PREVIEW / futures_5min / 2022-06-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-21.parquet
  size:    375 KB
  rows:    19,943

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
2022-06-21 00:00:00	ES	Futures	4231.51	4232.36	4230.94	4230.94	554.0
2022-06-21 00:05:00	ES	Futures	4231.23	4231.51	4228.96	4229.53	553.0
2022-06-21 00:10:00	ES	Futures	4229.81	4229.81	4228.96	4228.96	325.0
2022-06-21 00:15:00	ES	Futures	4228.96	4231.23	4228.96	4230.94	441.0
2022-06-21 00:20:00	ES	Futures	4230.94	4232.36	4230.66	4232.08	462.0
2022-06-21 00:25:00	ES	Futures	4231.79	4232.93	4230.94	4230.94	913.0
2022-06-21 00:30:00	ES	Futures	4230.94	4232.64	4230.94	4232.36	508.0
2022-06-21 00:35:00	ES	Futures	4232.64	4233.21	4230.94	4231.23	510.0
2022-06-21 00:40:00	ES	Futures	4230.94	4231.79	4230.38	4231.79	286.0
2022-06-21 00:45:00	ES	Futures	4231.79	4232.08	4230.94	4231.51	164.0
2022-06-21 00:50:00	ES	Futures	4231.51	4233.49	4231.23	4232.64	367.0
2022-06-21 00:55:00	ES	Futures	4232.64	4232.93	4231.51	4232.08	399.0
2022-06-21 01:00:00	ES	Futures	4232.08	4234.06	4232.08	4233.21	529.0
2022-06-21 01:05:00	ES	Futures	4233.21	4233.49	4230.66	4232.64	436.0
2022-06-21 01:10:00	ES	Futures	4232.64	4233.21	4230.66	4231.51	287.0
2022-06-21 01:15:00	ES	Futures	4231.23	4232.64	4231.23	4231.79	315.0
2022-06-21 01:20:00	ES	Futures	4231.51	4232.64	4230.66	4231.51	515.0
2022-06-21 01:25:00	ES	Futures	4231.51	4231.79	4229.24	4230.66	646.0
2022-06-21 01:30:00	ES	Futures	4230.38	4231.51	4227.26	4228.68	938.0
2022-06-21 01:35:00	ES	Futures	4228.68	4228.68	4225.56	4226.41	591.0
2022-06-21 01:40:00	ES	Futures	4226.41	4226.69	4224.14	4225.56	785.0
2022-06-21 01:45:00	ES	Futures	4225.56	4226.13	4224.99	4225.56	513.0
2022-06-21 01:50:00	ES	Futures	4225.56	4227.54	4224.43	4227.26	737.0
2022-06-21 01:55:00	ES	Futures	4226.98	4226.98	4223.58	4226.41	746.0
2022-06-21 02:00:00	ES	Futures	4226.41	4230.66	4225.56	4226.69	1338.0
2022-06-21 02:05:00	ES	Futures	4226.41	4227.54	4224.14	4226.41	623.0
2022-06-21 02:10:00	ES	Futures	4226.41	4226.41	4222.73	4223.29	761.0
2022-06-21 02:15:00	ES	Futures	4223.29	4225.84	4222.16	4223.86	1303.0
2022-06-21 02:20:00	ES	Futures	4223.86	4224.71	4221.31	4222.16	1627.0
2022-06-21 02:25:00	ES	Futures	4222.44	4223.58	4220.18	4222.16	1430.0
2022-06-21 02:30:00	ES	Futures	4221.88	4222.16	4219.05	4219.9	1362.0
2022-06-21 02:35:00	ES	Futures	4220.18	4220.18	4215.36	4216.78	2192.0
2022-06-21 02:40:00	ES	Futures	4216.5	4218.76	4215.65	4217.91	746.0
2022-06-21 02:45:00	ES	Futures	4218.2	4222.44	4217.91	4222.16	1077.0
2022-06-21 02:50:00	ES	Futures	4222.16	4223.58	4221.03	4223.01	891.0
2022-06-21 02:55:00	ES	Futures	4223.01	4224.14	4221.03	4221.31	1011.0
2022-06-21 03:00:00	ES	Futures	4221.31	4223.29	4219.9	4221.31	1854.0
2022-06-21 03:05:00	ES	Futures	4221.6	4224.14	4221.03	4222.44	1427.0
2022-06-21 03:10:00	ES	Futures	4222.73	4228.68	4221.88	4228.11	2397.0
2022-06-21 03:15:00	ES	Futures	4228.39	4234.34	4226.98	4228.11	4522.0
2022-06-21 03:20:00	ES	Futures	4228.39	4229.53	4225.56	4228.96	1784.0
2022-06-21 03:25:00	ES	Futures	4228.68	4234.63	4227.83	4233.21	2534.0
2022-06-21 03:30:00	ES	Futures	4233.21	4239.44	4233.21	4237.17	4775.0
2022-06-21 03:35:00	ES	Futures	4237.17	4241.71	4236.89	4241.42	2710.0
2022-06-21 03:40:00	ES	Futures	4241.14	4242.84	4240.29	4241.14	1649.0
2022-06-21 03:45:00	ES	Futures	4241.42	4242.27	4238.59	4240.86	1468.0
2022-06-21 03:50:00	ES	Futures	4241.14	4245.39	4240.57	4242.84	1985.0
2022-06-21 03:55:00	ES	Futures	4243.12	4243.69	4239.44	4241.42	1713.0
2022-06-21 04:00:00	ES	Futures	4241.14	4244.82	4240.01	4244.54	2208.0
2022-06-21 04:05:00	ES	Futures	4244.26	4247.37	4243.41	4247.37	2413.0

> showing 50 of 19,943 rows — these rows as CSV

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