PREVIEW / futures_5min / 2022-07-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-12.parquet
  size:    385 KB
  rows:    20,002

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
2022-07-12 00:00:00	ES	Futures	4348.22	4348.22	4345.67	4345.95	361.0
2022-07-12 00:05:00	ES	Futures	4345.95	4346.8	4344.82	4345.67	261.0
2022-07-12 00:10:00	ES	Futures	4345.95	4346.23	4344.25	4346.23	274.0
2022-07-12 00:15:00	ES	Futures	4346.23	4346.23	4343.97	4343.97	366.0
2022-07-12 00:20:00	ES	Futures	4343.97	4344.82	4342.55	4344.53	428.0
2022-07-12 00:25:00	ES	Futures	4344.53	4346.52	4344.25	4345.67	279.0
2022-07-12 00:30:00	ES	Futures	4345.67	4345.95	4344.25	4344.25	209.0
2022-07-12 00:35:00	ES	Futures	4344.25	4345.67	4343.97	4345.1	176.0
2022-07-12 00:40:00	ES	Futures	4345.1	4345.67	4343.69	4343.97	173.0
2022-07-12 00:45:00	ES	Futures	4343.97	4344.53	4343.12	4343.97	204.0
2022-07-12 00:50:00	ES	Futures	4343.69	4344.53	4342.84	4344.53	371.0
2022-07-12 00:55:00	ES	Futures	4344.53	4346.23	4344.25	4345.67	247.0
2022-07-12 01:00:00	ES	Futures	4345.67	4345.95	4343.12	4344.25	456.0
2022-07-12 01:05:00	ES	Futures	4344.25	4346.23	4343.12	4345.95	311.0
2022-07-12 01:10:00	ES	Futures	4345.95	4345.95	4344.25	4345.1	256.0
2022-07-12 01:15:00	ES	Futures	4345.38	4347.65	4343.97	4347.08	445.0
2022-07-12 01:20:00	ES	Futures	4346.8	4348.22	4346.23	4347.93	389.0
2022-07-12 01:25:00	ES	Futures	4347.65	4348.5	4346.52	4347.37	350.0
2022-07-12 01:30:00	ES	Futures	4347.37	4347.37	4344.53	4345.67	333.0
2022-07-12 01:35:00	ES	Futures	4345.67	4347.08	4345.1	4345.38	171.0
2022-07-12 01:40:00	ES	Futures	4345.38	4347.37	4344.82	4346.8	306.0
2022-07-12 01:45:00	ES	Futures	4346.8	4347.93	4345.95	4346.23	501.0
2022-07-12 01:50:00	ES	Futures	4345.95	4347.37	4345.67	4346.52	509.0
2022-07-12 01:55:00	ES	Futures	4346.52	4346.8	4343.97	4343.97	557.0
2022-07-12 02:00:00	ES	Futures	4343.97	4343.97	4337.45	4338.59	2644.0
2022-07-12 02:05:00	ES	Futures	4338.3	4342.55	4336.89	4341.14	1321.0
2022-07-12 02:10:00	ES	Futures	4341.14	4343.12	4340.29	4342.84	738.0
2022-07-12 02:15:00	ES	Futures	4342.84	4343.97	4340.57	4343.97	914.0
2022-07-12 02:20:00	ES	Futures	4343.69	4349.07	4343.12	4344.82	1264.0
2022-07-12 02:25:00	ES	Futures	4344.82	4347.93	4344.82	4345.1	855.0
2022-07-12 02:30:00	ES	Futures	4345.38	4346.8	4343.69	4346.23	824.0
2022-07-12 02:35:00	ES	Futures	4346.23	4346.52	4343.69	4344.53	659.0
2022-07-12 02:40:00	ES	Futures	4344.25	4344.53	4342.55	4343.97	581.0
2022-07-12 02:45:00	ES	Futures	4343.97	4344.25	4340.29	4340.85	839.0
2022-07-12 02:50:00	ES	Futures	4340.85	4343.97	4338.87	4342.84	1249.0
2022-07-12 02:55:00	ES	Futures	4342.55	4345.38	4341.7	4345.1	1074.0
2022-07-12 03:00:00	ES	Futures	4344.82	4347.93	4343.12	4346.23	2299.0
2022-07-12 03:05:00	ES	Futures	4346.23	4348.5	4341.99	4345.38	2052.0
2022-07-12 03:10:00	ES	Futures	4345.1	4345.38	4337.17	4341.42	1684.0
2022-07-12 03:15:00	ES	Futures	4341.7	4343.69	4338.02	4339.15	1624.0
2022-07-12 03:20:00	ES	Futures	4338.87	4340.85	4332.92	4336.04	3020.0
2022-07-12 03:25:00	ES	Futures	4336.04	4338.3	4333.77	4335.19	1366.0
2022-07-12 03:30:00	ES	Futures	4334.9	4337.45	4329.8	4331.5	2283.0
2022-07-12 03:35:00	ES	Futures	4331.22	4334.62	4329.24	4333.77	2232.0
2022-07-12 03:40:00	ES	Futures	4333.77	4338.59	4332.64	4338.02	1801.0
2022-07-12 03:45:00	ES	Futures	4338.3	4341.99	4338.02	4339.15	2050.0
2022-07-12 03:50:00	ES	Futures	4338.87	4341.42	4338.87	4341.14	895.0
2022-07-12 03:55:00	ES	Futures	4340.85	4341.99	4338.87	4341.99	954.0
2022-07-12 04:00:00	ES	Futures	4341.99	4342.27	4338.59	4341.42	1536.0
2022-07-12 04:05:00	ES	Futures	4341.42	4342.84	4338.59	4339.44	1238.0

> showing 50 of 20,002 rows — these rows as CSV

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