PREVIEW / futures_5min / 2022-05-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-10.parquet
  size:    409 KB
  rows:    20,540

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
2022-05-10 00:00:00	ES	Futures	4546.1	4546.38	4544.4	4545.81	636.0
2022-05-10 00:05:00	ES	Futures	4546.1	4546.38	4544.4	4545.53	798.0
2022-05-10 00:10:00	ES	Futures	4545.53	4546.38	4544.68	4545.25	587.0
2022-05-10 00:15:00	ES	Futures	4544.96	4545.53	4543.55	4544.96	427.0
2022-05-10 00:20:00	ES	Futures	4544.96	4546.1	4544.11	4544.4	383.0
2022-05-10 00:25:00	ES	Futures	4544.68	4546.38	4544.11	4544.96	661.0
2022-05-10 00:30:00	ES	Futures	4544.96	4546.38	4544.68	4544.96	972.0
2022-05-10 00:35:00	ES	Futures	4544.68	4546.38	4542.13	4545.25	1067.0
2022-05-10 00:40:00	ES	Futures	4545.25	4546.38	4544.68	4545.81	425.0
2022-05-10 00:45:00	ES	Futures	4545.81	4546.38	4544.96	4545.81	776.0
2022-05-10 00:50:00	ES	Futures	4545.81	4546.1	4543.83	4543.83	395.0
2022-05-10 00:55:00	ES	Futures	4544.11	4546.38	4540.15	4544.96	1393.0
2022-05-10 01:00:00	ES	Futures	4544.68	4546.38	4542.13	4543.55	1358.0
2022-05-10 01:05:00	ES	Futures	4543.55	4551.48	4543.26	4550.35	3355.0
2022-05-10 01:10:00	ES	Futures	4550.35	4551.48	4550.07	4551.48	1774.0
2022-05-10 01:15:00	ES	Futures	4551.48	4551.48	4548.36	4550.92	1325.0
2022-05-10 01:20:00	ES	Futures	4550.92	4550.92	4546.38	4548.36	1625.0
2022-05-10 01:25:00	ES	Futures	4548.36	4553.75	4547.8	4552.33	2808.0
2022-05-10 01:30:00	ES	Futures	4552.33	4555.17	4551.48	4554.6	1670.0
2022-05-10 01:35:00	ES	Futures	4554.6	4555.17	4554.03	4554.88	859.0
2022-05-10 01:40:00	ES	Futures	4554.88	4555.17	4552.9	4553.75	716.0
2022-05-10 01:45:00	ES	Futures	4553.75	4555.17	4553.18	4555.17	1428.0
2022-05-10 01:50:00	ES	Futures	4555.17	4559.14	4549.78	4550.63	2425.0
2022-05-10 01:55:00	ES	Futures	4550.92	4552.62	4548.36	4549.22	796.0
2022-05-10 02:00:00	ES	Futures	4549.5	4557.15	4546.66	4556.58	2716.0
2022-05-10 02:05:00	ES	Futures	4556.3	4560.27	4554.32	4555.45	2042.0
2022-05-10 02:10:00	ES	Futures	4555.45	4561.4	4554.88	4561.12	1662.0
2022-05-10 02:15:00	ES	Futures	4560.84	4561.12	4558.0	4558.29	939.0
2022-05-10 02:20:00	ES	Futures	4559.14	4561.4	4559.14	4561.4	2043.0
2022-05-10 02:25:00	ES	Futures	4561.4	4561.4	4557.44	4558.0	1852.0
2022-05-10 02:30:00	ES	Futures	4558.0	4561.4	4558.0	4559.99	1378.0
2022-05-10 02:35:00	ES	Futures	4560.27	4564.52	4559.99	4564.24	2895.0
2022-05-10 02:40:00	ES	Futures	4564.24	4571.32	4563.1	4569.06	2962.0
2022-05-10 02:45:00	ES	Futures	4568.77	4570.19	4564.52	4566.51	1982.0
2022-05-10 02:50:00	ES	Futures	4566.22	4571.32	4564.24	4569.06	1636.0
2022-05-10 02:55:00	ES	Futures	4569.06	4571.32	4568.77	4568.77	1469.0
2022-05-10 03:00:00	ES	Futures	4568.49	4569.91	4562.82	4563.39	3286.0
2022-05-10 03:05:00	ES	Futures	4563.67	4570.19	4562.54	4563.39	2362.0
2022-05-10 03:10:00	ES	Futures	4563.1	4563.95	4556.58	4562.25	3002.0
2022-05-10 03:15:00	ES	Futures	4562.54	4568.21	4558.29	4563.39	2428.0
2022-05-10 03:20:00	ES	Futures	4563.1	4570.47	4562.82	4569.62	2196.0
2022-05-10 03:25:00	ES	Futures	4569.62	4571.32	4566.22	4566.79	3105.0
2022-05-10 03:30:00	ES	Futures	4566.79	4566.79	4553.75	4557.44	3676.0
2022-05-10 03:35:00	ES	Futures	4557.72	4565.65	4555.73	4563.95	2149.0
2022-05-10 03:40:00	ES	Futures	4563.95	4566.79	4556.02	4556.58	2219.0
2022-05-10 03:45:00	ES	Futures	4556.58	4558.57	4551.48	4554.6	2419.0
2022-05-10 03:50:00	ES	Futures	4554.32	4558.85	4550.35	4551.77	2794.0
2022-05-10 03:55:00	ES	Futures	4552.05	4556.58	4549.22	4551.2	2415.0
2022-05-10 04:00:00	ES	Futures	4551.2	4555.45	4549.78	4553.18	2736.0
2022-05-10 04:05:00	ES	Futures	4552.62	4561.12	4551.2	4560.55	1817.0

> showing 50 of 20,540 rows — these rows as CSV

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