PREVIEW / futures_5min / 2022-01-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-05.parquet
  size:    363 KB
  rows:    19,927

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
2022-01-05 00:00:00	ES	Futures	5398.97	5399.82	5397.0	5397.84	854.0
2022-01-05 00:05:00	ES	Futures	5397.84	5398.13	5396.15	5397.28	579.0
2022-01-05 00:10:00	ES	Futures	5397.0	5398.97	5397.0	5398.69	384.0
2022-01-05 00:15:00	ES	Futures	5398.69	5398.69	5396.43	5396.71	383.0
2022-01-05 00:20:00	ES	Futures	5397.0	5397.0	5394.73	5395.3	829.0
2022-01-05 00:25:00	ES	Futures	5395.3	5396.71	5392.47	5393.32	1075.0
2022-01-05 00:30:00	ES	Futures	5393.6	5395.02	5393.6	5393.88	639.0
2022-01-05 00:35:00	ES	Futures	5393.88	5395.58	5392.75	5395.3	403.0
2022-01-05 00:40:00	ES	Futures	5395.3	5396.15	5394.73	5394.73	272.0
2022-01-05 00:45:00	ES	Futures	5394.73	5395.58	5394.45	5395.3	182.0
2022-01-05 00:50:00	ES	Futures	5395.3	5395.3	5394.17	5395.02	194.0
2022-01-05 00:55:00	ES	Futures	5395.02	5395.02	5393.88	5393.88	261.0
2022-01-05 01:00:00	ES	Futures	5394.17	5395.02	5394.17	5394.73	264.0
2022-01-05 01:05:00	ES	Futures	5395.02	5395.3	5391.9	5392.75	604.0
2022-01-05 01:10:00	ES	Futures	5392.75	5395.02	5392.75	5395.02	426.0
2022-01-05 01:15:00	ES	Futures	5395.3	5396.15	5395.02	5395.86	335.0
2022-01-05 01:20:00	ES	Futures	5395.58	5397.0	5395.58	5397.0	246.0
2022-01-05 01:25:00	ES	Futures	5397.0	5397.0	5395.86	5396.15	211.0
2022-01-05 01:30:00	ES	Futures	5396.43	5396.43	5395.02	5395.86	419.0
2022-01-05 01:35:00	ES	Futures	5395.86	5397.0	5395.86	5396.43	275.0
2022-01-05 01:40:00	ES	Futures	5396.71	5399.82	5396.71	5399.82	661.0
2022-01-05 01:45:00	ES	Futures	5400.11	5402.37	5399.54	5401.8	1145.0
2022-01-05 01:50:00	ES	Futures	5401.8	5402.37	5400.95	5401.24	431.0
2022-01-05 01:55:00	ES	Futures	5401.52	5402.65	5400.67	5400.67	348.0
2022-01-05 02:00:00	ES	Futures	5400.95	5401.8	5399.26	5401.52	695.0
2022-01-05 02:05:00	ES	Futures	5401.52	5403.78	5401.24	5403.22	586.0
2022-01-05 02:10:00	ES	Futures	5403.22	5403.78	5402.09	5402.93	328.0
2022-01-05 02:15:00	ES	Futures	5402.93	5403.78	5402.65	5403.78	259.0
2022-01-05 02:20:00	ES	Futures	5403.5	5403.78	5401.8	5401.8	385.0
2022-01-05 02:25:00	ES	Futures	5401.8	5402.65	5400.95	5401.24	494.0
2022-01-05 02:30:00	ES	Futures	5401.52	5403.22	5401.24	5403.22	307.0
2022-01-05 02:35:00	ES	Futures	5403.22	5403.78	5400.39	5400.39	479.0
2022-01-05 02:40:00	ES	Futures	5400.67	5403.22	5400.67	5402.65	545.0
2022-01-05 02:45:00	ES	Futures	5402.93	5406.89	5402.65	5406.89	1136.0
2022-01-05 02:50:00	ES	Futures	5406.61	5407.74	5405.76	5406.61	898.0
2022-01-05 02:55:00	ES	Futures	5406.33	5407.46	5405.2	5405.48	716.0
2022-01-05 03:00:00	ES	Futures	5405.48	5409.44	5404.07	5404.35	2656.0
2022-01-05 03:05:00	ES	Futures	5404.63	5406.04	5403.22	5405.48	2016.0
2022-01-05 03:10:00	ES	Futures	5405.2	5408.31	5403.5	5406.89	1444.0
2022-01-05 03:15:00	ES	Futures	5406.89	5408.31	5405.48	5406.04	1012.0
2022-01-05 03:20:00	ES	Futures	5406.04	5407.18	5402.65	5407.18	965.0
2022-01-05 03:25:00	ES	Futures	5407.18	5408.31	5405.76	5406.04	815.0
2022-01-05 03:30:00	ES	Futures	5406.04	5408.31	5404.35	5404.63	576.0
2022-01-05 03:35:00	ES	Futures	5404.63	5405.48	5402.93	5405.48	558.0
2022-01-05 03:40:00	ES	Futures	5405.76	5407.46	5405.2	5405.48	659.0
2022-01-05 03:45:00	ES	Futures	5405.48	5406.04	5402.93	5402.93	615.0
2022-01-05 03:50:00	ES	Futures	5402.93	5404.35	5402.65	5403.22	605.0
2022-01-05 03:55:00	ES	Futures	5403.22	5405.48	5402.37	5404.91	735.0
2022-01-05 04:00:00	ES	Futures	5404.91	5407.18	5403.78	5406.04	980.0
2022-01-05 04:05:00	ES	Futures	5405.76	5408.87	5405.76	5407.46	1050.0

> showing 50 of 19,927 rows — these rows as CSV

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