PREVIEW / futures_5min / 2022-07-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-06.parquet
  size:    398 KB
  rows:    20,248

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
2022-07-06 00:00:00	ES	Futures	4346.23	4346.23	4340.29	4342.84	1023.0
2022-07-06 00:05:00	ES	Futures	4343.12	4343.69	4341.99	4343.4	185.0
2022-07-06 00:10:00	ES	Futures	4343.69	4344.25	4341.14	4341.99	352.0
2022-07-06 00:15:00	ES	Futures	4341.99	4342.27	4340.57	4341.7	219.0
2022-07-06 00:20:00	ES	Futures	4341.99	4345.38	4341.99	4344.25	523.0
2022-07-06 00:25:00	ES	Futures	4344.25	4344.25	4340.85	4341.14	394.0
2022-07-06 00:30:00	ES	Futures	4340.85	4341.42	4336.04	4339.15	1375.0
2022-07-06 00:35:00	ES	Futures	4339.15	4340.57	4338.87	4340.57	201.0
2022-07-06 00:40:00	ES	Futures	4340.29	4340.85	4339.15	4339.44	271.0
2022-07-06 00:45:00	ES	Futures	4339.44	4340.29	4337.17	4338.3	409.0
2022-07-06 00:50:00	ES	Futures	4338.02	4338.3	4336.32	4336.6	328.0
2022-07-06 00:55:00	ES	Futures	4336.6	4338.59	4336.32	4338.02	255.0
2022-07-06 01:00:00	ES	Futures	4338.02	4338.87	4334.05	4334.34	563.0
2022-07-06 01:05:00	ES	Futures	4334.34	4337.17	4332.92	4335.47	570.0
2022-07-06 01:10:00	ES	Futures	4335.75	4339.15	4335.47	4338.3	344.0
2022-07-06 01:15:00	ES	Futures	4338.02	4339.15	4336.32	4338.59	268.0
2022-07-06 01:20:00	ES	Futures	4338.59	4339.44	4335.47	4336.04	342.0
2022-07-06 01:25:00	ES	Futures	4335.75	4336.89	4334.05	4335.47	398.0
2022-07-06 01:30:00	ES	Futures	4335.75	4336.04	4332.35	4333.2	782.0
2022-07-06 01:35:00	ES	Futures	4333.49	4334.62	4330.94	4331.5	750.0
2022-07-06 01:40:00	ES	Futures	4331.79	4334.05	4330.94	4332.64	840.0
2022-07-06 01:45:00	ES	Futures	4332.64	4337.74	4332.64	4334.9	952.0
2022-07-06 01:50:00	ES	Futures	4335.19	4336.04	4330.65	4330.65	595.0
2022-07-06 01:55:00	ES	Futures	4330.94	4331.22	4325.84	4326.12	2257.0
2022-07-06 02:00:00	ES	Futures	4326.12	4326.97	4320.46	4320.74	2520.0
2022-07-06 02:05:00	ES	Futures	4320.74	4321.02	4316.21	4317.34	2462.0
2022-07-06 02:10:00	ES	Futures	4317.62	4322.44	4315.64	4320.74	1734.0
2022-07-06 02:15:00	ES	Futures	4321.02	4324.71	4320.17	4322.72	2133.0
2022-07-06 02:20:00	ES	Futures	4323.01	4326.41	4321.59	4323.57	1550.0
2022-07-06 02:25:00	ES	Futures	4323.57	4325.84	4321.59	4324.99	1404.0
2022-07-06 02:30:00	ES	Futures	4324.99	4328.11	4323.01	4323.29	1550.0
2022-07-06 02:35:00	ES	Futures	4323.29	4324.99	4321.87	4322.44	1198.0
2022-07-06 02:40:00	ES	Futures	4322.44	4329.8	4322.44	4329.52	1304.0
2022-07-06 02:45:00	ES	Futures	4329.52	4330.65	4326.69	4330.37	1300.0
2022-07-06 02:50:00	ES	Futures	4330.37	4330.65	4327.26	4330.37	773.0
2022-07-06 02:55:00	ES	Futures	4330.37	4338.02	4330.09	4337.17	1823.0
2022-07-06 03:00:00	ES	Futures	4336.89	4351.9	4336.6	4344.53	7345.0
2022-07-06 03:05:00	ES	Futures	4344.53	4349.63	4340.0	4341.42	3602.0
2022-07-06 03:10:00	ES	Futures	4341.7	4344.82	4338.3	4340.0	2596.0
2022-07-06 03:15:00	ES	Futures	4340.0	4344.53	4340.0	4344.53	1807.0
2022-07-06 03:20:00	ES	Futures	4344.53	4360.68	4343.97	4351.05	6248.0
2022-07-06 03:25:00	ES	Futures	4350.77	4357.28	4350.2	4353.88	2343.0
2022-07-06 03:30:00	ES	Futures	4354.17	4357.28	4353.03	4353.88	1800.0
2022-07-06 03:35:00	ES	Futures	4354.17	4357.57	4351.9	4354.45	2351.0
2022-07-06 03:40:00	ES	Futures	4354.45	4357.57	4353.6	4356.15	1358.0
2022-07-06 03:45:00	ES	Futures	4356.15	4357.0	4350.2	4351.9	1903.0
2022-07-06 03:50:00	ES	Futures	4352.18	4355.3	4348.78	4350.77	1668.0
2022-07-06 03:55:00	ES	Futures	4350.77	4352.47	4348.22	4349.35	1769.0
2022-07-06 04:00:00	ES	Futures	4349.07	4351.62	4340.57	4341.14	2538.0
2022-07-06 04:05:00	ES	Futures	4341.14	4349.63	4339.44	4347.37	2549.0

> showing 50 of 20,248 rows — these rows as CSV

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