PREVIEW / futures_5min / 2022-01-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-07.parquet
  size:    293 KB
  rows:    16,042

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
2022-01-07 00:00:00	ES	Futures	5314.7	5316.11	5314.13	5315.83	374.0
2022-01-07 00:05:00	ES	Futures	5315.83	5316.68	5312.72	5312.72	762.0
2022-01-07 00:10:00	ES	Futures	5312.72	5313.57	5309.04	5312.72	1454.0
2022-01-07 00:15:00	ES	Futures	5312.72	5314.13	5311.87	5313.85	244.0
2022-01-07 00:20:00	ES	Futures	5313.85	5313.85	5312.44	5313.57	205.0
2022-01-07 00:25:00	ES	Futures	5313.57	5314.13	5310.46	5310.74	525.0
2022-01-07 00:30:00	ES	Futures	5310.74	5312.15	5310.17	5311.31	373.0
2022-01-07 00:35:00	ES	Futures	5311.31	5312.72	5310.74	5312.72	556.0
2022-01-07 00:40:00	ES	Futures	5312.44	5312.44	5310.74	5311.02	244.0
2022-01-07 00:45:00	ES	Futures	5311.31	5312.72	5310.74	5312.15	378.0
2022-01-07 00:50:00	ES	Futures	5312.15	5313.0	5311.59	5313.0	259.0
2022-01-07 00:55:00	ES	Futures	5313.0	5315.83	5313.0	5315.55	700.0
2022-01-07 01:00:00	ES	Futures	5315.27	5316.11	5313.29	5313.29	606.0
2022-01-07 01:05:00	ES	Futures	5313.57	5314.7	5312.72	5314.13	416.0
2022-01-07 01:10:00	ES	Futures	5314.42	5314.42	5312.72	5313.85	287.0
2022-01-07 01:15:00	ES	Futures	5313.85	5314.13	5313.0	5313.57	191.0
2022-01-07 01:20:00	ES	Futures	5313.29	5314.13	5312.44	5313.0	280.0
2022-01-07 01:25:00	ES	Futures	5313.0	5314.7	5313.0	5314.13	228.0
2022-01-07 01:30:00	ES	Futures	5314.42	5317.81	5313.85	5317.53	634.0
2022-01-07 01:35:00	ES	Futures	5317.81	5318.38	5315.83	5316.4	413.0
2022-01-07 01:40:00	ES	Futures	5316.4	5317.25	5314.42	5314.7	676.0
2022-01-07 01:45:00	ES	Futures	5314.7	5314.98	5313.0	5314.7	332.0
2022-01-07 01:50:00	ES	Futures	5314.42	5314.7	5312.72	5312.72	441.0
2022-01-07 01:55:00	ES	Futures	5313.0	5313.29	5311.59	5312.44	294.0
2022-01-07 02:00:00	ES	Futures	5312.44	5313.57	5307.63	5308.76	1303.0
2022-01-07 02:05:00	ES	Futures	5308.48	5310.74	5308.2	5308.48	644.0
2022-01-07 02:10:00	ES	Futures	5308.48	5308.76	5306.5	5307.91	720.0
2022-01-07 02:15:00	ES	Futures	5307.91	5310.46	5307.63	5310.17	400.0
2022-01-07 02:20:00	ES	Futures	5310.17	5311.59	5309.61	5310.17	429.0
2022-01-07 02:25:00	ES	Futures	5310.17	5312.15	5309.61	5311.31	410.0
2022-01-07 02:30:00	ES	Futures	5311.02	5311.59	5308.48	5308.76	460.0
2022-01-07 02:35:00	ES	Futures	5308.76	5310.74	5308.48	5310.17	314.0
2022-01-07 02:40:00	ES	Futures	5310.17	5310.46	5308.48	5309.33	273.0
2022-01-07 02:45:00	ES	Futures	5309.61	5310.17	5307.35	5308.2	350.0
2022-01-07 02:50:00	ES	Futures	5308.2	5309.04	5307.35	5307.91	458.0
2022-01-07 02:55:00	ES	Futures	5307.91	5310.46	5306.78	5309.61	881.0
2022-01-07 03:00:00	ES	Futures	5309.61	5310.46	5301.41	5302.26	3950.0
2022-01-07 03:05:00	ES	Futures	5302.54	5303.1	5300.28	5301.41	3477.0
2022-01-07 03:10:00	ES	Futures	5301.41	5306.78	5301.13	5306.78	1428.0
2022-01-07 03:15:00	ES	Futures	5306.78	5307.91	5304.52	5304.8	1121.0
2022-01-07 03:20:00	ES	Futures	5304.8	5306.78	5304.24	5305.93	664.0
2022-01-07 03:25:00	ES	Futures	5305.65	5305.93	5301.13	5303.67	1334.0
2022-01-07 03:30:00	ES	Futures	5303.95	5303.95	5294.06	5297.17	3148.0
2022-01-07 03:35:00	ES	Futures	5297.17	5298.01	5294.62	5298.01	1670.0
2022-01-07 03:40:00	ES	Futures	5298.01	5298.01	5292.64	5293.49	2623.0
2022-01-07 03:45:00	ES	Futures	5293.49	5295.47	5292.64	5292.92	1566.0
2022-01-07 03:50:00	ES	Futures	5293.21	5296.32	5292.92	5294.62	1216.0
2022-01-07 03:55:00	ES	Futures	5294.62	5299.15	5294.06	5296.6	1029.0
2022-01-07 04:00:00	ES	Futures	5296.32	5297.17	5294.06	5296.32	1762.0
2022-01-07 04:05:00	ES	Futures	5296.32	5300.56	5295.19	5299.71	1542.0

> showing 50 of 16,042 rows — these rows as CSV

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