PREVIEW / futures_5min / 2022-05-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-19.parquet
  size:    418 KB
  rows:    20,073

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
2022-05-19 00:00:00	ES	Futures	4455.68	4455.96	4453.41	4453.98	748.0
2022-05-19 00:05:00	ES	Futures	4453.98	4455.68	4453.13	4454.83	712.0
2022-05-19 00:10:00	ES	Futures	4455.11	4456.25	4453.98	4455.4	494.0
2022-05-19 00:15:00	ES	Futures	4455.11	4457.38	4455.11	4455.96	605.0
2022-05-19 00:20:00	ES	Futures	4455.96	4457.38	4454.26	4456.81	484.0
2022-05-19 00:25:00	ES	Futures	4456.81	4457.1	4455.11	4455.11	345.0
2022-05-19 00:30:00	ES	Futures	4454.83	4455.4	4451.43	4453.41	1018.0
2022-05-19 00:35:00	ES	Futures	4453.13	4454.83	4450.86	4451.71	516.0
2022-05-19 00:40:00	ES	Futures	4452.0	4453.98	4451.15	4453.98	661.0
2022-05-19 00:45:00	ES	Futures	4453.98	4459.08	4453.41	4457.38	893.0
2022-05-19 00:50:00	ES	Futures	4457.1	4457.38	4455.4	4456.81	777.0
2022-05-19 00:55:00	ES	Futures	4456.81	4457.38	4454.55	4454.55	683.0
2022-05-19 01:00:00	ES	Futures	4454.83	4458.23	4452.28	4452.85	1285.0
2022-05-19 01:05:00	ES	Futures	4452.85	4456.53	4452.56	4453.7	698.0
2022-05-19 01:10:00	ES	Futures	4453.7	4454.26	4449.16	4449.73	589.0
2022-05-19 01:15:00	ES	Futures	4449.73	4451.15	4448.03	4450.86	1014.0
2022-05-19 01:20:00	ES	Futures	4450.86	4453.13	4450.29	4452.0	511.0
2022-05-19 01:25:00	ES	Futures	4452.0	4453.13	4450.29	4450.86	505.0
2022-05-19 01:30:00	ES	Futures	4451.15	4451.43	4445.48	4446.33	1268.0
2022-05-19 01:35:00	ES	Futures	4446.04	4446.04	4437.26	4438.67	2623.0
2022-05-19 01:40:00	ES	Futures	4438.39	4444.06	4437.54	4443.49	1523.0
2022-05-19 01:45:00	ES	Futures	4443.49	4446.33	4439.81	4440.66	1444.0
2022-05-19 01:50:00	ES	Futures	4440.94	4442.93	4440.37	4441.51	1458.0
2022-05-19 01:55:00	ES	Futures	4441.51	4444.91	4439.81	4441.51	2055.0
2022-05-19 02:00:00	ES	Futures	4441.79	4443.49	4436.69	4438.67	2156.0
2022-05-19 02:05:00	ES	Futures	4438.39	4445.19	4436.97	4444.91	1492.0
2022-05-19 02:10:00	ES	Futures	4444.91	4448.03	4441.22	4442.64	1359.0
2022-05-19 02:15:00	ES	Futures	4442.93	4445.19	4439.52	4440.66	1162.0
2022-05-19 02:20:00	ES	Futures	4440.37	4440.94	4437.82	4439.52	1177.0
2022-05-19 02:25:00	ES	Futures	4439.52	4442.64	4438.96	4440.09	923.0
2022-05-19 02:30:00	ES	Futures	4440.37	4446.61	4439.52	4444.06	1166.0
2022-05-19 02:35:00	ES	Futures	4444.34	4446.61	4443.21	4445.19	621.0
2022-05-19 02:40:00	ES	Futures	4445.76	4445.76	4439.24	4440.37	995.0
2022-05-19 02:45:00	ES	Futures	4440.37	4442.07	4438.39	4439.52	1543.0
2022-05-19 02:50:00	ES	Futures	4439.52	4440.94	4437.82	4438.67	1010.0
2022-05-19 02:55:00	ES	Futures	4438.67	4440.37	4437.82	4439.52	952.0
2022-05-19 03:00:00	ES	Futures	4439.81	4439.81	4429.6	4434.14	3867.0
2022-05-19 03:05:00	ES	Futures	4434.14	4440.66	4433.86	4438.67	2403.0
2022-05-19 03:10:00	ES	Futures	4438.11	4438.11	4427.34	4429.89	3876.0
2022-05-19 03:15:00	ES	Futures	4430.17	4434.42	4424.79	4429.6	2382.0
2022-05-19 03:20:00	ES	Futures	4429.89	4429.89	4417.13	4417.7	4302.0
2022-05-19 03:25:00	ES	Futures	4417.98	4419.12	4410.33	4411.18	5215.0
2022-05-19 03:30:00	ES	Futures	4411.18	4411.75	4398.99	4403.53	9174.0
2022-05-19 03:35:00	ES	Futures	4403.24	4403.81	4391.06	4392.19	6909.0
2022-05-19 03:40:00	ES	Futures	4392.47	4402.11	4391.62	4400.69	4542.0
2022-05-19 03:45:00	ES	Futures	4400.98	4407.21	4400.41	4405.23	4382.0
2022-05-19 03:50:00	ES	Futures	4405.23	4406.64	4401.26	4404.66	2090.0
2022-05-19 03:55:00	ES	Futures	4404.66	4414.58	4404.38	4412.03	3541.0
2022-05-19 04:00:00	ES	Futures	4412.03	4413.73	4403.53	4403.81	2640.0
2022-05-19 04:05:00	ES	Futures	4403.81	4406.36	4398.71	4405.23	3298.0

> showing 50 of 20,073 rows — these rows as CSV

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