PREVIEW / futures_5min / 2022-07-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-22.parquet
  size:    329 KB
  rows:    16,169

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
2022-07-22 00:00:00	ES	Futures	4517.05	4517.9	4516.76	4517.9	254.0
2022-07-22 00:05:00	ES	Futures	4517.61	4518.18	4517.05	4518.18	177.0
2022-07-22 00:10:00	ES	Futures	4518.18	4518.46	4517.05	4517.05	263.0
2022-07-22 00:15:00	ES	Futures	4517.05	4517.33	4516.2	4517.33	144.0
2022-07-22 00:20:00	ES	Futures	4517.05	4518.18	4517.05	4517.33	142.0
2022-07-22 00:25:00	ES	Futures	4517.61	4517.61	4516.2	4516.48	99.0
2022-07-22 00:30:00	ES	Futures	4516.76	4517.05	4515.06	4515.35	217.0
2022-07-22 00:35:00	ES	Futures	4515.35	4516.76	4515.35	4515.91	94.0
2022-07-22 00:40:00	ES	Futures	4515.63	4516.2	4515.06	4515.63	114.0
2022-07-22 00:45:00	ES	Futures	4515.35	4516.2	4515.06	4515.35	169.0
2022-07-22 00:50:00	ES	Futures	4515.35	4515.63	4514.78	4515.06	134.0
2022-07-22 00:55:00	ES	Futures	4515.06	4515.63	4513.93	4513.93	232.0
2022-07-22 01:00:00	ES	Futures	4514.21	4516.48	4512.8	4516.2	601.0
2022-07-22 01:05:00	ES	Futures	4516.2	4517.33	4513.65	4514.78	535.0
2022-07-22 01:10:00	ES	Futures	4514.5	4515.06	4509.97	4512.23	794.0
2022-07-22 01:15:00	ES	Futures	4512.23	4513.93	4511.1	4513.36	381.0
2022-07-22 01:20:00	ES	Futures	4513.36	4513.65	4512.51	4513.36	164.0
2022-07-22 01:25:00	ES	Futures	4513.65	4515.63	4513.65	4515.35	266.0
2022-07-22 01:30:00	ES	Futures	4515.35	4515.35	4510.53	4511.95	511.0
2022-07-22 01:35:00	ES	Futures	4512.23	4512.51	4510.82	4511.38	230.0
2022-07-22 01:40:00	ES	Futures	4511.38	4511.95	4510.25	4510.82	277.0
2022-07-22 01:45:00	ES	Futures	4510.82	4511.95	4510.25	4511.38	200.0
2022-07-22 01:50:00	ES	Futures	4511.38	4511.67	4510.53	4511.38	129.0
2022-07-22 01:55:00	ES	Futures	4511.1	4512.23	4510.82	4510.82	232.0
2022-07-22 02:00:00	ES	Futures	4511.1	4514.78	4511.1	4511.67	970.0
2022-07-22 02:05:00	ES	Futures	4511.95	4514.21	4511.38	4512.51	696.0
2022-07-22 02:10:00	ES	Futures	4512.51	4514.78	4511.38	4513.93	519.0
2022-07-22 02:15:00	ES	Futures	4513.65	4515.63	4512.8	4513.36	853.0
2022-07-22 02:20:00	ES	Futures	4513.65	4514.78	4512.8	4514.78	363.0
2022-07-22 02:25:00	ES	Futures	4514.78	4516.2	4512.51	4515.91	519.0
2022-07-22 02:30:00	ES	Futures	4516.2	4517.61	4515.35	4516.2	742.0
2022-07-22 02:35:00	ES	Futures	4515.91	4517.33	4515.63	4515.91	440.0
2022-07-22 02:40:00	ES	Futures	4516.2	4519.03	4515.63	4517.9	556.0
2022-07-22 02:45:00	ES	Futures	4517.9	4521.86	4517.61	4521.01	1480.0
2022-07-22 02:50:00	ES	Futures	4521.01	4521.01	4517.61	4518.75	841.0
2022-07-22 02:55:00	ES	Futures	4519.03	4519.88	4517.9	4519.88	618.0
2022-07-22 03:00:00	ES	Futures	4519.88	4521.01	4514.21	4520.73	2541.0
2022-07-22 03:05:00	ES	Futures	4520.73	4522.15	4516.48	4522.15	1102.0
2022-07-22 03:10:00	ES	Futures	4521.86	4524.98	4520.45	4524.98	1640.0
2022-07-22 03:15:00	ES	Futures	4524.7	4527.81	4519.03	4519.88	3176.0
2022-07-22 03:20:00	ES	Futures	4519.88	4524.13	4519.6	4523.28	1276.0
2022-07-22 03:25:00	ES	Futures	4523.56	4525.26	4519.31	4519.88	2114.0
2022-07-22 03:30:00	ES	Futures	4519.6	4521.58	4514.5	4516.48	3378.0
2022-07-22 03:35:00	ES	Futures	4516.48	4519.03	4510.82	4511.95	2257.0
2022-07-22 03:40:00	ES	Futures	4511.67	4513.65	4509.68	4511.95	1595.0
2022-07-22 03:45:00	ES	Futures	4511.95	4513.65	4511.67	4513.36	1214.0
2022-07-22 03:50:00	ES	Futures	4513.36	4514.21	4510.82	4513.93	1416.0
2022-07-22 03:55:00	ES	Futures	4514.21	4518.18	4513.93	4516.2	1897.0
2022-07-22 04:00:00	ES	Futures	4516.2	4517.33	4511.67	4513.65	2042.0
2022-07-22 04:05:00	ES	Futures	4513.36	4513.93	4510.82	4511.67	1634.0

> showing 50 of 16,169 rows — these rows as CSV

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