PREVIEW / futures_5min / 2022-05-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-13.parquet
  size:    326 KB
  rows:    16,214

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
2022-05-13 00:00:00	ES	Futures	4497.35	4497.35	4492.53	4493.38	1067.0
2022-05-13 00:05:00	ES	Futures	4493.38	4494.23	4491.11	4493.94	586.0
2022-05-13 00:10:00	ES	Futures	4493.66	4493.66	4489.69	4491.68	772.0
2022-05-13 00:15:00	ES	Futures	4491.68	4492.53	4489.69	4489.98	373.0
2022-05-13 00:20:00	ES	Futures	4489.69	4492.53	4489.69	4492.24	408.0
2022-05-13 00:25:00	ES	Futures	4492.53	4492.81	4491.11	4491.96	304.0
2022-05-13 00:30:00	ES	Futures	4491.96	4493.09	4490.83	4491.39	368.0
2022-05-13 00:35:00	ES	Futures	4491.11	4493.38	4491.11	4492.81	407.0
2022-05-13 00:40:00	ES	Futures	4492.53	4493.66	4491.96	4493.09	373.0
2022-05-13 00:45:00	ES	Futures	4493.09	4496.78	4492.81	4496.5	742.0
2022-05-13 00:50:00	ES	Futures	4496.21	4499.05	4495.65	4497.63	604.0
2022-05-13 00:55:00	ES	Futures	4497.63	4498.2	4496.21	4497.06	533.0
2022-05-13 01:00:00	ES	Futures	4497.06	4497.63	4492.24	4495.36	806.0
2022-05-13 01:05:00	ES	Futures	4495.08	4498.48	4493.66	4497.35	569.0
2022-05-13 01:10:00	ES	Futures	4497.63	4499.61	4495.65	4496.21	500.0
2022-05-13 01:15:00	ES	Futures	4496.78	4499.33	4496.5	4499.33	551.0
2022-05-13 01:20:00	ES	Futures	4499.33	4502.16	4498.48	4499.61	931.0
2022-05-13 01:25:00	ES	Futures	4499.61	4499.9	4495.36	4496.78	708.0
2022-05-13 01:30:00	ES	Futures	4497.06	4499.61	4495.08	4499.33	524.0
2022-05-13 01:35:00	ES	Futures	4499.05	4501.31	4498.76	4500.46	566.0
2022-05-13 01:40:00	ES	Futures	4500.18	4500.75	4498.76	4499.9	579.0
2022-05-13 01:45:00	ES	Futures	4500.18	4501.03	4497.35	4498.2	1078.0
2022-05-13 01:50:00	ES	Futures	4497.91	4498.2	4495.93	4497.35	885.0
2022-05-13 01:55:00	ES	Futures	4497.06	4497.91	4495.08	4497.06	1089.0
2022-05-13 02:00:00	ES	Futures	4497.06	4498.48	4493.94	4494.51	1697.0
2022-05-13 02:05:00	ES	Futures	4494.51	4498.48	4493.38	4494.23	1199.0
2022-05-13 02:10:00	ES	Futures	4494.23	4494.51	4487.43	4487.99	1809.0
2022-05-13 02:15:00	ES	Futures	4487.71	4488.28	4482.89	4485.16	1802.0
2022-05-13 02:20:00	ES	Futures	4484.87	4488.84	4484.87	4487.14	1169.0
2022-05-13 02:25:00	ES	Futures	4487.14	4490.26	4485.72	4486.01	1367.0
2022-05-13 02:30:00	ES	Futures	4486.29	4489.13	4484.31	4488.28	1027.0
2022-05-13 02:35:00	ES	Futures	4488.28	4491.39	4487.99	4489.69	910.0
2022-05-13 02:40:00	ES	Futures	4489.98	4492.53	4486.58	4491.39	1152.0
2022-05-13 02:45:00	ES	Futures	4491.68	4494.79	4490.26	4494.51	949.0
2022-05-13 02:50:00	ES	Futures	4494.23	4495.36	4491.96	4492.24	1105.0
2022-05-13 02:55:00	ES	Futures	4492.24	4494.79	4489.98	4491.68	1525.0
2022-05-13 03:00:00	ES	Futures	4491.68	4491.96	4480.91	4483.46	3719.0
2022-05-13 03:05:00	ES	Futures	4483.46	4485.72	4479.49	4484.87	2675.0
2022-05-13 03:10:00	ES	Futures	4484.87	4491.39	4484.31	4489.13	2042.0
2022-05-13 03:15:00	ES	Futures	4489.13	4492.24	4480.91	4484.87	2138.0
2022-05-13 03:20:00	ES	Futures	4485.16	4497.91	4483.46	4495.93	2515.0
2022-05-13 03:25:00	ES	Futures	4496.21	4497.91	4488.56	4496.5	2181.0
2022-05-13 03:30:00	ES	Futures	4496.21	4506.7	4495.65	4506.42	3654.0
2022-05-13 03:35:00	ES	Futures	4506.7	4506.7	4504.43	4506.42	3369.0
2022-05-13 03:40:00	ES	Futures	4506.42	4506.7	4501.6	4503.01	2173.0
2022-05-13 03:45:00	ES	Futures	4503.3	4506.7	4502.16	4504.43	2850.0
2022-05-13 03:50:00	ES	Futures	4504.43	4505.0	4499.9	4500.18	1287.0
2022-05-13 03:55:00	ES	Futures	4500.46	4501.03	4493.38	4496.21	2494.0
2022-05-13 04:00:00	ES	Futures	4496.21	4503.58	4495.65	4501.6	2043.0
2022-05-13 04:05:00	ES	Futures	4501.6	4505.57	4501.6	4503.58	2178.0

> showing 50 of 16,214 rows — these rows as CSV

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