PREVIEW / futures_5min / 2022-07-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-18.parquet
  size:    376 KB
  rows:    19,800

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
2022-07-18 00:00:00	ES	Futures	4397.22	4398.92	4397.22	4398.36	332.0
2022-07-18 00:05:00	ES	Futures	4398.36	4398.64	4397.79	4398.36	183.0
2022-07-18 00:10:00	ES	Futures	4398.36	4398.64	4397.22	4397.51	282.0
2022-07-18 00:15:00	ES	Futures	4397.22	4397.51	4396.66	4397.22	165.0
2022-07-18 00:20:00	ES	Futures	4397.22	4397.51	4395.24	4395.52	412.0
2022-07-18 00:25:00	ES	Futures	4395.24	4396.37	4394.11	4395.81	406.0
2022-07-18 00:30:00	ES	Futures	4396.09	4396.37	4395.24	4395.24	114.0
2022-07-18 00:35:00	ES	Futures	4395.81	4397.51	4395.81	4397.51	223.0
2022-07-18 00:40:00	ES	Futures	4397.22	4397.51	4396.37	4397.22	79.0
2022-07-18 00:45:00	ES	Futures	4397.51	4398.07	4396.66	4397.22	214.0
2022-07-18 00:50:00	ES	Futures	4397.22	4398.36	4396.66	4398.07	202.0
2022-07-18 00:55:00	ES	Futures	4397.79	4399.77	4397.51	4399.21	349.0
2022-07-18 01:00:00	ES	Futures	4399.21	4399.77	4396.09	4396.94	517.0
2022-07-18 01:05:00	ES	Futures	4396.94	4397.79	4396.09	4396.09	267.0
2022-07-18 01:10:00	ES	Futures	4396.37	4397.22	4396.09	4396.66	224.0
2022-07-18 01:15:00	ES	Futures	4396.94	4398.07	4396.09	4396.09	196.0
2022-07-18 01:20:00	ES	Futures	4396.09	4398.07	4395.52	4397.79	205.0
2022-07-18 01:25:00	ES	Futures	4398.07	4399.21	4397.51	4399.21	208.0
2022-07-18 01:30:00	ES	Futures	4399.21	4400.62	4398.36	4400.34	379.0
2022-07-18 01:35:00	ES	Futures	4400.62	4403.74	4399.49	4402.04	1274.0
2022-07-18 01:40:00	ES	Futures	4401.76	4403.17	4401.19	4402.89	418.0
2022-07-18 01:45:00	ES	Futures	4402.89	4404.59	4402.61	4404.31	635.0
2022-07-18 01:50:00	ES	Futures	4404.31	4404.59	4402.61	4402.61	360.0
2022-07-18 01:55:00	ES	Futures	4402.61	4404.02	4402.32	4403.74	584.0
2022-07-18 02:00:00	ES	Futures	4403.74	4407.14	4401.19	4401.47	1888.0
2022-07-18 02:05:00	ES	Futures	4401.47	4403.46	4400.91	4401.19	652.0
2022-07-18 02:10:00	ES	Futures	4401.47	4401.47	4399.77	4400.06	816.0
2022-07-18 02:15:00	ES	Futures	4399.77	4402.04	4398.92	4400.91	938.0
2022-07-18 02:20:00	ES	Futures	4401.19	4402.04	4399.77	4401.47	415.0
2022-07-18 02:25:00	ES	Futures	4401.47	4401.47	4399.21	4401.47	604.0
2022-07-18 02:30:00	ES	Futures	4401.47	4403.17	4399.49	4401.19	1025.0
2022-07-18 02:35:00	ES	Futures	4401.76	4403.46	4401.19	4401.76	728.0
2022-07-18 02:40:00	ES	Futures	4401.47	4404.87	4401.19	4404.59	928.0
2022-07-18 02:45:00	ES	Futures	4404.59	4407.14	4404.31	4405.44	1295.0
2022-07-18 02:50:00	ES	Futures	4405.15	4407.14	4404.31	4406.29	664.0
2022-07-18 02:55:00	ES	Futures	4406.29	4408.55	4404.87	4408.27	2370.0
2022-07-18 03:00:00	ES	Futures	4407.99	4408.27	4402.61	4402.61	3111.0
2022-07-18 03:05:00	ES	Futures	4402.61	4408.27	4402.04	4406.29	1629.0
2022-07-18 03:10:00	ES	Futures	4406.29	4409.12	4405.44	4408.27	2283.0
2022-07-18 03:15:00	ES	Futures	4408.27	4412.8	4408.27	4411.39	2824.0
2022-07-18 03:20:00	ES	Futures	4411.39	4414.5	4409.97	4413.09	1959.0
2022-07-18 03:25:00	ES	Futures	4413.09	4413.37	4410.25	4413.09	1287.0
2022-07-18 03:30:00	ES	Futures	4413.09	4418.47	4412.52	4417.62	2501.0
2022-07-18 03:35:00	ES	Futures	4417.62	4419.6	4417.05	4417.9	2071.0
2022-07-18 03:40:00	ES	Futures	4417.62	4421.02	4416.77	4418.47	1228.0
2022-07-18 03:45:00	ES	Futures	4418.47	4419.32	4416.49	4417.05	1620.0
2022-07-18 03:50:00	ES	Futures	4417.05	4418.19	4414.79	4415.07	1403.0
2022-07-18 03:55:00	ES	Futures	4415.35	4416.2	4414.79	4415.92	1536.0
2022-07-18 04:00:00	ES	Futures	4415.92	4417.62	4413.65	4416.2	2278.0
2022-07-18 04:05:00	ES	Futures	4416.49	4419.04	4414.79	4416.77	2205.0

> showing 50 of 19,800 rows — these rows as CSV

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