PREVIEW / futures_5min / 2022-04-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-22.parquet
  size:    333 KB
  rows:    16,328

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
2022-04-22 00:00:00	ES	Futures	4960.2	4960.2	4959.64	4960.2	242.0
2022-04-22 00:05:00	ES	Futures	4960.2	4960.2	4959.64	4960.2	206.0
2022-04-22 00:10:00	ES	Futures	4960.2	4960.2	4959.35	4959.92	142.0
2022-04-22 00:15:00	ES	Futures	4959.92	4959.92	4956.24	4958.22	476.0
2022-04-22 00:20:00	ES	Futures	4958.22	4965.02	4957.65	4963.6	1501.0
2022-04-22 00:25:00	ES	Futures	4963.89	4965.02	4963.32	4963.89	285.0
2022-04-22 00:30:00	ES	Futures	4963.89	4963.89	4959.64	4960.49	517.0
2022-04-22 00:35:00	ES	Futures	4960.49	4961.05	4959.92	4960.49	211.0
2022-04-22 00:40:00	ES	Futures	4960.49	4961.34	4959.64	4961.34	284.0
2022-04-22 00:45:00	ES	Futures	4961.05	4961.9	4960.2	4961.9	318.0
2022-04-22 00:50:00	ES	Futures	4962.19	4963.32	4961.62	4962.47	391.0
2022-04-22 00:55:00	ES	Futures	4962.47	4965.59	4962.47	4965.02	337.0
2022-04-22 01:00:00	ES	Futures	4964.74	4967.86	4963.32	4967.57	931.0
2022-04-22 01:05:00	ES	Futures	4967.29	4970.12	4967.29	4968.99	993.0
2022-04-22 01:10:00	ES	Futures	4969.27	4972.11	4968.42	4971.82	831.0
2022-04-22 01:15:00	ES	Futures	4972.11	4973.53	4969.84	4969.84	1046.0
2022-04-22 01:20:00	ES	Futures	4969.56	4970.97	4968.71	4968.71	551.0
2022-04-22 01:25:00	ES	Futures	4968.42	4969.84	4967.29	4968.99	687.0
2022-04-22 01:30:00	ES	Futures	4968.71	4972.11	4966.72	4972.11	746.0
2022-04-22 01:35:00	ES	Futures	4971.82	4973.81	4971.26	4973.81	851.0
2022-04-22 01:40:00	ES	Futures	4974.09	4974.38	4972.96	4973.81	558.0
2022-04-22 01:45:00	ES	Futures	4974.09	4974.66	4971.26	4971.54	1231.0
2022-04-22 01:50:00	ES	Futures	4971.26	4972.67	4969.56	4969.56	613.0
2022-04-22 01:55:00	ES	Futures	4969.84	4971.54	4965.87	4966.72	1509.0
2022-04-22 02:00:00	ES	Futures	4966.44	4969.56	4964.17	4966.44	1355.0
2022-04-22 02:05:00	ES	Futures	4966.44	4969.56	4966.16	4967.57	781.0
2022-04-22 02:10:00	ES	Futures	4967.57	4969.84	4966.44	4968.14	469.0
2022-04-22 02:15:00	ES	Futures	4968.42	4969.56	4965.87	4967.01	621.0
2022-04-22 02:20:00	ES	Futures	4967.29	4969.56	4967.29	4969.56	463.0
2022-04-22 02:25:00	ES	Futures	4969.56	4972.96	4967.29	4972.39	941.0
2022-04-22 02:30:00	ES	Futures	4972.67	4973.81	4970.69	4971.26	718.0
2022-04-22 02:35:00	ES	Futures	4971.26	4973.53	4969.56	4973.24	529.0
2022-04-22 02:40:00	ES	Futures	4973.53	4974.38	4970.69	4970.97	714.0
2022-04-22 02:45:00	ES	Futures	4970.97	4973.24	4970.97	4972.39	604.0
2022-04-22 02:50:00	ES	Futures	4972.39	4972.39	4969.84	4972.39	634.0
2022-04-22 02:55:00	ES	Futures	4972.39	4976.64	4972.39	4974.09	2014.0
2022-04-22 03:00:00	ES	Futures	4974.09	4980.89	4971.82	4980.33	3613.0
2022-04-22 03:05:00	ES	Futures	4980.33	4980.61	4973.81	4974.94	2542.0
2022-04-22 03:10:00	ES	Futures	4974.94	4980.04	4973.24	4978.34	2202.0
2022-04-22 03:15:00	ES	Futures	4978.34	4980.61	4974.66	4974.66	1607.0
2022-04-22 03:20:00	ES	Futures	4974.38	4974.38	4965.02	4965.87	2313.0
2022-04-22 03:25:00	ES	Futures	4965.87	4968.99	4961.34	4961.62	1722.0
2022-04-22 03:30:00	ES	Futures	4961.62	4967.01	4959.64	4962.75	3443.0
2022-04-22 03:35:00	ES	Futures	4962.75	4967.86	4959.64	4967.29	1897.0
2022-04-22 03:40:00	ES	Futures	4967.29	4970.12	4966.72	4969.56	1509.0
2022-04-22 03:45:00	ES	Futures	4969.56	4971.26	4967.29	4968.14	1363.0
2022-04-22 03:50:00	ES	Futures	4968.42	4972.67	4967.57	4971.82	1397.0
2022-04-22 03:55:00	ES	Futures	4972.11	4975.79	4970.12	4975.23	2331.0
2022-04-22 04:00:00	ES	Futures	4975.51	4979.19	4972.96	4979.19	2264.0
2022-04-22 04:05:00	ES	Futures	4979.19	4979.48	4975.79	4976.64	1738.0

> showing 50 of 16,328 rows — these rows as CSV

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