PREVIEW / futures_5min / 2022-07-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-04.parquet
  size:    272 KB
  rows:    15,157

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
2022-07-04 00:00:00	ES	Futures	4310.83	4311.68	4307.14	4307.14	341.0
2022-07-04 00:05:00	ES	Futures	4307.14	4308.84	4306.86	4307.99	297.0
2022-07-04 00:10:00	ES	Futures	4307.71	4307.71	4305.73	4306.29	300.0
2022-07-04 00:15:00	ES	Futures	4306.29	4306.58	4305.44	4305.73	216.0
2022-07-04 00:20:00	ES	Futures	4306.01	4306.01	4303.74	4305.73	273.0
2022-07-04 00:25:00	ES	Futures	4305.73	4307.14	4305.16	4305.16	237.0
2022-07-04 00:30:00	ES	Futures	4304.88	4305.73	4303.74	4303.74	301.0
2022-07-04 00:35:00	ES	Futures	4303.46	4304.88	4303.46	4304.88	336.0
2022-07-04 00:40:00	ES	Futures	4304.88	4306.01	4304.03	4305.44	277.0
2022-07-04 00:45:00	ES	Futures	4305.44	4306.58	4305.16	4306.01	299.0
2022-07-04 00:50:00	ES	Futures	4306.01	4308.56	4306.01	4308.56	398.0
2022-07-04 00:55:00	ES	Futures	4308.56	4309.69	4307.99	4309.13	252.0
2022-07-04 01:00:00	ES	Futures	4309.13	4312.81	4307.99	4309.41	593.0
2022-07-04 01:05:00	ES	Futures	4309.41	4311.11	4307.14	4307.99	647.0
2022-07-04 01:10:00	ES	Futures	4307.71	4309.13	4306.01	4307.43	348.0
2022-07-04 01:15:00	ES	Futures	4307.43	4308.56	4306.01	4307.99	398.0
2022-07-04 01:20:00	ES	Futures	4308.56	4311.11	4308.56	4309.41	349.0
2022-07-04 01:25:00	ES	Futures	4309.69	4310.54	4308.28	4309.98	224.0
2022-07-04 01:30:00	ES	Futures	4309.98	4313.09	4309.98	4312.53	379.0
2022-07-04 01:35:00	ES	Futures	4312.24	4314.51	4310.83	4311.11	570.0
2022-07-04 01:40:00	ES	Futures	4311.11	4311.96	4309.98	4311.39	297.0
2022-07-04 01:45:00	ES	Futures	4311.11	4313.37	4311.11	4312.81	228.0
2022-07-04 01:50:00	ES	Futures	4312.24	4315.07	4311.96	4314.79	514.0
2022-07-04 01:55:00	ES	Futures	4315.07	4316.21	4313.94	4315.92	645.0
2022-07-04 02:00:00	ES	Futures	4315.92	4317.06	4312.24	4316.77	608.0
2022-07-04 02:05:00	ES	Futures	4316.49	4318.19	4315.64	4316.49	586.0
2022-07-04 02:10:00	ES	Futures	4316.21	4320.46	4315.64	4318.76	722.0
2022-07-04 02:15:00	ES	Futures	4318.47	4324.42	4318.19	4324.14	1157.0
2022-07-04 02:20:00	ES	Futures	4324.42	4324.99	4321.59	4322.44	615.0
2022-07-04 02:25:00	ES	Futures	4322.72	4324.71	4322.16	4323.29	555.0
2022-07-04 02:30:00	ES	Futures	4323.01	4323.57	4320.74	4322.16	580.0
2022-07-04 02:35:00	ES	Futures	4322.16	4324.42	4321.31	4321.31	484.0
2022-07-04 02:40:00	ES	Futures	4321.31	4321.87	4319.89	4321.87	432.0
2022-07-04 02:45:00	ES	Futures	4321.87	4322.16	4319.61	4319.89	405.0
2022-07-04 02:50:00	ES	Futures	4319.61	4320.74	4317.34	4320.46	725.0
2022-07-04 02:55:00	ES	Futures	4320.17	4320.46	4315.64	4317.62	799.0
2022-07-04 03:00:00	ES	Futures	4317.62	4321.02	4314.22	4315.36	1439.0
2022-07-04 03:05:00	ES	Futures	4315.07	4319.61	4313.66	4316.21	1295.0
2022-07-04 03:10:00	ES	Futures	4316.49	4319.89	4311.96	4312.53	1463.0
2022-07-04 03:15:00	ES	Futures	4312.53	4314.79	4307.99	4312.53	1582.0
2022-07-04 03:20:00	ES	Futures	4312.81	4315.07	4310.83	4314.79	713.0
2022-07-04 03:25:00	ES	Futures	4314.22	4317.34	4311.96	4316.49	922.0
2022-07-04 03:30:00	ES	Futures	4316.49	4316.77	4309.98	4310.54	1420.0
2022-07-04 03:35:00	ES	Futures	4310.54	4312.81	4309.41	4310.26	692.0
2022-07-04 03:40:00	ES	Futures	4309.98	4311.11	4307.71	4308.28	1038.0
2022-07-04 03:45:00	ES	Futures	4307.99	4309.13	4303.74	4303.74	1239.0
2022-07-04 03:50:00	ES	Futures	4303.46	4305.44	4303.18	4304.59	934.0
2022-07-04 03:55:00	ES	Futures	4304.59	4306.29	4302.61	4306.01	939.0
2022-07-04 04:00:00	ES	Futures	4305.73	4310.54	4304.59	4308.28	1316.0
2022-07-04 04:05:00	ES	Futures	4308.28	4309.13	4305.16	4306.86	851.0

> showing 50 of 15,157 rows — these rows as CSV

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