PREVIEW / futures_5min / 2022-04-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-17.parquet
  size:    81 KB
  rows:    3,612

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
2022-04-17 18:00:00	ES	Futures	4977.21	4977.21	4957.65	4963.89	4598.0
2022-04-17 18:05:00	ES	Futures	4964.17	4970.41	4963.6	4968.42	1418.0
2022-04-17 18:10:00	ES	Futures	4968.42	4970.41	4965.87	4969.27	1028.0
2022-04-17 18:15:00	ES	Futures	4969.27	4970.12	4966.72	4967.29	658.0
2022-04-17 18:20:00	ES	Futures	4967.57	4967.57	4960.77	4961.34	1134.0
2022-04-17 18:25:00	ES	Futures	4961.34	4963.6	4960.77	4961.62	810.0
2022-04-17 18:30:00	ES	Futures	4961.9	4963.89	4958.5	4958.79	1337.0
2022-04-17 18:35:00	ES	Futures	4958.79	4961.05	4958.22	4958.79	971.0
2022-04-17 18:40:00	ES	Futures	4958.79	4959.92	4956.8	4959.35	1493.0
2022-04-17 18:45:00	ES	Futures	4959.35	4960.2	4953.4	4954.25	2406.0
2022-04-17 18:50:00	ES	Futures	4954.53	4957.37	4954.25	4957.37	734.0
2022-04-17 18:55:00	ES	Futures	4957.09	4957.37	4955.95	4957.09	371.0
2022-04-17 19:00:00	ES	Futures	4957.09	4957.94	4954.53	4954.82	898.0
2022-04-17 19:05:00	ES	Futures	4954.53	4955.39	4945.75	4946.32	3272.0
2022-04-17 19:10:00	ES	Futures	4946.32	4948.3	4945.18	4946.6	1447.0
2022-04-17 19:15:00	ES	Futures	4946.88	4948.02	4945.75	4946.6	693.0
2022-04-17 19:20:00	ES	Futures	4946.6	4947.17	4942.91	4944.33	1384.0
2022-04-17 19:25:00	ES	Futures	4944.33	4944.33	4942.35	4942.63	1054.0
2022-04-17 19:30:00	ES	Futures	4942.63	4945.46	4942.35	4944.9	813.0
2022-04-17 19:35:00	ES	Futures	4944.9	4945.46	4943.2	4943.76	484.0
2022-04-17 19:40:00	ES	Futures	4943.76	4945.18	4942.63	4943.48	661.0
2022-04-17 19:45:00	ES	Futures	4943.48	4944.61	4940.08	4940.93	2094.0
2022-04-17 19:50:00	ES	Futures	4940.93	4942.35	4939.23	4939.51	787.0
2022-04-17 19:55:00	ES	Futures	4939.51	4942.06	4939.23	4940.36	908.0
2022-04-17 20:00:00	ES	Futures	4940.65	4941.78	4938.1	4940.65	1649.0
2022-04-17 20:05:00	ES	Futures	4940.93	4942.63	4939.51	4941.78	1313.0
2022-04-17 20:10:00	ES	Futures	4942.06	4943.2	4941.5	4942.35	567.0
2022-04-17 20:15:00	ES	Futures	4942.35	4947.17	4942.35	4944.05	2257.0
2022-04-17 20:20:00	ES	Futures	4944.05	4944.9	4943.2	4944.33	544.0
2022-04-17 20:25:00	ES	Futures	4944.61	4944.9	4942.63	4943.76	566.0
2022-04-17 20:30:00	ES	Futures	4943.76	4943.76	4941.78	4943.2	489.0
2022-04-17 20:35:00	ES	Futures	4943.2	4943.76	4941.78	4943.76	490.0
2022-04-17 20:40:00	ES	Futures	4943.48	4944.61	4941.21	4942.06	767.0
2022-04-17 20:45:00	ES	Futures	4942.06	4942.06	4940.08	4941.21	880.0
2022-04-17 20:50:00	ES	Futures	4941.21	4944.33	4940.65	4943.76	1176.0
2022-04-17 20:55:00	ES	Futures	4943.76	4944.33	4942.06	4942.06	514.0
2022-04-17 21:00:00	ES	Futures	4942.06	4944.05	4941.5	4941.78	815.0
2022-04-17 21:05:00	ES	Futures	4941.78	4943.76	4941.78	4943.48	473.0
2022-04-17 21:10:00	ES	Futures	4943.48	4943.76	4941.78	4942.35	522.0
2022-04-17 21:15:00	ES	Futures	4942.06	4943.2	4941.5	4941.5	518.0
2022-04-17 21:20:00	ES	Futures	4941.5	4942.06	4940.08	4942.06	746.0
2022-04-17 21:25:00	ES	Futures	4942.06	4943.2	4941.21	4943.2	641.0
2022-04-17 21:30:00	ES	Futures	4943.2	4947.17	4942.63	4947.17	1599.0
2022-04-17 21:35:00	ES	Futures	4946.88	4949.43	4946.32	4948.3	1071.0
2022-04-17 21:40:00	ES	Futures	4948.3	4949.43	4947.73	4948.02	688.0
2022-04-17 21:45:00	ES	Futures	4948.02	4949.15	4947.45	4948.3	416.0
2022-04-17 21:50:00	ES	Futures	4948.3	4948.58	4946.03	4946.03	670.0
2022-04-17 21:55:00	ES	Futures	4946.32	4947.17	4946.03	4946.88	393.0
2022-04-17 22:00:00	ES	Futures	4946.6	4948.87	4946.6	4948.3	372.0
2022-04-17 22:05:00	ES	Futures	4948.3	4948.87	4946.88	4948.3	446.0

> showing 50 of 3,612 rows — these rows as CSV

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