PREVIEW / futures_5min / 2022-07-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-19.parquet
  size:    383 KB
  rows:    19,742

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
2022-07-19 00:00:00	ES	Futures	4352.18	4352.47	4351.05	4351.62	339.0
2022-07-19 00:05:00	ES	Futures	4351.62	4352.47	4351.05	4351.62	264.0
2022-07-19 00:10:00	ES	Futures	4351.62	4352.18	4351.62	4352.18	183.0
2022-07-19 00:15:00	ES	Futures	4352.18	4352.75	4351.9	4352.18	219.0
2022-07-19 00:20:00	ES	Futures	4352.18	4352.18	4349.07	4349.07	482.0
2022-07-19 00:25:00	ES	Futures	4349.35	4350.48	4348.5	4350.48	457.0
2022-07-19 00:30:00	ES	Futures	4350.48	4350.77	4348.78	4350.48	305.0
2022-07-19 00:35:00	ES	Futures	4350.2	4352.18	4350.2	4352.18	339.0
2022-07-19 00:40:00	ES	Futures	4352.18	4352.47	4351.05	4351.05	249.0
2022-07-19 00:45:00	ES	Futures	4351.05	4353.03	4351.05	4351.9	387.0
2022-07-19 00:50:00	ES	Futures	4351.9	4352.18	4349.92	4350.2	293.0
2022-07-19 00:55:00	ES	Futures	4349.92	4350.48	4347.37	4348.5	721.0
2022-07-19 01:00:00	ES	Futures	4348.5	4348.78	4346.52	4347.65	614.0
2022-07-19 01:05:00	ES	Futures	4347.93	4350.2	4347.37	4349.92	386.0
2022-07-19 01:10:00	ES	Futures	4349.92	4353.03	4349.92	4352.75	500.0
2022-07-19 01:15:00	ES	Futures	4352.75	4353.32	4351.62	4353.03	360.0
2022-07-19 01:20:00	ES	Futures	4352.75	4353.03	4351.33	4352.75	260.0
2022-07-19 01:25:00	ES	Futures	4352.75	4355.02	4352.47	4352.47	654.0
2022-07-19 01:30:00	ES	Futures	4352.47	4355.02	4351.62	4354.73	484.0
2022-07-19 01:35:00	ES	Futures	4354.73	4356.15	4354.73	4355.02	533.0
2022-07-19 01:40:00	ES	Futures	4355.02	4356.15	4354.73	4355.58	186.0
2022-07-19 01:45:00	ES	Futures	4355.58	4356.15	4354.45	4355.3	288.0
2022-07-19 01:50:00	ES	Futures	4355.3	4357.57	4355.3	4357.28	841.0
2022-07-19 01:55:00	ES	Futures	4357.28	4357.28	4354.45	4354.45	609.0
2022-07-19 02:00:00	ES	Futures	4354.45	4355.58	4351.62	4354.45	1215.0
2022-07-19 02:05:00	ES	Futures	4354.45	4356.72	4353.6	4356.15	557.0
2022-07-19 02:10:00	ES	Futures	4356.43	4358.98	4355.58	4355.87	919.0
2022-07-19 02:15:00	ES	Futures	4355.87	4356.43	4353.6	4353.6	592.0
2022-07-19 02:20:00	ES	Futures	4353.88	4354.73	4352.47	4353.03	488.0
2022-07-19 02:25:00	ES	Futures	4353.03	4354.17	4352.18	4353.88	586.0
2022-07-19 02:30:00	ES	Futures	4353.88	4355.02	4350.77	4352.18	1084.0
2022-07-19 02:35:00	ES	Futures	4351.9	4353.03	4351.05	4353.03	470.0
2022-07-19 02:40:00	ES	Futures	4353.03	4355.3	4353.03	4355.02	500.0
2022-07-19 02:45:00	ES	Futures	4355.02	4355.87	4354.45	4354.45	489.0
2022-07-19 02:50:00	ES	Futures	4354.17	4355.58	4352.47	4353.88	432.0
2022-07-19 02:55:00	ES	Futures	4353.6	4354.17	4353.03	4353.88	436.0
2022-07-19 03:00:00	ES	Futures	4354.17	4364.08	4350.2	4362.95	3631.0
2022-07-19 03:05:00	ES	Futures	4362.95	4366.35	4361.81	4362.38	3044.0
2022-07-19 03:10:00	ES	Futures	4362.38	4364.08	4360.4	4362.95	2163.0
2022-07-19 03:15:00	ES	Futures	4362.95	4364.65	4360.96	4363.23	1301.0
2022-07-19 03:20:00	ES	Futures	4362.95	4364.65	4359.83	4360.96	1252.0
2022-07-19 03:25:00	ES	Futures	4360.68	4363.8	4360.4	4360.96	1407.0
2022-07-19 03:30:00	ES	Futures	4360.96	4361.25	4351.05	4351.9	2643.0
2022-07-19 03:35:00	ES	Futures	4351.9	4355.87	4351.05	4354.73	1698.0
2022-07-19 03:40:00	ES	Futures	4355.02	4355.02	4344.53	4345.67	2195.0
2022-07-19 03:45:00	ES	Futures	4345.38	4354.45	4345.38	4353.32	2480.0
2022-07-19 03:50:00	ES	Futures	4353.6	4354.73	4348.78	4349.92	1122.0
2022-07-19 03:55:00	ES	Futures	4349.63	4351.9	4346.8	4350.48	1650.0
2022-07-19 04:00:00	ES	Futures	4350.77	4355.02	4350.2	4351.9	1402.0
2022-07-19 04:05:00	ES	Futures	4351.9	4356.72	4350.2	4356.43	1564.0

> showing 50 of 19,742 rows — these rows as CSV

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