PREVIEW / futures_5min / 2022-07-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-24.parquet
  size:    83 KB
  rows:    3,891

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
2022-07-24 18:00:00	ES	Futures	4495.8	4496.37	4481.92	4485.04	2844.0
2022-07-24 18:05:00	ES	Futures	4485.04	4485.04	4480.79	4481.64	1027.0
2022-07-24 18:10:00	ES	Futures	4481.64	4484.75	4481.35	4483.62	796.0
2022-07-24 18:15:00	ES	Futures	4483.62	4485.89	4481.92	4485.6	738.0
2022-07-24 18:20:00	ES	Futures	4485.32	4485.89	4484.19	4484.19	321.0
2022-07-24 18:25:00	ES	Futures	4484.19	4487.87	4483.05	4485.89	821.0
2022-07-24 18:30:00	ES	Futures	4486.17	4490.14	4486.17	4488.15	825.0
2022-07-24 18:35:00	ES	Futures	4488.44	4490.14	4487.59	4487.87	552.0
2022-07-24 18:40:00	ES	Futures	4487.87	4490.42	4486.74	4487.02	506.0
2022-07-24 18:45:00	ES	Futures	4486.74	4487.59	4485.6	4486.17	416.0
2022-07-24 18:50:00	ES	Futures	4486.17	4487.59	4485.89	4486.17	217.0
2022-07-24 18:55:00	ES	Futures	4486.17	4486.74	4485.04	4485.6	400.0
2022-07-24 19:00:00	ES	Futures	4485.89	4488.44	4485.89	4487.3	344.0
2022-07-24 19:05:00	ES	Futures	4487.59	4489.29	4487.3	4489.29	277.0
2022-07-24 19:10:00	ES	Futures	4489.0	4489.85	4487.3	4488.15	311.0
2022-07-24 19:15:00	ES	Futures	4487.87	4488.72	4485.32	4486.74	427.0
2022-07-24 19:20:00	ES	Futures	4486.74	4488.44	4486.74	4488.15	307.0
2022-07-24 19:25:00	ES	Futures	4488.44	4489.29	4487.87	4488.72	245.0
2022-07-24 19:30:00	ES	Futures	4488.44	4490.42	4486.45	4489.0	611.0
2022-07-24 19:35:00	ES	Futures	4489.0	4489.29	4487.02	4487.3	227.0
2022-07-24 19:40:00	ES	Futures	4487.3	4489.29	4486.17	4486.74	384.0
2022-07-24 19:45:00	ES	Futures	4487.02	4488.15	4485.6	4486.45	342.0
2022-07-24 19:50:00	ES	Futures	4486.45	4486.45	4483.9	4484.47	709.0
2022-07-24 19:55:00	ES	Futures	4484.75	4484.75	4483.05	4483.34	764.0
2022-07-24 20:00:00	ES	Futures	4483.62	4487.59	4482.49	4486.45	1337.0
2022-07-24 20:05:00	ES	Futures	4486.45	4488.72	4483.62	4488.44	849.0
2022-07-24 20:10:00	ES	Futures	4488.44	4490.99	4487.59	4490.42	825.0
2022-07-24 20:15:00	ES	Futures	4490.42	4492.69	4488.72	4490.7	1210.0
2022-07-24 20:20:00	ES	Futures	4490.7	4493.54	4490.14	4492.97	648.0
2022-07-24 20:25:00	ES	Futures	4492.97	4493.82	4490.42	4490.99	496.0
2022-07-24 20:30:00	ES	Futures	4490.99	4492.12	4489.0	4489.0	545.0
2022-07-24 20:35:00	ES	Futures	4489.0	4489.57	4485.32	4485.6	1013.0
2022-07-24 20:40:00	ES	Futures	4485.6	4486.45	4482.2	4486.17	1063.0
2022-07-24 20:45:00	ES	Futures	4485.89	4487.02	4483.62	4484.47	536.0
2022-07-24 20:50:00	ES	Futures	4484.47	4485.6	4482.77	4484.47	507.0
2022-07-24 20:55:00	ES	Futures	4484.75	4484.75	4479.66	4480.22	1040.0
2022-07-24 21:00:00	ES	Futures	4479.94	4481.35	4477.67	4478.81	1540.0
2022-07-24 21:05:00	ES	Futures	4478.52	4480.79	4478.24	4479.94	476.0
2022-07-24 21:10:00	ES	Futures	4479.37	4481.35	4479.37	4480.51	717.0
2022-07-24 21:15:00	ES	Futures	4480.22	4484.47	4478.52	4483.05	1035.0
2022-07-24 21:20:00	ES	Futures	4483.34	4483.62	4480.51	4481.07	465.0
2022-07-24 21:25:00	ES	Futures	4481.07	4482.49	4480.51	4481.35	349.0
2022-07-24 21:30:00	ES	Futures	4481.35	4481.35	4477.96	4479.66	1018.0
2022-07-24 21:35:00	ES	Futures	4479.66	4481.92	4479.09	4480.51	546.0
2022-07-24 21:40:00	ES	Futures	4480.79	4480.79	4477.67	4479.94	586.0
2022-07-24 21:45:00	ES	Futures	4480.22	4481.07	4478.81	4478.81	464.0
2022-07-24 21:50:00	ES	Futures	4479.09	4479.66	4477.39	4479.66	606.0
2022-07-24 21:55:00	ES	Futures	4479.37	4481.07	4478.81	4479.37	669.0
2022-07-24 22:00:00	ES	Futures	4479.37	4483.34	4478.81	4481.92	759.0
2022-07-24 22:05:00	ES	Futures	4481.92	4482.49	4479.37	4479.94	422.0

> showing 50 of 3,891 rows — these rows as CSV

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