PREVIEW / futures_5min / 2022-07-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-21.parquet
  size:    393 KB
  rows:    19,940

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
2022-07-21 00:00:00	ES	Futures	4483.05	4485.6	4483.05	4483.34	298.0
2022-07-21 00:05:00	ES	Futures	4483.62	4483.9	4482.49	4482.77	203.0
2022-07-21 00:10:00	ES	Futures	4482.77	4482.77	4481.35	4482.2	298.0
2022-07-21 00:15:00	ES	Futures	4482.49	4483.34	4482.2	4482.77	195.0
2022-07-21 00:20:00	ES	Futures	4482.49	4482.77	4480.22	4480.51	444.0
2022-07-21 00:25:00	ES	Futures	4480.51	4481.07	4479.37	4480.22	427.0
2022-07-21 00:30:00	ES	Futures	4480.22	4484.47	4479.94	4483.05	699.0
2022-07-21 00:35:00	ES	Futures	4483.34	4483.62	4480.79	4481.92	341.0
2022-07-21 00:40:00	ES	Futures	4481.92	4484.47	4481.64	4484.19	243.0
2022-07-21 00:45:00	ES	Futures	4484.47	4487.02	4483.34	4486.45	578.0
2022-07-21 00:50:00	ES	Futures	4486.45	4489.85	4486.45	4488.44	1139.0
2022-07-21 00:55:00	ES	Futures	4488.72	4489.0	4486.45	4486.74	543.0
2022-07-21 01:00:00	ES	Futures	4486.45	4487.02	4484.47	4485.32	851.0
2022-07-21 01:05:00	ES	Futures	4485.6	4488.44	4484.47	4488.44	482.0
2022-07-21 01:10:00	ES	Futures	4488.72	4491.27	4488.44	4489.0	600.0
2022-07-21 01:15:00	ES	Futures	4489.29	4489.29	4486.17	4486.74	395.0
2022-07-21 01:20:00	ES	Futures	4487.02	4489.0	4486.74	4488.72	495.0
2022-07-21 01:25:00	ES	Futures	4488.44	4488.72	4487.59	4488.15	266.0
2022-07-21 01:30:00	ES	Futures	4488.44	4490.42	4488.15	4488.15	535.0
2022-07-21 01:35:00	ES	Futures	4488.15	4492.4	4487.59	4492.4	920.0
2022-07-21 01:40:00	ES	Futures	4492.4	4495.52	4491.84	4492.97	1320.0
2022-07-21 01:45:00	ES	Futures	4493.25	4496.37	4492.4	4495.52	897.0
2022-07-21 01:50:00	ES	Futures	4495.52	4503.73	4494.95	4498.63	3262.0
2022-07-21 01:55:00	ES	Futures	4498.63	4500.33	4497.5	4499.77	704.0
2022-07-21 02:00:00	ES	Futures	4500.33	4501.47	4497.78	4498.35	1381.0
2022-07-21 02:05:00	ES	Futures	4498.35	4501.75	4497.22	4500.62	1911.0
2022-07-21 02:10:00	ES	Futures	4500.9	4502.32	4499.48	4502.03	1339.0
2022-07-21 02:15:00	ES	Futures	4501.75	4502.03	4496.09	4499.77	1371.0
2022-07-21 02:20:00	ES	Futures	4499.77	4500.33	4495.8	4496.09	745.0
2022-07-21 02:25:00	ES	Futures	4496.09	4498.35	4493.54	4493.54	772.0
2022-07-21 02:30:00	ES	Futures	4493.25	4494.1	4488.44	4489.29	1306.0
2022-07-21 02:35:00	ES	Futures	4488.72	4493.54	4487.87	4493.54	1186.0
2022-07-21 02:40:00	ES	Futures	4492.97	4493.25	4491.27	4492.12	557.0
2022-07-21 02:45:00	ES	Futures	4492.12	4492.12	4489.29	4489.57	577.0
2022-07-21 02:50:00	ES	Futures	4489.57	4491.55	4487.59	4490.42	812.0
2022-07-21 02:55:00	ES	Futures	4490.7	4491.55	4487.59	4489.0	595.0
2022-07-21 03:00:00	ES	Futures	4489.29	4490.42	4486.17	4489.29	2130.0
2022-07-21 03:05:00	ES	Futures	4488.72	4492.69	4486.74	4491.84	1404.0
2022-07-21 03:10:00	ES	Futures	4491.84	4495.8	4490.99	4491.84	1397.0
2022-07-21 03:15:00	ES	Futures	4491.27	4493.25	4487.02	4492.69	1322.0
2022-07-21 03:20:00	ES	Futures	4492.69	4495.8	4490.7	4493.25	1353.0
2022-07-21 03:25:00	ES	Futures	4493.25	4493.82	4483.05	4484.19	2122.0
2022-07-21 03:30:00	ES	Futures	4484.47	4485.89	4478.81	4481.07	2312.0
2022-07-21 03:35:00	ES	Futures	4481.07	4483.34	4479.09	4483.34	1193.0
2022-07-21 03:40:00	ES	Futures	4483.05	4484.19	4479.94	4480.51	964.0
2022-07-21 03:45:00	ES	Futures	4480.22	4484.19	4480.22	4483.62	799.0
2022-07-21 03:50:00	ES	Futures	4483.62	4484.47	4481.35	4484.19	1134.0
2022-07-21 03:55:00	ES	Futures	4484.47	4485.32	4479.94	4480.51	843.0
2022-07-21 04:00:00	ES	Futures	4480.79	4482.2	4477.96	4478.24	1230.0
2022-07-21 04:05:00	ES	Futures	4478.52	4480.79	4476.54	4479.66	1899.0

> showing 50 of 19,940 rows — these rows as CSV

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