PREVIEW / futures_5min / 2022-06-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-26.parquet
  size:    89 KB
  rows:    3,896

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
2022-06-26 18:00:00	ES	Futures	4436.03	4444.53	4432.92	4436.03	3534.0
2022-06-26 18:05:00	ES	Futures	4435.75	4440.0	4433.2	4433.77	1066.0
2022-06-26 18:10:00	ES	Futures	4433.48	4433.48	4429.52	4430.37	1141.0
2022-06-26 18:15:00	ES	Futures	4430.08	4432.07	4424.98	4425.83	1932.0
2022-06-26 18:20:00	ES	Futures	4425.55	4427.25	4424.13	4425.27	831.0
2022-06-26 18:25:00	ES	Futures	4424.98	4426.4	4423.0	4423.85	644.0
2022-06-26 18:30:00	ES	Futures	4423.57	4426.97	4423.0	4426.12	1110.0
2022-06-26 18:35:00	ES	Futures	4425.83	4426.97	4420.73	4422.72	939.0
2022-06-26 18:40:00	ES	Futures	4422.43	4423.28	4420.17	4422.43	752.0
2022-06-26 18:45:00	ES	Futures	4422.43	4423.85	4420.17	4421.58	676.0
2022-06-26 18:50:00	ES	Futures	4422.15	4424.98	4421.87	4424.7	459.0
2022-06-26 18:55:00	ES	Futures	4424.7	4426.97	4423.57	4424.98	574.0
2022-06-26 19:00:00	ES	Futures	4424.98	4428.38	4424.98	4427.25	666.0
2022-06-26 19:05:00	ES	Futures	4427.25	4427.53	4425.27	4425.83	490.0
2022-06-26 19:10:00	ES	Futures	4425.55	4427.82	4425.27	4426.4	447.0
2022-06-26 19:15:00	ES	Futures	4426.4	4426.97	4425.55	4426.12	373.0
2022-06-26 19:20:00	ES	Futures	4426.12	4427.25	4425.83	4426.97	174.0
2022-06-26 19:25:00	ES	Futures	4426.68	4434.9	4426.68	4433.77	1913.0
2022-06-26 19:30:00	ES	Futures	4433.48	4433.77	4429.52	4429.8	791.0
2022-06-26 19:35:00	ES	Futures	4429.8	4429.8	4424.42	4426.12	1106.0
2022-06-26 19:40:00	ES	Futures	4425.83	4425.83	4421.3	4422.43	865.0
2022-06-26 19:45:00	ES	Futures	4422.43	4425.55	4421.02	4422.43	832.0
2022-06-26 19:50:00	ES	Futures	4422.72	4423.57	4420.73	4421.3	775.0
2022-06-26 19:55:00	ES	Futures	4421.58	4421.87	4418.19	4419.04	1276.0
2022-06-26 20:00:00	ES	Futures	4418.75	4423.28	4413.94	4415.35	2772.0
2022-06-26 20:05:00	ES	Futures	4415.35	4420.17	4415.35	4419.32	1836.0
2022-06-26 20:10:00	ES	Futures	4419.32	4419.32	4416.49	4416.77	770.0
2022-06-26 20:15:00	ES	Futures	4416.49	4417.62	4414.79	4416.49	992.0
2022-06-26 20:20:00	ES	Futures	4416.49	4419.32	4415.35	4419.32	1068.0
2022-06-26 20:25:00	ES	Futures	4419.32	4421.02	4416.77	4419.89	883.0
2022-06-26 20:30:00	ES	Futures	4419.89	4421.87	4417.9	4419.89	814.0
2022-06-26 20:35:00	ES	Futures	4419.89	4422.15	4419.32	4419.6	602.0
2022-06-26 20:40:00	ES	Futures	4419.89	4421.87	4417.05	4418.19	964.0
2022-06-26 20:45:00	ES	Futures	4418.19	4419.6	4417.9	4418.47	539.0
2022-06-26 20:50:00	ES	Futures	4418.47	4421.3	4415.64	4415.92	1082.0
2022-06-26 20:55:00	ES	Futures	4415.92	4417.05	4414.79	4415.64	681.0
2022-06-26 21:00:00	ES	Futures	4415.35	4419.6	4415.35	4419.32	603.0
2022-06-26 21:05:00	ES	Futures	4419.04	4422.43	4417.9	4421.58	914.0
2022-06-26 21:10:00	ES	Futures	4421.58	4422.15	4419.32	4420.73	637.0
2022-06-26 21:15:00	ES	Futures	4421.02	4426.68	4420.17	4425.27	2141.0
2022-06-26 21:20:00	ES	Futures	4425.83	4426.68	4422.72	4425.83	1023.0
2022-06-26 21:25:00	ES	Futures	4425.55	4426.68	4421.87	4425.83	1297.0
2022-06-26 21:30:00	ES	Futures	4425.55	4429.8	4424.7	4428.38	1661.0
2022-06-26 21:35:00	ES	Futures	4428.38	4429.23	4426.4	4429.23	1263.0
2022-06-26 21:40:00	ES	Futures	4428.95	4429.52	4426.12	4426.68	800.0
2022-06-26 21:45:00	ES	Futures	4426.68	4427.53	4423.57	4426.4	1434.0
2022-06-26 21:50:00	ES	Futures	4426.12	4429.23	4424.98	4429.23	735.0
2022-06-26 21:55:00	ES	Futures	4429.23	4429.8	4427.53	4429.52	584.0
2022-06-26 22:00:00	ES	Futures	4429.52	4434.9	4428.67	4433.77	2045.0
2022-06-26 22:05:00	ES	Futures	4433.48	4433.48	4430.37	4430.65	808.0

> showing 50 of 3,896 rows — these rows as CSV

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