PREVIEW / futures_5min / 2022-07-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-14.parquet
  size:    405 KB
  rows:    20,314

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
2022-07-14 00:00:00	ES	Futures	4307.14	4309.13	4307.14	4307.99	1129.0
2022-07-14 00:05:00	ES	Futures	4307.71	4307.99	4304.88	4305.44	710.0
2022-07-14 00:10:00	ES	Futures	4305.44	4306.58	4304.31	4304.59	441.0
2022-07-14 00:15:00	ES	Futures	4304.88	4307.43	4304.59	4306.29	437.0
2022-07-14 00:20:00	ES	Futures	4306.29	4306.29	4305.16	4306.01	341.0
2022-07-14 00:25:00	ES	Futures	4305.73	4307.71	4305.44	4307.14	729.0
2022-07-14 00:30:00	ES	Futures	4307.14	4308.84	4306.86	4308.56	806.0
2022-07-14 00:35:00	ES	Futures	4308.56	4309.41	4307.99	4308.56	612.0
2022-07-14 00:40:00	ES	Futures	4308.56	4309.13	4308.28	4308.56	167.0
2022-07-14 00:45:00	ES	Futures	4308.56	4310.83	4308.28	4309.41	945.0
2022-07-14 00:50:00	ES	Futures	4309.41	4309.98	4307.43	4307.99	452.0
2022-07-14 00:55:00	ES	Futures	4307.99	4308.84	4307.71	4308.28	467.0
2022-07-14 01:00:00	ES	Futures	4308.28	4310.26	4306.86	4309.69	848.0
2022-07-14 01:05:00	ES	Futures	4309.69	4310.83	4308.56	4308.84	413.0
2022-07-14 01:10:00	ES	Futures	4308.84	4309.69	4307.99	4309.13	317.0
2022-07-14 01:15:00	ES	Futures	4309.13	4310.54	4307.71	4308.28	712.0
2022-07-14 01:20:00	ES	Futures	4308.28	4308.28	4304.59	4305.16	925.0
2022-07-14 01:25:00	ES	Futures	4305.16	4306.01	4303.74	4305.44	720.0
2022-07-14 01:30:00	ES	Futures	4305.16	4306.58	4304.31	4306.01	363.0
2022-07-14 01:35:00	ES	Futures	4306.01	4306.29	4302.61	4302.89	769.0
2022-07-14 01:40:00	ES	Futures	4302.89	4302.89	4298.08	4298.36	1251.0
2022-07-14 01:45:00	ES	Futures	4298.64	4299.49	4297.23	4298.64	836.0
2022-07-14 01:50:00	ES	Futures	4298.93	4299.49	4296.38	4297.51	545.0
2022-07-14 01:55:00	ES	Futures	4297.51	4298.93	4296.38	4297.8	799.0
2022-07-14 02:00:00	ES	Futures	4298.08	4298.93	4292.98	4294.96	1745.0
2022-07-14 02:05:00	ES	Futures	4294.96	4300.91	4294.68	4299.78	1361.0
2022-07-14 02:10:00	ES	Futures	4299.78	4302.33	4298.93	4300.63	1495.0
2022-07-14 02:15:00	ES	Futures	4300.63	4300.63	4294.68	4295.53	1948.0
2022-07-14 02:20:00	ES	Futures	4295.53	4296.95	4291.28	4293.26	2646.0
2022-07-14 02:25:00	ES	Futures	4293.26	4295.81	4291.85	4293.26	1828.0
2022-07-14 02:30:00	ES	Futures	4292.98	4294.11	4289.3	4290.43	3017.0
2022-07-14 02:35:00	ES	Futures	4290.43	4291.28	4288.73	4290.15	1212.0
2022-07-14 02:40:00	ES	Futures	4289.86	4292.13	4289.01	4291.56	1373.0
2022-07-14 02:45:00	ES	Futures	4291.56	4296.1	4291.0	4294.96	1176.0
2022-07-14 02:50:00	ES	Futures	4294.68	4295.81	4292.98	4293.26	890.0
2022-07-14 02:55:00	ES	Futures	4293.26	4295.25	4291.85	4293.26	914.0
2022-07-14 03:00:00	ES	Futures	4293.55	4297.8	4290.71	4290.71	3301.0
2022-07-14 03:05:00	ES	Futures	4290.71	4291.0	4281.93	4282.5	3444.0
2022-07-14 03:10:00	ES	Futures	4282.5	4288.45	4280.8	4285.05	2323.0
2022-07-14 03:15:00	ES	Futures	4285.05	4294.4	4283.91	4291.85	2276.0
2022-07-14 03:20:00	ES	Futures	4291.56	4294.68	4291.28	4294.11	2217.0
2022-07-14 03:25:00	ES	Futures	4294.4	4296.66	4291.85	4294.11	1794.0
2022-07-14 03:30:00	ES	Futures	4293.83	4296.1	4288.73	4290.15	1567.0
2022-07-14 03:35:00	ES	Futures	4290.15	4296.38	4289.58	4289.86	1371.0
2022-07-14 03:40:00	ES	Futures	4289.86	4292.98	4286.46	4289.3	1494.0
2022-07-14 03:45:00	ES	Futures	4289.58	4289.86	4283.63	4283.91	1758.0
2022-07-14 03:50:00	ES	Futures	4284.2	4285.05	4279.95	4281.65	2287.0
2022-07-14 03:55:00	ES	Futures	4281.65	4282.78	4279.1	4280.23	3127.0
2022-07-14 04:00:00	ES	Futures	4280.23	4286.18	4276.27	4285.33	3285.0
2022-07-14 04:05:00	ES	Futures	4285.33	4285.33	4281.08	4284.2	1493.0

> showing 50 of 20,314 rows — these rows as CSV

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