PREVIEW / futures_5min / 2022-06-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-28.parquet
  size:    366 KB
  rows:    19,811

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
2022-06-28 00:00:00	ES	Futures	4418.75	4421.3	4418.47	4421.02	446.0
2022-06-28 00:05:00	ES	Futures	4421.02	4421.58	4419.04	4419.89	205.0
2022-06-28 00:10:00	ES	Futures	4419.89	4420.17	4418.47	4419.6	344.0
2022-06-28 00:15:00	ES	Futures	4419.89	4419.89	4414.5	4414.79	799.0
2022-06-28 00:20:00	ES	Futures	4415.07	4416.49	4414.22	4415.92	361.0
2022-06-28 00:25:00	ES	Futures	4415.92	4417.34	4414.79	4417.05	359.0
2022-06-28 00:30:00	ES	Futures	4417.05	4422.72	4416.77	4422.15	752.0
2022-06-28 00:35:00	ES	Futures	4422.43	4423.57	4421.58	4422.15	843.0
2022-06-28 00:40:00	ES	Futures	4422.43	4423.0	4420.17	4420.45	585.0
2022-06-28 00:45:00	ES	Futures	4420.73	4421.3	4419.32	4420.45	363.0
2022-06-28 00:50:00	ES	Futures	4420.45	4420.45	4417.62	4418.19	508.0
2022-06-28 00:55:00	ES	Futures	4418.47	4418.75	4417.34	4418.75	362.0
2022-06-28 01:00:00	ES	Futures	4418.47	4423.28	4418.47	4420.17	789.0
2022-06-28 01:05:00	ES	Futures	4419.89	4423.28	4418.19	4422.72	482.0
2022-06-28 01:10:00	ES	Futures	4422.72	4423.57	4421.3	4422.43	587.0
2022-06-28 01:15:00	ES	Futures	4423.0	4423.0	4421.02	4421.87	326.0
2022-06-28 01:20:00	ES	Futures	4421.58	4421.87	4419.89	4420.73	261.0
2022-06-28 01:25:00	ES	Futures	4420.73	4422.43	4419.32	4421.58	493.0
2022-06-28 01:30:00	ES	Futures	4421.87	4423.57	4421.02	4423.57	1172.0
2022-06-28 01:35:00	ES	Futures	4423.28	4428.38	4423.28	4426.12	1873.0
2022-06-28 01:40:00	ES	Futures	4426.12	4426.97	4423.85	4424.98	551.0
2022-06-28 01:45:00	ES	Futures	4424.98	4426.68	4423.85	4425.83	401.0
2022-06-28 01:50:00	ES	Futures	4425.55	4426.12	4424.13	4424.98	396.0
2022-06-28 01:55:00	ES	Futures	4424.98	4427.53	4424.7	4425.83	800.0
2022-06-28 02:00:00	ES	Futures	4426.4	4431.78	4425.83	4430.65	1237.0
2022-06-28 02:05:00	ES	Futures	4430.65	4440.85	4429.52	4440.0	2894.0
2022-06-28 02:10:00	ES	Futures	4440.0	4449.63	4439.43	4444.25	3872.0
2022-06-28 02:15:00	ES	Futures	4444.25	4448.21	4442.83	4444.53	1696.0
2022-06-28 02:20:00	ES	Futures	4444.81	4446.8	4443.96	4444.81	898.0
2022-06-28 02:25:00	ES	Futures	4445.1	4446.51	4444.25	4445.95	781.0
2022-06-28 02:30:00	ES	Futures	4446.23	4446.8	4442.55	4443.68	868.0
2022-06-28 02:35:00	ES	Futures	4443.96	4443.96	4440.28	4442.83	1205.0
2022-06-28 02:40:00	ES	Futures	4442.83	4446.23	4442.26	4445.38	966.0
2022-06-28 02:45:00	ES	Futures	4445.1	4446.51	4443.68	4444.81	765.0
2022-06-28 02:50:00	ES	Futures	4445.1	4445.38	4442.55	4443.68	651.0
2022-06-28 02:55:00	ES	Futures	4443.68	4444.25	4441.41	4442.26	650.0
2022-06-28 03:00:00	ES	Futures	4442.26	4449.06	4442.26	4446.23	1936.0
2022-06-28 03:05:00	ES	Futures	4446.23	4449.06	4443.96	4447.93	1284.0
2022-06-28 03:10:00	ES	Futures	4447.36	4461.81	4447.36	4457.84	5444.0
2022-06-28 03:15:00	ES	Futures	4457.56	4458.69	4451.33	4451.61	2047.0
2022-06-28 03:20:00	ES	Futures	4451.61	4452.74	4445.38	4448.21	1844.0
2022-06-28 03:25:00	ES	Futures	4448.21	4448.5	4439.15	4440.85	2267.0
2022-06-28 03:30:00	ES	Futures	4440.85	4440.85	4434.05	4436.6	2390.0
2022-06-28 03:35:00	ES	Futures	4436.6	4440.0	4433.48	4433.77	1843.0
2022-06-28 03:40:00	ES	Futures	4433.48	4436.6	4433.2	4433.77	1528.0
2022-06-28 03:45:00	ES	Futures	4433.48	4436.03	4428.1	4430.37	1845.0
2022-06-28 03:50:00	ES	Futures	4430.65	4438.01	4429.8	4436.03	1594.0
2022-06-28 03:55:00	ES	Futures	4436.6	4438.86	4435.18	4438.3	1034.0
2022-06-28 04:00:00	ES	Futures	4438.3	4443.11	4437.16	4442.83	1852.0
2022-06-28 04:05:00	ES	Futures	4442.55	4445.66	4440.56	4441.13	2102.0

> showing 50 of 19,811 rows — these rows as CSV

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