PREVIEW / futures_5min / 2022-05-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-09.parquet
  size:    449 KB
  rows:    21,160

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
2022-05-09 00:00:00	ES	Futures	4626.03	4626.31	4623.48	4623.76	408.0
2022-05-09 00:05:00	ES	Futures	4624.04	4626.59	4623.76	4625.18	383.0
2022-05-09 00:10:00	ES	Futures	4625.18	4625.18	4622.91	4624.04	430.0
2022-05-09 00:15:00	ES	Futures	4624.04	4624.89	4623.19	4624.61	394.0
2022-05-09 00:20:00	ES	Futures	4624.61	4625.18	4622.34	4623.19	499.0
2022-05-09 00:25:00	ES	Futures	4623.19	4624.04	4622.91	4623.48	274.0
2022-05-09 00:30:00	ES	Futures	4623.76	4623.76	4621.78	4622.91	377.0
2022-05-09 00:35:00	ES	Futures	4622.91	4623.19	4622.06	4622.34	371.0
2022-05-09 00:40:00	ES	Futures	4622.34	4623.48	4622.06	4622.91	271.0
2022-05-09 00:45:00	ES	Futures	4622.63	4624.04	4622.34	4623.19	301.0
2022-05-09 00:50:00	ES	Futures	4622.91	4623.48	4622.34	4622.63	198.0
2022-05-09 00:55:00	ES	Futures	4622.63	4622.91	4619.51	4620.64	653.0
2022-05-09 01:00:00	ES	Futures	4620.93	4621.21	4619.23	4620.08	574.0
2022-05-09 01:05:00	ES	Futures	4619.79	4626.88	4618.37	4625.18	1375.0
2022-05-09 01:10:00	ES	Futures	4624.89	4624.89	4618.37	4622.06	976.0
2022-05-09 01:15:00	ES	Futures	4622.06	4622.06	4618.09	4618.94	548.0
2022-05-09 01:20:00	ES	Futures	4618.94	4621.21	4618.37	4619.79	741.0
2022-05-09 01:25:00	ES	Futures	4619.79	4620.08	4618.09	4619.23	392.0
2022-05-09 01:30:00	ES	Futures	4618.94	4622.63	4618.66	4619.23	582.0
2022-05-09 01:35:00	ES	Futures	4619.23	4622.91	4616.39	4620.36	1036.0
2022-05-09 01:40:00	ES	Futures	4620.08	4620.08	4617.81	4619.51	568.0
2022-05-09 01:45:00	ES	Futures	4619.51	4620.36	4617.24	4617.81	548.0
2022-05-09 01:50:00	ES	Futures	4618.09	4620.36	4617.24	4620.36	584.0
2022-05-09 01:55:00	ES	Futures	4620.08	4620.64	4614.69	4614.97	1555.0
2022-05-09 02:00:00	ES	Futures	4614.97	4629.43	4614.69	4627.16	3095.0
2022-05-09 02:05:00	ES	Futures	4627.16	4629.15	4624.33	4627.16	1445.0
2022-05-09 02:10:00	ES	Futures	4627.16	4631.7	4626.59	4630.28	1866.0
2022-05-09 02:15:00	ES	Futures	4630.28	4630.85	4627.44	4629.15	653.0
2022-05-09 02:20:00	ES	Futures	4629.15	4630.56	4626.88	4626.88	550.0
2022-05-09 02:25:00	ES	Futures	4627.16	4629.43	4626.88	4628.86	635.0
2022-05-09 02:30:00	ES	Futures	4628.86	4631.7	4628.3	4631.13	760.0
2022-05-09 02:35:00	ES	Futures	4631.13	4632.55	4629.43	4632.26	1195.0
2022-05-09 02:40:00	ES	Futures	4632.55	4632.55	4630.0	4631.7	414.0
2022-05-09 02:45:00	ES	Futures	4632.26	4633.4	4629.43	4630.56	1138.0
2022-05-09 02:50:00	ES	Futures	4630.85	4632.26	4629.71	4630.85	854.0
2022-05-09 02:55:00	ES	Futures	4630.85	4633.11	4628.58	4629.15	902.0
2022-05-09 03:00:00	ES	Futures	4628.86	4634.81	4626.03	4633.11	3017.0
2022-05-09 03:05:00	ES	Futures	4633.11	4635.38	4629.15	4634.53	2455.0
2022-05-09 03:10:00	ES	Futures	4634.53	4640.48	4634.25	4639.63	3600.0
2022-05-09 03:15:00	ES	Futures	4639.35	4641.05	4630.56	4630.85	2901.0
2022-05-09 03:20:00	ES	Futures	4630.85	4631.7	4620.93	4622.63	2445.0
2022-05-09 03:25:00	ES	Futures	4622.63	4626.31	4620.08	4624.89	3241.0
2022-05-09 03:30:00	ES	Futures	4625.18	4633.4	4622.91	4633.11	1941.0
2022-05-09 03:35:00	ES	Futures	4633.4	4635.38	4630.28	4632.55	1721.0
2022-05-09 03:40:00	ES	Futures	4632.83	4632.83	4625.74	4626.31	1348.0
2022-05-09 03:45:00	ES	Futures	4626.03	4628.86	4624.61	4627.44	1129.0
2022-05-09 03:50:00	ES	Futures	4627.16	4628.3	4617.52	4620.36	1730.0
2022-05-09 03:55:00	ES	Futures	4620.64	4620.93	4612.99	4615.26	2378.0
2022-05-09 04:00:00	ES	Futures	4615.26	4615.82	4607.04	4610.72	3815.0
2022-05-09 04:05:00	ES	Futures	4610.72	4615.82	4608.17	4615.26	1660.0

> showing 50 of 21,160 rows — these rows as CSV

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