PREVIEW / futures_5min / 2022-05-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-24.parquet
  size:    367 KB
  rows:    19,732

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
2022-05-24 00:00:00	ES	Futures	4468.15	4469.29	4467.87	4468.72	302.0
2022-05-24 00:05:00	ES	Futures	4468.72	4469.29	4468.15	4468.72	165.0
2022-05-24 00:10:00	ES	Futures	4468.72	4468.72	4466.17	4467.3	326.0
2022-05-24 00:15:00	ES	Futures	4467.02	4467.02	4465.03	4465.32	362.0
2022-05-24 00:20:00	ES	Futures	4465.32	4466.45	4465.03	4465.88	214.0
2022-05-24 00:25:00	ES	Futures	4466.17	4466.17	4465.03	4465.32	175.0
2022-05-24 00:30:00	ES	Futures	4465.32	4465.88	4463.62	4464.75	297.0
2022-05-24 00:35:00	ES	Futures	4464.47	4465.6	4464.18	4465.32	235.0
2022-05-24 00:40:00	ES	Futures	4465.32	4465.32	4463.9	4464.18	215.0
2022-05-24 00:45:00	ES	Futures	4464.18	4464.18	4459.65	4459.65	1161.0
2022-05-24 00:50:00	ES	Futures	4459.93	4462.2	4459.08	4461.07	724.0
2022-05-24 00:55:00	ES	Futures	4461.35	4461.63	4459.08	4460.22	592.0
2022-05-24 01:00:00	ES	Futures	4460.22	4460.78	4456.81	4459.36	879.0
2022-05-24 01:05:00	ES	Futures	4459.08	4462.2	4459.08	4461.92	353.0
2022-05-24 01:10:00	ES	Futures	4462.2	4463.05	4453.41	4453.98	1527.0
2022-05-24 01:15:00	ES	Futures	4453.7	4460.5	4453.13	4459.65	1275.0
2022-05-24 01:20:00	ES	Futures	4459.36	4460.22	4456.81	4457.66	541.0
2022-05-24 01:25:00	ES	Futures	4457.66	4459.08	4454.55	4454.83	813.0
2022-05-24 01:30:00	ES	Futures	4455.11	4456.53	4453.41	4456.53	837.0
2022-05-24 01:35:00	ES	Futures	4456.81	4457.66	4448.03	4452.0	2861.0
2022-05-24 01:40:00	ES	Futures	4452.0	4452.0	4446.89	4447.18	1818.0
2022-05-24 01:45:00	ES	Futures	4447.46	4450.58	4446.61	4448.59	1406.0
2022-05-24 01:50:00	ES	Futures	4448.31	4448.59	4445.76	4447.74	1161.0
2022-05-24 01:55:00	ES	Futures	4447.74	4448.88	4446.33	4447.74	763.0
2022-05-24 02:00:00	ES	Futures	4447.46	4451.43	4444.63	4451.15	2079.0
2022-05-24 02:05:00	ES	Futures	4451.43	4453.13	4448.03	4448.59	1568.0
2022-05-24 02:10:00	ES	Futures	4448.59	4449.73	4446.89	4449.16	637.0
2022-05-24 02:15:00	ES	Futures	4449.16	4451.15	4447.18	4447.46	1161.0
2022-05-24 02:20:00	ES	Futures	4447.46	4450.86	4446.33	4449.44	941.0
2022-05-24 02:25:00	ES	Futures	4449.16	4450.01	4448.31	4449.16	606.0
2022-05-24 02:30:00	ES	Futures	4448.59	4450.58	4448.03	4448.59	732.0
2022-05-24 02:35:00	ES	Futures	4448.59	4448.88	4438.67	4439.81	3333.0
2022-05-24 02:40:00	ES	Futures	4440.09	4441.22	4438.11	4439.24	1354.0
2022-05-24 02:45:00	ES	Futures	4438.96	4439.52	4436.69	4438.67	1279.0
2022-05-24 02:50:00	ES	Futures	4438.39	4444.06	4438.39	4443.49	1783.0
2022-05-24 02:55:00	ES	Futures	4443.49	4445.19	4441.22	4443.49	1688.0
2022-05-24 03:00:00	ES	Futures	4443.49	4449.73	4443.21	4447.74	3256.0
2022-05-24 03:05:00	ES	Futures	4447.74	4447.74	4441.79	4442.07	1649.0
2022-05-24 03:10:00	ES	Futures	4441.79	4450.58	4439.81	4449.44	2263.0
2022-05-24 03:15:00	ES	Futures	4449.73	4450.86	4445.48	4446.89	1489.0
2022-05-24 03:20:00	ES	Futures	4446.89	4449.16	4445.48	4447.46	1339.0
2022-05-24 03:25:00	ES	Futures	4448.03	4449.73	4442.07	4446.33	2301.0
2022-05-24 03:30:00	ES	Futures	4446.33	4454.83	4446.33	4448.59	2665.0
2022-05-24 03:35:00	ES	Futures	4448.31	4448.88	4438.67	4440.37	2521.0
2022-05-24 03:40:00	ES	Futures	4440.37	4441.22	4433.29	4435.84	3050.0
2022-05-24 03:45:00	ES	Futures	4435.84	4438.96	4432.72	4436.69	1965.0
2022-05-24 03:50:00	ES	Futures	4436.41	4440.66	4434.71	4440.66	1667.0
2022-05-24 03:55:00	ES	Futures	4440.66	4447.18	4440.09	4446.33	1603.0
2022-05-24 04:00:00	ES	Futures	4446.33	4449.16	4442.93	4445.19	2062.0
2022-05-24 04:05:00	ES	Futures	4445.19	4447.18	4442.93	4446.33	1157.0

> showing 50 of 19,732 rows — these rows as CSV

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