PREVIEW / futures_5min / 2022-07-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-17.parquet
  size:    86 KB
  rows:    3,821

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
2022-07-17 18:00:00	ES	Futures	4394.67	4398.07	4387.31	4387.88	3434.0
2022-07-17 18:05:00	ES	Futures	4387.59	4388.16	4385.61	4387.03	847.0
2022-07-17 18:10:00	ES	Futures	4387.31	4387.88	4386.18	4387.31	321.0
2022-07-17 18:15:00	ES	Futures	4387.31	4387.59	4383.91	4384.48	633.0
2022-07-17 18:20:00	ES	Futures	4384.19	4386.46	4383.34	4385.61	616.0
2022-07-17 18:25:00	ES	Futures	4385.61	4385.89	4384.19	4384.76	239.0
2022-07-17 18:30:00	ES	Futures	4384.76	4386.46	4384.76	4386.18	327.0
2022-07-17 18:35:00	ES	Futures	4386.18	4387.88	4385.89	4387.03	301.0
2022-07-17 18:40:00	ES	Futures	4387.31	4389.01	4385.89	4388.16	802.0
2022-07-17 18:45:00	ES	Futures	4387.88	4388.16	4385.61	4385.89	257.0
2022-07-17 18:50:00	ES	Futures	4386.18	4386.46	4383.91	4385.89	442.0
2022-07-17 18:55:00	ES	Futures	4386.18	4387.03	4384.48	4385.04	216.0
2022-07-17 19:00:00	ES	Futures	4385.04	4386.18	4384.19	4384.48	279.0
2022-07-17 19:05:00	ES	Futures	4384.48	4385.61	4384.19	4385.04	310.0
2022-07-17 19:10:00	ES	Futures	4385.04	4387.03	4385.04	4386.46	441.0
2022-07-17 19:15:00	ES	Futures	4386.74	4390.71	4386.46	4390.42	857.0
2022-07-17 19:20:00	ES	Futures	4390.42	4390.99	4389.29	4390.71	578.0
2022-07-17 19:25:00	ES	Futures	4390.71	4390.99	4388.73	4389.58	385.0
2022-07-17 19:30:00	ES	Futures	4389.58	4391.56	4388.44	4389.29	382.0
2022-07-17 19:35:00	ES	Futures	4389.01	4391.56	4388.73	4391.56	444.0
2022-07-17 19:40:00	ES	Futures	4391.56	4392.12	4389.01	4389.58	266.0
2022-07-17 19:45:00	ES	Futures	4389.86	4391.56	4389.86	4390.42	168.0
2022-07-17 19:50:00	ES	Futures	4390.42	4390.99	4389.29	4389.29	202.0
2022-07-17 19:55:00	ES	Futures	4389.29	4390.42	4389.29	4390.14	128.0
2022-07-17 20:00:00	ES	Futures	4390.14	4390.71	4389.01	4390.71	638.0
2022-07-17 20:05:00	ES	Futures	4390.71	4392.12	4390.14	4390.14	379.0
2022-07-17 20:10:00	ES	Futures	4390.71	4390.99	4386.18	4386.74	838.0
2022-07-17 20:15:00	ES	Futures	4386.74	4387.31	4385.33	4386.74	606.0
2022-07-17 20:20:00	ES	Futures	4386.74	4387.88	4386.18	4387.59	276.0
2022-07-17 20:25:00	ES	Futures	4387.59	4388.44	4387.03	4388.16	217.0
2022-07-17 20:30:00	ES	Futures	4388.16	4388.44	4385.89	4386.46	287.0
2022-07-17 20:35:00	ES	Futures	4386.18	4387.31	4382.21	4382.49	894.0
2022-07-17 20:40:00	ES	Futures	4382.78	4383.91	4380.79	4381.64	965.0
2022-07-17 20:45:00	ES	Futures	4381.64	4383.06	4381.64	4381.64	264.0
2022-07-17 20:50:00	ES	Futures	4381.64	4382.21	4380.23	4381.08	421.0
2022-07-17 20:55:00	ES	Futures	4381.36	4383.34	4380.79	4381.93	383.0
2022-07-17 21:00:00	ES	Futures	4382.21	4384.48	4381.93	4384.19	372.0
2022-07-17 21:05:00	ES	Futures	4384.48	4384.48	4382.49	4384.48	351.0
2022-07-17 21:10:00	ES	Futures	4384.48	4384.76	4382.21	4384.48	623.0
2022-07-17 21:15:00	ES	Futures	4384.19	4388.44	4384.19	4388.44	926.0
2022-07-17 21:20:00	ES	Futures	4388.44	4390.42	4387.03	4389.58	502.0
2022-07-17 21:25:00	ES	Futures	4389.58	4391.27	4388.44	4388.73	568.0
2022-07-17 21:30:00	ES	Futures	4389.01	4389.58	4387.03	4389.58	451.0
2022-07-17 21:35:00	ES	Futures	4389.29	4389.86	4383.91	4385.04	750.0
2022-07-17 21:40:00	ES	Futures	4385.04	4386.74	4384.48	4385.89	453.0
2022-07-17 21:45:00	ES	Futures	4385.89	4388.16	4385.33	4387.59	404.0
2022-07-17 21:50:00	ES	Futures	4387.59	4389.29	4387.59	4389.01	552.0
2022-07-17 21:55:00	ES	Futures	4388.73	4389.01	4387.59	4388.44	254.0
2022-07-17 22:00:00	ES	Futures	4389.01	4389.86	4387.88	4388.16	349.0
2022-07-17 22:05:00	ES	Futures	4387.88	4388.73	4387.31	4387.88	227.0

> showing 50 of 3,821 rows — these rows as CSV

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