PREVIEW / futures_5min / 2022-07-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-26.parquet
  size:    346 KB
  rows:    19,551

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
2022-07-26 00:00:00	ES	Futures	4486.45	4487.02	4485.32	4485.32	170.0
2022-07-26 00:05:00	ES	Futures	4485.32	4486.17	4484.75	4485.04	124.0
2022-07-26 00:10:00	ES	Futures	4485.04	4485.6	4485.04	4485.32	66.0
2022-07-26 00:15:00	ES	Futures	4485.32	4485.6	4484.19	4484.19	128.0
2022-07-26 00:20:00	ES	Futures	4484.19	4484.47	4483.05	4484.47	381.0
2022-07-26 00:25:00	ES	Futures	4484.19	4484.47	4482.49	4483.05	227.0
2022-07-26 00:30:00	ES	Futures	4483.34	4484.47	4483.34	4483.9	202.0
2022-07-26 00:35:00	ES	Futures	4483.9	4484.19	4483.34	4483.34	99.0
2022-07-26 00:40:00	ES	Futures	4483.34	4483.9	4483.34	4483.9	66.0
2022-07-26 00:45:00	ES	Futures	4484.19	4484.75	4484.19	4484.75	141.0
2022-07-26 00:50:00	ES	Futures	4484.75	4486.17	4484.75	4485.6	196.0
2022-07-26 00:55:00	ES	Futures	4485.32	4486.45	4485.32	4485.6	202.0
2022-07-26 01:00:00	ES	Futures	4485.6	4487.87	4485.32	4486.74	506.0
2022-07-26 01:05:00	ES	Futures	4487.3	4487.59	4484.47	4485.04	399.0
2022-07-26 01:10:00	ES	Futures	4485.04	4486.17	4483.9	4485.04	273.0
2022-07-26 01:15:00	ES	Futures	4485.04	4485.6	4481.92	4482.77	422.0
2022-07-26 01:20:00	ES	Futures	4483.05	4484.19	4482.49	4483.62	314.0
2022-07-26 01:25:00	ES	Futures	4483.9	4485.32	4483.62	4484.75	290.0
2022-07-26 01:30:00	ES	Futures	4484.75	4485.04	4483.62	4484.75	219.0
2022-07-26 01:35:00	ES	Futures	4485.04	4485.89	4483.34	4483.62	296.0
2022-07-26 01:40:00	ES	Futures	4483.62	4484.75	4483.05	4484.47	251.0
2022-07-26 01:45:00	ES	Futures	4484.47	4485.32	4484.19	4485.04	188.0
2022-07-26 01:50:00	ES	Futures	4485.04	4486.45	4484.75	4486.17	276.0
2022-07-26 01:55:00	ES	Futures	4485.89	4487.59	4485.32	4486.17	424.0
2022-07-26 02:00:00	ES	Futures	4486.17	4489.0	4485.32	4487.3	860.0
2022-07-26 02:05:00	ES	Futures	4487.02	4487.3	4484.75	4485.04	359.0
2022-07-26 02:10:00	ES	Futures	4484.75	4485.89	4484.19	4484.47	369.0
2022-07-26 02:15:00	ES	Futures	4484.47	4485.04	4482.77	4483.34	484.0
2022-07-26 02:20:00	ES	Futures	4483.34	4484.19	4482.77	4483.9	277.0
2022-07-26 02:25:00	ES	Futures	4484.19	4486.45	4484.19	4485.6	377.0
2022-07-26 02:30:00	ES	Futures	4485.89	4486.74	4483.34	4483.9	622.0
2022-07-26 02:35:00	ES	Futures	4484.19	4485.89	4481.64	4485.6	583.0
2022-07-26 02:40:00	ES	Futures	4485.32	4486.45	4484.75	4485.89	289.0
2022-07-26 02:45:00	ES	Futures	4485.6	4485.89	4483.34	4483.9	343.0
2022-07-26 02:50:00	ES	Futures	4483.9	4484.75	4483.05	4483.9	413.0
2022-07-26 02:55:00	ES	Futures	4483.62	4484.75	4482.2	4484.47	482.0
2022-07-26 03:00:00	ES	Futures	4484.47	4488.72	4482.49	4485.89	2145.0
2022-07-26 03:05:00	ES	Futures	4485.89	4487.59	4483.9	4484.75	873.0
2022-07-26 03:10:00	ES	Futures	4484.47	4485.6	4482.49	4482.77	842.0
2022-07-26 03:15:00	ES	Futures	4482.49	4487.3	4481.07	4487.3	1800.0
2022-07-26 03:20:00	ES	Futures	4487.02	4488.15	4485.32	4485.89	985.0
2022-07-26 03:25:00	ES	Futures	4485.89	4489.29	4485.89	4486.74	1184.0
2022-07-26 03:30:00	ES	Futures	4486.45	4489.29	4485.6	4486.74	994.0
2022-07-26 03:35:00	ES	Futures	4486.74	4487.3	4484.19	4485.6	717.0
2022-07-26 03:40:00	ES	Futures	4485.32	4487.02	4484.47	4485.04	472.0
2022-07-26 03:45:00	ES	Futures	4484.75	4488.15	4484.75	4487.87	763.0
2022-07-26 03:50:00	ES	Futures	4487.87	4489.57	4487.87	4489.0	671.0
2022-07-26 03:55:00	ES	Futures	4489.29	4491.27	4488.15	4489.57	1033.0
2022-07-26 04:00:00	ES	Futures	4489.57	4490.42	4487.3	4487.59	742.0
2022-07-26 04:05:00	ES	Futures	4487.87	4488.15	4484.75	4485.6	1183.0

> showing 50 of 19,551 rows — these rows as CSV

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