PREVIEW / futures_5min / 2022-04-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-28.parquet
  size:    416 KB
  rows:    20,580

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
2022-04-28 00:00:00	ES	Futures	4772.57	4773.42	4770.87	4771.43	519.0
2022-04-28 00:05:00	ES	Futures	4771.43	4772.57	4771.15	4772.28	237.0
2022-04-28 00:10:00	ES	Futures	4772.28	4773.98	4771.72	4772.57	515.0
2022-04-28 00:15:00	ES	Futures	4772.57	4772.57	4770.58	4771.43	255.0
2022-04-28 00:20:00	ES	Futures	4771.43	4772.57	4771.43	4772.28	187.0
2022-04-28 00:25:00	ES	Futures	4772.28	4773.42	4772.0	4772.57	275.0
2022-04-28 00:30:00	ES	Futures	4772.85	4773.7	4772.0	4773.42	292.0
2022-04-28 00:35:00	ES	Futures	4773.42	4773.98	4772.85	4773.7	179.0
2022-04-28 00:40:00	ES	Futures	4773.42	4775.97	4772.85	4775.68	331.0
2022-04-28 00:45:00	ES	Futures	4775.68	4777.95	4775.68	4777.38	402.0
2022-04-28 00:50:00	ES	Futures	4777.67	4777.95	4776.82	4777.1	201.0
2022-04-28 00:55:00	ES	Futures	4777.1	4778.24	4777.1	4777.95	200.0
2022-04-28 01:00:00	ES	Futures	4777.67	4777.95	4775.12	4776.82	425.0
2022-04-28 01:05:00	ES	Futures	4776.82	4777.1	4775.68	4777.1	241.0
2022-04-28 01:10:00	ES	Futures	4777.1	4777.38	4776.25	4777.1	262.0
2022-04-28 01:15:00	ES	Futures	4777.1	4777.67	4775.12	4776.25	527.0
2022-04-28 01:20:00	ES	Futures	4776.53	4777.38	4774.55	4775.12	678.0
2022-04-28 01:25:00	ES	Futures	4775.12	4777.95	4774.27	4777.67	358.0
2022-04-28 01:30:00	ES	Futures	4777.67	4778.52	4775.12	4776.53	404.0
2022-04-28 01:35:00	ES	Futures	4777.1	4779.65	4775.12	4775.97	720.0
2022-04-28 01:40:00	ES	Futures	4776.25	4776.53	4773.13	4774.55	666.0
2022-04-28 01:45:00	ES	Futures	4774.83	4784.19	4774.27	4781.92	1643.0
2022-04-28 01:50:00	ES	Futures	4781.92	4784.47	4781.07	4783.34	1267.0
2022-04-28 01:55:00	ES	Futures	4783.05	4783.34	4780.5	4780.5	921.0
2022-04-28 02:00:00	ES	Futures	4780.5	4785.04	4778.52	4784.19	1149.0
2022-04-28 02:05:00	ES	Futures	4783.9	4785.04	4779.94	4783.05	751.0
2022-04-28 02:10:00	ES	Futures	4782.77	4785.89	4780.5	4785.04	722.0
2022-04-28 02:15:00	ES	Futures	4785.32	4788.16	4784.47	4787.02	1238.0
2022-04-28 02:20:00	ES	Futures	4787.31	4790.42	4786.45	4789.29	1268.0
2022-04-28 02:25:00	ES	Futures	4789.57	4792.41	4789.01	4789.86	1745.0
2022-04-28 02:30:00	ES	Futures	4789.86	4792.12	4789.57	4790.14	652.0
2022-04-28 02:35:00	ES	Futures	4789.86	4790.99	4788.16	4790.14	700.0
2022-04-28 02:40:00	ES	Futures	4790.42	4793.54	4789.57	4792.41	794.0
2022-04-28 02:45:00	ES	Futures	4792.41	4794.67	4791.84	4792.69	968.0
2022-04-28 02:50:00	ES	Futures	4792.97	4794.96	4792.69	4793.26	890.0
2022-04-28 02:55:00	ES	Futures	4792.97	4794.11	4791.27	4793.54	745.0
2022-04-28 03:00:00	ES	Futures	4793.54	4795.52	4789.29	4794.39	2763.0
2022-04-28 03:05:00	ES	Futures	4794.67	4794.67	4789.57	4792.41	2014.0
2022-04-28 03:10:00	ES	Futures	4792.41	4801.48	4790.14	4796.66	5284.0
2022-04-28 03:15:00	ES	Futures	4796.94	4801.48	4795.24	4801.19	2600.0
2022-04-28 03:20:00	ES	Futures	4801.19	4804.31	4800.06	4802.61	4100.0
2022-04-28 03:25:00	ES	Futures	4802.61	4808.85	4800.34	4808.28	3335.0
2022-04-28 03:30:00	ES	Futures	4808.0	4810.26	4807.15	4807.71	2566.0
2022-04-28 03:35:00	ES	Futures	4807.71	4815.93	4807.71	4814.8	3958.0
2022-04-28 03:40:00	ES	Futures	4814.8	4815.08	4812.81	4814.23	1477.0
2022-04-28 03:45:00	ES	Futures	4813.95	4814.23	4810.55	4811.68	1975.0
2022-04-28 03:50:00	ES	Futures	4811.4	4812.53	4808.56	4808.56	1708.0
2022-04-28 03:55:00	ES	Futures	4808.56	4809.41	4804.31	4805.16	1770.0
2022-04-28 04:00:00	ES	Futures	4805.16	4811.4	4805.16	4807.15	2789.0
2022-04-28 04:05:00	ES	Futures	4807.15	4812.81	4807.15	4810.83	2466.0

> showing 50 of 20,580 rows — these rows as CSV

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