PREVIEW / futures_5min / 2022-05-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-23.parquet
  size:    353 KB
  rows:    19,502

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
2022-05-23 00:00:00	ES	Futures	4455.96	4457.1	4455.96	4456.81	435.0
2022-05-23 00:05:00	ES	Futures	4456.53	4457.66	4456.25	4456.81	483.0
2022-05-23 00:10:00	ES	Futures	4456.81	4462.77	4456.81	4461.63	1172.0
2022-05-23 00:15:00	ES	Futures	4461.63	4463.33	4460.5	4462.2	456.0
2022-05-23 00:20:00	ES	Futures	4462.48	4463.05	4461.07	4461.07	248.0
2022-05-23 00:25:00	ES	Futures	4461.07	4462.2	4460.5	4461.63	317.0
2022-05-23 00:30:00	ES	Futures	4461.92	4465.32	4461.63	4464.75	756.0
2022-05-23 00:35:00	ES	Futures	4464.75	4465.03	4461.07	4461.07	370.0
2022-05-23 00:40:00	ES	Futures	4461.07	4461.92	4460.5	4461.07	289.0
2022-05-23 00:45:00	ES	Futures	4461.35	4461.63	4457.66	4457.66	440.0
2022-05-23 00:50:00	ES	Futures	4457.66	4458.23	4454.83	4455.4	429.0
2022-05-23 00:55:00	ES	Futures	4455.68	4457.95	4455.4	4457.1	226.0
2022-05-23 01:00:00	ES	Futures	4457.66	4457.95	4455.11	4457.38	381.0
2022-05-23 01:05:00	ES	Futures	4457.1	4459.93	4456.25	4459.65	586.0
2022-05-23 01:10:00	ES	Futures	4459.36	4459.65	4457.1	4458.23	271.0
2022-05-23 01:15:00	ES	Futures	4458.51	4459.65	4457.1	4457.66	291.0
2022-05-23 01:20:00	ES	Futures	4457.38	4459.08	4456.81	4458.51	366.0
2022-05-23 01:25:00	ES	Futures	4458.23	4459.36	4456.53	4458.51	574.0
2022-05-23 01:30:00	ES	Futures	4458.51	4460.22	4455.96	4457.66	1018.0
2022-05-23 01:35:00	ES	Futures	4457.38	4459.08	4456.53	4458.51	491.0
2022-05-23 01:40:00	ES	Futures	4458.51	4461.07	4457.66	4458.23	742.0
2022-05-23 01:45:00	ES	Futures	4458.51	4471.55	4458.51	4470.14	3046.0
2022-05-23 01:50:00	ES	Futures	4470.42	4471.84	4467.58	4470.7	2313.0
2022-05-23 01:55:00	ES	Futures	4470.7	4476.65	4467.87	4468.72	3170.0
2022-05-23 02:00:00	ES	Futures	4468.43	4470.42	4465.6	4469.57	1914.0
2022-05-23 02:05:00	ES	Futures	4469.57	4473.54	4467.02	4472.69	1502.0
2022-05-23 02:10:00	ES	Futures	4472.4	4474.39	4471.27	4472.4	962.0
2022-05-23 02:15:00	ES	Futures	4472.12	4481.19	4470.99	4479.21	3059.0
2022-05-23 02:20:00	ES	Futures	4479.21	4484.02	4478.64	4481.19	3090.0
2022-05-23 02:25:00	ES	Futures	4480.91	4482.32	4476.37	4477.79	1127.0
2022-05-23 02:30:00	ES	Futures	4478.07	4480.91	4477.22	4479.77	868.0
2022-05-23 02:35:00	ES	Futures	4479.77	4480.06	4475.8	4478.36	1270.0
2022-05-23 02:40:00	ES	Futures	4478.36	4484.59	4478.07	4482.04	1606.0
2022-05-23 02:45:00	ES	Futures	4482.04	4482.89	4479.21	4479.77	1159.0
2022-05-23 02:50:00	ES	Futures	4479.77	4483.17	4478.92	4481.47	1061.0
2022-05-23 02:55:00	ES	Futures	4481.47	4482.32	4479.77	4482.04	1131.0
2022-05-23 03:00:00	ES	Futures	4482.04	4484.02	4472.69	4472.69	2168.0
2022-05-23 03:05:00	ES	Futures	4472.69	4476.37	4469.29	4476.09	2704.0
2022-05-23 03:10:00	ES	Futures	4476.37	4478.07	4470.99	4474.67	2140.0
2022-05-23 03:15:00	ES	Futures	4474.1	4476.94	4471.55	4475.52	1851.0
2022-05-23 03:20:00	ES	Futures	4475.52	4476.09	4469.85	4471.84	1815.0
2022-05-23 03:25:00	ES	Futures	4471.84	4475.24	4470.7	4472.12	1416.0
2022-05-23 03:30:00	ES	Futures	4471.84	4476.37	4465.88	4472.12	2395.0
2022-05-23 03:35:00	ES	Futures	4472.4	4473.82	4468.15	4470.7	2104.0
2022-05-23 03:40:00	ES	Futures	4470.42	4470.99	4461.35	4461.35	3075.0
2022-05-23 03:45:00	ES	Futures	4461.35	4465.32	4461.07	4463.9	1481.0
2022-05-23 03:50:00	ES	Futures	4463.62	4467.3	4463.62	4467.02	1007.0
2022-05-23 03:55:00	ES	Futures	4467.02	4470.14	4466.45	4469.0	870.0
2022-05-23 04:00:00	ES	Futures	4468.72	4476.94	4461.92	4462.77	3269.0
2022-05-23 04:05:00	ES	Futures	4462.48	4463.33	4457.1	4458.23	2286.0

> showing 50 of 19,502 rows — these rows as CSV

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