PREVIEW / futures_5min / 2022-01-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-02.parquet
  size:    78 KB
  rows:    3,751

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
2022-01-02 18:00:00	ES	Futures	5397.0	5404.35	5396.71	5399.54	4400.0
2022-01-02 18:05:00	ES	Futures	5399.54	5402.93	5399.26	5400.67	1588.0
2022-01-02 18:10:00	ES	Futures	5400.67	5401.52	5399.26	5399.26	1138.0
2022-01-02 18:15:00	ES	Futures	5399.26	5402.93	5399.26	5402.09	1191.0
2022-01-02 18:20:00	ES	Futures	5402.09	5404.35	5400.67	5401.24	1648.0
2022-01-02 18:25:00	ES	Futures	5401.24	5401.8	5399.26	5401.52	857.0
2022-01-02 18:30:00	ES	Futures	5401.8	5402.09	5399.26	5399.82	827.0
2022-01-02 18:35:00	ES	Futures	5399.82	5400.95	5399.26	5400.11	378.0
2022-01-02 18:40:00	ES	Futures	5399.82	5399.82	5398.41	5399.82	433.0
2022-01-02 18:45:00	ES	Futures	5399.82	5400.95	5399.26	5400.95	259.0
2022-01-02 18:50:00	ES	Futures	5400.95	5401.24	5400.11	5400.95	262.0
2022-01-02 18:55:00	ES	Futures	5400.95	5402.09	5400.11	5401.52	440.0
2022-01-02 19:00:00	ES	Futures	5401.52	5404.07	5401.52	5402.65	905.0
2022-01-02 19:05:00	ES	Futures	5402.93	5403.5	5402.09	5403.22	495.0
2022-01-02 19:10:00	ES	Futures	5403.22	5404.07	5401.52	5401.52	508.0
2022-01-02 19:15:00	ES	Futures	5401.8	5403.5	5401.24	5402.93	737.0
2022-01-02 19:20:00	ES	Futures	5402.93	5406.61	5402.93	5405.76	1620.0
2022-01-02 19:25:00	ES	Futures	5406.04	5406.89	5404.63	5406.61	1598.0
2022-01-02 19:30:00	ES	Futures	5406.61	5407.46	5405.76	5406.04	933.0
2022-01-02 19:35:00	ES	Futures	5406.04	5408.87	5405.48	5407.18	849.0
2022-01-02 19:40:00	ES	Futures	5407.18	5409.72	5407.18	5408.87	933.0
2022-01-02 19:45:00	ES	Futures	5408.87	5410.85	5408.02	5410.57	953.0
2022-01-02 19:50:00	ES	Futures	5410.29	5411.14	5409.44	5409.72	644.0
2022-01-02 19:55:00	ES	Futures	5410.0	5411.7	5408.87	5410.57	1012.0
2022-01-02 20:00:00	ES	Futures	5410.57	5411.14	5408.31	5408.59	1050.0
2022-01-02 20:05:00	ES	Futures	5408.87	5410.0	5408.59	5409.72	589.0
2022-01-02 20:10:00	ES	Futures	5409.72	5412.83	5409.16	5411.7	1449.0
2022-01-02 20:15:00	ES	Futures	5411.7	5412.55	5410.57	5412.27	1137.0
2022-01-02 20:20:00	ES	Futures	5411.98	5412.27	5411.14	5411.98	930.0
2022-01-02 20:25:00	ES	Futures	5411.98	5412.83	5410.0	5410.85	756.0
2022-01-02 20:30:00	ES	Futures	5410.57	5411.42	5409.44	5409.72	603.0
2022-01-02 20:35:00	ES	Futures	5409.72	5409.72	5406.33	5407.74	1339.0
2022-01-02 20:40:00	ES	Futures	5407.46	5407.46	5403.78	5405.2	1795.0
2022-01-02 20:45:00	ES	Futures	5405.2	5405.76	5403.22	5404.63	1524.0
2022-01-02 20:50:00	ES	Futures	5404.63	5406.89	5404.35	5406.61	891.0
2022-01-02 20:55:00	ES	Futures	5406.61	5406.89	5404.07	5404.91	632.0
2022-01-02 21:00:00	ES	Futures	5404.63	5405.2	5402.37	5403.5	742.0
2022-01-02 21:05:00	ES	Futures	5403.78	5404.35	5402.09	5403.5	988.0
2022-01-02 21:10:00	ES	Futures	5403.5	5404.91	5402.65	5404.91	728.0
2022-01-02 21:15:00	ES	Futures	5404.63	5405.2	5403.78	5404.07	384.0
2022-01-02 21:20:00	ES	Futures	5403.78	5404.63	5403.5	5404.35	311.0
2022-01-02 21:25:00	ES	Futures	5404.35	5404.63	5403.78	5404.35	259.0
2022-01-02 21:30:00	ES	Futures	5404.35	5406.33	5403.78	5406.33	477.0
2022-01-02 21:35:00	ES	Futures	5406.61	5407.18	5404.07	5404.35	623.0
2022-01-02 21:40:00	ES	Futures	5404.35	5406.33	5404.07	5406.04	343.0
2022-01-02 21:45:00	ES	Futures	5405.76	5406.89	5404.91	5405.2	297.0
2022-01-02 21:50:00	ES	Futures	5405.2	5405.48	5404.35	5405.48	329.0
2022-01-02 21:55:00	ES	Futures	5405.2	5406.89	5405.2	5406.61	391.0
2022-01-02 22:00:00	ES	Futures	5406.61	5407.46	5405.76	5406.33	483.0
2022-01-02 22:05:00	ES	Futures	5406.61	5406.61	5404.91	5405.2	354.0

> showing 50 of 3,751 rows — these rows as CSV

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