PREVIEW / futures_5min / 2022-05-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-26.parquet
  size:    373 KB
  rows:    19,561

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
2022-05-26 00:00:00	ES	Futures	4506.98	4507.83	4505.57	4505.57	348.0
2022-05-26 00:05:00	ES	Futures	4505.85	4506.7	4504.72	4505.28	210.0
2022-05-26 00:10:00	ES	Futures	4504.72	4505.85	4504.15	4504.43	226.0
2022-05-26 00:15:00	ES	Futures	4504.43	4505.28	4504.15	4504.72	162.0
2022-05-26 00:20:00	ES	Futures	4504.43	4505.28	4501.88	4502.45	343.0
2022-05-26 00:25:00	ES	Futures	4502.73	4502.73	4501.31	4502.45	304.0
2022-05-26 00:30:00	ES	Futures	4502.45	4503.01	4502.16	4502.45	139.0
2022-05-26 00:35:00	ES	Futures	4502.45	4504.15	4501.88	4503.58	178.0
2022-05-26 00:40:00	ES	Futures	4503.58	4503.58	4499.9	4500.46	360.0
2022-05-26 00:45:00	ES	Futures	4500.75	4502.16	4500.75	4501.31	181.0
2022-05-26 00:50:00	ES	Futures	4501.6	4501.6	4496.78	4497.63	568.0
2022-05-26 00:55:00	ES	Futures	4497.35	4497.63	4495.93	4496.78	478.0
2022-05-26 01:00:00	ES	Futures	4496.78	4498.48	4494.23	4497.91	1085.0
2022-05-26 01:05:00	ES	Futures	4497.91	4499.9	4496.78	4499.61	613.0
2022-05-26 01:10:00	ES	Futures	4499.61	4501.31	4497.91	4498.2	466.0
2022-05-26 01:15:00	ES	Futures	4498.48	4500.46	4494.79	4499.33	728.0
2022-05-26 01:20:00	ES	Futures	4499.33	4501.03	4497.91	4497.91	339.0
2022-05-26 01:25:00	ES	Futures	4497.91	4499.05	4496.78	4498.76	402.0
2022-05-26 01:30:00	ES	Futures	4498.76	4501.31	4498.48	4500.18	754.0
2022-05-26 01:35:00	ES	Futures	4500.18	4501.03	4497.35	4497.35	403.0
2022-05-26 01:40:00	ES	Futures	4497.35	4500.75	4497.06	4499.33	530.0
2022-05-26 01:45:00	ES	Futures	4499.61	4501.31	4498.2	4499.33	396.0
2022-05-26 01:50:00	ES	Futures	4499.33	4499.33	4493.38	4493.66	717.0
2022-05-26 01:55:00	ES	Futures	4493.66	4496.5	4490.26	4493.94	1643.0
2022-05-26 02:00:00	ES	Futures	4493.66	4497.06	4491.96	4492.81	998.0
2022-05-26 02:05:00	ES	Futures	4492.53	4494.51	4490.26	4491.39	909.0
2022-05-26 02:10:00	ES	Futures	4491.39	4494.79	4491.11	4492.81	870.0
2022-05-26 02:15:00	ES	Futures	4492.81	4497.63	4492.81	4497.63	718.0
2022-05-26 02:20:00	ES	Futures	4497.63	4499.05	4495.08	4498.76	1008.0
2022-05-26 02:25:00	ES	Futures	4499.05	4499.05	4495.36	4496.21	562.0
2022-05-26 02:30:00	ES	Futures	4496.5	4496.5	4493.38	4495.08	562.0
2022-05-26 02:35:00	ES	Futures	4495.08	4498.48	4494.51	4496.78	545.0
2022-05-26 02:40:00	ES	Futures	4496.78	4499.05	4495.65	4498.48	330.0
2022-05-26 02:45:00	ES	Futures	4498.76	4500.75	4497.35	4497.91	587.0
2022-05-26 02:50:00	ES	Futures	4497.91	4499.61	4497.63	4499.33	270.0
2022-05-26 02:55:00	ES	Futures	4499.33	4502.45	4499.05	4500.18	996.0
2022-05-26 03:00:00	ES	Futures	4499.9	4505.0	4499.61	4502.16	2263.0
2022-05-26 03:05:00	ES	Futures	4501.88	4505.28	4500.46	4503.86	1748.0
2022-05-26 03:10:00	ES	Futures	4503.86	4504.72	4501.03	4501.88	1330.0
2022-05-26 03:15:00	ES	Futures	4501.88	4506.98	4501.6	4506.13	1344.0
2022-05-26 03:20:00	ES	Futures	4506.42	4509.82	4505.85	4509.25	1650.0
2022-05-26 03:25:00	ES	Futures	4509.25	4510.67	4508.68	4510.38	1047.0
2022-05-26 03:30:00	ES	Futures	4510.38	4515.2	4510.38	4514.64	1967.0
2022-05-26 03:35:00	ES	Futures	4515.2	4520.02	4513.5	4520.02	3499.0
2022-05-26 03:40:00	ES	Futures	4520.02	4522.86	4518.6	4521.44	2114.0
2022-05-26 03:45:00	ES	Futures	4521.44	4522.57	4517.75	4518.6	1740.0
2022-05-26 03:50:00	ES	Futures	4518.89	4520.87	4518.04	4520.59	1245.0
2022-05-26 03:55:00	ES	Futures	4520.59	4526.82	4520.59	4526.54	4137.0
2022-05-26 04:00:00	ES	Futures	4526.54	4526.82	4520.59	4522.29	2535.0
2022-05-26 04:05:00	ES	Futures	4522.29	4523.99	4520.59	4521.44	1291.0

> showing 50 of 19,561 rows — these rows as CSV

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