PREVIEW / futures_5min / 2022-06-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-29.parquet
  size:    362 KB
  rows:    19,911

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
2022-06-29 00:00:00	ES	Futures	4340.85	4341.99	4339.44	4341.42	780.0
2022-06-29 00:05:00	ES	Futures	4341.14	4341.99	4340.0	4340.0	652.0
2022-06-29 00:10:00	ES	Futures	4340.0	4341.7	4339.44	4341.42	764.0
2022-06-29 00:15:00	ES	Futures	4341.42	4341.99	4340.0	4340.85	457.0
2022-06-29 00:20:00	ES	Futures	4340.85	4341.7	4339.72	4340.29	616.0
2022-06-29 00:25:00	ES	Futures	4340.57	4341.14	4339.15	4340.0	330.0
2022-06-29 00:30:00	ES	Futures	4340.0	4345.38	4338.3	4344.82	2258.0
2022-06-29 00:35:00	ES	Futures	4344.82	4345.38	4343.4	4344.82	686.0
2022-06-29 00:40:00	ES	Futures	4345.1	4345.38	4343.97	4345.38	1006.0
2022-06-29 00:45:00	ES	Futures	4345.38	4345.38	4343.97	4344.25	895.0
2022-06-29 00:50:00	ES	Futures	4344.25	4344.53	4343.12	4343.4	478.0
2022-06-29 00:55:00	ES	Futures	4343.4	4343.69	4341.7	4342.27	642.0
2022-06-29 01:00:00	ES	Futures	4342.27	4345.38	4340.85	4345.1	1483.0
2022-06-29 01:05:00	ES	Futures	4345.1	4345.38	4342.84	4343.69	1196.0
2022-06-29 01:10:00	ES	Futures	4343.69	4344.82	4342.84	4344.25	584.0
2022-06-29 01:15:00	ES	Futures	4344.53	4345.38	4343.97	4344.82	755.0
2022-06-29 01:20:00	ES	Futures	4344.82	4345.38	4343.4	4344.82	1104.0
2022-06-29 01:25:00	ES	Futures	4344.53	4344.53	4341.14	4341.7	728.0
2022-06-29 01:30:00	ES	Futures	4341.7	4343.69	4341.42	4342.55	903.0
2022-06-29 01:35:00	ES	Futures	4342.55	4342.84	4340.0	4340.29	525.0
2022-06-29 01:40:00	ES	Futures	4340.0	4342.55	4338.3	4342.27	788.0
2022-06-29 01:45:00	ES	Futures	4342.55	4343.12	4341.42	4343.12	765.0
2022-06-29 01:50:00	ES	Futures	4343.12	4343.12	4340.0	4341.14	421.0
2022-06-29 01:55:00	ES	Futures	4341.14	4342.27	4338.59	4340.57	1154.0
2022-06-29 02:00:00	ES	Futures	4340.57	4343.69	4339.44	4340.29	1458.0
2022-06-29 02:05:00	ES	Futures	4340.0	4342.27	4334.34	4334.62	1472.0
2022-06-29 02:10:00	ES	Futures	4334.62	4337.45	4333.77	4336.04	1203.0
2022-06-29 02:15:00	ES	Futures	4336.04	4338.59	4335.75	4337.74	839.0
2022-06-29 02:20:00	ES	Futures	4337.74	4338.02	4332.92	4335.75	1572.0
2022-06-29 02:25:00	ES	Futures	4335.75	4338.3	4335.19	4337.45	787.0
2022-06-29 02:30:00	ES	Futures	4337.45	4338.3	4334.34	4334.34	928.0
2022-06-29 02:35:00	ES	Futures	4334.34	4334.9	4331.22	4331.79	1565.0
2022-06-29 02:40:00	ES	Futures	4331.5	4332.07	4329.8	4330.65	1704.0
2022-06-29 02:45:00	ES	Futures	4330.37	4332.92	4328.67	4328.95	2742.0
2022-06-29 02:50:00	ES	Futures	4328.95	4329.24	4322.72	4323.86	4419.0
2022-06-29 02:55:00	ES	Futures	4323.57	4326.12	4322.16	4324.71	1735.0
2022-06-29 03:00:00	ES	Futures	4324.42	4327.26	4321.59	4327.26	5947.0
2022-06-29 03:05:00	ES	Futures	4327.26	4330.94	4324.71	4326.41	3669.0
2022-06-29 03:10:00	ES	Futures	4326.97	4330.09	4325.84	4329.8	1583.0
2022-06-29 03:15:00	ES	Futures	4329.8	4339.72	4329.8	4335.47	3592.0
2022-06-29 03:20:00	ES	Futures	4335.47	4338.02	4332.92	4335.19	1540.0
2022-06-29 03:25:00	ES	Futures	4335.19	4341.42	4333.77	4337.17	1580.0
2022-06-29 03:30:00	ES	Futures	4337.17	4337.17	4329.24	4332.64	1976.0
2022-06-29 03:35:00	ES	Futures	4332.64	4339.15	4331.22	4336.6	2434.0
2022-06-29 03:40:00	ES	Futures	4336.89	4339.15	4334.9	4338.02	1054.0
2022-06-29 03:45:00	ES	Futures	4337.74	4340.29	4332.92	4334.62	2403.0
2022-06-29 03:50:00	ES	Futures	4334.9	4338.02	4333.49	4334.9	1544.0
2022-06-29 03:55:00	ES	Futures	4334.9	4335.47	4330.09	4331.79	1342.0
2022-06-29 04:00:00	ES	Futures	4331.79	4338.59	4328.95	4337.17	3433.0
2022-06-29 04:05:00	ES	Futures	4337.17	4342.55	4336.6	4341.42	2590.0

> showing 50 of 19,911 rows — these rows as CSV

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