PREVIEW / futures_5min / 2022-05-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-12.parquet
  size:    437 KB
  rows:    20,976

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
2022-05-12 00:00:00	ES	Futures	4468.72	4470.99	4468.15	4469.0	712.0
2022-05-12 00:05:00	ES	Futures	4468.72	4468.72	4464.18	4465.6	697.0
2022-05-12 00:10:00	ES	Futures	4465.6	4466.45	4462.2	4465.03	630.0
2022-05-12 00:15:00	ES	Futures	4465.32	4466.17	4461.63	4463.9	563.0
2022-05-12 00:20:00	ES	Futures	4463.62	4463.9	4458.8	4459.08	682.0
2022-05-12 00:25:00	ES	Futures	4459.08	4460.22	4457.95	4459.65	713.0
2022-05-12 00:30:00	ES	Futures	4459.65	4461.63	4458.23	4460.22	578.0
2022-05-12 00:35:00	ES	Futures	4460.22	4460.5	4456.53	4457.38	954.0
2022-05-12 00:40:00	ES	Futures	4457.66	4459.08	4454.83	4455.68	677.0
2022-05-12 00:45:00	ES	Futures	4455.68	4459.65	4454.55	4457.95	801.0
2022-05-12 00:50:00	ES	Futures	4457.95	4461.92	4457.1	4459.08	833.0
2022-05-12 00:55:00	ES	Futures	4458.51	4459.08	4455.68	4456.25	628.0
2022-05-12 01:00:00	ES	Futures	4455.96	4462.48	4455.96	4459.65	1228.0
2022-05-12 01:05:00	ES	Futures	4459.36	4459.36	4454.55	4456.25	874.0
2022-05-12 01:10:00	ES	Futures	4455.96	4455.96	4449.73	4450.29	1586.0
2022-05-12 01:15:00	ES	Futures	4450.58	4451.15	4447.18	4449.16	1750.0
2022-05-12 01:20:00	ES	Futures	4449.16	4450.29	4439.24	4439.52	2932.0
2022-05-12 01:25:00	ES	Futures	4439.24	4446.33	4438.67	4446.04	1722.0
2022-05-12 01:30:00	ES	Futures	4446.04	4449.16	4446.04	4447.74	1092.0
2022-05-12 01:35:00	ES	Futures	4448.03	4451.15	4443.49	4445.19	1131.0
2022-05-12 01:40:00	ES	Futures	4445.19	4446.61	4440.66	4441.51	993.0
2022-05-12 01:45:00	ES	Futures	4441.51	4443.49	4437.54	4438.39	1972.0
2022-05-12 01:50:00	ES	Futures	4438.39	4438.96	4435.27	4437.26	1491.0
2022-05-12 01:55:00	ES	Futures	4437.26	4440.09	4434.99	4435.84	1517.0
2022-05-12 02:00:00	ES	Futures	4436.12	4442.07	4433.29	4440.66	3471.0
2022-05-12 02:05:00	ES	Futures	4440.94	4449.44	4440.66	4447.18	2010.0
2022-05-12 02:10:00	ES	Futures	4447.46	4451.71	4447.18	4449.16	1251.0
2022-05-12 02:15:00	ES	Futures	4449.44	4450.29	4440.94	4443.21	2761.0
2022-05-12 02:20:00	ES	Futures	4443.49	4452.28	4441.22	4449.73	1825.0
2022-05-12 02:25:00	ES	Futures	4449.73	4450.29	4443.49	4443.78	1332.0
2022-05-12 02:30:00	ES	Futures	4443.78	4448.03	4443.78	4446.33	983.0
2022-05-12 02:35:00	ES	Futures	4446.33	4450.86	4446.33	4447.18	1343.0
2022-05-12 02:40:00	ES	Futures	4447.46	4451.71	4446.04	4447.46	947.0
2022-05-12 02:45:00	ES	Futures	4447.74	4447.74	4433.29	4438.11	3340.0
2022-05-12 02:50:00	ES	Futures	4438.11	4440.94	4437.26	4440.09	867.0
2022-05-12 02:55:00	ES	Futures	4440.09	4444.06	4437.26	4438.11	1388.0
2022-05-12 03:00:00	ES	Futures	4437.82	4439.81	4429.32	4434.99	6933.0
2022-05-12 03:05:00	ES	Futures	4434.99	4435.84	4428.47	4433.57	5128.0
2022-05-12 03:10:00	ES	Futures	4433.57	4435.56	4426.49	4432.44	3899.0
2022-05-12 03:15:00	ES	Futures	4432.44	4443.21	4430.74	4432.72	3347.0
2022-05-12 03:20:00	ES	Futures	4433.0	4433.0	4422.8	4429.04	4677.0
2022-05-12 03:25:00	ES	Futures	4429.04	4440.37	4427.62	4436.97	3631.0
2022-05-12 03:30:00	ES	Futures	4436.69	4439.52	4427.9	4434.99	2261.0
2022-05-12 03:35:00	ES	Futures	4434.99	4437.82	4429.32	4429.6	2403.0
2022-05-12 03:40:00	ES	Futures	4429.89	4440.66	4427.05	4440.37	3728.0
2022-05-12 03:45:00	ES	Futures	4440.09	4462.2	4438.67	4460.22	5975.0
2022-05-12 03:50:00	ES	Futures	4460.5	4463.33	4447.74	4450.58	4721.0
2022-05-12 03:55:00	ES	Futures	4450.86	4452.0	4444.63	4451.15	2575.0
2022-05-12 04:00:00	ES	Futures	4451.43	4454.26	4433.0	4436.97	4905.0
2022-05-12 04:05:00	ES	Futures	4437.26	4442.64	4432.15	4439.52	2892.0

> showing 50 of 20,976 rows — these rows as CSV

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