PREVIEW / futures_5min / 2022-05-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-01.parquet
  size:    93 KB
  rows:    4,057

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
2022-05-01 18:00:00	ES	Futures	4698.3	4702.27	4684.13	4701.14	5488.0
2022-05-01 18:05:00	ES	Futures	4700.86	4701.99	4694.9	4699.72	1529.0
2022-05-01 18:10:00	ES	Futures	4699.72	4701.99	4694.62	4694.62	1465.0
2022-05-01 18:15:00	ES	Futures	4694.9	4695.75	4691.22	4693.2	1504.0
2022-05-01 18:20:00	ES	Futures	4693.49	4694.05	4673.93	4674.78	2799.0
2022-05-01 18:25:00	ES	Futures	4674.78	4676.76	4668.83	4670.81	3255.0
2022-05-01 18:30:00	ES	Futures	4670.81	4676.2	4667.41	4669.96	2546.0
2022-05-01 18:35:00	ES	Futures	4669.96	4674.21	4667.41	4672.23	1956.0
2022-05-01 18:40:00	ES	Futures	4672.23	4674.21	4670.24	4673.93	1065.0
2022-05-01 18:45:00	ES	Futures	4673.65	4683.57	4673.65	4683.0	2599.0
2022-05-01 18:50:00	ES	Futures	4683.28	4689.8	4682.72	4688.1	2187.0
2022-05-01 18:55:00	ES	Futures	4688.38	4690.09	4686.4	4687.53	994.0
2022-05-01 19:00:00	ES	Futures	4687.53	4691.5	4687.53	4690.37	900.0
2022-05-01 19:05:00	ES	Futures	4690.37	4693.49	4689.52	4693.2	929.0
2022-05-01 19:10:00	ES	Futures	4693.2	4696.04	4692.35	4693.49	1016.0
2022-05-01 19:15:00	ES	Futures	4693.77	4696.6	4692.92	4694.34	625.0
2022-05-01 19:20:00	ES	Futures	4694.62	4698.59	4694.62	4697.17	1011.0
2022-05-01 19:25:00	ES	Futures	4696.89	4697.45	4694.34	4694.9	833.0
2022-05-01 19:30:00	ES	Futures	4694.9	4694.9	4685.83	4687.25	1734.0
2022-05-01 19:35:00	ES	Futures	4686.97	4689.52	4681.87	4685.83	1542.0
2022-05-01 19:40:00	ES	Futures	4685.55	4686.12	4677.05	4678.75	1471.0
2022-05-01 19:45:00	ES	Futures	4678.46	4680.45	4673.65	4676.48	1803.0
2022-05-01 19:50:00	ES	Futures	4676.48	4688.38	4676.48	4685.83	2423.0
2022-05-01 19:55:00	ES	Futures	4686.12	4689.52	4682.15	4684.7	1524.0
2022-05-01 20:00:00	ES	Futures	4684.42	4688.1	4682.72	4686.4	2004.0
2022-05-01 20:05:00	ES	Futures	4686.12	4691.79	4685.27	4689.52	2566.0
2022-05-01 20:10:00	ES	Futures	4689.52	4690.37	4684.98	4685.55	1058.0
2022-05-01 20:15:00	ES	Futures	4685.83	4688.38	4678.75	4679.88	2100.0
2022-05-01 20:20:00	ES	Futures	4679.6	4685.55	4677.61	4683.57	1373.0
2022-05-01 20:25:00	ES	Futures	4683.85	4684.98	4680.16	4681.02	879.0
2022-05-01 20:30:00	ES	Futures	4681.02	4684.13	4677.9	4683.28	1252.0
2022-05-01 20:35:00	ES	Futures	4683.28	4684.98	4678.46	4682.72	943.0
2022-05-01 20:40:00	ES	Futures	4683.0	4688.38	4682.72	4686.4	988.0
2022-05-01 20:45:00	ES	Futures	4686.68	4686.97	4679.6	4681.58	1022.0
2022-05-01 20:50:00	ES	Futures	4681.58	4683.57	4680.45	4683.0	653.0
2022-05-01 20:55:00	ES	Futures	4683.0	4687.25	4683.0	4686.97	907.0
2022-05-01 21:00:00	ES	Futures	4687.25	4692.92	4686.97	4688.1	1798.0
2022-05-01 21:05:00	ES	Futures	4687.82	4691.22	4683.28	4690.94	1485.0
2022-05-01 21:10:00	ES	Futures	4690.94	4690.94	4685.55	4686.68	786.0
2022-05-01 21:15:00	ES	Futures	4686.4	4687.82	4683.85	4685.83	667.0
2022-05-01 21:20:00	ES	Futures	4685.83	4689.52	4684.42	4686.68	815.0
2022-05-01 21:25:00	ES	Futures	4686.68	4689.52	4684.7	4688.38	590.0
2022-05-01 21:30:00	ES	Futures	4688.95	4689.8	4683.57	4685.27	807.0
2022-05-01 21:35:00	ES	Futures	4685.27	4687.53	4682.15	4682.15	911.0
2022-05-01 21:40:00	ES	Futures	4681.87	4685.83	4681.3	4683.0	937.0
2022-05-01 21:45:00	ES	Futures	4683.0	4684.13	4680.16	4682.15	877.0
2022-05-01 21:50:00	ES	Futures	4682.15	4684.42	4680.16	4680.73	1114.0
2022-05-01 21:55:00	ES	Futures	4680.73	4680.73	4673.65	4675.06	1675.0
2022-05-01 22:00:00	ES	Futures	4675.06	4677.05	4673.65	4676.48	1094.0
2022-05-01 22:05:00	ES	Futures	4676.48	4678.18	4675.91	4677.33	999.0

> showing 50 of 4,057 rows — these rows as CSV

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