PREVIEW / futures_5min / 2022-06-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-24.parquet
  size:    313 KB
  rows:    15,925

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
2022-06-24 00:00:00	ES	Futures	4323.57	4327.82	4322.72	4326.97	740.0
2022-06-24 00:05:00	ES	Futures	4326.97	4328.67	4326.69	4327.82	682.0
2022-06-24 00:10:00	ES	Futures	4327.82	4329.8	4326.97	4328.11	539.0
2022-06-24 00:15:00	ES	Futures	4328.39	4336.32	4328.11	4334.9	1609.0
2022-06-24 00:20:00	ES	Futures	4334.9	4341.14	4334.34	4339.44	1722.0
2022-06-24 00:25:00	ES	Futures	4339.15	4339.72	4336.6	4336.89	529.0
2022-06-24 00:30:00	ES	Futures	4336.89	4339.15	4336.6	4338.87	773.0
2022-06-24 00:35:00	ES	Futures	4338.87	4339.72	4336.89	4337.17	599.0
2022-06-24 00:40:00	ES	Futures	4336.89	4337.45	4336.04	4337.17	450.0
2022-06-24 00:45:00	ES	Futures	4337.17	4337.45	4336.04	4336.32	246.0
2022-06-24 00:50:00	ES	Futures	4336.32	4338.02	4335.47	4337.74	403.0
2022-06-24 00:55:00	ES	Futures	4337.74	4340.0	4337.17	4338.02	493.0
2022-06-24 01:00:00	ES	Futures	4337.74	4339.72	4334.34	4337.74	1186.0
2022-06-24 01:05:00	ES	Futures	4337.74	4342.27	4336.32	4336.89	1135.0
2022-06-24 01:10:00	ES	Futures	4337.17	4338.59	4335.47	4336.89	676.0
2022-06-24 01:15:00	ES	Futures	4336.89	4338.02	4336.04	4336.89	408.0
2022-06-24 01:20:00	ES	Futures	4336.89	4339.44	4335.75	4336.32	528.0
2022-06-24 01:25:00	ES	Futures	4336.32	4341.14	4334.34	4340.57	978.0
2022-06-24 01:30:00	ES	Futures	4340.85	4341.14	4338.87	4340.0	534.0
2022-06-24 01:35:00	ES	Futures	4340.0	4344.25	4339.72	4343.97	1217.0
2022-06-24 01:40:00	ES	Futures	4343.97	4344.53	4343.12	4344.25	871.0
2022-06-24 01:45:00	ES	Futures	4344.53	4344.53	4342.55	4343.12	701.0
2022-06-24 01:50:00	ES	Futures	4342.84	4343.12	4340.0	4342.27	1006.0
2022-06-24 01:55:00	ES	Futures	4342.27	4342.55	4337.74	4339.15	703.0
2022-06-24 02:00:00	ES	Futures	4339.44	4339.72	4334.05	4336.89	1598.0
2022-06-24 02:05:00	ES	Futures	4336.89	4338.87	4333.77	4333.77	921.0
2022-06-24 02:10:00	ES	Futures	4333.77	4338.02	4333.2	4337.45	952.0
2022-06-24 02:15:00	ES	Futures	4337.45	4338.59	4334.34	4336.32	671.0
2022-06-24 02:20:00	ES	Futures	4336.32	4338.3	4334.62	4337.45	690.0
2022-06-24 02:25:00	ES	Futures	4336.89	4337.17	4334.9	4335.19	501.0
2022-06-24 02:30:00	ES	Futures	4335.47	4337.17	4331.79	4332.64	1108.0
2022-06-24 02:35:00	ES	Futures	4332.64	4333.77	4331.22	4333.77	953.0
2022-06-24 02:40:00	ES	Futures	4334.05	4335.75	4332.64	4333.49	787.0
2022-06-24 02:45:00	ES	Futures	4333.49	4334.34	4332.07	4333.2	483.0
2022-06-24 02:50:00	ES	Futures	4333.2	4333.77	4332.35	4332.64	375.0
2022-06-24 02:55:00	ES	Futures	4332.35	4332.35	4329.52	4329.8	1049.0
2022-06-24 03:00:00	ES	Futures	4330.09	4330.94	4324.99	4327.54	2418.0
2022-06-24 03:05:00	ES	Futures	4327.54	4334.34	4326.41	4332.92	1720.0
2022-06-24 03:10:00	ES	Futures	4332.64	4334.34	4329.24	4329.8	1275.0
2022-06-24 03:15:00	ES	Futures	4330.09	4331.22	4324.71	4327.26	1939.0
2022-06-24 03:20:00	ES	Futures	4326.97	4329.24	4325.27	4326.41	1417.0
2022-06-24 03:25:00	ES	Futures	4326.41	4330.09	4325.56	4329.8	1312.0
2022-06-24 03:30:00	ES	Futures	4329.52	4334.05	4328.67	4333.2	1562.0
2022-06-24 03:35:00	ES	Futures	4333.2	4335.19	4330.37	4333.77	1513.0
2022-06-24 03:40:00	ES	Futures	4333.77	4337.17	4332.07	4336.04	1653.0
2022-06-24 03:45:00	ES	Futures	4336.04	4336.89	4333.77	4335.47	1395.0
2022-06-24 03:50:00	ES	Futures	4335.75	4338.59	4334.9	4335.47	1970.0
2022-06-24 03:55:00	ES	Futures	4335.75	4338.02	4333.77	4334.62	1890.0
2022-06-24 04:00:00	ES	Futures	4334.62	4339.72	4332.35	4334.05	3027.0
2022-06-24 04:05:00	ES	Futures	4334.05	4334.62	4331.22	4331.79	2117.0

> showing 50 of 15,925 rows — these rows as CSV

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