PREVIEW / futures_5min / 2022-05-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-05-31.parquet
  size:    375 KB
  rows:    19,728

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
2022-05-31 00:00:00	ES	Futures	4721.55	4722.4	4720.98	4721.55	293.0
2022-05-31 00:05:00	ES	Futures	4721.83	4726.08	4721.83	4723.25	625.0
2022-05-31 00:10:00	ES	Futures	4723.53	4723.53	4722.11	4722.4	156.0
2022-05-31 00:15:00	ES	Futures	4722.68	4722.68	4721.26	4721.55	194.0
2022-05-31 00:20:00	ES	Futures	4721.83	4722.11	4719.0	4719.56	340.0
2022-05-31 00:25:00	ES	Futures	4719.28	4722.4	4719.28	4720.98	326.0
2022-05-31 00:30:00	ES	Futures	4720.7	4723.53	4720.41	4721.83	330.0
2022-05-31 00:35:00	ES	Futures	4721.83	4722.96	4720.13	4721.55	239.0
2022-05-31 00:40:00	ES	Futures	4721.55	4722.11	4720.41	4722.11	137.0
2022-05-31 00:45:00	ES	Futures	4721.83	4722.68	4721.55	4722.4	199.0
2022-05-31 00:50:00	ES	Futures	4722.68	4724.1	4721.26	4723.53	461.0
2022-05-31 00:55:00	ES	Futures	4723.25	4723.53	4722.11	4722.96	381.0
2022-05-31 01:00:00	ES	Futures	4723.25	4725.23	4722.4	4723.25	767.0
2022-05-31 01:05:00	ES	Futures	4723.53	4724.95	4722.11	4722.68	528.0
2022-05-31 01:10:00	ES	Futures	4722.68	4723.81	4721.26	4723.25	610.0
2022-05-31 01:15:00	ES	Futures	4722.96	4723.81	4722.11	4722.96	273.0
2022-05-31 01:20:00	ES	Futures	4722.68	4726.08	4721.55	4724.66	579.0
2022-05-31 01:25:00	ES	Futures	4724.66	4725.8	4723.25	4725.8	333.0
2022-05-31 01:30:00	ES	Futures	4726.08	4727.22	4725.52	4726.65	603.0
2022-05-31 01:35:00	ES	Futures	4726.65	4726.93	4722.11	4722.96	731.0
2022-05-31 01:40:00	ES	Futures	4722.68	4723.81	4721.26	4721.55	913.0
2022-05-31 01:45:00	ES	Futures	4721.55	4721.83	4720.41	4721.26	710.0
2022-05-31 01:50:00	ES	Futures	4721.26	4722.96	4718.15	4719.56	923.0
2022-05-31 01:55:00	ES	Futures	4719.28	4724.1	4719.0	4719.0	1674.0
2022-05-31 02:00:00	ES	Futures	4719.0	4721.83	4717.3	4717.3	1821.0
2022-05-31 02:05:00	ES	Futures	4717.3	4720.41	4713.89	4715.59	1511.0
2022-05-31 02:10:00	ES	Futures	4715.31	4715.88	4712.48	4713.89	1621.0
2022-05-31 02:15:00	ES	Futures	4714.18	4714.74	4706.81	4710.21	2248.0
2022-05-31 02:20:00	ES	Futures	4710.21	4713.04	4709.93	4712.76	1134.0
2022-05-31 02:25:00	ES	Futures	4712.76	4716.73	4712.76	4716.45	1241.0
2022-05-31 02:30:00	ES	Futures	4716.45	4717.58	4715.59	4716.73	703.0
2022-05-31 02:35:00	ES	Futures	4717.01	4717.3	4711.91	4712.48	979.0
2022-05-31 02:40:00	ES	Futures	4712.76	4713.89	4706.52	4706.52	1823.0
2022-05-31 02:45:00	ES	Futures	4706.52	4707.94	4698.59	4700.29	3743.0
2022-05-31 02:50:00	ES	Futures	4700.29	4703.69	4698.02	4701.71	1577.0
2022-05-31 02:55:00	ES	Futures	4701.42	4705.67	4700.86	4703.69	1952.0
2022-05-31 03:00:00	ES	Futures	4703.41	4705.67	4699.16	4701.71	3671.0
2022-05-31 03:05:00	ES	Futures	4701.99	4703.12	4694.05	4700.57	3321.0
2022-05-31 03:10:00	ES	Futures	4700.29	4701.71	4695.19	4698.59	2234.0
2022-05-31 03:15:00	ES	Futures	4698.59	4699.72	4691.79	4692.07	2861.0
2022-05-31 03:20:00	ES	Futures	4692.07	4696.6	4690.65	4696.32	2374.0
2022-05-31 03:25:00	ES	Futures	4696.32	4699.16	4693.49	4694.34	2247.0
2022-05-31 03:30:00	ES	Futures	4694.34	4697.74	4691.22	4695.19	2218.0
2022-05-31 03:35:00	ES	Futures	4695.19	4696.89	4689.52	4690.37	1918.0
2022-05-31 03:40:00	ES	Futures	4690.37	4694.05	4687.53	4693.49	2897.0
2022-05-31 03:45:00	ES	Futures	4693.49	4694.05	4688.38	4688.67	2569.0
2022-05-31 03:50:00	ES	Futures	4688.67	4691.5	4688.38	4690.09	1227.0
2022-05-31 03:55:00	ES	Futures	4690.09	4695.47	4689.8	4693.77	1680.0
2022-05-31 04:00:00	ES	Futures	4694.05	4704.26	4693.2	4703.69	3454.0
2022-05-31 04:05:00	ES	Futures	4703.69	4705.11	4701.14	4704.26	2253.0

> showing 50 of 19,728 rows — these rows as CSV

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