PREVIEW / futures_5min / 2022-07-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-03.parquet
  size:    76 KB
  rows:    3,506

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
2022-07-03 18:00:00	ES	Futures	4338.02	4338.02	4331.22	4331.5	1562.0
2022-07-03 18:05:00	ES	Futures	4331.5	4332.92	4330.09	4332.64	570.0
2022-07-03 18:10:00	ES	Futures	4332.92	4333.77	4331.22	4331.22	224.0
2022-07-03 18:15:00	ES	Futures	4331.22	4332.07	4329.52	4330.09	529.0
2022-07-03 18:20:00	ES	Futures	4329.8	4331.5	4329.8	4331.5	126.0
2022-07-03 18:25:00	ES	Futures	4331.79	4331.79	4330.09	4330.65	176.0
2022-07-03 18:30:00	ES	Futures	4330.37	4331.5	4330.09	4330.65	206.0
2022-07-03 18:35:00	ES	Futures	4330.37	4330.94	4328.67	4329.24	280.0
2022-07-03 18:40:00	ES	Futures	4328.95	4328.95	4327.26	4327.54	346.0
2022-07-03 18:45:00	ES	Futures	4327.82	4329.52	4327.54	4328.67	461.0
2022-07-03 18:50:00	ES	Futures	4328.67	4329.24	4328.11	4328.95	438.0
2022-07-03 18:55:00	ES	Futures	4328.67	4331.5	4328.67	4330.94	406.0
2022-07-03 19:00:00	ES	Futures	4330.94	4334.34	4330.65	4333.77	553.0
2022-07-03 19:05:00	ES	Futures	4334.05	4334.05	4332.35	4333.49	317.0
2022-07-03 19:10:00	ES	Futures	4333.2	4333.77	4332.07	4332.35	274.0
2022-07-03 19:15:00	ES	Futures	4332.64	4333.49	4331.22	4331.79	198.0
2022-07-03 19:20:00	ES	Futures	4331.79	4331.79	4330.65	4331.5	208.0
2022-07-03 19:25:00	ES	Futures	4331.79	4332.64	4328.95	4329.52	560.0
2022-07-03 19:30:00	ES	Futures	4329.52	4329.52	4321.02	4321.31	1459.0
2022-07-03 19:35:00	ES	Futures	4321.59	4325.27	4321.31	4325.27	414.0
2022-07-03 19:40:00	ES	Futures	4324.99	4326.12	4321.87	4321.87	402.0
2022-07-03 19:45:00	ES	Futures	4321.59	4321.59	4317.06	4319.32	1068.0
2022-07-03 19:50:00	ES	Futures	4319.32	4321.02	4317.62	4317.91	439.0
2022-07-03 19:55:00	ES	Futures	4318.19	4321.02	4316.49	4319.04	796.0
2022-07-03 20:00:00	ES	Futures	4318.76	4321.87	4315.36	4315.36	1456.0
2022-07-03 20:05:00	ES	Futures	4315.07	4319.04	4313.37	4318.47	1223.0
2022-07-03 20:10:00	ES	Futures	4318.76	4321.31	4317.06	4320.74	825.0
2022-07-03 20:15:00	ES	Futures	4320.74	4321.87	4317.62	4320.46	759.0
2022-07-03 20:20:00	ES	Futures	4320.74	4321.59	4317.91	4317.91	640.0
2022-07-03 20:25:00	ES	Futures	4317.62	4319.32	4313.94	4318.19	1049.0
2022-07-03 20:30:00	ES	Futures	4318.76	4321.59	4317.34	4318.47	643.0
2022-07-03 20:35:00	ES	Futures	4318.76	4320.17	4316.49	4317.34	485.0
2022-07-03 20:40:00	ES	Futures	4317.06	4318.76	4314.79	4316.21	530.0
2022-07-03 20:45:00	ES	Futures	4315.92	4315.92	4311.39	4311.96	1033.0
2022-07-03 20:50:00	ES	Futures	4311.96	4311.96	4307.99	4308.56	1293.0
2022-07-03 20:55:00	ES	Futures	4308.28	4311.96	4307.99	4309.98	766.0
2022-07-03 21:00:00	ES	Futures	4309.69	4312.24	4307.99	4310.83	923.0
2022-07-03 21:05:00	ES	Futures	4310.83	4311.39	4308.84	4308.84	526.0
2022-07-03 21:10:00	ES	Futures	4308.84	4310.54	4308.28	4308.84	445.0
2022-07-03 21:15:00	ES	Futures	4308.84	4309.98	4304.31	4306.86	1499.0
2022-07-03 21:20:00	ES	Futures	4306.58	4306.58	4301.48	4302.04	1170.0
2022-07-03 21:25:00	ES	Futures	4302.33	4303.74	4301.19	4302.89	740.0
2022-07-03 21:30:00	ES	Futures	4302.89	4303.18	4298.64	4299.21	1296.0
2022-07-03 21:35:00	ES	Futures	4298.93	4302.61	4297.8	4301.19	878.0
2022-07-03 21:40:00	ES	Futures	4301.48	4307.71	4300.91	4307.14	1204.0
2022-07-03 21:45:00	ES	Futures	4307.14	4311.11	4305.44	4310.26	1146.0
2022-07-03 21:50:00	ES	Futures	4310.26	4311.11	4307.14	4307.99	1036.0
2022-07-03 21:55:00	ES	Futures	4307.43	4310.26	4306.86	4309.98	579.0
2022-07-03 22:00:00	ES	Futures	4309.98	4311.68	4307.14	4307.99	1101.0
2022-07-03 22:05:00	ES	Futures	4308.56	4313.94	4307.43	4313.94	889.0

> showing 50 of 3,506 rows — these rows as CSV

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