PREVIEW / futures_5min / 2022-05-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-06.parquet
  size:    348 KB
  rows:    16,940

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
2022-05-06 00:00:00	ES	Futures	4699.72	4700.57	4699.16	4700.01	498.0
2022-05-06 00:05:00	ES	Futures	4700.01	4701.42	4699.72	4700.01	531.0
2022-05-06 00:10:00	ES	Futures	4700.29	4700.86	4698.59	4698.87	315.0
2022-05-06 00:15:00	ES	Futures	4699.16	4699.44	4694.34	4694.9	743.0
2022-05-06 00:20:00	ES	Futures	4694.9	4696.32	4692.92	4696.04	582.0
2022-05-06 00:25:00	ES	Futures	4696.04	4696.32	4692.92	4694.34	670.0
2022-05-06 00:30:00	ES	Futures	4694.34	4694.9	4692.35	4694.34	1536.0
2022-05-06 00:35:00	ES	Futures	4694.05	4694.62	4693.2	4693.77	408.0
2022-05-06 00:40:00	ES	Futures	4693.77	4693.77	4692.35	4692.92	301.0
2022-05-06 00:45:00	ES	Futures	4692.92	4692.92	4690.09	4691.22	467.0
2022-05-06 00:50:00	ES	Futures	4691.22	4693.2	4691.22	4692.92	216.0
2022-05-06 00:55:00	ES	Futures	4692.64	4694.62	4692.35	4694.34	331.0
2022-05-06 01:00:00	ES	Futures	4694.05	4694.05	4687.25	4691.22	1229.0
2022-05-06 01:05:00	ES	Futures	4691.22	4693.77	4688.1	4688.95	684.0
2022-05-06 01:10:00	ES	Futures	4689.23	4690.09	4687.82	4688.67	455.0
2022-05-06 01:15:00	ES	Futures	4688.95	4693.2	4687.53	4692.92	564.0
2022-05-06 01:20:00	ES	Futures	4693.2	4693.77	4691.5	4692.07	308.0
2022-05-06 01:25:00	ES	Futures	4692.07	4694.9	4690.65	4694.05	480.0
2022-05-06 01:30:00	ES	Futures	4694.05	4694.9	4691.79	4693.49	597.0
2022-05-06 01:35:00	ES	Futures	4692.92	4695.19	4691.5	4695.19	1427.0
2022-05-06 01:40:00	ES	Futures	4695.19	4695.19	4690.94	4692.07	466.0
2022-05-06 01:45:00	ES	Futures	4692.07	4693.2	4690.09	4690.65	533.0
2022-05-06 01:50:00	ES	Futures	4690.94	4694.9	4690.94	4694.05	805.0
2022-05-06 01:55:00	ES	Futures	4694.05	4694.34	4689.52	4694.34	1054.0
2022-05-06 02:00:00	ES	Futures	4694.62	4699.44	4692.07	4699.16	2208.0
2022-05-06 02:05:00	ES	Futures	4699.16	4701.14	4697.45	4700.57	1575.0
2022-05-06 02:10:00	ES	Futures	4700.29	4701.71	4699.72	4701.42	765.0
2022-05-06 02:15:00	ES	Futures	4701.14	4701.99	4696.04	4698.02	948.0
2022-05-06 02:20:00	ES	Futures	4698.59	4701.42	4698.02	4699.16	489.0
2022-05-06 02:25:00	ES	Futures	4698.87	4699.16	4690.09	4690.94	1167.0
2022-05-06 02:30:00	ES	Futures	4690.94	4697.74	4690.65	4697.45	1029.0
2022-05-06 02:35:00	ES	Futures	4697.74	4701.71	4695.47	4700.86	1317.0
2022-05-06 02:40:00	ES	Futures	4701.14	4701.99	4698.02	4700.86	1247.0
2022-05-06 02:45:00	ES	Futures	4700.86	4701.71	4696.6	4696.89	719.0
2022-05-06 02:50:00	ES	Futures	4696.6	4698.02	4692.92	4693.2	711.0
2022-05-06 02:55:00	ES	Futures	4693.2	4696.04	4688.67	4689.8	1225.0
2022-05-06 03:00:00	ES	Futures	4689.8	4689.8	4680.73	4686.12	3383.0
2022-05-06 03:05:00	ES	Futures	4686.12	4686.97	4680.73	4681.3	2337.0
2022-05-06 03:10:00	ES	Futures	4681.3	4684.98	4677.33	4684.98	3447.0
2022-05-06 03:15:00	ES	Futures	4684.98	4686.68	4681.58	4686.4	1915.0
2022-05-06 03:20:00	ES	Futures	4686.4	4686.4	4677.33	4678.18	2466.0
2022-05-06 03:25:00	ES	Futures	4677.9	4682.43	4675.35	4677.61	2187.0
2022-05-06 03:30:00	ES	Futures	4677.61	4677.61	4668.26	4668.83	4244.0
2022-05-06 03:35:00	ES	Futures	4668.83	4670.81	4665.71	4666.84	3765.0
2022-05-06 03:40:00	ES	Futures	4666.84	4669.96	4662.87	4668.54	3453.0
2022-05-06 03:45:00	ES	Futures	4668.54	4672.8	4666.84	4671.09	1513.0
2022-05-06 03:50:00	ES	Futures	4671.09	4681.02	4668.83	4679.6	2259.0
2022-05-06 03:55:00	ES	Futures	4679.31	4683.0	4678.18	4682.72	2043.0
2022-05-06 04:00:00	ES	Futures	4682.72	4683.85	4675.35	4681.3	2971.0
2022-05-06 04:05:00	ES	Futures	4681.3	4688.95	4679.6	4684.98	3104.0

> showing 50 of 16,940 rows — these rows as CSV

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