PREVIEW / futures_5min / 2022-07-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-13.parquet
  size:    398 KB
  rows:    20,178

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
2022-07-13 00:00:00	ES	Futures	4340.0	4340.29	4338.02	4338.59	467.0
2022-07-13 00:05:00	ES	Futures	4338.3	4338.87	4337.45	4338.02	658.0
2022-07-13 00:10:00	ES	Futures	4338.02	4338.87	4337.45	4338.02	240.0
2022-07-13 00:15:00	ES	Futures	4337.74	4338.87	4337.74	4338.59	234.0
2022-07-13 00:20:00	ES	Futures	4338.59	4340.0	4338.3	4338.87	619.0
2022-07-13 00:25:00	ES	Futures	4338.59	4340.57	4338.59	4340.0	265.0
2022-07-13 00:30:00	ES	Futures	4340.0	4340.29	4337.17	4338.3	405.0
2022-07-13 00:35:00	ES	Futures	4338.59	4339.15	4337.74	4338.87	157.0
2022-07-13 00:40:00	ES	Futures	4339.15	4340.29	4338.87	4339.15	194.0
2022-07-13 00:45:00	ES	Futures	4338.87	4339.15	4338.02	4338.3	177.0
2022-07-13 00:50:00	ES	Futures	4338.3	4339.44	4337.45	4338.02	251.0
2022-07-13 00:55:00	ES	Futures	4337.74	4338.87	4336.89	4338.3	348.0
2022-07-13 01:00:00	ES	Futures	4338.02	4340.0	4336.89	4338.59	841.0
2022-07-13 01:05:00	ES	Futures	4338.59	4338.87	4337.45	4337.45	564.0
2022-07-13 01:10:00	ES	Futures	4337.45	4338.02	4336.32	4336.89	788.0
2022-07-13 01:15:00	ES	Futures	4336.89	4337.74	4336.04	4337.17	673.0
2022-07-13 01:20:00	ES	Futures	4337.17	4337.45	4334.9	4337.45	418.0
2022-07-13 01:25:00	ES	Futures	4337.45	4339.44	4336.32	4338.87	566.0
2022-07-13 01:30:00	ES	Futures	4338.87	4338.87	4334.62	4334.62	675.0
2022-07-13 01:35:00	ES	Futures	4334.62	4337.45	4334.62	4337.45	246.0
2022-07-13 01:40:00	ES	Futures	4337.45	4338.59	4336.32	4337.74	510.0
2022-07-13 01:45:00	ES	Futures	4337.45	4339.15	4336.89	4338.87	769.0
2022-07-13 01:50:00	ES	Futures	4339.15	4339.44	4337.74	4338.87	534.0
2022-07-13 01:55:00	ES	Futures	4339.15	4339.72	4338.3	4338.3	955.0
2022-07-13 02:00:00	ES	Futures	4338.59	4340.57	4337.45	4338.02	1249.0
2022-07-13 02:05:00	ES	Futures	4338.3	4339.15	4336.6	4337.17	619.0
2022-07-13 02:10:00	ES	Futures	4336.89	4338.3	4334.05	4336.04	1192.0
2022-07-13 02:15:00	ES	Futures	4336.04	4336.32	4332.92	4335.47	1531.0
2022-07-13 02:20:00	ES	Futures	4335.75	4337.17	4335.19	4335.19	415.0
2022-07-13 02:25:00	ES	Futures	4335.47	4338.87	4334.62	4338.3	2008.0
2022-07-13 02:30:00	ES	Futures	4338.59	4339.15	4336.6	4337.74	914.0
2022-07-13 02:35:00	ES	Futures	4337.74	4340.57	4337.17	4340.0	1075.0
2022-07-13 02:40:00	ES	Futures	4339.72	4345.95	4339.72	4345.38	2355.0
2022-07-13 02:45:00	ES	Futures	4345.38	4349.35	4344.25	4347.65	1846.0
2022-07-13 02:50:00	ES	Futures	4347.65	4349.63	4344.25	4345.95	1032.0
2022-07-13 02:55:00	ES	Futures	4346.23	4348.22	4345.38	4346.8	700.0
2022-07-13 03:00:00	ES	Futures	4347.08	4347.37	4341.99	4344.53	2324.0
2022-07-13 03:05:00	ES	Futures	4344.25	4344.82	4340.57	4342.27	1373.0
2022-07-13 03:10:00	ES	Futures	4342.27	4344.53	4340.57	4341.14	1677.0
2022-07-13 03:15:00	ES	Futures	4341.42	4341.42	4334.9	4338.3	2317.0
2022-07-13 03:20:00	ES	Futures	4338.3	4338.59	4336.04	4338.02	1982.0
2022-07-13 03:25:00	ES	Futures	4337.74	4339.44	4334.62	4336.32	1228.0
2022-07-13 03:30:00	ES	Futures	4336.32	4340.0	4334.34	4339.15	1894.0
2022-07-13 03:35:00	ES	Futures	4338.87	4339.15	4334.05	4335.75	1505.0
2022-07-13 03:40:00	ES	Futures	4336.04	4336.6	4332.35	4333.2	1452.0
2022-07-13 03:45:00	ES	Futures	4332.92	4333.49	4329.52	4333.49	1812.0
2022-07-13 03:50:00	ES	Futures	4333.2	4333.2	4330.94	4331.79	746.0
2022-07-13 03:55:00	ES	Futures	4331.5	4332.64	4329.8	4331.22	1209.0
2022-07-13 04:00:00	ES	Futures	4331.22	4334.62	4328.95	4332.92	1431.0
2022-07-13 04:05:00	ES	Futures	4333.2	4334.05	4326.69	4329.8	2265.0

> showing 50 of 20,178 rows — these rows as CSV

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