PREVIEW / futures_5min / 2022-06-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-23.parquet
  size:    400 KB
  rows:    20,086

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
2022-06-23 00:00:00	ES	Futures	4250.49	4252.75	4250.21	4250.77	438.0
2022-06-23 00:05:00	ES	Futures	4250.77	4250.77	4245.96	4246.81	771.0
2022-06-23 00:10:00	ES	Futures	4246.81	4251.34	4246.24	4250.77	561.0
2022-06-23 00:15:00	ES	Futures	4251.06	4253.89	4250.21	4251.34	468.0
2022-06-23 00:20:00	ES	Futures	4251.91	4255.02	4251.06	4254.45	366.0
2022-06-23 00:25:00	ES	Futures	4254.74	4259.55	4254.74	4259.27	888.0
2022-06-23 00:30:00	ES	Futures	4259.55	4263.52	4258.14	4260.97	1398.0
2022-06-23 00:35:00	ES	Futures	4260.69	4261.54	4258.99	4260.97	538.0
2022-06-23 00:40:00	ES	Futures	4260.69	4263.52	4260.69	4262.95	737.0
2022-06-23 00:45:00	ES	Futures	4262.95	4263.24	4259.55	4260.12	776.0
2022-06-23 00:50:00	ES	Futures	4260.12	4260.97	4255.59	4256.15	875.0
2022-06-23 00:55:00	ES	Futures	4255.87	4259.55	4255.87	4257.85	399.0
2022-06-23 01:00:00	ES	Futures	4257.85	4259.55	4257.57	4258.7	437.0
2022-06-23 01:05:00	ES	Futures	4258.7	4260.4	4257.85	4257.85	493.0
2022-06-23 01:10:00	ES	Futures	4257.57	4259.27	4256.72	4257.57	430.0
2022-06-23 01:15:00	ES	Futures	4257.57	4262.95	4257.57	4261.25	645.0
2022-06-23 01:20:00	ES	Futures	4260.97	4262.1	4257.85	4257.85	416.0
2022-06-23 01:25:00	ES	Futures	4258.42	4262.95	4258.14	4261.82	534.0
2022-06-23 01:30:00	ES	Futures	4262.1	4267.77	4261.82	4266.35	2209.0
2022-06-23 01:35:00	ES	Futures	4266.35	4268.33	4262.67	4263.24	1473.0
2022-06-23 01:40:00	ES	Futures	4262.95	4265.22	4262.95	4263.8	455.0
2022-06-23 01:45:00	ES	Futures	4263.52	4264.65	4262.1	4264.09	998.0
2022-06-23 01:50:00	ES	Futures	4264.09	4264.09	4259.84	4259.84	648.0
2022-06-23 01:55:00	ES	Futures	4259.84	4261.82	4258.99	4261.25	585.0
2022-06-23 02:00:00	ES	Futures	4261.25	4262.39	4255.02	4259.55	1663.0
2022-06-23 02:05:00	ES	Futures	4259.84	4260.12	4255.02	4256.72	1023.0
2022-06-23 02:10:00	ES	Futures	4256.72	4260.4	4256.15	4257.85	715.0
2022-06-23 02:15:00	ES	Futures	4257.85	4259.55	4256.72	4258.42	581.0
2022-06-23 02:20:00	ES	Futures	4258.14	4258.42	4253.6	4255.02	1449.0
2022-06-23 02:25:00	ES	Futures	4255.02	4257.29	4253.89	4255.3	600.0
2022-06-23 02:30:00	ES	Futures	4254.74	4257.85	4254.45	4255.02	992.0
2022-06-23 02:35:00	ES	Futures	4255.02	4257.57	4254.45	4257.29	608.0
2022-06-23 02:40:00	ES	Futures	4257.29	4260.97	4257.29	4260.97	1554.0
2022-06-23 02:45:00	ES	Futures	4260.97	4261.82	4259.27	4259.55	884.0
2022-06-23 02:50:00	ES	Futures	4259.27	4260.4	4256.15	4257.85	676.0
2022-06-23 02:55:00	ES	Futures	4257.57	4262.1	4255.87	4258.42	1146.0
2022-06-23 03:00:00	ES	Futures	4258.7	4258.99	4250.21	4255.59	2637.0
2022-06-23 03:05:00	ES	Futures	4255.59	4257.85	4247.09	4247.94	2368.0
2022-06-23 03:10:00	ES	Futures	4248.22	4254.17	4247.37	4251.91	2301.0
2022-06-23 03:15:00	ES	Futures	4251.91	4251.91	4241.14	4244.82	3582.0
2022-06-23 03:20:00	ES	Futures	4244.82	4244.82	4237.74	4238.59	1786.0
2022-06-23 03:25:00	ES	Futures	4238.59	4243.12	4236.33	4242.27	1521.0
2022-06-23 03:30:00	ES	Futures	4242.56	4245.39	4235.76	4242.56	2844.0
2022-06-23 03:35:00	ES	Futures	4242.56	4242.56	4232.08	4238.02	3018.0
2022-06-23 03:40:00	ES	Futures	4238.31	4245.39	4236.61	4243.97	2188.0
2022-06-23 03:45:00	ES	Futures	4243.69	4246.24	4241.71	4242.56	1378.0
2022-06-23 03:50:00	ES	Futures	4242.84	4242.84	4237.74	4238.02	976.0
2022-06-23 03:55:00	ES	Futures	4238.31	4241.71	4235.76	4238.31	1786.0
2022-06-23 04:00:00	ES	Futures	4238.31	4248.22	4235.19	4247.37	2379.0
2022-06-23 04:05:00	ES	Futures	4247.09	4256.15	4245.67	4255.59	3180.0

> showing 50 of 20,086 rows — these rows as CSV

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