PREVIEW / futures_5min / 2022-06-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-30.parquet
  size:    412 KB
  rows:    20,164

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
2022-06-30 00:00:00	ES	Futures	4317.34	4318.47	4315.36	4316.49	759.0
2022-06-30 00:05:00	ES	Futures	4317.06	4317.91	4315.92	4316.49	470.0
2022-06-30 00:10:00	ES	Futures	4316.21	4318.47	4315.64	4317.62	255.0
2022-06-30 00:15:00	ES	Futures	4317.91	4319.32	4317.34	4319.32	174.0
2022-06-30 00:20:00	ES	Futures	4319.32	4319.32	4317.06	4318.47	286.0
2022-06-30 00:25:00	ES	Futures	4318.47	4319.04	4317.62	4317.62	166.0
2022-06-30 00:30:00	ES	Futures	4317.91	4319.32	4316.21	4317.34	384.0
2022-06-30 00:35:00	ES	Futures	4317.34	4317.62	4314.79	4315.64	501.0
2022-06-30 00:40:00	ES	Futures	4316.21	4317.91	4315.64	4316.77	225.0
2022-06-30 00:45:00	ES	Futures	4317.06	4317.34	4315.92	4316.21	199.0
2022-06-30 00:50:00	ES	Futures	4316.21	4316.77	4315.07	4315.07	163.0
2022-06-30 00:55:00	ES	Futures	4315.64	4316.21	4313.94	4315.64	377.0
2022-06-30 01:00:00	ES	Futures	4315.36	4317.06	4313.09	4315.36	700.0
2022-06-30 01:05:00	ES	Futures	4315.64	4315.64	4313.37	4314.51	591.0
2022-06-30 01:10:00	ES	Futures	4314.51	4314.79	4312.81	4314.51	525.0
2022-06-30 01:15:00	ES	Futures	4314.51	4316.21	4312.81	4312.81	371.0
2022-06-30 01:20:00	ES	Futures	4312.53	4313.09	4308.56	4308.56	1778.0
2022-06-30 01:25:00	ES	Futures	4308.56	4308.56	4295.81	4302.04	4820.0
2022-06-30 01:30:00	ES	Futures	4302.33	4302.33	4299.78	4300.63	1221.0
2022-06-30 01:35:00	ES	Futures	4300.34	4300.63	4296.95	4298.64	1856.0
2022-06-30 01:40:00	ES	Futures	4298.93	4299.21	4293.55	4294.96	2044.0
2022-06-30 01:45:00	ES	Futures	4294.68	4299.49	4294.4	4297.8	1074.0
2022-06-30 01:50:00	ES	Futures	4297.8	4299.21	4295.81	4296.1	754.0
2022-06-30 01:55:00	ES	Futures	4296.38	4301.48	4296.1	4299.49	1977.0
2022-06-30 02:00:00	ES	Futures	4299.78	4302.61	4295.53	4295.81	1766.0
2022-06-30 02:05:00	ES	Futures	4296.1	4296.66	4290.15	4290.71	3824.0
2022-06-30 02:10:00	ES	Futures	4290.71	4294.4	4287.03	4293.55	3289.0
2022-06-30 02:15:00	ES	Futures	4293.55	4295.53	4292.13	4293.26	1407.0
2022-06-30 02:20:00	ES	Futures	4293.26	4293.83	4289.86	4291.85	1063.0
2022-06-30 02:25:00	ES	Futures	4292.13	4292.41	4284.2	4285.61	2735.0
2022-06-30 02:30:00	ES	Futures	4285.33	4286.18	4277.4	4278.25	6088.0
2022-06-30 02:35:00	ES	Futures	4278.25	4278.82	4270.32	4276.55	6133.0
2022-06-30 02:40:00	ES	Futures	4276.55	4278.53	4268.9	4272.3	3223.0
2022-06-30 02:45:00	ES	Futures	4272.3	4276.27	4271.17	4275.42	3805.0
2022-06-30 02:50:00	ES	Futures	4275.7	4278.53	4273.15	4275.7	2295.0
2022-06-30 02:55:00	ES	Futures	4275.7	4278.82	4274.85	4276.83	2321.0
2022-06-30 03:00:00	ES	Futures	4276.83	4280.52	4274.0	4274.57	4223.0
2022-06-30 03:05:00	ES	Futures	4274.57	4277.97	4270.6	4275.7	3012.0
2022-06-30 03:10:00	ES	Futures	4275.7	4280.8	4271.45	4274.85	2683.0
2022-06-30 03:15:00	ES	Futures	4274.28	4274.28	4266.35	4269.75	5094.0
2022-06-30 03:20:00	ES	Futures	4269.75	4272.3	4266.07	4270.03	3565.0
2022-06-30 03:25:00	ES	Futures	4270.03	4276.27	4268.62	4270.6	3388.0
2022-06-30 03:30:00	ES	Futures	4270.88	4274.85	4266.64	4274.57	3825.0
2022-06-30 03:35:00	ES	Futures	4274.85	4277.4	4271.73	4274.0	2691.0
2022-06-30 03:40:00	ES	Futures	4274.28	4280.8	4274.28	4279.95	2587.0
2022-06-30 03:45:00	ES	Futures	4279.67	4285.05	4275.13	4284.76	5078.0
2022-06-30 03:50:00	ES	Futures	4285.05	4286.18	4283.63	4284.2	2284.0
2022-06-30 03:55:00	ES	Futures	4284.2	4285.9	4280.52	4283.06	2400.0
2022-06-30 04:00:00	ES	Futures	4283.06	4288.73	4282.22	4288.16	3646.0
2022-06-30 04:05:00	ES	Futures	4288.16	4290.43	4283.35	4285.33	2798.0

> showing 50 of 20,164 rows — these rows as CSV

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