PREVIEW / futures_5min / 2022-07-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-25.parquet
  size:    348 KB
  rows:    19,603

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
2022-07-25 00:00:00	ES	Futures	4488.44	4488.44	4486.74	4487.59	283.0
2022-07-25 00:05:00	ES	Futures	4487.59	4488.15	4486.74	4487.87	235.0
2022-07-25 00:10:00	ES	Futures	4488.15	4488.15	4486.74	4487.3	162.0
2022-07-25 00:15:00	ES	Futures	4487.02	4487.3	4485.6	4486.74	246.0
2022-07-25 00:20:00	ES	Futures	4487.02	4487.59	4487.02	4487.59	100.0
2022-07-25 00:25:00	ES	Futures	4487.59	4488.44	4487.02	4487.87	164.0
2022-07-25 00:30:00	ES	Futures	4487.59	4489.85	4487.59	4489.57	331.0
2022-07-25 00:35:00	ES	Futures	4490.14	4490.14	4488.72	4488.72	239.0
2022-07-25 00:40:00	ES	Futures	4489.29	4489.57	4488.72	4488.72	120.0
2022-07-25 00:45:00	ES	Futures	4489.0	4489.57	4487.3	4488.72	310.0
2022-07-25 00:50:00	ES	Futures	4488.44	4488.72	4486.74	4487.87	386.0
2022-07-25 00:55:00	ES	Futures	4487.87	4488.44	4486.74	4486.74	331.0
2022-07-25 01:00:00	ES	Futures	4487.02	4487.87	4485.89	4486.45	396.0
2022-07-25 01:05:00	ES	Futures	4486.17	4488.15	4485.32	4487.87	538.0
2022-07-25 01:10:00	ES	Futures	4487.87	4487.87	4485.6	4486.17	228.0
2022-07-25 01:15:00	ES	Futures	4485.89	4485.89	4484.19	4484.47	492.0
2022-07-25 01:20:00	ES	Futures	4484.47	4485.6	4484.19	4485.32	183.0
2022-07-25 01:25:00	ES	Futures	4485.04	4485.32	4483.62	4485.04	249.0
2022-07-25 01:30:00	ES	Futures	4485.32	4485.32	4483.05	4484.19	367.0
2022-07-25 01:35:00	ES	Futures	4484.19	4486.45	4483.62	4485.6	571.0
2022-07-25 01:40:00	ES	Futures	4485.6	4485.89	4483.34	4483.34	173.0
2022-07-25 01:45:00	ES	Futures	4483.34	4484.19	4482.49	4482.77	399.0
2022-07-25 01:50:00	ES	Futures	4482.49	4483.05	4481.07	4482.49	366.0
2022-07-25 01:55:00	ES	Futures	4482.49	4485.89	4482.2	4484.19	627.0
2022-07-25 02:00:00	ES	Futures	4484.47	4487.3	4483.62	4486.74	965.0
2022-07-25 02:05:00	ES	Futures	4486.45	4488.15	4485.6	4487.87	675.0
2022-07-25 02:10:00	ES	Futures	4487.87	4489.85	4486.74	4489.0	763.0
2022-07-25 02:15:00	ES	Futures	4489.29	4490.14	4486.17	4486.45	391.0
2022-07-25 02:20:00	ES	Futures	4486.45	4486.45	4483.9	4484.19	419.0
2022-07-25 02:25:00	ES	Futures	4484.19	4484.75	4481.92	4482.77	880.0
2022-07-25 02:30:00	ES	Futures	4482.77	4486.45	4482.2	4485.04	859.0
2022-07-25 02:35:00	ES	Futures	4485.04	4485.89	4483.05	4484.47	483.0
2022-07-25 02:40:00	ES	Futures	4484.75	4484.75	4483.34	4484.47	406.0
2022-07-25 02:45:00	ES	Futures	4484.75	4485.89	4484.19	4485.89	491.0
2022-07-25 02:50:00	ES	Futures	4485.89	4487.59	4485.6	4487.3	556.0
2022-07-25 02:55:00	ES	Futures	4487.02	4489.0	4485.89	4488.72	513.0
2022-07-25 03:00:00	ES	Futures	4488.72	4492.4	4485.89	4490.99	2452.0
2022-07-25 03:05:00	ES	Futures	4490.99	4491.84	4488.72	4491.55	956.0
2022-07-25 03:10:00	ES	Futures	4491.55	4493.25	4489.85	4491.84	1403.0
2022-07-25 03:15:00	ES	Futures	4492.12	4493.25	4486.74	4487.3	1277.0
2022-07-25 03:20:00	ES	Futures	4487.02	4487.02	4478.24	4485.6	5886.0
2022-07-25 03:25:00	ES	Futures	4485.32	4488.44	4484.19	4486.45	1347.0
2022-07-25 03:30:00	ES	Futures	4486.17	4487.59	4482.49	4486.74	1157.0
2022-07-25 03:35:00	ES	Futures	4486.74	4487.59	4483.9	4486.17	554.0
2022-07-25 03:40:00	ES	Futures	4486.17	4490.14	4484.19	4489.29	867.0
2022-07-25 03:45:00	ES	Futures	4489.29	4491.55	4488.72	4489.0	695.0
2022-07-25 03:50:00	ES	Futures	4489.0	4489.85	4487.02	4487.59	537.0
2022-07-25 03:55:00	ES	Futures	4487.59	4489.0	4486.17	4486.45	571.0
2022-07-25 04:00:00	ES	Futures	4486.74	4490.42	4485.6	4488.72	1316.0
2022-07-25 04:05:00	ES	Futures	4488.44	4494.67	4488.44	4493.25	1460.0

> showing 50 of 19,603 rows — these rows as CSV

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