PREVIEW / futures_5min / 2022-07-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-11.parquet
  size:    371 KB
  rows:    19,569

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
2022-07-11 00:00:00	ES	Futures	4393.54	4394.96	4393.26	4394.39	393.0
2022-07-11 00:05:00	ES	Futures	4394.11	4394.39	4393.54	4393.82	221.0
2022-07-11 00:10:00	ES	Futures	4393.54	4395.81	4393.54	4395.52	448.0
2022-07-11 00:15:00	ES	Futures	4395.24	4395.81	4394.39	4394.96	414.0
2022-07-11 00:20:00	ES	Futures	4394.96	4395.52	4392.41	4393.26	442.0
2022-07-11 00:25:00	ES	Futures	4393.26	4393.82	4392.41	4393.26	305.0
2022-07-11 00:30:00	ES	Futures	4393.26	4396.66	4391.84	4395.24	606.0
2022-07-11 00:35:00	ES	Futures	4395.24	4395.81	4393.82	4394.67	281.0
2022-07-11 00:40:00	ES	Futures	4394.67	4395.24	4391.84	4392.41	342.0
2022-07-11 00:45:00	ES	Futures	4392.41	4393.82	4392.41	4392.69	282.0
2022-07-11 00:50:00	ES	Futures	4392.69	4393.26	4391.27	4392.69	308.0
2022-07-11 00:55:00	ES	Futures	4392.41	4392.97	4391.27	4392.12	343.0
2022-07-11 01:00:00	ES	Futures	4391.84	4392.12	4390.14	4391.56	469.0
2022-07-11 01:05:00	ES	Futures	4391.27	4392.97	4390.42	4390.99	457.0
2022-07-11 01:10:00	ES	Futures	4390.71	4391.27	4389.86	4391.27	334.0
2022-07-11 01:15:00	ES	Futures	4391.27	4393.82	4391.27	4393.26	559.0
2022-07-11 01:20:00	ES	Futures	4393.26	4395.24	4392.69	4394.67	503.0
2022-07-11 01:25:00	ES	Futures	4394.67	4394.96	4392.12	4392.97	465.0
2022-07-11 01:30:00	ES	Futures	4393.26	4393.54	4390.71	4392.12	423.0
2022-07-11 01:35:00	ES	Futures	4392.12	4393.54	4391.27	4393.26	354.0
2022-07-11 01:40:00	ES	Futures	4393.26	4394.67	4391.84	4394.11	345.0
2022-07-11 01:45:00	ES	Futures	4394.11	4394.39	4391.84	4392.41	289.0
2022-07-11 01:50:00	ES	Futures	4392.12	4392.41	4387.88	4389.29	673.0
2022-07-11 01:55:00	ES	Futures	4389.29	4390.99	4387.31	4389.01	808.0
2022-07-11 02:00:00	ES	Futures	4389.01	4392.97	4387.59	4391.84	1460.0
2022-07-11 02:05:00	ES	Futures	4391.84	4392.12	4377.68	4380.79	3779.0
2022-07-11 02:10:00	ES	Futures	4380.51	4381.93	4377.68	4378.53	2385.0
2022-07-11 02:15:00	ES	Futures	4378.24	4382.21	4377.68	4381.93	1292.0
2022-07-11 02:20:00	ES	Futures	4381.93	4383.63	4381.08	4382.49	992.0
2022-07-11 02:25:00	ES	Futures	4382.49	4385.33	4381.93	4384.48	717.0
2022-07-11 02:30:00	ES	Futures	4384.76	4386.74	4383.63	4385.04	821.0
2022-07-11 02:35:00	ES	Futures	4385.33	4386.74	4383.91	4384.76	841.0
2022-07-11 02:40:00	ES	Futures	4385.04	4385.61	4382.49	4384.19	1087.0
2022-07-11 02:45:00	ES	Futures	4384.19	4384.48	4382.49	4383.06	472.0
2022-07-11 02:50:00	ES	Futures	4383.06	4383.34	4379.66	4380.51	977.0
2022-07-11 02:55:00	ES	Futures	4380.51	4383.34	4380.23	4381.36	578.0
2022-07-11 03:00:00	ES	Futures	4381.36	4383.63	4377.68	4382.78	3271.0
2022-07-11 03:05:00	ES	Futures	4382.78	4389.58	4382.49	4386.74	2344.0
2022-07-11 03:10:00	ES	Futures	4386.74	4390.42	4386.18	4386.18	1591.0
2022-07-11 03:15:00	ES	Futures	4386.18	4390.14	4384.48	4390.14	1780.0
2022-07-11 03:20:00	ES	Futures	4390.42	4393.26	4388.73	4390.14	1936.0
2022-07-11 03:25:00	ES	Futures	4390.14	4390.99	4386.74	4387.31	1030.0
2022-07-11 03:30:00	ES	Futures	4387.59	4391.84	4385.61	4391.56	1253.0
2022-07-11 03:35:00	ES	Futures	4391.56	4394.67	4389.86	4390.42	1479.0
2022-07-11 03:40:00	ES	Futures	4390.71	4391.84	4388.16	4389.29	1234.0
2022-07-11 03:45:00	ES	Futures	4389.29	4392.41	4386.18	4387.31	1105.0
2022-07-11 03:50:00	ES	Futures	4387.31	4388.73	4385.61	4386.74	1187.0
2022-07-11 03:55:00	ES	Futures	4387.03	4389.58	4386.18	4387.88	831.0
2022-07-11 04:00:00	ES	Futures	4387.88	4390.42	4385.89	4387.31	1683.0
2022-07-11 04:05:00	ES	Futures	4387.03	4392.12	4386.46	4390.14	1556.0

> showing 50 of 19,569 rows — these rows as CSV

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