PREVIEW / futures_5min / 2022-07-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-07-31.parquet
  size:    82 KB
  rows:    3,865

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
2022-07-31 18:00:00	ES	Futures	4688.14	4688.71	4672.56	4674.55	4072.0
2022-07-31 18:05:00	ES	Futures	4674.55	4674.83	4671.71	4672.85	775.0
2022-07-31 18:10:00	ES	Futures	4672.85	4673.7	4670.01	4671.15	1219.0
2022-07-31 18:15:00	ES	Futures	4671.15	4672.28	4666.9	4668.31	1922.0
2022-07-31 18:20:00	ES	Futures	4668.03	4669.45	4664.35	4664.35	1351.0
2022-07-31 18:25:00	ES	Futures	4664.91	4666.61	4664.35	4666.33	801.0
2022-07-31 18:30:00	ES	Futures	4666.05	4668.31	4664.35	4667.18	1248.0
2022-07-31 18:35:00	ES	Futures	4666.9	4667.18	4664.35	4665.48	756.0
2022-07-31 18:40:00	ES	Futures	4665.76	4666.61	4664.35	4664.63	441.0
2022-07-31 18:45:00	ES	Futures	4664.63	4664.63	4661.23	4662.08	1584.0
2022-07-31 18:50:00	ES	Futures	4662.37	4663.5	4662.37	4663.22	259.0
2022-07-31 18:55:00	ES	Futures	4663.22	4663.78	4661.52	4663.78	451.0
2022-07-31 19:00:00	ES	Futures	4663.78	4664.35	4661.52	4664.07	620.0
2022-07-31 19:05:00	ES	Futures	4664.35	4665.76	4662.65	4665.76	621.0
2022-07-31 19:10:00	ES	Futures	4665.76	4667.46	4665.48	4666.05	508.0
2022-07-31 19:15:00	ES	Futures	4666.33	4668.6	4666.05	4666.9	567.0
2022-07-31 19:20:00	ES	Futures	4666.9	4667.18	4666.05	4666.61	249.0
2022-07-31 19:25:00	ES	Futures	4666.61	4667.18	4664.91	4666.9	496.0
2022-07-31 19:30:00	ES	Futures	4666.9	4668.03	4666.33	4667.75	414.0
2022-07-31 19:35:00	ES	Futures	4667.75	4668.31	4666.61	4666.9	289.0
2022-07-31 19:40:00	ES	Futures	4666.9	4671.43	4666.61	4666.9	1156.0
2022-07-31 19:45:00	ES	Futures	4666.9	4667.18	4663.22	4665.48	1124.0
2022-07-31 19:50:00	ES	Futures	4665.48	4666.9	4664.35	4666.33	490.0
2022-07-31 19:55:00	ES	Futures	4666.05	4667.18	4664.91	4664.91	428.0
2022-07-31 20:00:00	ES	Futures	4664.91	4665.76	4662.08	4662.93	1120.0
2022-07-31 20:05:00	ES	Futures	4662.93	4664.35	4662.08	4662.65	741.0
2022-07-31 20:10:00	ES	Futures	4662.65	4664.07	4661.8	4662.65	755.0
2022-07-31 20:15:00	ES	Futures	4662.93	4668.03	4662.93	4666.61	1581.0
2022-07-31 20:20:00	ES	Futures	4666.9	4667.46	4665.48	4666.61	420.0
2022-07-31 20:25:00	ES	Futures	4666.33	4668.6	4666.05	4667.75	473.0
2022-07-31 20:30:00	ES	Futures	4667.75	4668.31	4665.2	4665.48	407.0
2022-07-31 20:35:00	ES	Futures	4665.48	4666.61	4664.07	4664.91	553.0
2022-07-31 20:40:00	ES	Futures	4664.91	4666.61	4664.63	4665.76	362.0
2022-07-31 20:45:00	ES	Futures	4665.76	4666.61	4665.76	4666.05	287.0
2022-07-31 20:50:00	ES	Futures	4666.05	4666.61	4665.76	4665.76	276.0
2022-07-31 20:55:00	ES	Futures	4666.05	4666.05	4664.35	4665.2	278.0
2022-07-31 21:00:00	ES	Futures	4665.48	4666.05	4663.22	4664.07	622.0
2022-07-31 21:05:00	ES	Futures	4664.07	4664.91	4662.93	4663.5	500.0
2022-07-31 21:10:00	ES	Futures	4663.5	4666.33	4663.22	4665.76	487.0
2022-07-31 21:15:00	ES	Futures	4665.76	4667.75	4665.2	4667.75	1050.0
2022-07-31 21:20:00	ES	Futures	4667.75	4668.03	4665.76	4665.76	773.0
2022-07-31 21:25:00	ES	Futures	4666.05	4667.46	4665.76	4666.9	314.0
2022-07-31 21:30:00	ES	Futures	4667.18	4668.6	4664.35	4668.31	1200.0
2022-07-31 21:35:00	ES	Futures	4668.6	4670.3	4667.46	4668.31	1035.0
2022-07-31 21:40:00	ES	Futures	4668.31	4668.88	4666.05	4667.18	832.0
2022-07-31 21:45:00	ES	Futures	4666.9	4667.18	4664.35	4664.63	756.0
2022-07-31 21:50:00	ES	Futures	4664.63	4667.46	4664.35	4667.18	1896.0
2022-07-31 21:55:00	ES	Futures	4667.18	4668.88	4666.33	4667.75	929.0
2022-07-31 22:00:00	ES	Futures	4667.46	4668.03	4665.76	4666.05	498.0
2022-07-31 22:05:00	ES	Futures	4666.05	4667.18	4665.48	4665.76	459.0

> showing 50 of 3,865 rows — these rows as CSV

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