PREVIEW / futures_5min / 2022-05-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-25.parquet
  size:    361 KB
  rows:    19,648

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
2022-05-25 00:00:00	ES	Futures	4498.2	4498.2	4495.93	4496.5	399.0
2022-05-25 00:05:00	ES	Futures	4496.21	4497.06	4495.65	4496.5	351.0
2022-05-25 00:10:00	ES	Futures	4496.21	4496.21	4493.09	4493.94	597.0
2022-05-25 00:15:00	ES	Futures	4493.94	4494.79	4493.38	4494.51	214.0
2022-05-25 00:20:00	ES	Futures	4494.51	4495.93	4493.94	4494.79	358.0
2022-05-25 00:25:00	ES	Futures	4494.79	4495.08	4493.38	4493.94	150.0
2022-05-25 00:30:00	ES	Futures	4494.23	4495.93	4494.23	4494.79	195.0
2022-05-25 00:35:00	ES	Futures	4494.79	4495.08	4494.23	4494.79	154.0
2022-05-25 00:40:00	ES	Futures	4494.51	4495.08	4493.66	4494.51	150.0
2022-05-25 00:45:00	ES	Futures	4494.51	4495.65	4491.11	4491.68	508.0
2022-05-25 00:50:00	ES	Futures	4491.68	4493.66	4491.68	4493.09	335.0
2022-05-25 00:55:00	ES	Futures	4493.09	4493.66	4492.53	4492.53	113.0
2022-05-25 01:00:00	ES	Futures	4492.24	4494.79	4491.68	4492.81	340.0
2022-05-25 01:05:00	ES	Futures	4493.09	4493.38	4491.96	4493.38	162.0
2022-05-25 01:10:00	ES	Futures	4493.38	4496.78	4493.09	4495.36	413.0
2022-05-25 01:15:00	ES	Futures	4495.65	4497.35	4494.51	4496.21	300.0
2022-05-25 01:20:00	ES	Futures	4495.93	4496.5	4494.79	4495.08	348.0
2022-05-25 01:25:00	ES	Futures	4495.08	4495.08	4493.38	4493.66	293.0
2022-05-25 01:30:00	ES	Futures	4493.38	4493.38	4489.98	4491.11	690.0
2022-05-25 01:35:00	ES	Futures	4490.83	4491.96	4489.13	4490.26	366.0
2022-05-25 01:40:00	ES	Futures	4490.26	4490.83	4487.71	4489.41	512.0
2022-05-25 01:45:00	ES	Futures	4489.13	4490.26	4486.86	4487.99	449.0
2022-05-25 01:50:00	ES	Futures	4488.28	4489.13	4486.86	4488.56	548.0
2022-05-25 01:55:00	ES	Futures	4488.56	4491.11	4488.28	4489.98	671.0
2022-05-25 02:00:00	ES	Futures	4489.98	4492.24	4483.46	4485.72	1669.0
2022-05-25 02:05:00	ES	Futures	4485.72	4487.43	4484.02	4485.16	879.0
2022-05-25 02:10:00	ES	Futures	4485.16	4486.29	4482.32	4482.89	609.0
2022-05-25 02:15:00	ES	Futures	4483.17	4483.46	4478.07	4480.62	1138.0
2022-05-25 02:20:00	ES	Futures	4480.34	4482.32	4479.77	4480.34	522.0
2022-05-25 02:25:00	ES	Futures	4480.62	4481.47	4479.21	4481.19	449.0
2022-05-25 02:30:00	ES	Futures	4481.47	4482.61	4478.92	4482.61	684.0
2022-05-25 02:35:00	ES	Futures	4482.61	4489.69	4482.61	4487.99	2287.0
2022-05-25 02:40:00	ES	Futures	4488.28	4492.81	4487.71	4491.68	1754.0
2022-05-25 02:45:00	ES	Futures	4491.68	4494.79	4487.99	4493.94	2275.0
2022-05-25 02:50:00	ES	Futures	4494.23	4497.63	4492.24	4495.36	1970.0
2022-05-25 02:55:00	ES	Futures	4495.08	4499.33	4493.09	4497.63	2523.0
2022-05-25 03:00:00	ES	Futures	4497.63	4498.2	4487.71	4488.56	2332.0
2022-05-25 03:05:00	ES	Futures	4488.56	4494.79	4487.43	4493.09	1957.0
2022-05-25 03:10:00	ES	Futures	4492.81	4494.79	4489.41	4493.66	1404.0
2022-05-25 03:15:00	ES	Futures	4493.66	4496.5	4489.98	4491.39	1365.0
2022-05-25 03:20:00	ES	Futures	4491.68	4491.68	4484.31	4489.13	1775.0
2022-05-25 03:25:00	ES	Futures	4488.84	4490.26	4484.87	4485.44	1057.0
2022-05-25 03:30:00	ES	Futures	4485.16	4485.44	4480.62	4482.89	1508.0
2022-05-25 03:35:00	ES	Futures	4482.89	4484.59	4476.94	4478.07	2019.0
2022-05-25 03:40:00	ES	Futures	4478.07	4482.04	4477.79	4480.34	1378.0
2022-05-25 03:45:00	ES	Futures	4480.06	4481.76	4476.65	4480.91	1033.0
2022-05-25 03:50:00	ES	Futures	4480.62	4483.46	4479.77	4481.19	1139.0
2022-05-25 03:55:00	ES	Futures	4481.47	4481.47	4476.65	4478.36	1118.0
2022-05-25 04:00:00	ES	Futures	4478.36	4480.62	4470.7	4474.1	2519.0
2022-05-25 04:05:00	ES	Futures	4473.82	4474.67	4463.62	4463.9	3029.0

> showing 50 of 19,648 rows — these rows as CSV

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