PREVIEW / futures_5min / 2022-05-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-04.parquet
  size:    409 KB
  rows:    20,535

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
2022-05-04 00:00:00	ES	Futures	4730.05	4733.45	4729.77	4731.75	656.0
2022-05-04 00:05:00	ES	Futures	4731.75	4732.03	4730.62	4731.18	211.0
2022-05-04 00:10:00	ES	Futures	4731.18	4733.17	4730.62	4732.32	516.0
2022-05-04 00:15:00	ES	Futures	4732.32	4734.3	4732.03	4733.73	295.0
2022-05-04 00:20:00	ES	Futures	4734.02	4734.3	4733.17	4733.17	164.0
2022-05-04 00:25:00	ES	Futures	4733.17	4733.73	4732.6	4733.17	147.0
2022-05-04 00:30:00	ES	Futures	4733.17	4736.85	4732.88	4735.72	777.0
2022-05-04 00:35:00	ES	Futures	4736.0	4736.85	4735.44	4736.57	277.0
2022-05-04 00:40:00	ES	Futures	4736.57	4736.57	4735.15	4735.44	144.0
2022-05-04 00:45:00	ES	Futures	4735.44	4735.44	4734.59	4734.87	152.0
2022-05-04 00:50:00	ES	Futures	4734.87	4734.87	4732.6	4732.88	202.0
2022-05-04 00:55:00	ES	Futures	4732.88	4733.17	4730.9	4731.47	354.0
2022-05-04 01:00:00	ES	Futures	4731.47	4732.88	4730.62	4731.75	351.0
2022-05-04 01:05:00	ES	Futures	4732.03	4735.44	4731.47	4734.87	379.0
2022-05-04 01:10:00	ES	Futures	4734.87	4736.85	4733.45	4734.3	398.0
2022-05-04 01:15:00	ES	Futures	4734.3	4734.87	4731.47	4732.32	341.0
2022-05-04 01:20:00	ES	Futures	4732.6	4733.17	4731.18	4732.32	293.0
2022-05-04 01:25:00	ES	Futures	4732.6	4733.73	4731.75	4733.73	330.0
2022-05-04 01:30:00	ES	Futures	4733.73	4734.87	4731.75	4732.6	363.0
2022-05-04 01:35:00	ES	Futures	4732.32	4732.88	4731.47	4732.03	217.0
2022-05-04 01:40:00	ES	Futures	4732.03	4732.88	4731.18	4732.88	234.0
2022-05-04 01:45:00	ES	Futures	4732.6	4733.45	4731.47	4733.45	321.0
2022-05-04 01:50:00	ES	Futures	4733.73	4735.15	4732.88	4735.15	401.0
2022-05-04 01:55:00	ES	Futures	4734.87	4737.42	4734.59	4736.57	597.0
2022-05-04 02:00:00	ES	Futures	4736.57	4736.57	4731.18	4731.75	560.0
2022-05-04 02:05:00	ES	Futures	4731.75	4736.29	4730.05	4734.59	531.0
2022-05-04 02:10:00	ES	Futures	4734.59	4736.57	4734.3	4734.87	607.0
2022-05-04 02:15:00	ES	Futures	4735.15	4738.84	4734.59	4738.27	703.0
2022-05-04 02:20:00	ES	Futures	4738.55	4739.12	4736.85	4737.14	579.0
2022-05-04 02:25:00	ES	Futures	4737.14	4737.42	4734.02	4735.15	576.0
2022-05-04 02:30:00	ES	Futures	4735.15	4737.42	4734.59	4735.72	375.0
2022-05-04 02:35:00	ES	Futures	4735.44	4737.42	4734.87	4737.42	337.0
2022-05-04 02:40:00	ES	Futures	4737.14	4738.27	4736.0	4737.42	492.0
2022-05-04 02:45:00	ES	Futures	4737.42	4738.27	4736.0	4737.14	726.0
2022-05-04 02:50:00	ES	Futures	4737.14	4737.7	4734.87	4736.29	432.0
2022-05-04 02:55:00	ES	Futures	4736.29	4737.99	4736.29	4737.42	411.0
2022-05-04 03:00:00	ES	Futures	4737.14	4740.25	4733.73	4739.12	2911.0
2022-05-04 03:05:00	ES	Futures	4739.12	4742.24	4737.7	4740.82	1494.0
2022-05-04 03:10:00	ES	Futures	4740.82	4741.95	4734.59	4735.72	1733.0
2022-05-04 03:15:00	ES	Futures	4735.72	4737.42	4730.33	4733.45	1453.0
2022-05-04 03:20:00	ES	Futures	4733.73	4734.87	4728.63	4729.77	1256.0
2022-05-04 03:25:00	ES	Futures	4730.05	4731.18	4725.23	4730.33	1929.0
2022-05-04 03:30:00	ES	Futures	4730.05	4731.47	4728.35	4728.92	903.0
2022-05-04 03:35:00	ES	Futures	4728.92	4731.18	4727.22	4730.05	838.0
2022-05-04 03:40:00	ES	Futures	4730.33	4731.75	4728.63	4731.47	732.0
2022-05-04 03:45:00	ES	Futures	4731.47	4734.59	4731.18	4734.59	974.0
2022-05-04 03:50:00	ES	Futures	4734.59	4737.7	4734.59	4737.42	964.0
2022-05-04 03:55:00	ES	Futures	4737.42	4738.55	4736.57	4737.42	664.0
2022-05-04 04:00:00	ES	Futures	4737.42	4740.25	4737.14	4737.42	979.0
2022-05-04 04:05:00	ES	Futures	4737.42	4741.67	4736.29	4741.1	1140.0

> showing 50 of 20,535 rows — these rows as CSV

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