PREVIEW / futures_5min / 2022-05-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-16.parquet
  size:    392 KB
  rows:    20,178

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
2022-05-16 00:00:00	ES	Futures	4525.69	4528.52	4524.84	4525.69	847.0
2022-05-16 00:05:00	ES	Futures	4525.69	4527.39	4524.27	4525.97	675.0
2022-05-16 00:10:00	ES	Futures	4525.97	4527.11	4524.84	4526.54	274.0
2022-05-16 00:15:00	ES	Futures	4526.54	4530.22	4524.84	4529.94	1236.0
2022-05-16 00:20:00	ES	Futures	4529.94	4533.06	4529.66	4532.49	864.0
2022-05-16 00:25:00	ES	Futures	4532.49	4534.48	4530.22	4533.34	597.0
2022-05-16 00:30:00	ES	Futures	4533.91	4534.19	4531.08	4533.06	753.0
2022-05-16 00:35:00	ES	Futures	4533.34	4537.59	4533.06	4534.48	1266.0
2022-05-16 00:40:00	ES	Futures	4534.76	4537.03	4531.64	4532.49	813.0
2022-05-16 00:45:00	ES	Futures	4532.21	4533.34	4531.08	4533.34	546.0
2022-05-16 00:50:00	ES	Futures	4533.63	4534.76	4532.78	4533.63	617.0
2022-05-16 00:55:00	ES	Futures	4533.34	4535.04	4533.06	4534.48	571.0
2022-05-16 01:00:00	ES	Futures	4535.04	4537.31	4533.34	4533.91	1380.0
2022-05-16 01:05:00	ES	Futures	4533.63	4535.33	4530.79	4534.19	976.0
2022-05-16 01:10:00	ES	Futures	4534.48	4539.86	4533.06	4533.91	1743.0
2022-05-16 01:15:00	ES	Futures	4533.91	4534.19	4531.36	4533.34	812.0
2022-05-16 01:20:00	ES	Futures	4533.06	4534.48	4531.93	4533.34	636.0
2022-05-16 01:25:00	ES	Futures	4533.34	4534.48	4531.36	4533.34	755.0
2022-05-16 01:30:00	ES	Futures	4533.34	4534.48	4532.21	4532.78	523.0
2022-05-16 01:35:00	ES	Futures	4532.78	4538.44	4532.78	4536.18	1056.0
2022-05-16 01:40:00	ES	Futures	4536.46	4539.01	4535.33	4538.73	823.0
2022-05-16 01:45:00	ES	Futures	4538.73	4539.01	4537.03	4537.88	387.0
2022-05-16 01:50:00	ES	Futures	4537.88	4537.88	4533.91	4535.61	607.0
2022-05-16 01:55:00	ES	Futures	4535.33	4537.03	4534.19	4535.33	678.0
2022-05-16 02:00:00	ES	Futures	4535.61	4537.03	4527.96	4529.09	1832.0
2022-05-16 02:05:00	ES	Futures	4529.09	4531.64	4526.26	4526.82	2400.0
2022-05-16 02:10:00	ES	Futures	4527.11	4528.81	4520.02	4524.27	1633.0
2022-05-16 02:15:00	ES	Futures	4524.27	4527.39	4522.86	4524.56	1197.0
2022-05-16 02:20:00	ES	Futures	4524.84	4526.54	4523.71	4523.99	778.0
2022-05-16 02:25:00	ES	Futures	4523.99	4527.11	4522.57	4523.71	880.0
2022-05-16 02:30:00	ES	Futures	4523.42	4527.11	4522.86	4523.14	1155.0
2022-05-16 02:35:00	ES	Futures	4523.14	4526.54	4522.86	4525.97	756.0
2022-05-16 02:40:00	ES	Futures	4525.97	4527.39	4521.44	4521.44	1257.0
2022-05-16 02:45:00	ES	Futures	4521.44	4527.67	4521.15	4526.54	968.0
2022-05-16 02:50:00	ES	Futures	4526.26	4527.96	4525.41	4526.54	834.0
2022-05-16 02:55:00	ES	Futures	4526.54	4528.81	4525.97	4527.11	1141.0
2022-05-16 03:00:00	ES	Futures	4527.39	4532.49	4525.69	4531.64	2349.0
2022-05-16 03:05:00	ES	Futures	4531.64	4532.49	4524.27	4527.11	2075.0
2022-05-16 03:10:00	ES	Futures	4527.11	4527.11	4519.45	4525.69	2112.0
2022-05-16 03:15:00	ES	Futures	4525.69	4525.69	4517.75	4518.6	1701.0
2022-05-16 03:20:00	ES	Futures	4518.6	4520.59	4514.92	4520.3	2388.0
2022-05-16 03:25:00	ES	Futures	4520.59	4532.21	4520.02	4530.22	2672.0
2022-05-16 03:30:00	ES	Futures	4530.22	4534.48	4528.52	4532.78	2465.0
2022-05-16 03:35:00	ES	Futures	4533.06	4534.48	4528.52	4532.21	1180.0
2022-05-16 03:40:00	ES	Futures	4532.21	4535.61	4531.08	4533.06	1430.0
2022-05-16 03:45:00	ES	Futures	4533.06	4540.15	4531.64	4535.61	2039.0
2022-05-16 03:50:00	ES	Futures	4535.61	4538.44	4530.79	4531.36	1530.0
2022-05-16 03:55:00	ES	Futures	4531.64	4535.04	4529.37	4532.21	1341.0
2022-05-16 04:00:00	ES	Futures	4532.49	4537.88	4531.64	4535.61	1170.0
2022-05-16 04:05:00	ES	Futures	4535.89	4537.03	4532.78	4536.18	1268.0

> showing 50 of 20,178 rows — these rows as CSV

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