PREVIEW / futures_5min / 2022-07-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-01.parquet
  size:    350 KB
  rows:    16,351

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
2022-07-01 00:00:00	ES	Futures	4255.02	4259.84	4254.45	4258.7	1485.0
2022-07-01 00:05:00	ES	Futures	4258.7	4259.55	4257.29	4257.29	677.0
2022-07-01 00:10:00	ES	Futures	4257.57	4258.7	4248.79	4250.77	2383.0
2022-07-01 00:15:00	ES	Futures	4250.77	4252.19	4245.96	4247.09	1500.0
2022-07-01 00:20:00	ES	Futures	4247.09	4251.91	4245.11	4250.21	1514.0
2022-07-01 00:25:00	ES	Futures	4249.92	4251.34	4246.81	4248.22	712.0
2022-07-01 00:30:00	ES	Futures	4247.94	4254.17	4247.66	4252.75	1117.0
2022-07-01 00:35:00	ES	Futures	4253.32	4254.45	4249.92	4251.91	749.0
2022-07-01 00:40:00	ES	Futures	4252.19	4256.72	4251.91	4255.3	755.0
2022-07-01 00:45:00	ES	Futures	4255.3	4255.87	4252.47	4254.74	579.0
2022-07-01 00:50:00	ES	Futures	4254.74	4256.72	4253.89	4254.74	603.0
2022-07-01 00:55:00	ES	Futures	4254.45	4255.87	4250.49	4250.49	510.0
2022-07-01 01:00:00	ES	Futures	4250.77	4253.32	4248.79	4251.06	1100.0
2022-07-01 01:05:00	ES	Futures	4250.77	4254.45	4249.64	4253.6	635.0
2022-07-01 01:10:00	ES	Futures	4253.32	4255.02	4251.34	4251.34	492.0
2022-07-01 01:15:00	ES	Futures	4251.06	4251.62	4245.11	4247.37	1368.0
2022-07-01 01:20:00	ES	Futures	4247.37	4248.79	4245.96	4247.37	632.0
2022-07-01 01:25:00	ES	Futures	4247.37	4254.17	4246.52	4252.75	1037.0
2022-07-01 01:30:00	ES	Futures	4252.47	4253.6	4247.09	4249.92	862.0
2022-07-01 01:35:00	ES	Futures	4250.21	4251.91	4247.66	4249.36	784.0
2022-07-01 01:40:00	ES	Futures	4249.64	4255.02	4249.64	4254.17	727.0
2022-07-01 01:45:00	ES	Futures	4254.45	4259.84	4253.89	4254.17	1620.0
2022-07-01 01:50:00	ES	Futures	4254.17	4256.15	4253.04	4254.74	787.0
2022-07-01 01:55:00	ES	Futures	4255.02	4258.7	4253.89	4253.89	1206.0
2022-07-01 02:00:00	ES	Futures	4253.89	4257.57	4249.07	4255.02	1757.0
2022-07-01 02:05:00	ES	Futures	4255.3	4256.44	4249.07	4251.06	1426.0
2022-07-01 02:10:00	ES	Futures	4250.77	4256.44	4249.36	4255.87	1776.0
2022-07-01 02:15:00	ES	Futures	4255.87	4256.15	4250.49	4250.77	1162.0
2022-07-01 02:20:00	ES	Futures	4251.06	4257.57	4250.77	4255.02	1317.0
2022-07-01 02:25:00	ES	Futures	4255.3	4264.37	4254.17	4262.67	2263.0
2022-07-01 02:30:00	ES	Futures	4262.67	4263.52	4258.7	4258.99	1207.0
2022-07-01 02:35:00	ES	Futures	4259.27	4260.97	4258.14	4258.42	766.0
2022-07-01 02:40:00	ES	Futures	4258.42	4258.99	4254.74	4255.59	667.0
2022-07-01 02:45:00	ES	Futures	4255.02	4256.44	4253.04	4254.45	709.0
2022-07-01 02:50:00	ES	Futures	4254.74	4256.72	4254.17	4255.3	725.0
2022-07-01 02:55:00	ES	Futures	4255.3	4260.12	4254.45	4256.44	1280.0
2022-07-01 03:00:00	ES	Futures	4256.72	4257.0	4242.84	4246.81	4705.0
2022-07-01 03:05:00	ES	Futures	4247.09	4257.0	4246.52	4256.15	3050.0
2022-07-01 03:10:00	ES	Futures	4256.15	4257.85	4251.06	4252.19	2393.0
2022-07-01 03:15:00	ES	Futures	4252.19	4255.02	4247.94	4254.74	2261.0
2022-07-01 03:20:00	ES	Futures	4254.45	4260.69	4251.91	4259.84	2017.0
2022-07-01 03:25:00	ES	Futures	4259.55	4262.95	4256.72	4259.27	2312.0
2022-07-01 03:30:00	ES	Futures	4259.55	4270.03	4259.27	4268.9	4150.0
2022-07-01 03:35:00	ES	Futures	4268.9	4269.18	4265.22	4266.35	1984.0
2022-07-01 03:40:00	ES	Futures	4266.35	4266.92	4261.54	4262.67	1584.0
2022-07-01 03:45:00	ES	Futures	4262.39	4264.65	4260.12	4261.54	2545.0
2022-07-01 03:50:00	ES	Futures	4261.82	4266.35	4261.54	4264.94	1688.0
2022-07-01 03:55:00	ES	Futures	4265.22	4265.79	4258.14	4259.55	1653.0
2022-07-01 04:00:00	ES	Futures	4259.84	4263.52	4255.59	4256.15	2285.0
2022-07-01 04:05:00	ES	Futures	4256.15	4258.99	4252.47	4258.14	2016.0

> showing 50 of 16,351 rows — these rows as CSV

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