PREVIEW / futures_5min / 2022-05-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-17.parquet
  size:    391 KB
  rows:    20,376

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
2022-05-17 00:00:00	ES	Futures	4554.03	4555.17	4554.03	4554.6	255.0
2022-05-17 00:05:00	ES	Futures	4554.6	4556.87	4554.6	4556.3	473.0
2022-05-17 00:10:00	ES	Futures	4556.58	4559.99	4555.45	4557.15	933.0
2022-05-17 00:15:00	ES	Futures	4557.15	4558.57	4556.58	4558.57	440.0
2022-05-17 00:20:00	ES	Futures	4558.57	4558.85	4557.44	4558.0	292.0
2022-05-17 00:25:00	ES	Futures	4558.0	4558.29	4555.73	4555.73	332.0
2022-05-17 00:30:00	ES	Futures	4555.45	4557.72	4554.88	4556.58	333.0
2022-05-17 00:35:00	ES	Futures	4556.58	4558.0	4556.58	4557.72	235.0
2022-05-17 00:40:00	ES	Futures	4558.0	4559.7	4556.58	4559.42	735.0
2022-05-17 00:45:00	ES	Futures	4559.42	4559.42	4557.15	4558.29	378.0
2022-05-17 00:50:00	ES	Futures	4558.57	4558.57	4556.87	4556.87	427.0
2022-05-17 00:55:00	ES	Futures	4557.15	4558.57	4556.3	4557.72	460.0
2022-05-17 01:00:00	ES	Futures	4557.72	4559.7	4556.58	4558.0	353.0
2022-05-17 01:05:00	ES	Futures	4558.0	4559.99	4557.72	4559.42	302.0
2022-05-17 01:10:00	ES	Futures	4559.7	4560.55	4558.29	4558.29	347.0
2022-05-17 01:15:00	ES	Futures	4558.57	4559.42	4558.0	4558.85	318.0
2022-05-17 01:20:00	ES	Futures	4558.57	4559.42	4557.72	4558.85	535.0
2022-05-17 01:25:00	ES	Futures	4558.85	4559.99	4558.29	4558.57	487.0
2022-05-17 01:30:00	ES	Futures	4558.57	4559.42	4556.87	4556.87	323.0
2022-05-17 01:35:00	ES	Futures	4556.87	4558.57	4556.02	4556.87	384.0
2022-05-17 01:40:00	ES	Futures	4556.87	4558.57	4556.02	4558.57	327.0
2022-05-17 01:45:00	ES	Futures	4558.29	4567.64	4558.0	4564.8	2195.0
2022-05-17 01:50:00	ES	Futures	4564.8	4564.8	4561.69	4563.1	588.0
2022-05-17 01:55:00	ES	Futures	4563.1	4564.8	4562.54	4563.67	500.0
2022-05-17 02:00:00	ES	Futures	4563.95	4564.8	4561.97	4563.67	744.0
2022-05-17 02:05:00	ES	Futures	4563.67	4564.24	4561.69	4563.67	819.0
2022-05-17 02:10:00	ES	Futures	4563.1	4565.94	4562.54	4562.54	886.0
2022-05-17 02:15:00	ES	Futures	4562.82	4563.67	4560.55	4561.4	722.0
2022-05-17 02:20:00	ES	Futures	4561.12	4563.1	4560.55	4561.69	667.0
2022-05-17 02:25:00	ES	Futures	4561.69	4562.25	4559.99	4561.4	659.0
2022-05-17 02:30:00	ES	Futures	4561.4	4563.1	4560.84	4561.69	832.0
2022-05-17 02:35:00	ES	Futures	4561.69	4565.09	4561.69	4564.52	874.0
2022-05-17 02:40:00	ES	Futures	4564.24	4564.8	4563.1	4564.24	882.0
2022-05-17 02:45:00	ES	Futures	4564.52	4565.94	4563.95	4564.8	503.0
2022-05-17 02:50:00	ES	Futures	4564.8	4565.65	4563.95	4565.65	520.0
2022-05-17 02:55:00	ES	Futures	4565.37	4567.64	4565.37	4567.64	1232.0
2022-05-17 03:00:00	ES	Futures	4567.92	4570.76	4563.39	4570.47	3449.0
2022-05-17 03:05:00	ES	Futures	4570.47	4571.04	4566.22	4566.22	1890.0
2022-05-17 03:10:00	ES	Futures	4566.22	4566.79	4562.25	4562.82	2794.0
2022-05-17 03:15:00	ES	Futures	4562.82	4565.94	4561.97	4564.8	1156.0
2022-05-17 03:20:00	ES	Futures	4564.52	4569.34	4562.82	4569.34	1252.0
2022-05-17 03:25:00	ES	Futures	4569.06	4569.91	4567.07	4568.21	1151.0
2022-05-17 03:30:00	ES	Futures	4568.49	4575.01	4567.64	4573.59	2723.0
2022-05-17 03:35:00	ES	Futures	4573.59	4580.39	4573.02	4579.83	2428.0
2022-05-17 03:40:00	ES	Futures	4580.11	4581.81	4577.56	4580.39	2072.0
2022-05-17 03:45:00	ES	Futures	4580.39	4582.66	4578.41	4579.26	2356.0
2022-05-17 03:50:00	ES	Futures	4578.98	4580.96	4577.84	4578.41	956.0
2022-05-17 03:55:00	ES	Futures	4578.69	4578.69	4575.86	4578.41	1509.0
2022-05-17 04:00:00	ES	Futures	4578.41	4583.8	4578.13	4582.94	2430.0
2022-05-17 04:05:00	ES	Futures	4582.94	4592.58	4582.66	4590.6	5542.0

> showing 50 of 20,376 rows — these rows as CSV

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