PREVIEW / futures_5min / 2022-05-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-05.parquet
  size:    443 KB
  rows:    20,720

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
2022-05-05 00:00:00	ES	Futures	4866.1	4866.67	4865.53	4866.1	203.0
2022-05-05 00:05:00	ES	Futures	4866.67	4866.67	4865.53	4865.82	159.0
2022-05-05 00:10:00	ES	Futures	4865.82	4866.38	4865.25	4866.1	200.0
2022-05-05 00:15:00	ES	Futures	4866.38	4866.38	4865.53	4865.82	90.0
2022-05-05 00:20:00	ES	Futures	4866.1	4866.1	4865.53	4866.1	57.0
2022-05-05 00:25:00	ES	Futures	4866.1	4866.95	4865.53	4865.82	185.0
2022-05-05 00:30:00	ES	Futures	4865.82	4866.95	4865.82	4866.38	199.0
2022-05-05 00:35:00	ES	Futures	4866.38	4868.94	4866.38	4868.37	519.0
2022-05-05 00:40:00	ES	Futures	4868.37	4870.64	4867.8	4870.07	894.0
2022-05-05 00:45:00	ES	Futures	4870.07	4870.64	4869.79	4870.64	117.0
2022-05-05 00:50:00	ES	Futures	4870.35	4871.49	4869.79	4870.92	181.0
2022-05-05 00:55:00	ES	Futures	4870.92	4872.05	4870.35	4872.05	360.0
2022-05-05 01:00:00	ES	Futures	4871.77	4872.9	4871.2	4871.2	754.0
2022-05-05 01:05:00	ES	Futures	4871.2	4871.2	4868.37	4868.65	615.0
2022-05-05 01:10:00	ES	Futures	4868.94	4871.77	4868.94	4871.77	226.0
2022-05-05 01:15:00	ES	Futures	4872.05	4872.9	4871.77	4872.62	272.0
2022-05-05 01:20:00	ES	Futures	4872.34	4875.45	4872.05	4872.62	811.0
2022-05-05 01:25:00	ES	Futures	4872.62	4872.9	4870.64	4871.49	381.0
2022-05-05 01:30:00	ES	Futures	4871.2	4873.47	4871.2	4873.47	366.0
2022-05-05 01:35:00	ES	Futures	4873.47	4876.02	4872.9	4873.19	825.0
2022-05-05 01:40:00	ES	Futures	4873.19	4874.6	4872.62	4873.75	336.0
2022-05-05 01:45:00	ES	Futures	4874.04	4874.04	4868.37	4870.35	1219.0
2022-05-05 01:50:00	ES	Futures	4870.35	4872.05	4869.5	4871.2	527.0
2022-05-05 01:55:00	ES	Futures	4871.49	4874.04	4871.2	4873.75	734.0
2022-05-05 02:00:00	ES	Futures	4873.75	4874.89	4870.64	4871.77	1126.0
2022-05-05 02:05:00	ES	Futures	4871.77	4871.77	4869.22	4869.22	828.0
2022-05-05 02:10:00	ES	Futures	4869.5	4874.04	4869.5	4871.2	862.0
2022-05-05 02:15:00	ES	Futures	4871.2	4874.04	4870.64	4872.62	567.0
2022-05-05 02:20:00	ES	Futures	4873.19	4873.47	4868.37	4868.94	983.0
2022-05-05 02:25:00	ES	Futures	4868.65	4869.5	4859.87	4861.57	2395.0
2022-05-05 02:30:00	ES	Futures	4861.28	4862.13	4858.73	4861.57	1225.0
2022-05-05 02:35:00	ES	Futures	4861.57	4861.85	4859.02	4859.58	874.0
2022-05-05 02:40:00	ES	Futures	4859.58	4861.28	4858.17	4859.02	1283.0
2022-05-05 02:45:00	ES	Futures	4859.02	4860.15	4858.17	4859.3	917.0
2022-05-05 02:50:00	ES	Futures	4859.3	4860.43	4858.17	4858.45	980.0
2022-05-05 02:55:00	ES	Futures	4858.73	4860.43	4854.48	4855.33	2382.0
2022-05-05 03:00:00	ES	Futures	4855.61	4858.45	4852.5	4857.31	4612.0
2022-05-05 03:05:00	ES	Futures	4857.03	4858.17	4851.36	4855.9	2313.0
2022-05-05 03:10:00	ES	Futures	4855.61	4856.46	4847.96	4848.53	3170.0
2022-05-05 03:15:00	ES	Futures	4848.53	4849.66	4845.41	4845.98	3504.0
2022-05-05 03:20:00	ES	Futures	4845.98	4847.39	4842.29	4842.58	2800.0
2022-05-05 03:25:00	ES	Futures	4842.58	4846.26	4841.16	4842.01	2482.0
2022-05-05 03:30:00	ES	Futures	4842.01	4846.83	4841.73	4843.43	2218.0
2022-05-05 03:35:00	ES	Futures	4843.43	4846.54	4839.17	4840.02	2432.0
2022-05-05 03:40:00	ES	Futures	4840.02	4845.13	4839.74	4844.56	1703.0
2022-05-05 03:45:00	ES	Futures	4844.56	4847.68	4843.14	4845.98	1742.0
2022-05-05 03:50:00	ES	Futures	4845.41	4849.66	4845.13	4847.96	1817.0
2022-05-05 03:55:00	ES	Futures	4848.24	4849.66	4845.13	4848.81	1711.0
2022-05-05 04:00:00	ES	Futures	4848.53	4851.08	4843.99	4845.69	2252.0
2022-05-05 04:05:00	ES	Futures	4845.69	4847.39	4842.58	4842.86	1342.0

> showing 50 of 20,720 rows — these rows as CSV

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