PREVIEW / futures_5min / 2022-06-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-20.parquet
  size:    281 KB
  rows:    15,497

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
2022-06-20 00:00:00	ES	Futures	4181.37	4181.65	4179.1	4179.67	447.0
2022-06-20 00:05:00	ES	Futures	4179.67	4180.52	4179.1	4179.95	253.0
2022-06-20 00:10:00	ES	Futures	4179.67	4179.95	4175.71	4176.55	564.0
2022-06-20 00:15:00	ES	Futures	4176.55	4184.2	4176.55	4179.67	1072.0
2022-06-20 00:20:00	ES	Futures	4179.95	4181.37	4179.1	4180.52	271.0
2022-06-20 00:25:00	ES	Futures	4180.24	4180.8	4178.54	4179.1	279.0
2022-06-20 00:30:00	ES	Futures	4178.82	4180.8	4178.82	4179.39	218.0
2022-06-20 00:35:00	ES	Futures	4179.67	4181.65	4179.39	4181.37	157.0
2022-06-20 00:40:00	ES	Futures	4181.09	4181.09	4179.1	4180.52	167.0
2022-06-20 00:45:00	ES	Futures	4180.52	4181.09	4177.4	4177.69	270.0
2022-06-20 00:50:00	ES	Futures	4177.69	4179.1	4174.01	4175.42	466.0
2022-06-20 00:55:00	ES	Futures	4175.42	4175.42	4172.02	4173.44	561.0
2022-06-20 01:00:00	ES	Futures	4173.16	4175.14	4172.31	4173.44	366.0
2022-06-20 01:05:00	ES	Futures	4172.87	4177.12	4171.46	4176.55	635.0
2022-06-20 01:10:00	ES	Futures	4176.27	4176.27	4172.02	4173.44	391.0
2022-06-20 01:15:00	ES	Futures	4172.87	4174.29	4170.32	4170.89	446.0
2022-06-20 01:20:00	ES	Futures	4170.89	4173.16	4168.91	4170.89	470.0
2022-06-20 01:25:00	ES	Futures	4170.89	4172.02	4167.49	4168.62	511.0
2022-06-20 01:30:00	ES	Futures	4168.91	4170.61	4167.77	4168.34	401.0
2022-06-20 01:35:00	ES	Futures	4168.62	4170.61	4168.06	4169.19	663.0
2022-06-20 01:40:00	ES	Futures	4169.47	4174.86	4169.47	4173.44	1056.0
2022-06-20 01:45:00	ES	Futures	4173.16	4174.29	4172.02	4172.87	316.0
2022-06-20 01:50:00	ES	Futures	4172.59	4174.57	4172.02	4174.29	387.0
2022-06-20 01:55:00	ES	Futures	4174.29	4178.82	4173.72	4178.25	759.0
2022-06-20 02:00:00	ES	Futures	4178.25	4181.09	4177.4	4178.54	639.0
2022-06-20 02:05:00	ES	Futures	4178.82	4181.37	4178.54	4180.8	363.0
2022-06-20 02:10:00	ES	Futures	4180.52	4182.5	4178.82	4181.94	604.0
2022-06-20 02:15:00	ES	Futures	4181.94	4185.34	4181.37	4184.49	799.0
2022-06-20 02:20:00	ES	Futures	4184.2	4187.04	4184.2	4185.05	879.0
2022-06-20 02:25:00	ES	Futures	4184.49	4186.19	4183.64	4183.92	569.0
2022-06-20 02:30:00	ES	Futures	4183.64	4184.2	4182.22	4183.07	508.0
2022-06-20 02:35:00	ES	Futures	4183.35	4184.77	4182.79	4183.92	257.0
2022-06-20 02:40:00	ES	Futures	4184.2	4184.2	4177.69	4177.97	986.0
2022-06-20 02:45:00	ES	Futures	4177.97	4183.07	4177.97	4181.94	511.0
2022-06-20 02:50:00	ES	Futures	4181.94	4185.05	4180.8	4184.2	696.0
2022-06-20 02:55:00	ES	Futures	4183.92	4186.19	4182.79	4184.49	780.0
2022-06-20 03:00:00	ES	Futures	4184.49	4191.28	4181.65	4185.34	2295.0
2022-06-20 03:05:00	ES	Futures	4184.77	4185.9	4177.69	4177.69	1337.0
2022-06-20 03:10:00	ES	Futures	4177.69	4181.37	4175.99	4181.09	1244.0
2022-06-20 03:15:00	ES	Futures	4181.09	4181.37	4172.87	4176.55	1464.0
2022-06-20 03:20:00	ES	Futures	4177.12	4181.94	4176.27	4181.65	1128.0
2022-06-20 03:25:00	ES	Futures	4181.65	4185.34	4179.1	4183.35	1164.0
2022-06-20 03:30:00	ES	Futures	4183.35	4185.34	4181.09	4181.94	816.0
2022-06-20 03:35:00	ES	Futures	4181.65	4186.47	4179.67	4186.19	1122.0
2022-06-20 03:40:00	ES	Futures	4186.47	4186.75	4180.8	4183.35	722.0
2022-06-20 03:45:00	ES	Futures	4183.35	4184.2	4177.4	4180.24	825.0
2022-06-20 03:50:00	ES	Futures	4180.52	4185.9	4180.24	4181.37	1266.0
2022-06-20 03:55:00	ES	Futures	4181.65	4186.75	4181.09	4186.19	1098.0
2022-06-20 04:00:00	ES	Futures	4186.19	4187.89	4185.05	4185.9	803.0
2022-06-20 04:05:00	ES	Futures	4186.19	4189.3	4183.92	4187.32	646.0

> showing 50 of 15,497 rows — these rows as CSV

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