PREVIEW / futures_5min / 2022-04-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-27.parquet
  size:    397 KB
  rows:    20,536

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
2022-04-27 00:00:00	ES	Futures	4752.16	4753.01	4750.74	4753.01	486.0
2022-04-27 00:05:00	ES	Futures	4753.01	4754.71	4752.16	4753.01	383.0
2022-04-27 00:10:00	ES	Futures	4753.01	4753.58	4751.88	4752.73	214.0
2022-04-27 00:15:00	ES	Futures	4752.73	4753.29	4751.88	4752.16	241.0
2022-04-27 00:20:00	ES	Futures	4752.44	4752.73	4749.61	4749.61	657.0
2022-04-27 00:25:00	ES	Futures	4749.89	4753.86	4749.89	4750.46	669.0
2022-04-27 00:30:00	ES	Futures	4750.46	4751.59	4749.61	4750.46	401.0
2022-04-27 00:35:00	ES	Futures	4750.46	4750.74	4748.47	4749.32	329.0
2022-04-27 00:40:00	ES	Futures	4749.61	4750.17	4747.91	4749.61	328.0
2022-04-27 00:45:00	ES	Futures	4749.32	4753.01	4749.32	4752.73	469.0
2022-04-27 00:50:00	ES	Futures	4752.44	4752.73	4751.02	4751.31	418.0
2022-04-27 00:55:00	ES	Futures	4751.02	4753.01	4751.02	4752.16	505.0
2022-04-27 01:00:00	ES	Futures	4752.16	4754.14	4748.76	4749.61	851.0
2022-04-27 01:05:00	ES	Futures	4749.61	4752.73	4749.61	4751.88	601.0
2022-04-27 01:10:00	ES	Futures	4752.16	4755.56	4751.31	4754.99	943.0
2022-04-27 01:15:00	ES	Futures	4754.99	4755.28	4751.88	4752.44	743.0
2022-04-27 01:20:00	ES	Futures	4752.44	4752.44	4747.62	4749.32	1323.0
2022-04-27 01:25:00	ES	Futures	4749.32	4753.01	4748.47	4753.01	485.0
2022-04-27 01:30:00	ES	Futures	4753.01	4757.54	4749.61	4750.46	1776.0
2022-04-27 01:35:00	ES	Futures	4750.17	4755.28	4750.17	4753.86	855.0
2022-04-27 01:40:00	ES	Futures	4753.86	4754.43	4751.88	4752.73	623.0
2022-04-27 01:45:00	ES	Futures	4752.44	4752.44	4748.47	4750.46	927.0
2022-04-27 01:50:00	ES	Futures	4750.74	4751.31	4748.76	4751.02	702.0
2022-04-27 01:55:00	ES	Futures	4750.74	4752.73	4747.91	4750.74	1112.0
2022-04-27 02:00:00	ES	Futures	4751.02	4752.16	4745.07	4746.21	2437.0
2022-04-27 02:05:00	ES	Futures	4745.92	4753.01	4744.79	4751.02	1853.0
2022-04-27 02:10:00	ES	Futures	4751.02	4756.41	4750.74	4755.84	1252.0
2022-04-27 02:15:00	ES	Futures	4755.84	4758.68	4755.56	4757.83	2329.0
2022-04-27 02:20:00	ES	Futures	4757.83	4758.39	4756.69	4757.26	751.0
2022-04-27 02:25:00	ES	Futures	4756.98	4757.83	4756.13	4756.13	1613.0
2022-04-27 02:30:00	ES	Futures	4756.41	4758.68	4754.43	4755.84	1499.0
2022-04-27 02:35:00	ES	Futures	4755.56	4758.68	4753.01	4753.01	856.0
2022-04-27 02:40:00	ES	Futures	4753.01	4754.14	4750.46	4753.01	1085.0
2022-04-27 02:45:00	ES	Futures	4753.01	4755.28	4751.88	4754.71	883.0
2022-04-27 02:50:00	ES	Futures	4754.71	4756.41	4752.44	4755.28	786.0
2022-04-27 02:55:00	ES	Futures	4755.56	4758.39	4754.43	4757.54	1081.0
2022-04-27 03:00:00	ES	Futures	4757.83	4762.08	4753.29	4755.56	4094.0
2022-04-27 03:05:00	ES	Futures	4755.84	4760.95	4751.31	4758.68	2396.0
2022-04-27 03:10:00	ES	Futures	4758.68	4759.81	4751.02	4751.02	2426.0
2022-04-27 03:15:00	ES	Futures	4751.02	4753.86	4747.06	4748.19	3070.0
2022-04-27 03:20:00	ES	Futures	4748.19	4748.76	4736.29	4736.29	3207.0
2022-04-27 03:25:00	ES	Futures	4736.57	4737.42	4722.68	4722.96	4750.0
2022-04-27 03:30:00	ES	Futures	4722.96	4730.33	4720.98	4730.33	3260.0
2022-04-27 03:35:00	ES	Futures	4730.33	4741.39	4729.2	4741.1	3213.0
2022-04-27 03:40:00	ES	Futures	4741.1	4749.04	4740.82	4745.92	2601.0
2022-04-27 03:45:00	ES	Futures	4746.21	4756.69	4743.66	4752.44	3870.0
2022-04-27 03:50:00	ES	Futures	4752.73	4764.63	4752.16	4764.06	3681.0
2022-04-27 03:55:00	ES	Futures	4764.35	4772.57	4762.08	4770.3	5685.0
2022-04-27 04:00:00	ES	Futures	4770.02	4771.72	4763.5	4765.76	4400.0
2022-04-27 04:05:00	ES	Futures	4765.76	4768.03	4762.93	4766.05	1703.0

> showing 50 of 20,536 rows — these rows as CSV

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