PREVIEW / futures_5min / 2022-06-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-27.parquet
  size:    349 KB
  rows:    19,548

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
2022-06-27 00:00:00	ES	Futures	4449.06	4449.35	4446.51	4447.65	621.0
2022-06-27 00:05:00	ES	Futures	4447.65	4447.93	4446.8	4447.36	313.0
2022-06-27 00:10:00	ES	Futures	4447.08	4447.93	4446.23	4447.93	303.0
2022-06-27 00:15:00	ES	Futures	4447.93	4448.21	4446.23	4447.36	427.0
2022-06-27 00:20:00	ES	Futures	4447.36	4449.06	4446.23	4448.78	539.0
2022-06-27 00:25:00	ES	Futures	4449.06	4449.35	4447.65	4448.78	256.0
2022-06-27 00:30:00	ES	Futures	4448.5	4449.35	4447.93	4448.21	254.0
2022-06-27 00:35:00	ES	Futures	4447.93	4449.35	4447.65	4449.06	251.0
2022-06-27 00:40:00	ES	Futures	4449.06	4449.63	4448.21	4449.06	242.0
2022-06-27 00:45:00	ES	Futures	4449.06	4450.48	4449.06	4449.35	395.0
2022-06-27 00:50:00	ES	Futures	4449.35	4449.91	4448.5	4448.78	149.0
2022-06-27 00:55:00	ES	Futures	4448.78	4449.63	4448.21	4449.63	220.0
2022-06-27 01:00:00	ES	Futures	4449.63	4449.63	4447.65	4449.06	469.0
2022-06-27 01:05:00	ES	Futures	4449.06	4451.04	4448.5	4449.35	403.0
2022-06-27 01:10:00	ES	Futures	4449.35	4451.04	4447.08	4447.65	550.0
2022-06-27 01:15:00	ES	Futures	4447.36	4447.36	4437.16	4438.3	1967.0
2022-06-27 01:20:00	ES	Futures	4438.3	4443.96	4437.45	4440.85	944.0
2022-06-27 01:25:00	ES	Futures	4441.13	4442.55	4437.45	4438.86	701.0
2022-06-27 01:30:00	ES	Futures	4438.86	4440.56	4436.31	4437.73	832.0
2022-06-27 01:35:00	ES	Futures	4437.45	4442.83	4437.45	4441.7	648.0
2022-06-27 01:40:00	ES	Futures	4441.98	4442.83	4440.28	4441.98	819.0
2022-06-27 01:45:00	ES	Futures	4441.98	4443.11	4441.13	4442.83	455.0
2022-06-27 01:50:00	ES	Futures	4442.55	4443.11	4440.0	4440.56	468.0
2022-06-27 01:55:00	ES	Futures	4440.56	4442.55	4439.43	4442.55	790.0
2022-06-27 02:00:00	ES	Futures	4442.83	4443.11	4434.62	4435.75	1856.0
2022-06-27 02:05:00	ES	Futures	4435.75	4440.28	4432.92	4438.58	1115.0
2022-06-27 02:10:00	ES	Futures	4438.58	4442.55	4438.58	4439.71	952.0
2022-06-27 02:15:00	ES	Futures	4439.71	4441.13	4438.58	4440.0	578.0
2022-06-27 02:20:00	ES	Futures	4440.0	4441.41	4436.31	4437.45	872.0
2022-06-27 02:25:00	ES	Futures	4437.16	4437.73	4434.33	4436.03	1170.0
2022-06-27 02:30:00	ES	Futures	4436.03	4437.16	4434.62	4436.03	541.0
2022-06-27 02:35:00	ES	Futures	4436.31	4438.58	4436.03	4437.16	540.0
2022-06-27 02:40:00	ES	Futures	4437.16	4437.45	4433.48	4435.46	736.0
2022-06-27 02:45:00	ES	Futures	4435.46	4436.6	4434.33	4434.62	575.0
2022-06-27 02:50:00	ES	Futures	4434.9	4436.88	4432.35	4436.6	936.0
2022-06-27 02:55:00	ES	Futures	4436.88	4437.16	4433.77	4435.75	827.0
2022-06-27 03:00:00	ES	Futures	4435.46	4441.7	4432.92	4441.13	3149.0
2022-06-27 03:05:00	ES	Futures	4441.41	4447.36	4439.15	4446.51	2694.0
2022-06-27 03:10:00	ES	Futures	4446.51	4448.78	4443.4	4446.23	1531.0
2022-06-27 03:15:00	ES	Futures	4446.51	4453.88	4446.51	4447.65	2978.0
2022-06-27 03:20:00	ES	Futures	4447.36	4453.88	4447.08	4452.46	1727.0
2022-06-27 03:25:00	ES	Futures	4452.74	4460.96	4452.18	4459.26	3181.0
2022-06-27 03:30:00	ES	Futures	4459.54	4468.61	4458.13	4467.76	3937.0
2022-06-27 03:35:00	ES	Futures	4467.76	4472.01	4466.91	4468.89	3427.0
2022-06-27 03:40:00	ES	Futures	4468.89	4469.74	4462.09	4462.38	3486.0
2022-06-27 03:45:00	ES	Futures	4462.09	4466.34	4462.09	4465.78	1875.0
2022-06-27 03:50:00	ES	Futures	4465.78	4470.59	4465.49	4469.17	2893.0
2022-06-27 03:55:00	ES	Futures	4469.17	4470.87	4468.04	4469.74	1723.0
2022-06-27 04:00:00	ES	Futures	4469.74	4473.14	4467.19	4469.17	2787.0
2022-06-27 04:05:00	ES	Futures	4469.17	4473.42	4468.61	4468.89	2810.0

> showing 50 of 19,548 rows — these rows as CSV

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