PREVIEW / futures_5min / 2022-07-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-05.parquet
  size:    421 KB
  rows:    19,833

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
2022-07-05 00:00:00	ES	Futures	4347.08	4349.35	4347.08	4348.5	566.0
2022-07-05 00:05:00	ES	Futures	4348.22	4348.78	4347.37	4348.5	217.0
2022-07-05 00:10:00	ES	Futures	4348.78	4351.05	4348.22	4350.48	457.0
2022-07-05 00:15:00	ES	Futures	4350.48	4351.62	4349.92	4350.48	326.0
2022-07-05 00:20:00	ES	Futures	4350.77	4350.77	4348.78	4349.35	225.0
2022-07-05 00:25:00	ES	Futures	4349.07	4351.9	4349.07	4351.9	202.0
2022-07-05 00:30:00	ES	Futures	4351.9	4353.88	4351.33	4353.32	696.0
2022-07-05 00:35:00	ES	Futures	4353.32	4354.45	4352.18	4352.75	298.0
2022-07-05 00:40:00	ES	Futures	4352.75	4354.17	4352.18	4353.6	227.0
2022-07-05 00:45:00	ES	Futures	4353.6	4354.45	4351.9	4353.03	316.0
2022-07-05 00:50:00	ES	Futures	4353.03	4353.6	4352.18	4353.03	133.0
2022-07-05 00:55:00	ES	Futures	4353.03	4354.45	4353.03	4354.45	162.0
2022-07-05 01:00:00	ES	Futures	4354.45	4356.15	4353.6	4356.15	617.0
2022-07-05 01:05:00	ES	Futures	4355.87	4357.85	4354.45	4356.72	478.0
2022-07-05 01:10:00	ES	Futures	4356.43	4358.7	4355.87	4356.15	389.0
2022-07-05 01:15:00	ES	Futures	4356.43	4356.72	4353.88	4354.45	504.0
2022-07-05 01:20:00	ES	Futures	4354.73	4355.02	4353.88	4354.17	331.0
2022-07-05 01:25:00	ES	Futures	4354.45	4355.02	4352.75	4355.02	606.0
2022-07-05 01:30:00	ES	Futures	4355.02	4355.3	4353.32	4353.6	427.0
2022-07-05 01:35:00	ES	Futures	4353.6	4355.58	4351.9	4352.18	800.0
2022-07-05 01:40:00	ES	Futures	4351.9	4353.6	4351.05	4353.6	432.0
2022-07-05 01:45:00	ES	Futures	4353.6	4356.72	4353.6	4355.87	371.0
2022-07-05 01:50:00	ES	Futures	4355.87	4355.87	4353.88	4354.45	357.0
2022-07-05 01:55:00	ES	Futures	4354.73	4355.87	4353.03	4355.02	423.0
2022-07-05 02:00:00	ES	Futures	4354.73	4356.43	4353.32	4355.02	1192.0
2022-07-05 02:05:00	ES	Futures	4355.02	4357.28	4353.6	4355.58	784.0
2022-07-05 02:10:00	ES	Futures	4355.3	4356.43	4353.6	4354.73	1073.0
2022-07-05 02:15:00	ES	Futures	4355.02	4358.42	4354.17	4357.57	668.0
2022-07-05 02:20:00	ES	Futures	4357.28	4357.28	4355.58	4356.15	726.0
2022-07-05 02:25:00	ES	Futures	4355.87	4358.13	4355.02	4356.72	500.0
2022-07-05 02:30:00	ES	Futures	4356.72	4359.83	4356.72	4358.7	606.0
2022-07-05 02:35:00	ES	Futures	4358.7	4361.25	4358.7	4360.4	1033.0
2022-07-05 02:40:00	ES	Futures	4360.4	4361.81	4360.11	4361.81	669.0
2022-07-05 02:45:00	ES	Futures	4361.81	4362.1	4356.72	4357.28	734.0
2022-07-05 02:50:00	ES	Futures	4357.28	4357.57	4354.45	4355.3	864.0
2022-07-05 02:55:00	ES	Futures	4355.3	4357.57	4354.73	4356.43	521.0
2022-07-05 03:00:00	ES	Futures	4356.15	4356.43	4349.63	4351.33	2326.0
2022-07-05 03:05:00	ES	Futures	4351.33	4351.33	4344.82	4346.52	2334.0
2022-07-05 03:10:00	ES	Futures	4346.52	4349.63	4343.12	4349.35	2049.0
2022-07-05 03:15:00	ES	Futures	4349.63	4353.03	4347.65	4351.33	1788.0
2022-07-05 03:20:00	ES	Futures	4351.33	4353.03	4346.8	4347.08	996.0
2022-07-05 03:25:00	ES	Futures	4346.8	4350.48	4346.8	4346.8	1248.0
2022-07-05 03:30:00	ES	Futures	4347.08	4349.63	4345.95	4348.78	2089.0
2022-07-05 03:35:00	ES	Futures	4348.78	4348.78	4343.12	4343.12	1419.0
2022-07-05 03:40:00	ES	Futures	4343.4	4349.35	4343.4	4347.93	1068.0
2022-07-05 03:45:00	ES	Futures	4347.93	4350.48	4345.95	4347.93	838.0
2022-07-05 03:50:00	ES	Futures	4347.93	4349.35	4343.97	4347.08	1188.0
2022-07-05 03:55:00	ES	Futures	4347.08	4348.78	4340.29	4340.57	1678.0
2022-07-05 04:00:00	ES	Futures	4340.57	4345.1	4340.57	4343.4	2010.0
2022-07-05 04:05:00	ES	Futures	4343.4	4346.52	4334.62	4335.47	2510.0

> showing 50 of 19,833 rows — these rows as CSV

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