PREVIEW / futures_5min / 2022-07-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-28.parquet
  size:    395 KB
  rows:    19,994

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
2022-07-28 00:00:00	ES	Futures	4549.62	4550.76	4549.34	4549.62	491.0
2022-07-28 00:05:00	ES	Futures	4549.62	4549.91	4549.34	4549.91	207.0
2022-07-28 00:10:00	ES	Futures	4549.91	4550.19	4549.34	4549.62	297.0
2022-07-28 00:15:00	ES	Futures	4549.62	4550.19	4549.06	4549.62	330.0
2022-07-28 00:20:00	ES	Futures	4549.62	4550.19	4549.34	4549.91	241.0
2022-07-28 00:25:00	ES	Futures	4549.91	4550.19	4549.62	4549.91	164.0
2022-07-28 00:30:00	ES	Futures	4550.19	4550.19	4547.92	4549.62	988.0
2022-07-28 00:35:00	ES	Futures	4549.34	4550.76	4549.34	4550.19	240.0
2022-07-28 00:40:00	ES	Futures	4550.19	4551.32	4549.91	4550.19	217.0
2022-07-28 00:45:00	ES	Futures	4550.19	4551.04	4549.62	4550.47	283.0
2022-07-28 00:50:00	ES	Futures	4550.76	4551.04	4550.19	4550.47	296.0
2022-07-28 00:55:00	ES	Futures	4550.47	4550.47	4550.19	4550.19	201.0
2022-07-28 01:00:00	ES	Futures	4550.19	4550.47	4549.34	4550.19	295.0
2022-07-28 01:05:00	ES	Futures	4550.47	4550.47	4548.21	4548.49	358.0
2022-07-28 01:10:00	ES	Futures	4548.49	4548.77	4547.92	4548.21	291.0
2022-07-28 01:15:00	ES	Futures	4547.92	4548.49	4547.92	4547.92	134.0
2022-07-28 01:20:00	ES	Futures	4547.92	4548.49	4547.64	4547.92	236.0
2022-07-28 01:25:00	ES	Futures	4548.21	4548.77	4547.64	4548.21	332.0
2022-07-28 01:30:00	ES	Futures	4548.21	4550.47	4548.21	4549.91	505.0
2022-07-28 01:35:00	ES	Futures	4550.19	4550.47	4549.06	4549.34	321.0
2022-07-28 01:40:00	ES	Futures	4549.62	4551.04	4549.34	4551.04	288.0
2022-07-28 01:45:00	ES	Futures	4550.76	4552.46	4550.19	4552.17	591.0
2022-07-28 01:50:00	ES	Futures	4552.17	4552.17	4551.61	4551.61	498.0
2022-07-28 01:55:00	ES	Futures	4551.61	4552.46	4550.76	4552.17	685.0
2022-07-28 02:00:00	ES	Futures	4552.17	4555.01	4552.17	4554.44	1359.0
2022-07-28 02:05:00	ES	Futures	4554.44	4554.72	4552.17	4553.87	852.0
2022-07-28 02:10:00	ES	Futures	4553.87	4554.44	4553.31	4554.16	607.0
2022-07-28 02:15:00	ES	Futures	4554.16	4556.42	4553.31	4555.86	1169.0
2022-07-28 02:20:00	ES	Futures	4555.57	4557.56	4554.44	4555.86	854.0
2022-07-28 02:25:00	ES	Futures	4555.86	4556.42	4553.87	4555.01	801.0
2022-07-28 02:30:00	ES	Futures	4554.72	4556.71	4553.87	4553.87	1184.0
2022-07-28 02:35:00	ES	Futures	4554.16	4556.42	4553.59	4556.42	576.0
2022-07-28 02:40:00	ES	Futures	4556.71	4557.27	4554.72	4555.57	1339.0
2022-07-28 02:45:00	ES	Futures	4555.57	4555.86	4552.46	4553.87	1565.0
2022-07-28 02:50:00	ES	Futures	4553.87	4554.16	4551.61	4552.46	879.0
2022-07-28 02:55:00	ES	Futures	4552.17	4553.59	4551.89	4552.74	695.0
2022-07-28 03:00:00	ES	Futures	4552.74	4553.02	4548.49	4550.19	3682.0
2022-07-28 03:05:00	ES	Futures	4550.47	4551.32	4549.06	4550.76	1541.0
2022-07-28 03:10:00	ES	Futures	4551.04	4554.44	4551.04	4553.87	1731.0
2022-07-28 03:15:00	ES	Futures	4553.87	4555.86	4551.89	4555.57	2095.0
2022-07-28 03:20:00	ES	Futures	4555.57	4557.56	4551.89	4552.17	3003.0
2022-07-28 03:25:00	ES	Futures	4552.46	4553.87	4551.32	4551.32	1030.0
2022-07-28 03:30:00	ES	Futures	4551.32	4551.89	4547.64	4550.19	1784.0
2022-07-28 03:35:00	ES	Futures	4550.19	4551.89	4548.77	4548.77	1798.0
2022-07-28 03:40:00	ES	Futures	4549.06	4552.46	4548.77	4550.19	2382.0
2022-07-28 03:45:00	ES	Futures	4550.19	4552.17	4549.91	4550.76	1438.0
2022-07-28 03:50:00	ES	Futures	4551.04	4551.61	4549.91	4551.04	930.0
2022-07-28 03:55:00	ES	Futures	4551.04	4551.04	4548.49	4549.62	2070.0
2022-07-28 04:00:00	ES	Futures	4549.34	4551.61	4547.07	4549.34	4512.0
2022-07-28 04:05:00	ES	Futures	4549.06	4549.34	4544.52	4546.51	4541.0

> showing 50 of 19,994 rows — these rows as CSV

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