PREVIEW / futures_5min / 2022-07-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-20.parquet
  size:    361 KB
  rows:    19,785

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
2022-07-20 00:00:00	ES	Futures	4487.59	4488.72	4487.02	4487.59	648.0
2022-07-20 00:05:00	ES	Futures	4487.87	4489.85	4487.3	4489.57	620.0
2022-07-20 00:10:00	ES	Futures	4490.14	4490.42	4488.72	4488.72	364.0
2022-07-20 00:15:00	ES	Futures	4489.0	4489.29	4487.3	4487.87	313.0
2022-07-20 00:20:00	ES	Futures	4487.59	4488.15	4486.45	4486.45	452.0
2022-07-20 00:25:00	ES	Futures	4486.17	4486.45	4483.34	4483.62	733.0
2022-07-20 00:30:00	ES	Futures	4483.9	4486.17	4483.62	4485.04	558.0
2022-07-20 00:35:00	ES	Futures	4484.75	4484.75	4482.77	4483.05	417.0
2022-07-20 00:40:00	ES	Futures	4483.05	4485.04	4483.05	4484.75	337.0
2022-07-20 00:45:00	ES	Futures	4485.04	4486.74	4485.04	4486.17	527.0
2022-07-20 00:50:00	ES	Futures	4486.45	4487.87	4485.32	4487.59	332.0
2022-07-20 00:55:00	ES	Futures	4487.87	4487.87	4486.17	4486.45	317.0
2022-07-20 01:00:00	ES	Futures	4486.45	4486.45	4481.35	4483.05	949.0
2022-07-20 01:05:00	ES	Futures	4482.77	4483.9	4481.92	4483.05	496.0
2022-07-20 01:10:00	ES	Futures	4482.77	4482.77	4480.22	4481.92	722.0
2022-07-20 01:15:00	ES	Futures	4481.92	4481.92	4480.22	4481.07	536.0
2022-07-20 01:20:00	ES	Futures	4481.35	4481.35	4477.96	4479.09	959.0
2022-07-20 01:25:00	ES	Futures	4478.81	4481.92	4478.81	4481.92	492.0
2022-07-20 01:30:00	ES	Futures	4481.92	4481.92	4478.81	4480.51	512.0
2022-07-20 01:35:00	ES	Futures	4480.22	4481.35	4478.81	4480.51	405.0
2022-07-20 01:40:00	ES	Futures	4480.22	4482.2	4479.37	4480.79	710.0
2022-07-20 01:45:00	ES	Futures	4480.79	4481.07	4480.22	4481.07	495.0
2022-07-20 01:50:00	ES	Futures	4480.79	4483.05	4480.79	4481.35	641.0
2022-07-20 01:55:00	ES	Futures	4481.35	4481.35	4478.81	4481.07	887.0
2022-07-20 02:00:00	ES	Futures	4481.07	4482.49	4477.67	4479.66	1424.0
2022-07-20 02:05:00	ES	Futures	4479.66	4481.92	4478.81	4481.64	725.0
2022-07-20 02:10:00	ES	Futures	4481.35	4481.35	4478.81	4479.09	508.0
2022-07-20 02:15:00	ES	Futures	4479.09	4481.35	4478.24	4478.52	811.0
2022-07-20 02:20:00	ES	Futures	4478.52	4479.66	4475.97	4477.67	818.0
2022-07-20 02:25:00	ES	Futures	4477.67	4481.35	4476.82	4480.51	777.0
2022-07-20 02:30:00	ES	Futures	4480.51	4481.92	4479.66	4480.79	820.0
2022-07-20 02:35:00	ES	Futures	4480.51	4482.49	4478.81	4482.49	580.0
2022-07-20 02:40:00	ES	Futures	4482.49	4483.05	4479.37	4480.79	957.0
2022-07-20 02:45:00	ES	Futures	4481.07	4484.19	4479.94	4483.34	1085.0
2022-07-20 02:50:00	ES	Futures	4483.05	4483.62	4480.22	4481.07	560.0
2022-07-20 02:55:00	ES	Futures	4480.79	4481.92	4480.22	4480.22	463.0
2022-07-20 03:00:00	ES	Futures	4480.22	4480.51	4472.86	4478.52	3820.0
2022-07-20 03:05:00	ES	Futures	4478.52	4485.04	4477.67	4483.34	2117.0
2022-07-20 03:10:00	ES	Futures	4483.34	4484.19	4479.37	4479.66	1556.0
2022-07-20 03:15:00	ES	Futures	4479.66	4482.49	4475.69	4481.35	1660.0
2022-07-20 03:20:00	ES	Futures	4481.35	4485.89	4479.37	4479.37	2912.0
2022-07-20 03:25:00	ES	Futures	4479.09	4479.94	4475.69	4476.82	2291.0
2022-07-20 03:30:00	ES	Futures	4476.54	4479.66	4472.01	4472.57	2229.0
2022-07-20 03:35:00	ES	Futures	4472.29	4472.86	4467.19	4467.47	2602.0
2022-07-20 03:40:00	ES	Futures	4467.76	4469.46	4463.79	4464.36	3854.0
2022-07-20 03:45:00	ES	Futures	4464.36	4466.62	4462.94	4465.21	2928.0
2022-07-20 03:50:00	ES	Futures	4465.21	4468.04	4463.79	4467.76	2078.0
2022-07-20 03:55:00	ES	Futures	4467.76	4468.89	4463.79	4463.79	1555.0
2022-07-20 04:00:00	ES	Futures	4463.79	4471.44	4462.94	4470.59	2915.0
2022-07-20 04:05:00	ES	Futures	4470.87	4473.42	4469.17	4473.42	1553.0

> showing 50 of 19,785 rows — these rows as CSV

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