PREVIEW / futures_5min / 2022-05-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-15.parquet
  size:    99 KB
  rows:    4,145

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
2022-05-15 18:00:00	ES	Futures	4563.39	4572.46	4556.3	4572.17	4478.0
2022-05-15 18:05:00	ES	Futures	4572.46	4576.43	4569.62	4573.59	2446.0
2022-05-15 18:10:00	ES	Futures	4573.87	4579.83	4573.31	4578.41	1632.0
2022-05-15 18:15:00	ES	Futures	4578.41	4579.26	4574.72	4575.86	1513.0
2022-05-15 18:20:00	ES	Futures	4575.86	4577.56	4573.31	4576.99	939.0
2022-05-15 18:25:00	ES	Futures	4576.71	4577.56	4574.44	4575.86	761.0
2022-05-15 18:30:00	ES	Futures	4575.86	4575.86	4571.89	4573.59	654.0
2022-05-15 18:35:00	ES	Futures	4573.59	4574.44	4572.46	4573.87	265.0
2022-05-15 18:40:00	ES	Futures	4573.87	4575.58	4571.32	4574.72	909.0
2022-05-15 18:45:00	ES	Futures	4574.72	4577.84	4572.46	4575.01	953.0
2022-05-15 18:50:00	ES	Futures	4574.72	4577.56	4574.16	4576.14	434.0
2022-05-15 18:55:00	ES	Futures	4576.14	4576.14	4572.17	4574.44	575.0
2022-05-15 19:00:00	ES	Futures	4574.44	4575.01	4571.89	4572.74	548.0
2022-05-15 19:05:00	ES	Futures	4572.74	4573.59	4567.92	4568.77	1306.0
2022-05-15 19:10:00	ES	Futures	4569.06	4571.61	4568.49	4570.19	1042.0
2022-05-15 19:15:00	ES	Futures	4570.47	4573.02	4568.49	4571.32	668.0
2022-05-15 19:20:00	ES	Futures	4571.04	4572.74	4569.62	4572.17	437.0
2022-05-15 19:25:00	ES	Futures	4572.17	4574.44	4569.62	4569.91	989.0
2022-05-15 19:30:00	ES	Futures	4570.19	4576.99	4570.19	4575.86	1539.0
2022-05-15 19:35:00	ES	Futures	4575.86	4576.71	4573.02	4574.44	578.0
2022-05-15 19:40:00	ES	Futures	4574.44	4575.86	4572.74	4575.01	755.0
2022-05-15 19:45:00	ES	Futures	4575.01	4578.69	4575.01	4576.99	1573.0
2022-05-15 19:50:00	ES	Futures	4576.99	4582.66	4576.71	4580.96	2021.0
2022-05-15 19:55:00	ES	Futures	4580.96	4581.24	4575.01	4575.29	1275.0
2022-05-15 20:00:00	ES	Futures	4575.29	4576.14	4567.92	4569.91	2815.0
2022-05-15 20:05:00	ES	Futures	4569.91	4571.04	4565.09	4567.36	2060.0
2022-05-15 20:10:00	ES	Futures	4567.36	4571.89	4566.79	4568.21	1528.0
2022-05-15 20:15:00	ES	Futures	4568.21	4568.21	4564.52	4565.94	1411.0
2022-05-15 20:20:00	ES	Futures	4565.65	4567.07	4563.1	4566.51	1509.0
2022-05-15 20:25:00	ES	Futures	4566.51	4567.92	4565.09	4567.07	1013.0
2022-05-15 20:30:00	ES	Futures	4567.07	4567.36	4563.1	4565.37	1806.0
2022-05-15 20:35:00	ES	Futures	4565.37	4567.07	4563.1	4563.67	1538.0
2022-05-15 20:40:00	ES	Futures	4564.24	4565.09	4563.1	4565.09	531.0
2022-05-15 20:45:00	ES	Futures	4565.09	4566.51	4563.67	4564.8	657.0
2022-05-15 20:50:00	ES	Futures	4564.8	4569.34	4564.24	4567.92	1110.0
2022-05-15 20:55:00	ES	Futures	4567.92	4571.32	4567.92	4569.62	797.0
2022-05-15 21:00:00	ES	Futures	4569.62	4572.46	4568.77	4571.04	947.0
2022-05-15 21:05:00	ES	Futures	4571.04	4574.44	4571.04	4572.74	1049.0
2022-05-15 21:10:00	ES	Futures	4572.74	4573.87	4570.76	4571.32	702.0
2022-05-15 21:15:00	ES	Futures	4571.32	4571.61	4567.07	4567.07	1369.0
2022-05-15 21:20:00	ES	Futures	4567.07	4567.36	4560.27	4563.39	2458.0
2022-05-15 21:25:00	ES	Futures	4563.67	4565.94	4560.55	4561.97	1206.0
2022-05-15 21:30:00	ES	Futures	4562.25	4563.67	4560.55	4561.97	937.0
2022-05-15 21:35:00	ES	Futures	4561.97	4562.82	4551.48	4554.6	2470.0
2022-05-15 21:40:00	ES	Futures	4554.32	4556.58	4552.62	4552.9	1182.0
2022-05-15 21:45:00	ES	Futures	4552.9	4555.17	4548.93	4550.07	1455.0
2022-05-15 21:50:00	ES	Futures	4550.07	4552.05	4549.22	4550.35	1043.0
2022-05-15 21:55:00	ES	Futures	4550.35	4550.92	4545.81	4547.8	1804.0
2022-05-15 22:00:00	ES	Futures	4548.08	4548.08	4539.29	4540.43	3722.0
2022-05-15 22:05:00	ES	Futures	4540.15	4542.41	4530.51	4533.91	4014.0

> showing 50 of 4,145 rows — these rows as CSV

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