PREVIEW / futures_5min / 2022-05-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-02.parquet
  size:    386 KB
  rows:    19,679

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
2022-05-02 00:00:00	ES	Futures	4703.97	4705.96	4703.97	4705.11	467.0
2022-05-02 00:05:00	ES	Futures	4705.11	4706.52	4702.27	4705.39	887.0
2022-05-02 00:10:00	ES	Futures	4705.67	4707.66	4703.97	4704.54	467.0
2022-05-02 00:15:00	ES	Futures	4704.54	4704.54	4701.71	4701.99	589.0
2022-05-02 00:20:00	ES	Futures	4702.27	4703.97	4701.14	4701.99	450.0
2022-05-02 00:25:00	ES	Futures	4701.71	4704.26	4701.42	4702.84	393.0
2022-05-02 00:30:00	ES	Futures	4702.84	4703.97	4702.27	4702.56	270.0
2022-05-02 00:35:00	ES	Futures	4702.56	4703.12	4699.44	4702.84	651.0
2022-05-02 00:40:00	ES	Futures	4702.84	4707.09	4702.84	4706.24	578.0
2022-05-02 00:45:00	ES	Futures	4706.24	4707.37	4705.11	4706.24	460.0
2022-05-02 00:50:00	ES	Futures	4705.96	4706.52	4703.41	4704.26	466.0
2022-05-02 00:55:00	ES	Futures	4704.26	4706.81	4703.41	4705.96	467.0
2022-05-02 01:00:00	ES	Futures	4705.96	4706.24	4703.12	4705.96	486.0
2022-05-02 01:05:00	ES	Futures	4705.67	4710.49	4705.67	4708.79	854.0
2022-05-02 01:10:00	ES	Futures	4708.79	4709.36	4707.09	4708.23	717.0
2022-05-02 01:15:00	ES	Futures	4708.23	4708.51	4702.56	4704.26	922.0
2022-05-02 01:20:00	ES	Futures	4704.54	4704.54	4700.29	4703.41	603.0
2022-05-02 01:25:00	ES	Futures	4703.69	4705.67	4702.84	4704.26	364.0
2022-05-02 01:30:00	ES	Futures	4704.26	4706.81	4702.56	4705.11	465.0
2022-05-02 01:35:00	ES	Futures	4705.11	4706.52	4703.41	4705.96	629.0
2022-05-02 01:40:00	ES	Futures	4706.24	4708.51	4701.71	4701.99	916.0
2022-05-02 01:45:00	ES	Futures	4701.71	4703.97	4697.74	4697.74	1781.0
2022-05-02 01:50:00	ES	Futures	4698.02	4700.01	4695.19	4696.89	1385.0
2022-05-02 01:55:00	ES	Futures	4696.6	4696.89	4690.94	4692.35	1631.0
2022-05-02 02:00:00	ES	Futures	4692.07	4702.56	4691.79	4699.16	1636.0
2022-05-02 02:05:00	ES	Futures	4699.16	4703.12	4698.87	4698.87	689.0
2022-05-02 02:10:00	ES	Futures	4699.16	4702.27	4697.74	4700.01	680.0
2022-05-02 02:15:00	ES	Futures	4699.72	4704.54	4697.45	4703.41	629.0
2022-05-02 02:20:00	ES	Futures	4703.41	4704.26	4701.42	4701.71	480.0
2022-05-02 02:25:00	ES	Futures	4701.42	4706.52	4699.72	4706.24	1137.0
2022-05-02 02:30:00	ES	Futures	4706.24	4707.66	4703.69	4703.97	972.0
2022-05-02 02:35:00	ES	Futures	4703.69	4706.81	4701.99	4705.96	985.0
2022-05-02 02:40:00	ES	Futures	4705.96	4708.51	4703.41	4707.09	735.0
2022-05-02 02:45:00	ES	Futures	4706.81	4708.51	4703.69	4704.54	410.0
2022-05-02 02:50:00	ES	Futures	4705.11	4707.09	4704.26	4706.81	299.0
2022-05-02 02:55:00	ES	Futures	4706.81	4710.78	4706.24	4709.08	857.0
2022-05-02 03:00:00	ES	Futures	4709.36	4710.78	4703.97	4710.49	2995.0
2022-05-02 03:05:00	ES	Futures	4710.21	4714.46	4707.09	4710.49	2628.0
2022-05-02 03:10:00	ES	Futures	4710.21	4713.89	4705.39	4712.48	1780.0
2022-05-02 03:15:00	ES	Futures	4712.48	4714.18	4705.39	4706.24	1214.0
2022-05-02 03:20:00	ES	Futures	4705.96	4706.24	4700.86	4703.41	1412.0
2022-05-02 03:25:00	ES	Futures	4703.69	4711.63	4702.56	4710.78	924.0
2022-05-02 03:30:00	ES	Futures	4710.49	4710.78	4698.02	4701.99	2874.0
2022-05-02 03:35:00	ES	Futures	4701.99	4709.08	4700.01	4708.51	1681.0
2022-05-02 03:40:00	ES	Futures	4708.79	4710.21	4705.11	4709.93	1441.0
2022-05-02 03:45:00	ES	Futures	4709.64	4710.78	4707.09	4707.66	1101.0
2022-05-02 03:50:00	ES	Futures	4708.23	4710.78	4706.52	4707.66	1120.0
2022-05-02 03:55:00	ES	Futures	4707.94	4711.34	4675.91	4687.53	6261.0
2022-05-02 04:00:00	ES	Futures	4687.25	4703.69	4684.98	4701.99	4671.0
2022-05-02 04:05:00	ES	Futures	4701.99	4705.39	4696.89	4704.54	1726.0

> showing 50 of 19,679 rows — these rows as CSV

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