PREVIEW / futures_5min / 2022-07-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-07.parquet
  size:    366 KB
  rows:    19,954

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
2022-07-07 00:00:00	ES	Futures	4362.1	4365.21	4361.53	4364.93	519.0
2022-07-07 00:05:00	ES	Futures	4364.93	4366.06	4363.51	4363.51	303.0
2022-07-07 00:10:00	ES	Futures	4363.51	4364.93	4362.66	4362.95	303.0
2022-07-07 00:15:00	ES	Futures	4363.23	4365.21	4361.81	4362.95	241.0
2022-07-07 00:20:00	ES	Futures	4362.95	4364.93	4360.96	4363.8	652.0
2022-07-07 00:25:00	ES	Futures	4363.8	4363.8	4362.95	4363.23	187.0
2022-07-07 00:30:00	ES	Futures	4363.23	4365.78	4362.95	4365.5	470.0
2022-07-07 00:35:00	ES	Futures	4365.78	4366.35	4364.93	4365.78	219.0
2022-07-07 00:40:00	ES	Futures	4365.78	4366.35	4364.93	4366.35	211.0
2022-07-07 00:45:00	ES	Futures	4366.06	4368.05	4366.06	4367.2	755.0
2022-07-07 00:50:00	ES	Futures	4367.2	4367.76	4366.35	4367.2	233.0
2022-07-07 00:55:00	ES	Futures	4367.2	4368.05	4367.2	4367.76	575.0
2022-07-07 01:00:00	ES	Futures	4367.76	4373.15	4366.35	4369.46	1936.0
2022-07-07 01:05:00	ES	Futures	4369.18	4374.28	4368.9	4374.0	1033.0
2022-07-07 01:10:00	ES	Futures	4373.71	4378.53	4372.86	4378.24	1525.0
2022-07-07 01:15:00	ES	Futures	4378.53	4380.51	4377.11	4377.11	1421.0
2022-07-07 01:20:00	ES	Futures	4377.11	4377.68	4375.98	4375.98	640.0
2022-07-07 01:25:00	ES	Futures	4375.98	4376.83	4374.84	4375.41	469.0
2022-07-07 01:30:00	ES	Futures	4375.69	4376.54	4371.73	4372.01	850.0
2022-07-07 01:35:00	ES	Futures	4371.73	4373.43	4370.03	4371.45	548.0
2022-07-07 01:40:00	ES	Futures	4371.73	4371.73	4370.31	4370.31	408.0
2022-07-07 01:45:00	ES	Futures	4370.6	4374.0	4370.6	4372.86	525.0
2022-07-07 01:50:00	ES	Futures	4372.86	4374.84	4371.16	4371.45	856.0
2022-07-07 01:55:00	ES	Futures	4371.73	4373.15	4371.16	4372.58	627.0
2022-07-07 02:00:00	ES	Futures	4372.58	4376.26	4371.73	4374.28	1326.0
2022-07-07 02:05:00	ES	Futures	4374.0	4375.69	4372.01	4375.41	750.0
2022-07-07 02:10:00	ES	Futures	4375.41	4376.83	4370.6	4371.73	896.0
2022-07-07 02:15:00	ES	Futures	4372.3	4375.41	4372.01	4373.15	530.0
2022-07-07 02:20:00	ES	Futures	4373.15	4374.28	4371.16	4371.45	430.0
2022-07-07 02:25:00	ES	Futures	4371.73	4372.58	4369.46	4371.45	634.0
2022-07-07 02:30:00	ES	Futures	4371.73	4372.58	4368.05	4369.18	979.0
2022-07-07 02:35:00	ES	Futures	4369.18	4369.46	4366.91	4368.33	538.0
2022-07-07 02:40:00	ES	Futures	4368.33	4370.03	4368.05	4368.61	420.0
2022-07-07 02:45:00	ES	Futures	4368.9	4370.6	4368.33	4370.03	501.0
2022-07-07 02:50:00	ES	Futures	4369.75	4371.73	4369.46	4371.45	743.0
2022-07-07 02:55:00	ES	Futures	4371.16	4372.86	4369.46	4370.03	797.0
2022-07-07 03:00:00	ES	Futures	4369.75	4373.71	4368.61	4369.18	2227.0
2022-07-07 03:05:00	ES	Futures	4369.46	4373.71	4369.18	4373.15	1871.0
2022-07-07 03:10:00	ES	Futures	4372.86	4373.71	4366.91	4367.76	1362.0
2022-07-07 03:15:00	ES	Futures	4367.76	4368.61	4364.93	4367.76	1614.0
2022-07-07 03:20:00	ES	Futures	4367.48	4373.71	4367.48	4373.15	1212.0
2022-07-07 03:25:00	ES	Futures	4373.15	4373.15	4370.88	4371.73	1181.0
2022-07-07 03:30:00	ES	Futures	4372.01	4379.38	4372.01	4379.09	3744.0
2022-07-07 03:35:00	ES	Futures	4379.38	4379.38	4376.54	4376.83	2229.0
2022-07-07 03:40:00	ES	Futures	4377.11	4378.24	4373.15	4374.56	1615.0
2022-07-07 03:45:00	ES	Futures	4374.28	4376.26	4373.43	4375.41	1087.0
2022-07-07 03:50:00	ES	Futures	4375.69	4375.98	4372.58	4373.15	1017.0
2022-07-07 03:55:00	ES	Futures	4373.15	4376.54	4373.15	4376.26	995.0
2022-07-07 04:00:00	ES	Futures	4376.26	4377.96	4375.13	4376.54	1195.0
2022-07-07 04:05:00	ES	Futures	4376.54	4381.36	4375.69	4380.23	2608.0

> showing 50 of 19,954 rows — these rows as CSV

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