PREVIEW / futures_5min / 2022-01-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-06.parquet
  size:    344 KB
  rows:    20,010

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
2022-01-06 00:00:00	ES	Futures	5281.89	5282.18	5280.48	5280.48	1493.0
2022-01-06 00:05:00	ES	Futures	5280.76	5285.85	5280.48	5283.87	1842.0
2022-01-06 00:10:00	ES	Futures	5284.16	5284.44	5281.89	5284.16	1000.0
2022-01-06 00:15:00	ES	Futures	5284.16	5286.99	5283.59	5286.42	1096.0
2022-01-06 00:20:00	ES	Futures	5286.42	5287.27	5284.72	5286.99	832.0
2022-01-06 00:25:00	ES	Futures	5286.99	5290.38	5285.85	5290.38	1121.0
2022-01-06 00:30:00	ES	Futures	5290.1	5290.1	5287.55	5287.55	1080.0
2022-01-06 00:35:00	ES	Futures	5287.83	5290.1	5287.83	5288.4	706.0
2022-01-06 00:40:00	ES	Futures	5288.4	5288.96	5286.14	5288.12	651.0
2022-01-06 00:45:00	ES	Futures	5288.12	5289.81	5287.55	5288.96	525.0
2022-01-06 00:50:00	ES	Futures	5288.96	5289.25	5285.57	5286.42	1004.0
2022-01-06 00:55:00	ES	Futures	5286.14	5289.81	5284.44	5288.12	1176.0
2022-01-06 01:00:00	ES	Futures	5288.12	5288.96	5284.16	5287.27	1733.0
2022-01-06 01:05:00	ES	Futures	5287.27	5287.55	5284.72	5285.01	388.0
2022-01-06 01:10:00	ES	Futures	5285.01	5286.14	5282.18	5282.74	928.0
2022-01-06 01:15:00	ES	Futures	5283.03	5283.31	5281.33	5282.18	706.0
2022-01-06 01:20:00	ES	Futures	5281.89	5285.29	5281.05	5285.29	743.0
2022-01-06 01:25:00	ES	Futures	5285.57	5286.99	5284.72	5286.14	862.0
2022-01-06 01:30:00	ES	Futures	5286.42	5287.27	5285.57	5285.57	539.0
2022-01-06 01:35:00	ES	Futures	5285.85	5290.94	5285.85	5290.38	1290.0
2022-01-06 01:40:00	ES	Futures	5290.38	5291.23	5289.25	5291.23	708.0
2022-01-06 01:45:00	ES	Futures	5291.51	5291.79	5288.68	5289.25	577.0
2022-01-06 01:50:00	ES	Futures	5289.25	5289.53	5287.55	5288.4	516.0
2022-01-06 01:55:00	ES	Futures	5288.68	5290.94	5288.4	5290.1	728.0
2022-01-06 02:00:00	ES	Futures	5289.81	5297.17	5288.68	5296.88	2801.0
2022-01-06 02:05:00	ES	Futures	5296.88	5299.15	5295.75	5297.17	1594.0
2022-01-06 02:10:00	ES	Futures	5297.17	5299.43	5296.6	5299.43	740.0
2022-01-06 02:15:00	ES	Futures	5299.71	5301.69	5298.3	5301.13	1486.0
2022-01-06 02:20:00	ES	Futures	5301.13	5306.22	5301.13	5305.93	1957.0
2022-01-06 02:25:00	ES	Futures	5306.22	5309.89	5305.37	5309.33	1894.0
2022-01-06 02:30:00	ES	Futures	5309.61	5311.59	5303.1	5303.39	3506.0
2022-01-06 02:35:00	ES	Futures	5303.39	5311.87	5303.1	5311.87	2478.0
2022-01-06 02:40:00	ES	Futures	5312.15	5313.0	5309.33	5309.89	1989.0
2022-01-06 02:45:00	ES	Futures	5309.61	5310.17	5305.08	5307.63	1866.0
2022-01-06 02:50:00	ES	Futures	5307.63	5307.63	5301.41	5303.67	1571.0
2022-01-06 02:55:00	ES	Futures	5303.67	5304.52	5301.41	5302.26	1343.0
2022-01-06 03:00:00	ES	Futures	5302.54	5310.46	5300.56	5309.33	5214.0
2022-01-06 03:05:00	ES	Futures	5309.04	5311.87	5306.22	5307.35	3784.0
2022-01-06 03:10:00	ES	Futures	5307.06	5309.61	5302.82	5304.8	3011.0
2022-01-06 03:15:00	ES	Futures	5304.52	5307.35	5303.1	5306.78	2752.0
2022-01-06 03:20:00	ES	Futures	5306.5	5307.91	5297.73	5298.3	2627.0
2022-01-06 03:25:00	ES	Futures	5298.01	5300.28	5294.34	5298.3	3519.0
2022-01-06 03:30:00	ES	Futures	5298.3	5300.56	5296.03	5298.3	3036.0
2022-01-06 03:35:00	ES	Futures	5298.01	5298.3	5293.21	5297.17	1958.0
2022-01-06 03:40:00	ES	Futures	5297.45	5300.28	5296.32	5296.88	2263.0
2022-01-06 03:45:00	ES	Futures	5297.17	5302.26	5295.75	5301.97	1718.0
2022-01-06 03:50:00	ES	Futures	5302.26	5304.24	5296.88	5303.95	1826.0
2022-01-06 03:55:00	ES	Futures	5304.24	5310.17	5303.39	5307.63	3121.0
2022-01-06 04:00:00	ES	Futures	5307.63	5309.33	5299.99	5301.13	3009.0
2022-01-06 04:05:00	ES	Futures	5301.13	5303.67	5299.15	5302.26	1632.0

> showing 50 of 20,010 rows — these rows as CSV

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