PREVIEW / futures_5min / 2022-05-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-18.parquet
  size:    420 KB
  rows:    20,454

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
2022-05-18 00:00:00	ES	Futures	4617.52	4621.49	4616.96	4620.64	1218.0
2022-05-18 00:05:00	ES	Futures	4620.93	4621.49	4620.08	4620.64	518.0
2022-05-18 00:10:00	ES	Futures	4620.36	4620.64	4619.51	4620.08	374.0
2022-05-18 00:15:00	ES	Futures	4620.08	4620.36	4618.94	4619.51	190.0
2022-05-18 00:20:00	ES	Futures	4619.79	4622.63	4619.79	4621.78	506.0
2022-05-18 00:25:00	ES	Futures	4621.78	4622.34	4619.51	4620.08	434.0
2022-05-18 00:30:00	ES	Futures	4620.08	4620.08	4617.24	4618.09	448.0
2022-05-18 00:35:00	ES	Futures	4618.37	4618.94	4616.67	4616.96	442.0
2022-05-18 00:40:00	ES	Futures	4616.96	4618.66	4616.96	4617.52	563.0
2022-05-18 00:45:00	ES	Futures	4617.24	4617.24	4614.97	4615.82	578.0
2022-05-18 00:50:00	ES	Futures	4615.82	4617.24	4615.54	4616.96	342.0
2022-05-18 00:55:00	ES	Futures	4617.24	4617.81	4616.39	4616.67	314.0
2022-05-18 01:00:00	ES	Futures	4616.96	4619.51	4616.39	4618.94	817.0
2022-05-18 01:05:00	ES	Futures	4618.94	4622.34	4618.94	4620.08	1136.0
2022-05-18 01:10:00	ES	Futures	4620.08	4621.49	4619.51	4620.36	468.0
2022-05-18 01:15:00	ES	Futures	4620.36	4621.49	4620.08	4620.64	380.0
2022-05-18 01:20:00	ES	Futures	4620.64	4621.21	4616.96	4618.37	813.0
2022-05-18 01:25:00	ES	Futures	4618.66	4619.51	4616.67	4618.37	567.0
2022-05-18 01:30:00	ES	Futures	4618.37	4621.21	4617.52	4619.79	742.0
2022-05-18 01:35:00	ES	Futures	4619.79	4620.64	4619.51	4619.79	494.0
2022-05-18 01:40:00	ES	Futures	4619.51	4622.06	4618.66	4622.06	461.0
2022-05-18 01:45:00	ES	Futures	4622.06	4623.48	4621.49	4622.63	690.0
2022-05-18 01:50:00	ES	Futures	4622.34	4626.88	4621.49	4625.46	951.0
2022-05-18 01:55:00	ES	Futures	4625.18	4628.01	4624.89	4626.88	1151.0
2022-05-18 02:00:00	ES	Futures	4626.88	4629.43	4624.04	4629.15	1716.0
2022-05-18 02:05:00	ES	Futures	4628.86	4629.15	4624.04	4624.33	630.0
2022-05-18 02:10:00	ES	Futures	4624.33	4624.33	4620.64	4622.63	684.0
2022-05-18 02:15:00	ES	Futures	4622.34	4624.61	4621.78	4623.19	690.0
2022-05-18 02:20:00	ES	Futures	4623.48	4623.48	4620.08	4621.78	864.0
2022-05-18 02:25:00	ES	Futures	4621.49	4622.91	4620.08	4620.36	850.0
2022-05-18 02:30:00	ES	Futures	4620.08	4621.21	4619.23	4620.08	577.0
2022-05-18 02:35:00	ES	Futures	4620.36	4621.21	4618.94	4621.21	503.0
2022-05-18 02:40:00	ES	Futures	4621.21	4621.49	4619.23	4619.79	381.0
2022-05-18 02:45:00	ES	Futures	4619.51	4619.51	4617.24	4618.94	674.0
2022-05-18 02:50:00	ES	Futures	4619.23	4620.08	4618.37	4619.51	516.0
2022-05-18 02:55:00	ES	Futures	4619.51	4619.79	4617.52	4618.37	586.0
2022-05-18 03:00:00	ES	Futures	4618.66	4619.79	4614.69	4615.82	1885.0
2022-05-18 03:05:00	ES	Futures	4615.82	4619.23	4614.69	4618.37	1841.0
2022-05-18 03:10:00	ES	Futures	4618.37	4618.66	4611.01	4611.29	2795.0
2022-05-18 03:15:00	ES	Futures	4611.29	4612.71	4608.17	4609.59	1995.0
2022-05-18 03:20:00	ES	Futures	4609.87	4617.24	4609.87	4615.82	1642.0
2022-05-18 03:25:00	ES	Futures	4615.82	4616.11	4613.56	4614.12	732.0
2022-05-18 03:30:00	ES	Futures	4614.12	4615.54	4611.57	4613.56	1558.0
2022-05-18 03:35:00	ES	Futures	4613.84	4614.69	4610.72	4610.72	1357.0
2022-05-18 03:40:00	ES	Futures	4611.01	4613.84	4610.44	4612.71	1175.0
2022-05-18 03:45:00	ES	Futures	4612.71	4612.99	4609.87	4610.44	1135.0
2022-05-18 03:50:00	ES	Futures	4610.15	4611.57	4609.3	4610.72	1110.0
2022-05-18 03:55:00	ES	Futures	4610.72	4614.97	4610.15	4613.27	1485.0
2022-05-18 04:00:00	ES	Futures	4613.56	4616.67	4610.44	4614.97	1780.0
2022-05-18 04:05:00	ES	Futures	4615.26	4616.67	4613.84	4615.26	988.0

> showing 50 of 20,454 rows — these rows as CSV

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