PREVIEW / futures_5min / 2022-05-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-29.parquet
  size:    72 KB
  rows:    3,286

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
2022-05-29 18:00:00	ES	Futures	4721.55	4723.81	4715.59	4715.59	1896.0
2022-05-29 18:05:00	ES	Futures	4715.31	4718.43	4713.61	4717.86	951.0
2022-05-29 18:10:00	ES	Futures	4717.58	4717.86	4714.74	4715.59	364.0
2022-05-29 18:15:00	ES	Futures	4715.59	4720.98	4714.46	4718.71	811.0
2022-05-29 18:20:00	ES	Futures	4718.71	4719.85	4715.31	4717.86	672.0
2022-05-29 18:25:00	ES	Futures	4717.86	4718.71	4715.59	4716.45	407.0
2022-05-29 18:30:00	ES	Futures	4716.45	4719.28	4716.16	4717.58	560.0
2022-05-29 18:35:00	ES	Futures	4717.58	4719.0	4716.16	4718.71	315.0
2022-05-29 18:40:00	ES	Futures	4718.71	4721.26	4718.71	4721.26	353.0
2022-05-29 18:45:00	ES	Futures	4720.7	4722.11	4719.0	4720.7	385.0
2022-05-29 18:50:00	ES	Futures	4720.41	4721.83	4719.85	4720.13	147.0
2022-05-29 18:55:00	ES	Futures	4719.85	4720.98	4718.15	4720.7	313.0
2022-05-29 19:00:00	ES	Futures	4720.98	4721.55	4719.56	4720.41	344.0
2022-05-29 19:05:00	ES	Futures	4720.98	4722.4	4720.7	4721.83	285.0
2022-05-29 19:10:00	ES	Futures	4721.55	4725.52	4721.55	4725.23	645.0
2022-05-29 19:15:00	ES	Futures	4725.23	4726.65	4724.1	4724.66	726.0
2022-05-29 19:20:00	ES	Futures	4724.66	4726.08	4724.1	4725.23	449.0
2022-05-29 19:25:00	ES	Futures	4725.52	4726.65	4724.38	4725.52	339.0
2022-05-29 19:30:00	ES	Futures	4725.23	4728.92	4724.95	4728.92	512.0
2022-05-29 19:35:00	ES	Futures	4728.35	4730.05	4727.22	4729.48	585.0
2022-05-29 19:40:00	ES	Futures	4729.48	4731.47	4729.2	4730.62	616.0
2022-05-29 19:45:00	ES	Futures	4730.9	4730.9	4727.78	4728.35	417.0
2022-05-29 19:50:00	ES	Futures	4728.35	4728.35	4726.65	4727.22	415.0
2022-05-29 19:55:00	ES	Futures	4727.5	4727.78	4724.38	4724.95	613.0
2022-05-29 20:00:00	ES	Futures	4724.95	4725.8	4721.55	4722.4	1081.0
2022-05-29 20:05:00	ES	Futures	4722.4	4724.38	4719.28	4720.7	1050.0
2022-05-29 20:10:00	ES	Futures	4720.7	4724.66	4720.13	4724.38	723.0
2022-05-29 20:15:00	ES	Futures	4724.38	4725.23	4721.83	4723.53	866.0
2022-05-29 20:20:00	ES	Futures	4723.53	4726.37	4723.25	4725.8	672.0
2022-05-29 20:25:00	ES	Futures	4725.8	4727.22	4724.38	4725.52	661.0
2022-05-29 20:30:00	ES	Futures	4725.52	4726.37	4721.83	4721.83	866.0
2022-05-29 20:35:00	ES	Futures	4721.83	4725.23	4720.7	4722.68	674.0
2022-05-29 20:40:00	ES	Futures	4722.68	4725.8	4722.11	4724.66	383.0
2022-05-29 20:45:00	ES	Futures	4724.95	4728.63	4724.66	4726.37	829.0
2022-05-29 20:50:00	ES	Futures	4726.08	4728.35	4725.52	4728.07	461.0
2022-05-29 20:55:00	ES	Futures	4728.07	4728.07	4725.23	4726.65	405.0
2022-05-29 21:00:00	ES	Futures	4726.37	4728.35	4725.23	4728.07	322.0
2022-05-29 21:05:00	ES	Futures	4727.78	4727.78	4722.96	4726.93	489.0
2022-05-29 21:10:00	ES	Futures	4726.65	4730.05	4725.8	4728.92	586.0
2022-05-29 21:15:00	ES	Futures	4728.63	4729.77	4728.07	4729.77	402.0
2022-05-29 21:20:00	ES	Futures	4729.48	4730.33	4727.78	4728.92	395.0
2022-05-29 21:25:00	ES	Futures	4728.63	4729.48	4728.07	4728.63	355.0
2022-05-29 21:30:00	ES	Futures	4728.92	4730.33	4727.5	4728.63	467.0
2022-05-29 21:35:00	ES	Futures	4728.63	4730.62	4728.35	4730.05	395.0
2022-05-29 21:40:00	ES	Futures	4730.33	4732.32	4730.05	4731.75	652.0
2022-05-29 21:45:00	ES	Futures	4731.47	4731.75	4728.92	4729.48	444.0
2022-05-29 21:50:00	ES	Futures	4729.48	4730.05	4728.92	4729.48	211.0
2022-05-29 21:55:00	ES	Futures	4729.48	4729.48	4726.65	4728.07	568.0
2022-05-29 22:00:00	ES	Futures	4728.07	4728.35	4726.08	4726.37	441.0
2022-05-29 22:05:00	ES	Futures	4726.65	4727.78	4726.08	4726.93	304.0

> showing 50 of 3,286 rows — these rows as CSV

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