PREVIEW / futures_5min / 2022-05-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-08.parquet
  size:    98 KB
  rows:    4,179

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
2022-05-08 18:00:00	ES	Futures	4633.96	4646.15	4629.43	4636.23	4044.0
2022-05-08 18:05:00	ES	Futures	4635.95	4639.07	4628.86	4637.08	2243.0
2022-05-08 18:10:00	ES	Futures	4637.08	4639.07	4633.11	4633.96	1347.0
2022-05-08 18:15:00	ES	Futures	4634.53	4643.32	4633.96	4638.22	1897.0
2022-05-08 18:20:00	ES	Futures	4638.22	4641.05	4635.1	4640.2	990.0
2022-05-08 18:25:00	ES	Futures	4640.2	4642.18	4639.07	4639.63	637.0
2022-05-08 18:30:00	ES	Futures	4639.92	4643.32	4637.08	4642.18	1144.0
2022-05-08 18:35:00	ES	Futures	4641.9	4645.3	4641.9	4644.73	668.0
2022-05-08 18:40:00	ES	Futures	4645.02	4645.3	4639.63	4640.77	824.0
2022-05-08 18:45:00	ES	Futures	4641.05	4643.88	4639.92	4642.18	356.0
2022-05-08 18:50:00	ES	Futures	4642.47	4647.29	4642.47	4644.45	1130.0
2022-05-08 18:55:00	ES	Futures	4644.45	4645.58	4641.62	4642.47	415.0
2022-05-08 19:00:00	ES	Futures	4642.18	4644.17	4637.93	4639.35	924.0
2022-05-08 19:05:00	ES	Futures	4639.63	4640.77	4633.96	4638.5	1053.0
2022-05-08 19:10:00	ES	Futures	4638.22	4639.63	4635.66	4639.07	471.0
2022-05-08 19:15:00	ES	Futures	4639.07	4641.33	4636.8	4640.2	652.0
2022-05-08 19:20:00	ES	Futures	4640.2	4640.2	4637.37	4638.78	502.0
2022-05-08 19:25:00	ES	Futures	4638.22	4639.35	4631.13	4631.7	1196.0
2022-05-08 19:30:00	ES	Futures	4631.41	4633.4	4626.59	4626.88	1286.0
2022-05-08 19:35:00	ES	Futures	4626.59	4629.71	4626.31	4628.3	643.0
2022-05-08 19:40:00	ES	Futures	4628.3	4631.98	4624.61	4631.41	1259.0
2022-05-08 19:45:00	ES	Futures	4631.7	4635.38	4624.89	4625.18	1788.0
2022-05-08 19:50:00	ES	Futures	4625.18	4626.59	4620.08	4624.33	2476.0
2022-05-08 19:55:00	ES	Futures	4624.33	4627.44	4621.21	4625.74	1435.0
2022-05-08 20:00:00	ES	Futures	4625.46	4628.86	4618.37	4621.49	2555.0
2022-05-08 20:05:00	ES	Futures	4621.49	4622.34	4620.08	4621.78	1184.0
2022-05-08 20:10:00	ES	Futures	4621.49	4622.63	4617.81	4620.08	1712.0
2022-05-08 20:15:00	ES	Futures	4620.08	4622.34	4617.81	4620.08	1292.0
2022-05-08 20:20:00	ES	Futures	4620.08	4622.34	4619.23	4621.21	749.0
2022-05-08 20:25:00	ES	Futures	4620.93	4622.34	4620.36	4621.49	902.0
2022-05-08 20:30:00	ES	Futures	4621.49	4621.49	4617.81	4617.81	1765.0
2022-05-08 20:35:00	ES	Futures	4617.81	4618.09	4615.82	4616.39	1468.0
2022-05-08 20:40:00	ES	Futures	4616.39	4619.79	4615.54	4616.11	1145.0
2022-05-08 20:45:00	ES	Futures	4616.11	4618.37	4613.27	4614.41	1378.0
2022-05-08 20:50:00	ES	Futures	4614.12	4614.69	4611.29	4611.86	1869.0
2022-05-08 20:55:00	ES	Futures	4611.86	4612.71	4609.59	4610.15	1515.0
2022-05-08 21:00:00	ES	Futures	4610.15	4611.57	4603.07	4605.34	3448.0
2022-05-08 21:05:00	ES	Futures	4605.05	4609.59	4604.77	4605.9	1852.0
2022-05-08 21:10:00	ES	Futures	4605.9	4608.74	4600.52	4603.64	2229.0
2022-05-08 21:15:00	ES	Futures	4603.92	4611.86	4603.92	4610.44	1779.0
2022-05-08 21:20:00	ES	Futures	4610.44	4612.71	4609.02	4610.44	1503.0
2022-05-08 21:25:00	ES	Futures	4610.44	4611.57	4606.47	4608.17	1615.0
2022-05-08 21:30:00	ES	Futures	4607.89	4618.09	4606.75	4616.39	1883.0
2022-05-08 21:35:00	ES	Futures	4616.67	4616.67	4609.87	4610.44	1403.0
2022-05-08 21:40:00	ES	Futures	4610.72	4615.26	4610.44	4613.84	938.0
2022-05-08 21:45:00	ES	Futures	4614.41	4617.52	4612.14	4613.56	1065.0
2022-05-08 21:50:00	ES	Futures	4613.56	4618.09	4613.56	4615.82	1027.0
2022-05-08 21:55:00	ES	Futures	4615.82	4616.96	4613.27	4615.26	767.0
2022-05-08 22:00:00	ES	Futures	4614.97	4616.39	4610.44	4611.01	1029.0
2022-05-08 22:05:00	ES	Futures	4610.72	4614.97	4610.15	4612.99	849.0

> showing 50 of 4,179 rows — these rows as CSV

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