PREVIEW / futures_5min / 2022-05-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-11.parquet
  size:    426 KB
  rows:    20,673

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
2022-05-11 00:00:00	ES	Futures	4548.08	4549.5	4547.51	4549.22	344.0
2022-05-11 00:05:00	ES	Futures	4549.5	4550.07	4548.65	4548.93	340.0
2022-05-11 00:10:00	ES	Futures	4549.22	4549.5	4548.08	4548.65	458.0
2022-05-11 00:15:00	ES	Futures	4548.36	4549.22	4547.51	4548.36	318.0
2022-05-11 00:20:00	ES	Futures	4548.08	4548.36	4546.38	4546.66	349.0
2022-05-11 00:25:00	ES	Futures	4546.95	4547.23	4545.53	4546.38	508.0
2022-05-11 00:30:00	ES	Futures	4546.38	4547.8	4545.81	4547.23	676.0
2022-05-11 00:35:00	ES	Futures	4547.23	4548.36	4546.66	4547.23	226.0
2022-05-11 00:40:00	ES	Futures	4547.51	4547.8	4546.95	4546.95	233.0
2022-05-11 00:45:00	ES	Futures	4546.95	4547.51	4546.66	4546.95	148.0
2022-05-11 00:50:00	ES	Futures	4546.95	4549.22	4546.95	4548.93	332.0
2022-05-11 00:55:00	ES	Futures	4548.93	4550.35	4547.8	4550.35	749.0
2022-05-11 01:00:00	ES	Futures	4550.35	4551.48	4548.93	4549.5	818.0
2022-05-11 01:05:00	ES	Futures	4549.5	4551.2	4548.65	4549.22	318.0
2022-05-11 01:10:00	ES	Futures	4549.22	4549.78	4547.23	4549.5	422.0
2022-05-11 01:15:00	ES	Futures	4549.5	4551.77	4546.38	4547.23	796.0
2022-05-11 01:20:00	ES	Futures	4546.95	4548.36	4545.81	4546.95	621.0
2022-05-11 01:25:00	ES	Futures	4546.95	4551.77	4546.95	4551.48	780.0
2022-05-11 01:30:00	ES	Futures	4551.48	4551.77	4549.78	4550.92	699.0
2022-05-11 01:35:00	ES	Futures	4550.92	4551.48	4548.36	4549.5	410.0
2022-05-11 01:40:00	ES	Futures	4549.5	4550.07	4547.23	4548.08	304.0
2022-05-11 01:45:00	ES	Futures	4548.08	4551.77	4547.51	4550.35	492.0
2022-05-11 01:50:00	ES	Futures	4550.35	4551.2	4546.95	4547.51	390.0
2022-05-11 01:55:00	ES	Futures	4547.23	4547.8	4545.25	4547.8	448.0
2022-05-11 02:00:00	ES	Futures	4547.51	4547.51	4541.56	4544.11	1381.0
2022-05-11 02:05:00	ES	Futures	4544.11	4547.51	4541.85	4546.66	791.0
2022-05-11 02:10:00	ES	Futures	4546.66	4548.08	4545.53	4547.8	735.0
2022-05-11 02:15:00	ES	Futures	4547.8	4553.75	4547.8	4553.18	1602.0
2022-05-11 02:20:00	ES	Futures	4552.9	4554.32	4550.92	4553.75	1344.0
2022-05-11 02:25:00	ES	Futures	4554.03	4554.32	4550.63	4553.18	1203.0
2022-05-11 02:30:00	ES	Futures	4553.18	4554.32	4551.48	4552.05	749.0
2022-05-11 02:35:00	ES	Futures	4551.48	4551.48	4546.66	4547.23	752.0
2022-05-11 02:40:00	ES	Futures	4547.23	4551.2	4547.23	4550.63	749.0
2022-05-11 02:45:00	ES	Futures	4550.35	4550.63	4545.25	4546.38	485.0
2022-05-11 02:50:00	ES	Futures	4546.1	4546.95	4544.11	4546.1	551.0
2022-05-11 02:55:00	ES	Futures	4545.53	4546.95	4543.83	4545.81	774.0
2022-05-11 03:00:00	ES	Futures	4545.53	4548.65	4542.41	4544.96	2435.0
2022-05-11 03:05:00	ES	Futures	4544.96	4550.07	4542.98	4549.22	1160.0
2022-05-11 03:10:00	ES	Futures	4548.93	4549.78	4542.7	4543.26	842.0
2022-05-11 03:15:00	ES	Futures	4542.98	4543.26	4537.03	4541.56	2259.0
2022-05-11 03:20:00	ES	Futures	4541.85	4548.65	4540.43	4542.41	1600.0
2022-05-11 03:25:00	ES	Futures	4542.13	4542.13	4536.74	4540.15	1508.0
2022-05-11 03:30:00	ES	Futures	4540.15	4541.85	4535.89	4537.59	1365.0
2022-05-11 03:35:00	ES	Futures	4537.59	4541.85	4537.31	4540.15	932.0
2022-05-11 03:40:00	ES	Futures	4539.86	4544.68	4538.73	4542.98	884.0
2022-05-11 03:45:00	ES	Futures	4542.7	4544.96	4540.71	4544.11	759.0
2022-05-11 03:50:00	ES	Futures	4543.83	4546.38	4542.7	4543.83	1155.0
2022-05-11 03:55:00	ES	Futures	4543.55	4547.51	4541.56	4545.53	900.0
2022-05-11 04:00:00	ES	Futures	4545.25	4550.63	4544.4	4547.8	1957.0
2022-05-11 04:05:00	ES	Futures	4547.8	4551.48	4545.53	4550.92	1368.0

> showing 50 of 20,673 rows — these rows as CSV

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