PREVIEW / futures_5min / 2022-04-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-19.parquet
  size:    390 KB
  rows:    19,855

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
2022-04-19 00:00:00	ES	Futures	4993.37	4993.65	4991.67	4991.67	388.0
2022-04-19 00:05:00	ES	Futures	4991.95	4993.37	4991.67	4992.52	343.0
2022-04-19 00:10:00	ES	Futures	4992.23	4992.8	4991.1	4991.67	313.0
2022-04-19 00:15:00	ES	Futures	4991.67	4993.08	4991.38	4992.8	263.0
2022-04-19 00:20:00	ES	Futures	4992.52	4992.8	4991.67	4991.95	201.0
2022-04-19 00:25:00	ES	Futures	4991.67	4992.23	4991.1	4991.38	239.0
2022-04-19 00:30:00	ES	Futures	4991.38	4992.23	4990.53	4992.23	378.0
2022-04-19 00:35:00	ES	Futures	4992.23	4992.8	4991.38	4991.67	186.0
2022-04-19 00:40:00	ES	Futures	4991.38	4992.52	4991.1	4992.52	200.0
2022-04-19 00:45:00	ES	Futures	4992.52	4992.8	4991.95	4992.52	282.0
2022-04-19 00:50:00	ES	Futures	4992.52	4993.93	4991.38	4993.65	649.0
2022-04-19 00:55:00	ES	Futures	4993.37	4994.78	4993.37	4994.22	198.0
2022-04-19 01:00:00	ES	Futures	4993.93	4995.35	4991.67	4991.95	783.0
2022-04-19 01:05:00	ES	Futures	4991.95	4992.23	4989.4	4989.96	599.0
2022-04-19 01:10:00	ES	Futures	4989.96	4990.82	4989.11	4989.68	701.0
2022-04-19 01:15:00	ES	Futures	4989.68	4989.96	4987.98	4988.83	474.0
2022-04-19 01:20:00	ES	Futures	4989.11	4989.11	4988.26	4988.83	274.0
2022-04-19 01:25:00	ES	Futures	4988.83	4990.25	4988.83	4989.96	467.0
2022-04-19 01:30:00	ES	Futures	4989.68	4989.68	4988.55	4988.55	274.0
2022-04-19 01:35:00	ES	Futures	4988.83	4989.96	4987.7	4989.4	425.0
2022-04-19 01:40:00	ES	Futures	4989.68	4991.1	4988.83	4990.25	525.0
2022-04-19 01:45:00	ES	Futures	4990.53	4990.82	4988.83	4989.68	429.0
2022-04-19 01:50:00	ES	Futures	4989.68	4991.67	4989.4	4991.67	437.0
2022-04-19 01:55:00	ES	Futures	4991.38	4991.67	4987.98	4988.26	496.0
2022-04-19 02:00:00	ES	Futures	4987.98	4989.96	4985.43	4987.98	1262.0
2022-04-19 02:05:00	ES	Futures	4988.26	4993.93	4985.71	4992.8	1095.0
2022-04-19 02:10:00	ES	Futures	4992.52	4994.22	4991.1	4993.93	753.0
2022-04-19 02:15:00	ES	Futures	4994.22	4997.33	4992.23	4994.5	1154.0
2022-04-19 02:20:00	ES	Futures	4994.5	4998.75	4994.5	4997.05	1000.0
2022-04-19 02:25:00	ES	Futures	4997.05	4997.62	4995.63	4995.92	582.0
2022-04-19 02:30:00	ES	Futures	4996.2	4996.2	4993.37	4994.78	616.0
2022-04-19 02:35:00	ES	Futures	4994.78	4995.07	4993.08	4993.37	350.0
2022-04-19 02:40:00	ES	Futures	4993.37	4995.35	4993.08	4995.07	333.0
2022-04-19 02:45:00	ES	Futures	4994.78	4995.35	4993.37	4994.22	652.0
2022-04-19 02:50:00	ES	Futures	4993.93	4994.78	4992.23	4993.08	597.0
2022-04-19 02:55:00	ES	Futures	4993.37	4993.37	4991.1	4992.8	621.0
2022-04-19 03:00:00	ES	Futures	4992.52	4992.8	4983.73	4989.11	2979.0
2022-04-19 03:05:00	ES	Futures	4989.11	4991.38	4984.86	4986.56	1775.0
2022-04-19 03:10:00	ES	Futures	4986.28	4986.28	4978.34	4978.91	3073.0
2022-04-19 03:15:00	ES	Futures	4978.63	4981.46	4977.49	4980.33	4029.0
2022-04-19 03:20:00	ES	Futures	4980.04	4981.75	4977.49	4980.61	1773.0
2022-04-19 03:25:00	ES	Futures	4980.89	4981.75	4978.91	4979.76	1238.0
2022-04-19 03:30:00	ES	Futures	4980.04	4981.75	4977.78	4977.78	1598.0
2022-04-19 03:35:00	ES	Futures	4977.78	4978.34	4973.24	4975.51	2858.0
2022-04-19 03:40:00	ES	Futures	4975.23	4976.64	4973.53	4976.08	1248.0
2022-04-19 03:45:00	ES	Futures	4976.08	4981.18	4975.23	4980.61	1524.0
2022-04-19 03:50:00	ES	Futures	4980.61	4981.75	4980.04	4981.18	740.0
2022-04-19 03:55:00	ES	Futures	4981.46	4988.55	4981.18	4986.0	1828.0
2022-04-19 04:00:00	ES	Futures	4986.0	4989.4	4985.71	4987.41	2035.0
2022-04-19 04:05:00	ES	Futures	4987.7	4993.08	4987.13	4989.4	1911.0

> showing 50 of 19,855 rows — these rows as CSV

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