PREVIEW / futures_5min / 2022-07-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-15.parquet
  size:    315 KB
  rows:    16,003

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
2022-07-15 00:00:00	ES	Futures	4314.51	4315.36	4311.39	4311.68	461.0
2022-07-15 00:05:00	ES	Futures	4311.39	4312.53	4310.26	4311.39	495.0
2022-07-15 00:10:00	ES	Futures	4311.39	4313.09	4311.39	4312.24	357.0
2022-07-15 00:15:00	ES	Futures	4312.24	4312.53	4311.39	4312.24	415.0
2022-07-15 00:20:00	ES	Futures	4312.53	4312.81	4311.11	4311.68	295.0
2022-07-15 00:25:00	ES	Futures	4311.68	4312.53	4311.39	4311.68	216.0
2022-07-15 00:30:00	ES	Futures	4311.68	4313.09	4311.39	4311.96	265.0
2022-07-15 00:35:00	ES	Futures	4312.24	4312.24	4310.54	4311.96	366.0
2022-07-15 00:40:00	ES	Futures	4311.96	4312.24	4310.26	4310.83	298.0
2022-07-15 00:45:00	ES	Futures	4310.83	4311.68	4310.26	4310.54	377.0
2022-07-15 00:50:00	ES	Futures	4310.26	4311.11	4309.13	4310.83	333.0
2022-07-15 00:55:00	ES	Futures	4310.54	4310.83	4309.41	4309.98	234.0
2022-07-15 01:00:00	ES	Futures	4310.26	4311.39	4307.43	4307.43	511.0
2022-07-15 01:05:00	ES	Futures	4307.43	4308.28	4306.86	4307.14	466.0
2022-07-15 01:10:00	ES	Futures	4307.14	4307.99	4305.73	4306.29	819.0
2022-07-15 01:15:00	ES	Futures	4306.29	4306.29	4304.59	4305.73	597.0
2022-07-15 01:20:00	ES	Futures	4305.73	4306.58	4304.03	4304.31	526.0
2022-07-15 01:25:00	ES	Futures	4304.31	4305.44	4303.18	4303.46	568.0
2022-07-15 01:30:00	ES	Futures	4303.18	4304.03	4300.06	4300.63	1270.0
2022-07-15 01:35:00	ES	Futures	4300.63	4301.76	4299.49	4300.06	580.0
2022-07-15 01:40:00	ES	Futures	4299.78	4300.91	4298.64	4300.63	713.0
2022-07-15 01:45:00	ES	Futures	4300.34	4304.88	4300.06	4304.88	964.0
2022-07-15 01:50:00	ES	Futures	4304.88	4306.29	4303.46	4303.46	646.0
2022-07-15 01:55:00	ES	Futures	4303.46	4306.58	4302.61	4304.59	1057.0
2022-07-15 02:00:00	ES	Futures	4304.88	4306.58	4303.46	4304.88	1057.0
2022-07-15 02:05:00	ES	Futures	4304.59	4306.01	4300.06	4304.88	1738.0
2022-07-15 02:10:00	ES	Futures	4304.31	4307.99	4303.74	4307.71	688.0
2022-07-15 02:15:00	ES	Futures	4307.71	4308.28	4305.73	4306.86	498.0
2022-07-15 02:20:00	ES	Futures	4307.14	4307.71	4302.61	4303.74	740.0
2022-07-15 02:25:00	ES	Futures	4303.46	4304.31	4300.91	4302.33	887.0
2022-07-15 02:30:00	ES	Futures	4302.33	4304.88	4300.06	4300.34	657.0
2022-07-15 02:35:00	ES	Futures	4300.34	4301.19	4294.4	4294.68	1686.0
2022-07-15 02:40:00	ES	Futures	4294.4	4295.81	4292.7	4295.25	1183.0
2022-07-15 02:45:00	ES	Futures	4295.25	4296.95	4294.11	4294.96	1151.0
2022-07-15 02:50:00	ES	Futures	4294.96	4296.38	4294.4	4294.4	570.0
2022-07-15 02:55:00	ES	Futures	4294.68	4295.53	4291.85	4292.41	1109.0
2022-07-15 03:00:00	ES	Futures	4292.41	4294.96	4288.73	4292.13	3147.0
2022-07-15 03:05:00	ES	Futures	4292.13	4292.7	4283.35	4288.45	2822.0
2022-07-15 03:10:00	ES	Futures	4288.45	4292.7	4287.6	4291.28	1857.0
2022-07-15 03:15:00	ES	Futures	4291.56	4300.06	4291.0	4300.06	2298.0
2022-07-15 03:20:00	ES	Futures	4300.06	4302.89	4297.8	4301.19	1692.0
2022-07-15 03:25:00	ES	Futures	4301.48	4306.29	4301.48	4302.61	1936.0
2022-07-15 03:30:00	ES	Futures	4302.89	4305.16	4299.78	4300.34	1391.0
2022-07-15 03:35:00	ES	Futures	4300.06	4305.73	4300.06	4304.03	1425.0
2022-07-15 03:40:00	ES	Futures	4304.03	4304.31	4300.06	4301.19	929.0
2022-07-15 03:45:00	ES	Futures	4301.19	4302.61	4298.93	4298.93	754.0
2022-07-15 03:50:00	ES	Futures	4298.93	4299.21	4296.1	4296.95	1125.0
2022-07-15 03:55:00	ES	Futures	4296.95	4301.48	4296.95	4299.49	980.0
2022-07-15 04:00:00	ES	Futures	4299.78	4300.91	4293.55	4293.55	1792.0
2022-07-15 04:05:00	ES	Futures	4293.26	4298.08	4293.26	4296.38	1074.0

> showing 50 of 16,003 rows — these rows as CSV

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