PREVIEW / futures_5min / 2022-01-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-03.parquet
  size:    328 KB
  rows:    18,494

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
2022-01-03 00:00:00	ES	Futures	5405.48	5406.33	5405.2	5406.33	356.0
2022-01-03 00:05:00	ES	Futures	5406.33	5406.61	5404.91	5405.48	217.0
2022-01-03 00:10:00	ES	Futures	5405.48	5405.48	5404.07	5404.91	154.0
2022-01-03 00:15:00	ES	Futures	5404.63	5405.76	5404.35	5405.48	165.0
2022-01-03 00:20:00	ES	Futures	5405.48	5405.48	5404.91	5405.48	40.0
2022-01-03 00:25:00	ES	Futures	5405.48	5405.48	5404.35	5404.63	95.0
2022-01-03 00:30:00	ES	Futures	5404.63	5405.2	5404.35	5405.2	127.0
2022-01-03 00:35:00	ES	Futures	5405.2	5405.76	5404.91	5405.2	62.0
2022-01-03 00:40:00	ES	Futures	5405.2	5406.89	5405.2	5406.61	213.0
2022-01-03 00:45:00	ES	Futures	5406.61	5406.61	5406.04	5406.61	154.0
2022-01-03 00:50:00	ES	Futures	5406.33	5406.33	5405.48	5405.48	134.0
2022-01-03 00:55:00	ES	Futures	5405.48	5406.04	5405.2	5405.76	198.0
2022-01-03 01:00:00	ES	Futures	5405.76	5406.61	5405.2	5406.33	458.0
2022-01-03 01:05:00	ES	Futures	5406.33	5406.33	5403.22	5403.78	592.0
2022-01-03 01:10:00	ES	Futures	5403.78	5403.78	5400.95	5401.8	828.0
2022-01-03 01:15:00	ES	Futures	5401.8	5402.37	5399.54	5401.24	1127.0
2022-01-03 01:20:00	ES	Futures	5400.95	5402.93	5400.67	5401.8	772.0
2022-01-03 01:25:00	ES	Futures	5401.52	5402.65	5401.52	5402.37	162.0
2022-01-03 01:30:00	ES	Futures	5402.37	5403.5	5400.11	5402.09	1137.0
2022-01-03 01:35:00	ES	Futures	5402.37	5402.65	5398.97	5400.11	1430.0
2022-01-03 01:40:00	ES	Futures	5400.39	5402.09	5399.26	5401.52	447.0
2022-01-03 01:45:00	ES	Futures	5401.8	5402.09	5400.67	5401.8	192.0
2022-01-03 01:50:00	ES	Futures	5401.8	5403.22	5401.52	5402.93	413.0
2022-01-03 01:55:00	ES	Futures	5402.93	5403.78	5402.65	5403.22	357.0
2022-01-03 02:00:00	ES	Futures	5403.5	5403.78	5402.09	5402.37	721.0
2022-01-03 02:05:00	ES	Futures	5402.09	5403.22	5401.52	5401.8	524.0
2022-01-03 02:10:00	ES	Futures	5402.09	5402.09	5399.26	5399.82	634.0
2022-01-03 02:15:00	ES	Futures	5399.82	5399.82	5397.56	5399.26	690.0
2022-01-03 02:20:00	ES	Futures	5398.97	5399.26	5398.41	5398.41	250.0
2022-01-03 02:25:00	ES	Futures	5398.41	5400.11	5397.28	5399.54	437.0
2022-01-03 02:30:00	ES	Futures	5399.82	5400.39	5398.97	5400.11	145.0
2022-01-03 02:35:00	ES	Futures	5400.11	5400.67	5399.54	5399.82	218.0
2022-01-03 02:40:00	ES	Futures	5399.82	5400.95	5399.82	5400.95	207.0
2022-01-03 02:45:00	ES	Futures	5400.95	5401.8	5400.95	5401.24	257.0
2022-01-03 02:50:00	ES	Futures	5401.52	5402.65	5400.95	5402.37	351.0
2022-01-03 02:55:00	ES	Futures	5402.37	5404.63	5401.8	5403.5	1888.0
2022-01-03 03:00:00	ES	Futures	5403.5	5404.91	5402.09	5403.78	3587.0
2022-01-03 03:05:00	ES	Futures	5404.07	5405.76	5403.22	5403.22	2180.0
2022-01-03 03:10:00	ES	Futures	5403.5	5404.91	5402.93	5404.91	1427.0
2022-01-03 03:15:00	ES	Futures	5404.91	5406.89	5404.91	5404.91	2090.0
2022-01-03 03:20:00	ES	Futures	5404.91	5406.33	5404.91	5405.48	983.0
2022-01-03 03:25:00	ES	Futures	5405.48	5406.33	5404.91	5406.33	1275.0
2022-01-03 03:30:00	ES	Futures	5406.33	5406.61	5404.91	5405.48	956.0
2022-01-03 03:35:00	ES	Futures	5405.2	5407.18	5404.91	5406.61	1173.0
2022-01-03 03:40:00	ES	Futures	5406.33	5406.89	5405.2	5405.76	1100.0
2022-01-03 03:45:00	ES	Futures	5405.76	5406.33	5403.78	5404.35	782.0
2022-01-03 03:50:00	ES	Futures	5404.35	5404.91	5402.37	5402.65	1156.0
2022-01-03 03:55:00	ES	Futures	5402.65	5403.78	5401.8	5402.65	1054.0
2022-01-03 04:00:00	ES	Futures	5402.65	5404.35	5401.8	5402.09	1731.0
2022-01-03 04:05:00	ES	Futures	5402.37	5402.37	5400.11	5401.24	841.0

> showing 50 of 18,494 rows — these rows as CSV

> unlock the full archive -- $79 one-time