PREVIEW / futures_5min / 2022-05-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-20.parquet
  size:    318 KB
  rows:    15,899

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
2022-05-20 00:00:00	ES	Futures	4447.18	4449.44	4445.76	4449.16	911.0
2022-05-20 00:05:00	ES	Futures	4449.16	4452.56	4448.88	4451.71	1284.0
2022-05-20 00:10:00	ES	Futures	4451.71	4454.55	4451.43	4451.71	1116.0
2022-05-20 00:15:00	ES	Futures	4451.71	4453.98	4450.86	4453.41	996.0
2022-05-20 00:20:00	ES	Futures	4453.41	4455.11	4451.71	4454.83	713.0
2022-05-20 00:25:00	ES	Futures	4454.55	4457.66	4454.55	4456.81	1405.0
2022-05-20 00:30:00	ES	Futures	4456.81	4457.1	4453.7	4454.55	952.0
2022-05-20 00:35:00	ES	Futures	4454.55	4455.68	4453.13	4454.55	903.0
2022-05-20 00:40:00	ES	Futures	4454.55	4455.11	4453.41	4454.83	625.0
2022-05-20 00:45:00	ES	Futures	4454.83	4455.96	4453.98	4454.26	783.0
2022-05-20 00:50:00	ES	Futures	4454.55	4455.11	4453.7	4454.83	499.0
2022-05-20 00:55:00	ES	Futures	4455.11	4456.81	4454.26	4456.53	589.0
2022-05-20 01:00:00	ES	Futures	4456.25	4457.38	4452.0	4452.56	867.0
2022-05-20 01:05:00	ES	Futures	4452.85	4455.4	4452.28	4453.41	699.0
2022-05-20 01:10:00	ES	Futures	4453.41	4455.4	4452.85	4453.7	603.0
2022-05-20 01:15:00	ES	Futures	4453.7	4454.83	4449.73	4452.56	1685.0
2022-05-20 01:20:00	ES	Futures	4452.85	4454.55	4451.43	4452.28	399.0
2022-05-20 01:25:00	ES	Futures	4452.0	4454.55	4451.43	4452.85	1063.0
2022-05-20 01:30:00	ES	Futures	4453.13	4455.11	4452.0	4453.13	802.0
2022-05-20 01:35:00	ES	Futures	4453.41	4455.4	4451.71	4454.55	985.0
2022-05-20 01:40:00	ES	Futures	4454.83	4456.81	4453.7	4454.83	951.0
2022-05-20 01:45:00	ES	Futures	4454.55	4455.11	4452.85	4454.55	859.0
2022-05-20 01:50:00	ES	Futures	4454.55	4459.93	4454.26	4457.66	1277.0
2022-05-20 01:55:00	ES	Futures	4457.38	4457.66	4454.55	4455.4	1111.0
2022-05-20 02:00:00	ES	Futures	4455.4	4456.25	4451.15	4452.85	1720.0
2022-05-20 02:05:00	ES	Futures	4453.13	4454.55	4450.29	4453.7	1387.0
2022-05-20 02:10:00	ES	Futures	4453.7	4459.08	4452.28	4452.85	1697.0
2022-05-20 02:15:00	ES	Futures	4452.56	4453.13	4450.58	4451.71	1048.0
2022-05-20 02:20:00	ES	Futures	4451.71	4453.41	4450.58	4453.41	688.0
2022-05-20 02:25:00	ES	Futures	4453.41	4453.41	4442.93	4444.63	2032.0
2022-05-20 02:30:00	ES	Futures	4444.63	4446.89	4441.79	4446.04	1410.0
2022-05-20 02:35:00	ES	Futures	4446.33	4447.46	4442.93	4444.34	1205.0
2022-05-20 02:40:00	ES	Futures	4444.34	4447.18	4442.36	4446.61	1554.0
2022-05-20 02:45:00	ES	Futures	4446.33	4446.89	4441.79	4443.49	1457.0
2022-05-20 02:50:00	ES	Futures	4443.49	4444.34	4438.96	4440.09	1407.0
2022-05-20 02:55:00	ES	Futures	4440.09	4445.19	4439.24	4444.91	1530.0
2022-05-20 03:00:00	ES	Futures	4444.63	4445.76	4440.94	4444.63	2660.0
2022-05-20 03:05:00	ES	Futures	4444.34	4449.44	4442.36	4444.34	2256.0
2022-05-20 03:10:00	ES	Futures	4444.34	4450.86	4443.49	4450.01	2031.0
2022-05-20 03:15:00	ES	Futures	4449.73	4456.81	4449.44	4452.85	2938.0
2022-05-20 03:20:00	ES	Futures	4452.85	4456.25	4451.15	4452.56	1631.0
2022-05-20 03:25:00	ES	Futures	4452.56	4455.68	4450.86	4453.13	1723.0
2022-05-20 03:30:00	ES	Futures	4452.85	4460.5	4450.29	4459.93	2650.0
2022-05-20 03:35:00	ES	Futures	4460.22	4467.02	4459.65	4464.18	3325.0
2022-05-20 03:40:00	ES	Futures	4463.9	4468.15	4462.48	4465.32	1622.0
2022-05-20 03:45:00	ES	Futures	4465.32	4468.15	4464.18	4467.87	1161.0
2022-05-20 03:50:00	ES	Futures	4467.58	4468.15	4465.03	4467.02	1511.0
2022-05-20 03:55:00	ES	Futures	4467.3	4468.43	4462.2	4462.77	1699.0
2022-05-20 04:00:00	ES	Futures	4463.05	4464.75	4460.22	4461.07	1683.0
2022-05-20 04:05:00	ES	Futures	4461.07	4463.05	4460.22	4461.92	1222.0

> showing 50 of 15,899 rows — these rows as CSV

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