PREVIEW / futures_5min / 2022-04-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-18.parquet
  size:    285 KB
  rows:    15,447

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
2022-04-18 00:00:00	ES	Futures	4950.28	4951.13	4950.0	4950.57	325.0
2022-04-18 00:05:00	ES	Futures	4950.57	4950.85	4950.0	4950.0	224.0
2022-04-18 00:10:00	ES	Futures	4950.28	4950.85	4950.0	4950.85	142.0
2022-04-18 00:15:00	ES	Futures	4950.85	4950.85	4949.72	4950.28	181.0
2022-04-18 00:20:00	ES	Futures	4950.28	4950.28	4949.15	4949.72	213.0
2022-04-18 00:25:00	ES	Futures	4949.72	4950.28	4949.43	4949.72	280.0
2022-04-18 00:30:00	ES	Futures	4950.0	4950.0	4946.6	4946.6	692.0
2022-04-18 00:35:00	ES	Futures	4946.88	4947.17	4944.9	4946.88	900.0
2022-04-18 00:40:00	ES	Futures	4947.17	4947.45	4946.6	4947.17	206.0
2022-04-18 00:45:00	ES	Futures	4947.17	4947.45	4945.75	4946.03	406.0
2022-04-18 00:50:00	ES	Futures	4946.03	4946.32	4945.18	4946.03	238.0
2022-04-18 00:55:00	ES	Futures	4946.03	4947.17	4945.75	4945.75	233.0
2022-04-18 01:00:00	ES	Futures	4946.03	4948.02	4945.75	4947.45	459.0
2022-04-18 01:05:00	ES	Futures	4947.45	4950.0	4947.45	4948.58	430.0
2022-04-18 01:10:00	ES	Futures	4948.87	4949.43	4947.45	4948.58	294.0
2022-04-18 01:15:00	ES	Futures	4948.58	4948.87	4946.6	4947.17	257.0
2022-04-18 01:20:00	ES	Futures	4947.17	4947.17	4946.6	4946.88	186.0
2022-04-18 01:25:00	ES	Futures	4946.88	4946.88	4946.03	4946.6	248.0
2022-04-18 01:30:00	ES	Futures	4946.6	4948.58	4946.32	4946.6	342.0
2022-04-18 01:35:00	ES	Futures	4946.6	4947.17	4946.03	4946.6	202.0
2022-04-18 01:40:00	ES	Futures	4946.6	4948.02	4946.32	4946.6	296.0
2022-04-18 01:45:00	ES	Futures	4946.88	4947.73	4946.88	4947.73	204.0
2022-04-18 01:50:00	ES	Futures	4948.02	4951.7	4948.02	4951.13	816.0
2022-04-18 01:55:00	ES	Futures	4951.13	4953.12	4951.13	4951.98	684.0
2022-04-18 02:00:00	ES	Futures	4952.27	4954.82	4951.98	4953.68	646.0
2022-04-18 02:05:00	ES	Futures	4953.68	4955.1	4953.68	4953.97	465.0
2022-04-18 02:10:00	ES	Futures	4953.97	4953.97	4952.27	4952.27	270.0
2022-04-18 02:15:00	ES	Futures	4952.27	4952.55	4951.13	4951.42	330.0
2022-04-18 02:20:00	ES	Futures	4951.13	4952.27	4950.85	4951.7	291.0
2022-04-18 02:25:00	ES	Futures	4951.7	4952.55	4950.85	4952.55	353.0
2022-04-18 02:30:00	ES	Futures	4952.27	4953.4	4952.27	4952.27	336.0
2022-04-18 02:35:00	ES	Futures	4952.55	4955.39	4951.98	4955.39	639.0
2022-04-18 02:40:00	ES	Futures	4955.39	4955.39	4952.27	4952.55	335.0
2022-04-18 02:45:00	ES	Futures	4952.83	4953.97	4948.87	4950.57	1571.0
2022-04-18 02:50:00	ES	Futures	4950.85	4951.98	4950.28	4951.98	226.0
2022-04-18 02:55:00	ES	Futures	4951.7	4952.83	4951.42	4951.7	271.0
2022-04-18 03:00:00	ES	Futures	4951.42	4951.98	4948.58	4949.43	536.0
2022-04-18 03:05:00	ES	Futures	4949.43	4949.72	4948.87	4949.15	210.0
2022-04-18 03:10:00	ES	Futures	4949.43	4950.85	4948.87	4950.0	158.0
2022-04-18 03:15:00	ES	Futures	4949.72	4950.28	4948.87	4949.72	168.0
2022-04-18 03:20:00	ES	Futures	4949.72	4950.57	4948.87	4950.28	170.0
2022-04-18 03:25:00	ES	Futures	4950.28	4952.27	4950.0	4950.57	269.0
2022-04-18 03:30:00	ES	Futures	4950.0	4950.28	4948.58	4950.0	303.0
2022-04-18 03:35:00	ES	Futures	4950.28	4951.42	4944.9	4947.73	1003.0
2022-04-18 03:40:00	ES	Futures	4947.73	4948.87	4946.6	4947.45	274.0
2022-04-18 03:45:00	ES	Futures	4947.45	4949.72	4947.17	4949.15	184.0
2022-04-18 03:50:00	ES	Futures	4949.15	4950.57	4948.58	4950.0	210.0
2022-04-18 03:55:00	ES	Futures	4949.72	4950.85	4949.15	4949.72	358.0
2022-04-18 04:00:00	ES	Futures	4949.72	4958.79	4949.43	4957.94	1665.0
2022-04-18 04:05:00	ES	Futures	4958.22	4958.22	4954.53	4956.52	773.0

> showing 50 of 15,447 rows — these rows as CSV

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