PREVIEW / futures_5min / 2022-07-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-29.parquet
  size:    324 KB
  rows:    16,350

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
2022-07-29 00:00:00	ES	Futures	4640.55	4641.69	4640.27	4641.69	361.0
2022-07-29 00:05:00	ES	Futures	4641.69	4643.67	4641.4	4643.1	330.0
2022-07-29 00:10:00	ES	Futures	4643.39	4643.67	4642.82	4643.39	252.0
2022-07-29 00:15:00	ES	Futures	4643.39	4643.67	4642.54	4642.82	124.0
2022-07-29 00:20:00	ES	Futures	4643.1	4644.8	4643.1	4644.8	247.0
2022-07-29 00:25:00	ES	Futures	4644.8	4645.37	4644.24	4644.52	334.0
2022-07-29 00:30:00	ES	Futures	4644.52	4644.8	4643.1	4643.67	269.0
2022-07-29 00:35:00	ES	Futures	4643.67	4644.8	4643.67	4644.52	200.0
2022-07-29 00:40:00	ES	Futures	4644.24	4644.8	4643.67	4644.52	98.0
2022-07-29 00:45:00	ES	Futures	4644.24	4645.37	4643.67	4643.95	232.0
2022-07-29 00:50:00	ES	Futures	4643.95	4644.52	4643.39	4643.39	122.0
2022-07-29 00:55:00	ES	Futures	4643.67	4643.67	4641.97	4643.1	336.0
2022-07-29 01:00:00	ES	Futures	4642.82	4643.39	4641.4	4641.69	413.0
2022-07-29 01:05:00	ES	Futures	4641.4	4641.97	4640.27	4640.55	484.0
2022-07-29 01:10:00	ES	Futures	4640.55	4641.12	4638.57	4639.99	809.0
2022-07-29 01:15:00	ES	Futures	4639.99	4643.1	4639.7	4642.54	659.0
2022-07-29 01:20:00	ES	Futures	4642.54	4645.09	4642.54	4644.52	631.0
2022-07-29 01:25:00	ES	Futures	4644.52	4646.22	4643.67	4645.65	522.0
2022-07-29 01:30:00	ES	Futures	4645.65	4648.77	4644.8	4648.2	917.0
2022-07-29 01:35:00	ES	Futures	4647.92	4650.75	4647.64	4649.62	950.0
2022-07-29 01:40:00	ES	Futures	4649.62	4649.62	4647.35	4647.92	532.0
2022-07-29 01:45:00	ES	Futures	4647.92	4650.75	4646.79	4647.64	1226.0
2022-07-29 01:50:00	ES	Futures	4647.64	4648.49	4646.22	4647.07	414.0
2022-07-29 01:55:00	ES	Futures	4647.07	4649.9	4646.79	4649.33	745.0
2022-07-29 02:00:00	ES	Futures	4649.05	4649.33	4644.8	4646.22	1412.0
2022-07-29 02:05:00	ES	Futures	4646.22	4647.07	4644.52	4645.09	506.0
2022-07-29 02:10:00	ES	Futures	4645.09	4646.79	4643.95	4644.8	640.0
2022-07-29 02:15:00	ES	Futures	4644.8	4646.5	4644.52	4645.37	356.0
2022-07-29 02:20:00	ES	Futures	4645.65	4649.62	4645.37	4649.62	839.0
2022-07-29 02:25:00	ES	Futures	4649.62	4653.02	4649.05	4652.73	1874.0
2022-07-29 02:30:00	ES	Futures	4652.45	4653.87	4651.32	4651.6	1611.0
2022-07-29 02:35:00	ES	Futures	4651.6	4652.73	4650.18	4650.47	870.0
2022-07-29 02:40:00	ES	Futures	4650.47	4651.32	4648.2	4648.49	678.0
2022-07-29 02:45:00	ES	Futures	4648.77	4651.03	4648.49	4650.18	919.0
2022-07-29 02:50:00	ES	Futures	4649.9	4651.03	4648.77	4650.47	875.0
2022-07-29 02:55:00	ES	Futures	4650.47	4652.17	4648.49	4650.47	1498.0
2022-07-29 03:00:00	ES	Futures	4650.18	4651.6	4647.35	4647.92	2758.0
2022-07-29 03:05:00	ES	Futures	4647.92	4652.17	4646.5	4649.9	2337.0
2022-07-29 03:10:00	ES	Futures	4649.9	4652.17	4647.92	4648.2	1710.0
2022-07-29 03:15:00	ES	Futures	4648.2	4652.73	4647.92	4652.73	1803.0
2022-07-29 03:20:00	ES	Futures	4652.73	4655.57	4652.45	4652.73	1996.0
2022-07-29 03:25:00	ES	Futures	4653.02	4654.15	4651.6	4652.73	1157.0
2022-07-29 03:30:00	ES	Futures	4652.73	4652.73	4645.37	4645.94	2085.0
2022-07-29 03:35:00	ES	Futures	4645.94	4647.92	4645.65	4647.07	1214.0
2022-07-29 03:40:00	ES	Futures	4646.79	4646.79	4642.82	4645.09	1308.0
2022-07-29 03:45:00	ES	Futures	4645.09	4646.79	4643.39	4644.52	1394.0
2022-07-29 03:50:00	ES	Futures	4644.52	4646.22	4643.95	4644.52	1168.0
2022-07-29 03:55:00	ES	Futures	4644.52	4646.5	4643.95	4646.5	738.0
2022-07-29 04:00:00	ES	Futures	4646.5	4649.05	4645.65	4647.35	1807.0
2022-07-29 04:05:00	ES	Futures	4647.35	4650.47	4647.35	4649.05	1607.0

> showing 50 of 16,350 rows — these rows as CSV

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