PREVIEW / futures_5min / 2022-04-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-26.parquet
  size:    418 KB
  rows:    20,475

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
2022-04-26 00:00:00	ES	Futures	4877.72	4878.57	4877.44	4878.01	585.0
2022-04-26 00:05:00	ES	Futures	4878.29	4878.29	4875.74	4876.02	398.0
2022-04-26 00:10:00	ES	Futures	4876.02	4876.59	4874.89	4876.59	421.0
2022-04-26 00:15:00	ES	Futures	4876.31	4876.87	4876.02	4876.02	118.0
2022-04-26 00:20:00	ES	Futures	4876.02	4876.31	4874.89	4875.45	242.0
2022-04-26 00:25:00	ES	Futures	4875.74	4875.74	4875.17	4875.45	256.0
2022-04-26 00:30:00	ES	Futures	4875.45	4876.31	4875.45	4876.02	383.0
2022-04-26 00:35:00	ES	Futures	4876.31	4876.31	4875.45	4876.02	220.0
2022-04-26 00:40:00	ES	Futures	4875.74	4876.87	4875.74	4876.59	244.0
2022-04-26 00:45:00	ES	Futures	4876.59	4876.87	4876.31	4876.59	178.0
2022-04-26 00:50:00	ES	Futures	4876.87	4877.16	4876.31	4876.87	467.0
2022-04-26 00:55:00	ES	Futures	4876.87	4877.16	4876.59	4876.87	238.0
2022-04-26 01:00:00	ES	Futures	4876.87	4878.01	4876.02	4877.16	909.0
2022-04-26 01:05:00	ES	Futures	4876.87	4876.87	4871.2	4871.49	1247.0
2022-04-26 01:10:00	ES	Futures	4871.2	4874.89	4871.2	4872.05	903.0
2022-04-26 01:15:00	ES	Futures	4871.77	4872.34	4869.22	4869.79	813.0
2022-04-26 01:20:00	ES	Futures	4870.07	4871.77	4869.5	4870.92	391.0
2022-04-26 01:25:00	ES	Futures	4870.64	4872.34	4870.35	4870.92	465.0
2022-04-26 01:30:00	ES	Futures	4871.2	4873.47	4870.92	4872.34	360.0
2022-04-26 01:35:00	ES	Futures	4872.34	4873.19	4871.49	4872.34	331.0
2022-04-26 01:40:00	ES	Futures	4872.05	4874.04	4872.05	4874.04	434.0
2022-04-26 01:45:00	ES	Futures	4873.75	4875.17	4873.75	4874.89	342.0
2022-04-26 01:50:00	ES	Futures	4874.89	4878.01	4874.6	4878.01	729.0
2022-04-26 01:55:00	ES	Futures	4878.01	4878.01	4874.04	4874.04	815.0
2022-04-26 02:00:00	ES	Futures	4873.75	4875.74	4868.94	4870.92	1608.0
2022-04-26 02:05:00	ES	Futures	4870.92	4870.92	4865.53	4867.24	1313.0
2022-04-26 02:10:00	ES	Futures	4867.24	4869.79	4864.68	4865.82	1214.0
2022-04-26 02:15:00	ES	Futures	4866.1	4866.1	4860.15	4863.83	2008.0
2022-04-26 02:20:00	ES	Futures	4864.12	4864.12	4861.85	4862.42	788.0
2022-04-26 02:25:00	ES	Futures	4862.7	4864.4	4862.13	4863.83	632.0
2022-04-26 02:30:00	ES	Futures	4863.83	4866.67	4861.57	4861.57	696.0
2022-04-26 02:35:00	ES	Futures	4861.85	4863.83	4860.72	4862.7	680.0
2022-04-26 02:40:00	ES	Futures	4862.7	4865.53	4860.43	4861.57	728.0
2022-04-26 02:45:00	ES	Futures	4861.28	4864.12	4857.03	4863.83	1916.0
2022-04-26 02:50:00	ES	Futures	4863.83	4866.1	4861.28	4865.25	1447.0
2022-04-26 02:55:00	ES	Futures	4864.97	4865.82	4862.7	4865.82	1112.0
2022-04-26 03:00:00	ES	Futures	4866.1	4867.52	4857.03	4862.13	3557.0
2022-04-26 03:05:00	ES	Futures	4861.85	4863.27	4852.5	4852.78	3218.0
2022-04-26 03:10:00	ES	Futures	4852.78	4855.05	4848.53	4849.1	3277.0
2022-04-26 03:15:00	ES	Futures	4849.1	4849.66	4844.56	4845.13	2571.0
2022-04-26 03:20:00	ES	Futures	4844.84	4846.83	4842.86	4845.69	2495.0
2022-04-26 03:25:00	ES	Futures	4845.69	4849.1	4838.89	4840.31	3039.0
2022-04-26 03:30:00	ES	Futures	4840.02	4849.1	4838.89	4846.83	2588.0
2022-04-26 03:35:00	ES	Futures	4846.83	4848.24	4842.29	4844.56	1466.0
2022-04-26 03:40:00	ES	Futures	4844.84	4847.39	4842.01	4842.86	1370.0
2022-04-26 03:45:00	ES	Futures	4842.29	4847.39	4840.59	4845.98	1463.0
2022-04-26 03:50:00	ES	Futures	4845.98	4849.95	4845.98	4847.39	1611.0
2022-04-26 03:55:00	ES	Futures	4847.68	4849.66	4843.14	4844.84	1153.0
2022-04-26 04:00:00	ES	Futures	4844.84	4849.38	4842.58	4844.28	2101.0
2022-04-26 04:05:00	ES	Futures	4844.56	4848.53	4843.71	4846.26	1420.0

> showing 50 of 20,475 rows — these rows as CSV

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