PREVIEW / futures_5min / 2022-07-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-08.parquet
  size:    314 KB
  rows:    16,100

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
2022-07-08 00:00:00	ES	Futures	4406.57	4409.4	4405.72	4409.4	652.0
2022-07-08 00:05:00	ES	Futures	4409.69	4409.97	4406.85	4409.4	724.0
2022-07-08 00:10:00	ES	Futures	4409.4	4409.97	4406.85	4407.42	772.0
2022-07-08 00:15:00	ES	Futures	4407.7	4408.84	4406.85	4407.14	480.0
2022-07-08 00:20:00	ES	Futures	4406.85	4408.27	4406.85	4408.27	218.0
2022-07-08 00:25:00	ES	Futures	4407.99	4408.55	4406.85	4407.7	396.0
2022-07-08 00:30:00	ES	Futures	4407.99	4410.82	4407.99	4408.55	604.0
2022-07-08 00:35:00	ES	Futures	4408.84	4409.4	4407.42	4408.55	443.0
2022-07-08 00:40:00	ES	Futures	4408.84	4409.4	4407.42	4408.55	411.0
2022-07-08 00:45:00	ES	Futures	4408.27	4408.27	4407.14	4408.27	257.0
2022-07-08 00:50:00	ES	Futures	4408.27	4409.12	4407.7	4409.12	214.0
2022-07-08 00:55:00	ES	Futures	4409.12	4412.24	4409.12	4411.39	952.0
2022-07-08 01:00:00	ES	Futures	4411.39	4412.52	4409.12	4409.12	628.0
2022-07-08 01:05:00	ES	Futures	4409.12	4410.54	4408.55	4409.97	579.0
2022-07-08 01:10:00	ES	Futures	4409.69	4411.1	4408.55	4408.84	241.0
2022-07-08 01:15:00	ES	Futures	4408.84	4410.82	4408.55	4409.4	233.0
2022-07-08 01:20:00	ES	Futures	4409.12	4409.12	4406.85	4406.85	354.0
2022-07-08 01:25:00	ES	Futures	4406.85	4409.69	4406.85	4407.99	302.0
2022-07-08 01:30:00	ES	Futures	4407.99	4409.12	4407.14	4409.12	468.0
2022-07-08 01:35:00	ES	Futures	4409.12	4410.54	4407.7	4407.7	429.0
2022-07-08 01:40:00	ES	Futures	4407.7	4408.27	4404.02	4404.31	982.0
2022-07-08 01:45:00	ES	Futures	4404.59	4406.85	4403.74	4406.57	1201.0
2022-07-08 01:50:00	ES	Futures	4406.57	4406.85	4402.61	4402.89	560.0
2022-07-08 01:55:00	ES	Futures	4402.89	4404.31	4401.19	4403.46	1001.0
2022-07-08 02:00:00	ES	Futures	4403.46	4406.85	4402.89	4405.15	1229.0
2022-07-08 02:05:00	ES	Futures	4404.87	4407.99	4404.31	4406.85	643.0
2022-07-08 02:10:00	ES	Futures	4407.14	4409.69	4406.85	4407.14	817.0
2022-07-08 02:15:00	ES	Futures	4407.14	4408.27	4404.87	4405.72	549.0
2022-07-08 02:20:00	ES	Futures	4406.0	4406.0	4403.46	4404.02	433.0
2022-07-08 02:25:00	ES	Futures	4404.02	4404.59	4403.17	4403.46	403.0
2022-07-08 02:30:00	ES	Futures	4403.74	4404.02	4402.04	4402.32	565.0
2022-07-08 02:35:00	ES	Futures	4402.04	4405.15	4401.47	4404.59	677.0
2022-07-08 02:40:00	ES	Futures	4404.59	4405.15	4403.46	4404.87	522.0
2022-07-08 02:45:00	ES	Futures	4404.87	4407.42	4404.59	4406.57	601.0
2022-07-08 02:50:00	ES	Futures	4406.85	4408.55	4406.29	4408.27	537.0
2022-07-08 02:55:00	ES	Futures	4408.27	4410.25	4407.14	4409.69	666.0
2022-07-08 03:00:00	ES	Futures	4409.69	4410.54	4406.57	4408.27	1590.0
2022-07-08 03:05:00	ES	Futures	4408.55	4408.84	4405.15	4407.42	1634.0
2022-07-08 03:10:00	ES	Futures	4407.42	4410.25	4406.0	4407.42	1428.0
2022-07-08 03:15:00	ES	Futures	4407.42	4410.82	4407.14	4409.97	939.0
2022-07-08 03:20:00	ES	Futures	4409.69	4412.8	4408.84	4411.39	1078.0
2022-07-08 03:25:00	ES	Futures	4411.67	4412.52	4409.69	4409.97	1289.0
2022-07-08 03:30:00	ES	Futures	4409.97	4415.35	4409.97	4414.22	1911.0
2022-07-08 03:35:00	ES	Futures	4414.22	4418.19	4414.22	4415.92	1615.0
2022-07-08 03:40:00	ES	Futures	4415.64	4417.05	4412.8	4413.09	1246.0
2022-07-08 03:45:00	ES	Futures	4412.8	4413.37	4410.82	4412.24	1443.0
2022-07-08 03:50:00	ES	Futures	4411.95	4412.52	4408.55	4409.97	1355.0
2022-07-08 03:55:00	ES	Futures	4410.25	4412.24	4409.69	4412.24	716.0
2022-07-08 04:00:00	ES	Futures	4411.95	4412.52	4410.82	4411.95	984.0
2022-07-08 04:05:00	ES	Futures	4412.24	4416.49	4411.1	4415.92	1631.0

> showing 50 of 16,100 rows — these rows as CSV

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