PREVIEW / futures_5min / 2022-05-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-22.parquet
  size:    84 KB
  rows:    3,861

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
2022-05-22 18:00:00	ES	Futures	4433.57	4450.01	4433.29	4447.74	5140.0
2022-05-22 18:05:00	ES	Futures	4447.74	4448.59	4443.78	4447.74	1397.0
2022-05-22 18:10:00	ES	Futures	4447.46	4451.71	4447.18	4451.15	1571.0
2022-05-22 18:15:00	ES	Futures	4451.15	4451.71	4447.46	4450.29	1178.0
2022-05-22 18:20:00	ES	Futures	4450.58	4450.58	4444.91	4447.74	976.0
2022-05-22 18:25:00	ES	Futures	4447.74	4447.74	4441.79	4445.76	1562.0
2022-05-22 18:30:00	ES	Futures	4446.04	4448.59	4442.07	4443.49	1407.0
2022-05-22 18:35:00	ES	Futures	4443.21	4450.29	4443.21	4450.29	1089.0
2022-05-22 18:40:00	ES	Futures	4450.29	4450.58	4446.33	4446.89	707.0
2022-05-22 18:45:00	ES	Futures	4446.61	4452.28	4446.61	4449.73	970.0
2022-05-22 18:50:00	ES	Futures	4449.73	4453.41	4449.73	4451.71	955.0
2022-05-22 18:55:00	ES	Futures	4451.71	4452.56	4450.86	4452.0	411.0
2022-05-22 19:00:00	ES	Futures	4451.71	4456.25	4451.71	4453.98	1625.0
2022-05-22 19:05:00	ES	Futures	4453.98	4456.53	4453.41	4456.25	745.0
2022-05-22 19:10:00	ES	Futures	4456.25	4459.36	4455.68	4458.51	1262.0
2022-05-22 19:15:00	ES	Futures	4458.8	4460.22	4455.96	4456.81	1135.0
2022-05-22 19:20:00	ES	Futures	4456.81	4458.51	4455.96	4457.95	483.0
2022-05-22 19:25:00	ES	Futures	4457.66	4463.9	4457.66	4462.77	1540.0
2022-05-22 19:30:00	ES	Futures	4462.77	4463.33	4460.78	4460.78	706.0
2022-05-22 19:35:00	ES	Futures	4460.78	4463.9	4460.22	4461.63	748.0
2022-05-22 19:40:00	ES	Futures	4461.63	4461.92	4459.08	4460.22	940.0
2022-05-22 19:45:00	ES	Futures	4460.22	4464.47	4460.22	4461.35	844.0
2022-05-22 19:50:00	ES	Futures	4461.63	4463.9	4460.5	4460.78	768.0
2022-05-22 19:55:00	ES	Futures	4460.5	4463.33	4460.5	4462.2	816.0
2022-05-22 20:00:00	ES	Futures	4461.92	4463.05	4457.38	4457.95	1583.0
2022-05-22 20:05:00	ES	Futures	4457.66	4459.08	4455.96	4457.95	1227.0
2022-05-22 20:10:00	ES	Futures	4457.95	4463.05	4455.96	4461.63	1605.0
2022-05-22 20:15:00	ES	Futures	4461.35	4469.29	4460.22	4467.87	2431.0
2022-05-22 20:20:00	ES	Futures	4467.58	4467.87	4464.75	4466.73	984.0
2022-05-22 20:25:00	ES	Futures	4466.73	4468.72	4465.88	4466.73	910.0
2022-05-22 20:30:00	ES	Futures	4466.45	4468.43	4466.17	4467.58	1002.0
2022-05-22 20:35:00	ES	Futures	4467.3	4468.15	4465.03	4465.32	570.0
2022-05-22 20:40:00	ES	Futures	4465.6	4468.72	4464.47	4468.15	793.0
2022-05-22 20:45:00	ES	Futures	4468.15	4469.0	4467.02	4467.02	460.0
2022-05-22 20:50:00	ES	Futures	4467.58	4467.58	4465.6	4466.73	468.0
2022-05-22 20:55:00	ES	Futures	4466.73	4467.58	4464.75	4466.17	827.0
2022-05-22 21:00:00	ES	Futures	4466.17	4468.43	4465.03	4467.58	575.0
2022-05-22 21:05:00	ES	Futures	4467.58	4468.72	4464.75	4466.45	754.0
2022-05-22 21:10:00	ES	Futures	4466.17	4470.14	4465.88	4469.0	1059.0
2022-05-22 21:15:00	ES	Futures	4468.72	4469.29	4464.75	4465.03	1624.0
2022-05-22 21:20:00	ES	Futures	4465.03	4467.58	4465.03	4467.02	574.0
2022-05-22 21:25:00	ES	Futures	4466.73	4469.85	4466.73	4469.0	681.0
2022-05-22 21:30:00	ES	Futures	4469.0	4469.0	4464.75	4465.03	774.0
2022-05-22 21:35:00	ES	Futures	4465.03	4465.6	4462.48	4465.32	897.0
2022-05-22 21:40:00	ES	Futures	4465.03	4465.32	4461.63	4463.05	738.0
2022-05-22 21:45:00	ES	Futures	4463.05	4463.62	4461.35	4462.48	519.0
2022-05-22 21:50:00	ES	Futures	4462.48	4463.05	4460.22	4461.07	665.0
2022-05-22 21:55:00	ES	Futures	4461.07	4461.35	4459.08	4460.78	732.0
2022-05-22 22:00:00	ES	Futures	4460.5	4462.2	4453.13	4454.26	1917.0
2022-05-22 22:05:00	ES	Futures	4454.26	4455.11	4451.43	4452.28	2060.0

> showing 50 of 3,861 rows — these rows as CSV

> unlock the full archive -- $79 one-time