PREVIEW / futures_5min / 2022-07-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-27.parquet
  size:    373 KB
  rows:    20,005

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
2022-07-27 00:00:00	ES	Futures	4478.24	4479.09	4478.24	4478.81	176.0
2022-07-27 00:05:00	ES	Futures	4478.52	4479.66	4478.52	4479.66	232.0
2022-07-27 00:10:00	ES	Futures	4479.66	4480.22	4479.66	4480.22	249.0
2022-07-27 00:15:00	ES	Futures	4480.22	4481.35	4479.37	4479.94	485.0
2022-07-27 00:20:00	ES	Futures	4479.94	4480.79	4479.94	4480.51	160.0
2022-07-27 00:25:00	ES	Futures	4480.51	4481.07	4480.22	4480.51	112.0
2022-07-27 00:30:00	ES	Futures	4480.51	4480.79	4479.66	4479.66	198.0
2022-07-27 00:35:00	ES	Futures	4479.94	4480.22	4479.66	4479.94	196.0
2022-07-27 00:40:00	ES	Futures	4480.22	4482.2	4480.22	4482.2	475.0
2022-07-27 00:45:00	ES	Futures	4482.2	4486.45	4481.92	4485.6	1333.0
2022-07-27 00:50:00	ES	Futures	4485.6	4487.87	4485.04	4485.89	1326.0
2022-07-27 00:55:00	ES	Futures	4485.89	4486.74	4485.32	4486.17	385.0
2022-07-27 01:00:00	ES	Futures	4486.17	4487.02	4484.75	4485.04	557.0
2022-07-27 01:05:00	ES	Futures	4485.32	4485.32	4484.19	4485.32	273.0
2022-07-27 01:10:00	ES	Futures	4485.32	4487.3	4485.32	4486.74	472.0
2022-07-27 01:15:00	ES	Futures	4487.02	4487.87	4485.6	4485.6	344.0
2022-07-27 01:20:00	ES	Futures	4485.89	4485.89	4484.47	4484.75	404.0
2022-07-27 01:25:00	ES	Futures	4484.75	4487.59	4484.19	4487.3	361.0
2022-07-27 01:30:00	ES	Futures	4487.59	4489.0	4486.74	4487.3	692.0
2022-07-27 01:35:00	ES	Futures	4487.59	4488.44	4485.89	4486.17	464.0
2022-07-27 01:40:00	ES	Futures	4486.17	4486.74	4485.32	4486.45	293.0
2022-07-27 01:45:00	ES	Futures	4486.45	4486.45	4484.47	4484.75	441.0
2022-07-27 01:50:00	ES	Futures	4485.04	4485.32	4482.77	4483.05	528.0
2022-07-27 01:55:00	ES	Futures	4483.34	4485.32	4483.34	4484.75	451.0
2022-07-27 02:00:00	ES	Futures	4484.47	4487.87	4483.05	4487.87	1555.0
2022-07-27 02:05:00	ES	Futures	4487.87	4487.87	4485.6	4486.17	749.0
2022-07-27 02:10:00	ES	Futures	4486.45	4487.3	4485.6	4485.89	534.0
2022-07-27 02:15:00	ES	Futures	4486.17	4486.74	4483.34	4483.34	478.0
2022-07-27 02:20:00	ES	Futures	4483.34	4485.04	4483.05	4484.19	533.0
2022-07-27 02:25:00	ES	Futures	4484.19	4485.89	4483.05	4484.19	530.0
2022-07-27 02:30:00	ES	Futures	4484.19	4485.89	4483.34	4484.19	847.0
2022-07-27 02:35:00	ES	Futures	4484.47	4485.32	4483.34	4483.62	584.0
2022-07-27 02:40:00	ES	Futures	4483.62	4484.75	4483.34	4484.19	372.0
2022-07-27 02:45:00	ES	Futures	4484.19	4484.19	4481.64	4481.64	709.0
2022-07-27 02:50:00	ES	Futures	4481.35	4483.05	4480.51	4482.77	875.0
2022-07-27 02:55:00	ES	Futures	4482.77	4483.34	4481.35	4481.35	437.0
2022-07-27 03:00:00	ES	Futures	4481.64	4484.75	4480.79	4484.47	2235.0
2022-07-27 03:05:00	ES	Futures	4484.19	4486.45	4483.62	4484.19	1870.0
2022-07-27 03:10:00	ES	Futures	4484.47	4486.45	4483.62	4483.9	1110.0
2022-07-27 03:15:00	ES	Futures	4483.9	4487.59	4483.62	4486.74	853.0
2022-07-27 03:20:00	ES	Futures	4487.02	4490.7	4485.6	4489.29	1508.0
2022-07-27 03:25:00	ES	Futures	4489.29	4490.99	4487.87	4489.85	1287.0
2022-07-27 03:30:00	ES	Futures	4489.85	4490.7	4487.59	4487.87	1215.0
2022-07-27 03:35:00	ES	Futures	4487.87	4489.57	4487.87	4489.57	978.0
2022-07-27 03:40:00	ES	Futures	4489.57	4489.85	4486.45	4487.02	1070.0
2022-07-27 03:45:00	ES	Futures	4487.02	4490.7	4486.45	4489.0	1432.0
2022-07-27 03:50:00	ES	Futures	4489.29	4489.57	4483.9	4484.47	1482.0
2022-07-27 03:55:00	ES	Futures	4484.47	4486.45	4484.19	4486.17	726.0
2022-07-27 04:00:00	ES	Futures	4486.45	4489.29	4485.89	4489.29	1376.0
2022-07-27 04:05:00	ES	Futures	4489.29	4496.65	4488.72	4493.54	3407.0

> showing 50 of 20,005 rows — these rows as CSV

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