES	Futures	4183.92	4183.92	4178.25	4183.35	822.0
2022-06-19 18:25:00	ES	Futures	4183.64	4188.45	4183.64	4186.47	688.0
2022-06-19 18:30:00	ES	Futures	4186.19	4190.72	4185.9	4189.02	668.0
2022-06-19 18:35:00	ES	Futures	4189.02	4195.53	4188.45	4194.97	1143.0
2022-06-19 18:40:00	ES	Futures	4194.68	4195.82	4192.42	4193.83	919.0
2022-06-19 18:45:00	ES	Futures	4193.83	4195.25	4192.7	4193.27	477.0
2022-06-19 18:50:00	ES	Futures	4192.98	4195.82	4192.7	4193.83	592.0
2022-06-19 18:55:00	ES	Futures	4194.12	4195.82	4192.98	4195.25	344.0
2022-06-19 19:00:00	ES	Futures	4195.25	4195.53	4192.7	4193.27	266.0
2022-06-19 19:05:00	ES	Futures	4192.98	4194.12	4190.72	4192.13	499.0
2022-06-19 19:10:00	ES	Futures	4192.13	4193.27	4190.44	4191.0	181.0
2022-06-19 19:15:00	ES	Futures	4191.0	4191.85	4188.45	4191.0	460.0
2022-06-19 19:20:00	ES	Futures	4191.0	4192.13	4189.3	4191.85	226.0
2022-06-19 19:25:00	ES	Futures	4191.57	4195.25	4191.57	4194.4	444.0
2022-06-19 19:30:00	ES	Futures	4193.83	4195.25	4192.13	4193.83	558.0
2022-06-19 19:35:00	ES	Futures	4194.4	4195.53	4191.0	4192.42	590.0
2022-06-19 19:40:00	ES	Futures	4192.42	4194.4	4192.13	4193.83	217.0
2022-06-19 19:45:00	ES	Futures	4193.55	4197.8	4193.27	4197.52	939.0
2022-06-19 19:50:00	ES	Futures	4197.52	4200.92	4197.23	4199.78	1034.0
2022-06-19 19:55:00	ES	Futures	4200.07	4200.35	4197.52	4198.37	603.0
2022-06-19 20:00:00	ES	Futures	4198.37	4199.5	4186.19	4186.47	1756.0
2022-06-19 20:05:00	ES	Futures	4186.47	4188.74	4183.35	4187.04	1183.0
2022-06-19 20:10:00	ES	Futures	4186.75	4186.75	4176.84	4179.1	1847.0
2022-06-19 20:15:00	ES	Futures	4179.1	4180.52	4172.87	4179.1	2235.0
2022-06-19 20:20:00	ES	Futures	4179.1	4183.07	4175.99	4182.22	961.0
2022-06-19 20:25:00	ES	Futures	4182.22	4185.34	4182.22	4183.07	1081.0
2022-06-19 20:30:00	ES	Futures	4182.5	4186.75	4182.22	4186.47	625.0
2022-06-19 20:35:00	ES	Futures	4186.19	4188.17	4184.77	4187.6	1022.0
2022-06-19 20:40:00	ES	Futures	4187.32	4189.02	4184.77	4187.89	1194.0
2022-06-19 20:45:00	ES	Futures	4187.6	4189.3	4185.62	4187.04	1072.0
2022-06-19 20:50:00	ES	Futures	4187.04	4188.45	4183.07	4183.64	1253.0
2022-06-19 20:55:00	ES	Futures	4183.64	4186.47	4174.29	4175.42	1683.0
2022-06-19 21:00:00	ES	Futures	4175.42	4181.09	4174.86	4179.95	1250.0
2022-06-19 21:05:00	ES	Futures	4179.95	4179.95	4176.27	4178.82	941.0
2022-06-19 21:10:00	ES	Futures	4178.54	4179.39	4175.42	4179.1	957.0
2022-06-19 21:15:00	ES	Futures	4179.1	4179.1	4167.77	4170.32	2847.0
2022-06-19 21:20:00	ES	Futures	4170.61	4171.74	4164.66	4166.64	1409.0
2022-06-19 21:25:00	ES	Futures	4166.07	4169.47	4164.37	4165.79	870.0
2022-06-19 21:30:00	ES	Futures	4165.79	4165.79	4151.63	4153.04	3266.0
2022-06-19 21:35:00	ES	Futures	4152.76	4157.29	4149.93	4151.34	2263.0
2022-06-19 21:40:00	ES	Futures	4151.34	4157.86	4148.79	4157.58	1768.0
2022-06-19 21:45:00	ES	Futures	4157.86	4161.26	4157.01	4158.99	1878.0
2022-06-19 21:50:00	ES	Futures	4159.28	4159.56	4151.63	4155.59	1790.0
2022-06-19 21:55:00	ES	Futures	4155.31	4158.43	4152.48	4155.31	1258.0
2022-06-19 22:00:00	ES	Futures	4155.31	4160.41	4154.46	4158.14	1568.0
2022-06-19 22:05:00	ES	Futures	4157.86	4163.52	4156.73	4163.52	986.0

> showing 50 of 3,628 rows — these rows as CSV

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