PREVIEW / futures_5min / 2022-05-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-03.parquet
  size:    382 KB
  rows:    20,058

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
2022-05-03 00:00:00	ES	Futures	4722.4	4724.1	4718.43	4720.41	528.0
2022-05-03 00:05:00	ES	Futures	4720.7	4724.1	4720.41	4723.81	314.0
2022-05-03 00:10:00	ES	Futures	4723.25	4724.66	4723.25	4723.81	187.0
2022-05-03 00:15:00	ES	Futures	4723.81	4724.66	4722.4	4722.68	180.0
2022-05-03 00:20:00	ES	Futures	4722.4	4723.81	4722.11	4722.96	100.0
2022-05-03 00:25:00	ES	Futures	4722.68	4723.25	4722.11	4722.11	150.0
2022-05-03 00:30:00	ES	Futures	4721.83	4726.08	4720.41	4725.8	739.0
2022-05-03 00:35:00	ES	Futures	4725.52	4726.37	4724.38	4725.23	267.0
2022-05-03 00:40:00	ES	Futures	4724.66	4726.08	4722.96	4724.66	485.0
2022-05-03 00:45:00	ES	Futures	4724.66	4725.23	4721.26	4721.83	401.0
2022-05-03 00:50:00	ES	Futures	4721.83	4726.08	4720.7	4722.96	1031.0
2022-05-03 00:55:00	ES	Futures	4722.96	4722.96	4719.56	4719.85	454.0
2022-05-03 01:00:00	ES	Futures	4720.13	4720.98	4718.43	4720.13	502.0
2022-05-03 01:05:00	ES	Futures	4719.85	4722.4	4719.28	4722.4	312.0
2022-05-03 01:10:00	ES	Futures	4722.4	4725.8	4722.4	4724.95	490.0
2022-05-03 01:15:00	ES	Futures	4724.95	4727.5	4723.81	4726.08	820.0
2022-05-03 01:20:00	ES	Futures	4726.65	4726.65	4724.95	4726.08	211.0
2022-05-03 01:25:00	ES	Futures	4726.08	4726.37	4724.38	4726.08	289.0
2022-05-03 01:30:00	ES	Futures	4726.08	4726.08	4723.25	4725.52	364.0
2022-05-03 01:35:00	ES	Futures	4725.52	4726.93	4724.38	4725.8	221.0
2022-05-03 01:40:00	ES	Futures	4725.52	4726.08	4724.38	4724.38	210.0
2022-05-03 01:45:00	ES	Futures	4724.1	4724.1	4719.56	4721.83	711.0
2022-05-03 01:50:00	ES	Futures	4721.55	4724.66	4720.98	4723.53	478.0
2022-05-03 01:55:00	ES	Futures	4723.81	4724.38	4722.68	4723.25	355.0
2022-05-03 02:00:00	ES	Futures	4723.25	4723.81	4715.59	4715.59	1102.0
2022-05-03 02:05:00	ES	Futures	4715.31	4717.58	4712.76	4713.04	1144.0
2022-05-03 02:10:00	ES	Futures	4713.33	4714.74	4712.19	4713.89	781.0
2022-05-03 02:15:00	ES	Futures	4713.89	4717.3	4711.91	4715.88	968.0
2022-05-03 02:20:00	ES	Futures	4716.16	4717.86	4714.18	4715.88	884.0
2022-05-03 02:25:00	ES	Futures	4716.16	4717.58	4713.89	4716.16	559.0
2022-05-03 02:30:00	ES	Futures	4715.88	4717.01	4713.04	4716.45	537.0
2022-05-03 02:35:00	ES	Futures	4716.45	4717.58	4715.31	4717.3	422.0
2022-05-03 02:40:00	ES	Futures	4717.3	4719.56	4716.16	4717.3	605.0
2022-05-03 02:45:00	ES	Futures	4717.58	4718.15	4713.33	4714.18	1008.0
2022-05-03 02:50:00	ES	Futures	4714.46	4716.45	4713.04	4713.33	549.0
2022-05-03 02:55:00	ES	Futures	4713.33	4713.89	4710.21	4712.19	1192.0
2022-05-03 03:00:00	ES	Futures	4712.48	4712.48	4701.71	4702.27	4244.0
2022-05-03 03:05:00	ES	Futures	4701.99	4715.03	4699.44	4714.74	3090.0
2022-05-03 03:10:00	ES	Futures	4715.03	4717.3	4708.79	4714.18	2499.0
2022-05-03 03:15:00	ES	Futures	4714.18	4715.59	4709.36	4712.48	2119.0
2022-05-03 03:20:00	ES	Futures	4712.48	4717.58	4709.93	4714.46	1493.0
2022-05-03 03:25:00	ES	Futures	4714.74	4717.3	4711.34	4716.73	1684.0
2022-05-03 03:30:00	ES	Futures	4716.45	4717.58	4712.48	4716.45	1727.0
2022-05-03 03:35:00	ES	Futures	4716.73	4719.0	4713.61	4714.18	1311.0
2022-05-03 03:40:00	ES	Futures	4714.18	4717.58	4712.48	4713.89	1588.0
2022-05-03 03:45:00	ES	Futures	4713.61	4715.59	4708.51	4710.21	1226.0
2022-05-03 03:50:00	ES	Futures	4710.21	4722.4	4709.64	4722.4	2347.0
2022-05-03 03:55:00	ES	Futures	4722.11	4722.4	4717.86	4719.28	1376.0
2022-05-03 04:00:00	ES	Futures	4719.28	4726.65	4717.86	4726.37	2793.0
2022-05-03 04:05:00	ES	Futures	4726.08	4732.03	4725.52	4726.65	2576.0

> showing 50 of 20,058 rows — these rows as CSV

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