PREVIEW / futures_5min / 2022-05-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-27.parquet
  size:    297 KB
  rows:    15,832

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
2022-05-27 00:00:00	ES	Futures	4590.03	4590.6	4589.18	4590.31	264.0
2022-05-27 00:05:00	ES	Futures	4590.31	4592.58	4590.31	4592.01	243.0
2022-05-27 00:10:00	ES	Futures	4592.01	4594.57	4592.01	4593.43	357.0
2022-05-27 00:15:00	ES	Futures	4593.72	4594.28	4593.15	4594.0	222.0
2022-05-27 00:20:00	ES	Futures	4594.0	4594.28	4593.43	4593.43	206.0
2022-05-27 00:25:00	ES	Futures	4593.43	4594.28	4593.43	4594.0	210.0
2022-05-27 00:30:00	ES	Futures	4594.0	4595.98	4593.43	4594.28	339.0
2022-05-27 00:35:00	ES	Futures	4594.28	4595.13	4594.0	4594.0	199.0
2022-05-27 00:40:00	ES	Futures	4594.28	4596.27	4594.28	4595.98	230.0
2022-05-27 00:45:00	ES	Futures	4596.27	4596.83	4595.42	4595.7	296.0
2022-05-27 00:50:00	ES	Futures	4595.42	4596.27	4594.28	4595.13	186.0
2022-05-27 00:55:00	ES	Futures	4594.85	4595.13	4594.0	4594.28	109.0
2022-05-27 01:00:00	ES	Futures	4594.0	4594.28	4592.58	4593.72	274.0
2022-05-27 01:05:00	ES	Futures	4593.43	4595.42	4592.58	4594.0	275.0
2022-05-27 01:10:00	ES	Futures	4594.28	4596.27	4594.28	4595.98	236.0
2022-05-27 01:15:00	ES	Futures	4595.98	4597.68	4595.42	4595.98	353.0
2022-05-27 01:20:00	ES	Futures	4595.7	4595.98	4593.15	4593.43	469.0
2022-05-27 01:25:00	ES	Futures	4593.43	4595.42	4593.15	4594.85	285.0
2022-05-27 01:30:00	ES	Futures	4594.85	4595.42	4593.43	4593.43	316.0
2022-05-27 01:35:00	ES	Futures	4593.43	4594.57	4592.58	4593.15	388.0
2022-05-27 01:40:00	ES	Futures	4592.87	4593.43	4590.88	4592.01	388.0
2022-05-27 01:45:00	ES	Futures	4592.01	4592.58	4587.76	4589.18	852.0
2022-05-27 01:50:00	ES	Futures	4589.46	4589.46	4587.48	4587.76	700.0
2022-05-27 01:55:00	ES	Futures	4587.76	4592.01	4586.63	4591.73	1016.0
2022-05-27 02:00:00	ES	Futures	4591.73	4592.3	4587.2	4591.45	1853.0
2022-05-27 02:05:00	ES	Futures	4591.45	4591.73	4586.35	4587.76	782.0
2022-05-27 02:10:00	ES	Futures	4587.76	4590.88	4587.48	4590.03	685.0
2022-05-27 02:15:00	ES	Futures	4590.03	4592.01	4589.46	4589.46	678.0
2022-05-27 02:20:00	ES	Futures	4589.75	4591.45	4588.9	4589.75	574.0
2022-05-27 02:25:00	ES	Futures	4589.46	4591.16	4586.91	4590.88	844.0
2022-05-27 02:30:00	ES	Futures	4590.88	4591.16	4588.61	4590.6	578.0
2022-05-27 02:35:00	ES	Futures	4590.88	4591.73	4590.03	4590.03	615.0
2022-05-27 02:40:00	ES	Futures	4590.31	4591.16	4588.61	4590.88	680.0
2022-05-27 02:45:00	ES	Futures	4590.6	4592.87	4590.31	4591.45	497.0
2022-05-27 02:50:00	ES	Futures	4591.16	4597.12	4591.16	4596.83	1068.0
2022-05-27 02:55:00	ES	Futures	4597.12	4599.1	4595.98	4598.25	987.0
2022-05-27 03:00:00	ES	Futures	4597.97	4601.65	4595.7	4599.67	3286.0
2022-05-27 03:05:00	ES	Futures	4599.38	4599.67	4596.83	4598.53	1388.0
2022-05-27 03:10:00	ES	Futures	4598.53	4602.5	4592.87	4595.42	2055.0
2022-05-27 03:15:00	ES	Futures	4595.42	4596.27	4590.88	4591.73	2435.0
2022-05-27 03:20:00	ES	Futures	4591.73	4594.57	4591.45	4593.72	1238.0
2022-05-27 03:25:00	ES	Futures	4593.72	4597.4	4592.58	4595.13	1901.0
2022-05-27 03:30:00	ES	Futures	4595.13	4597.4	4592.87	4595.42	1131.0
2022-05-27 03:35:00	ES	Futures	4595.7	4599.1	4595.13	4596.55	1064.0
2022-05-27 03:40:00	ES	Futures	4596.27	4597.12	4592.58	4595.42	1256.0
2022-05-27 03:45:00	ES	Futures	4595.42	4596.83	4593.43	4594.28	559.0
2022-05-27 03:50:00	ES	Futures	4594.57	4599.38	4594.0	4598.25	924.0
2022-05-27 03:55:00	ES	Futures	4597.97	4599.38	4595.13	4595.7	981.0
2022-05-27 04:00:00	ES	Futures	4595.7	4596.27	4593.43	4595.7	933.0
2022-05-27 04:05:00	ES	Futures	4595.42	4600.52	4594.0	4599.1	1143.0

> showing 50 of 15,832 rows — these rows as CSV

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