PREVIEW / futures_5min / 2022-01-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-09.parquet
  size:    78 KB
  rows:    3,901

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
2022-01-09 18:00:00	ES	Futures	5284.16	5286.99	5273.41	5273.69	4823.0
2022-01-09 18:05:00	ES	Futures	5273.98	5275.11	5262.95	5268.04	4643.0
2022-01-09 18:10:00	ES	Futures	5268.04	5272.28	5267.19	5269.45	1699.0
2022-01-09 18:15:00	ES	Futures	5269.73	5269.73	5263.8	5264.93	2221.0
2022-01-09 18:20:00	ES	Futures	5264.93	5267.19	5260.12	5266.91	3553.0
2022-01-09 18:25:00	ES	Futures	5266.62	5266.62	5260.97	5260.97	1734.0
2022-01-09 18:30:00	ES	Futures	5261.25	5265.49	5260.4	5264.93	1933.0
2022-01-09 18:35:00	ES	Futures	5264.93	5267.19	5264.08	5266.06	1115.0
2022-01-09 18:40:00	ES	Futures	5266.06	5268.04	5265.21	5268.04	1010.0
2022-01-09 18:45:00	ES	Futures	5267.75	5269.45	5267.47	5267.75	1205.0
2022-01-09 18:50:00	ES	Futures	5268.04	5270.87	5268.04	5270.02	1172.0
2022-01-09 18:55:00	ES	Futures	5270.02	5270.58	5268.32	5268.6	834.0
2022-01-09 19:00:00	ES	Futures	5268.89	5270.87	5268.32	5269.73	1055.0
2022-01-09 19:05:00	ES	Futures	5269.73	5271.43	5267.47	5269.17	979.0
2022-01-09 19:10:00	ES	Futures	5268.89	5271.15	5268.32	5269.17	943.0
2022-01-09 19:15:00	ES	Futures	5268.89	5268.89	5264.93	5266.91	1880.0
2022-01-09 19:20:00	ES	Futures	5266.91	5273.13	5266.62	5272.56	1477.0
2022-01-09 19:25:00	ES	Futures	5272.56	5272.56	5270.58	5270.87	628.0
2022-01-09 19:30:00	ES	Futures	5270.87	5274.82	5270.58	5273.13	1302.0
2022-01-09 19:35:00	ES	Futures	5273.13	5275.96	5272.85	5275.11	1072.0
2022-01-09 19:40:00	ES	Futures	5274.82	5275.96	5272.0	5273.69	1344.0
2022-01-09 19:45:00	ES	Futures	5273.69	5275.11	5271.71	5274.26	555.0
2022-01-09 19:50:00	ES	Futures	5274.26	5274.54	5271.43	5271.71	502.0
2022-01-09 19:55:00	ES	Futures	5271.43	5273.41	5271.43	5272.85	359.0
2022-01-09 20:00:00	ES	Futures	5272.56	5273.69	5268.04	5268.32	1435.0
2022-01-09 20:05:00	ES	Futures	5268.32	5270.58	5268.04	5268.6	753.0
2022-01-09 20:10:00	ES	Futures	5268.89	5271.15	5268.6	5270.3	823.0
2022-01-09 20:15:00	ES	Futures	5270.3	5271.15	5267.75	5270.87	999.0
2022-01-09 20:20:00	ES	Futures	5270.58	5271.43	5269.73	5270.02	539.0
2022-01-09 20:25:00	ES	Futures	5270.3	5270.3	5266.62	5267.75	1044.0
2022-01-09 20:30:00	ES	Futures	5268.04	5269.73	5264.08	5268.04	1810.0
2022-01-09 20:35:00	ES	Futures	5268.04	5269.45	5267.19	5268.89	752.0
2022-01-09 20:40:00	ES	Futures	5269.17	5271.15	5268.6	5269.73	788.0
2022-01-09 20:45:00	ES	Futures	5269.45	5275.39	5268.32	5274.26	1955.0
2022-01-09 20:50:00	ES	Futures	5274.26	5278.22	5274.26	5276.52	1817.0
2022-01-09 20:55:00	ES	Futures	5276.8	5279.35	5276.52	5277.94	1231.0
2022-01-09 21:00:00	ES	Futures	5277.94	5279.92	5277.09	5278.5	1251.0
2022-01-09 21:05:00	ES	Futures	5278.5	5279.35	5277.09	5278.78	1054.0
2022-01-09 21:10:00	ES	Futures	5278.78	5279.07	5276.52	5276.8	575.0
2022-01-09 21:15:00	ES	Futures	5276.8	5278.78	5275.67	5276.8	582.0
2022-01-09 21:20:00	ES	Futures	5276.8	5279.35	5274.82	5278.5	594.0
2022-01-09 21:25:00	ES	Futures	5278.5	5279.92	5277.65	5279.07	602.0
2022-01-09 21:30:00	ES	Futures	5279.35	5279.35	5277.09	5278.22	610.0
2022-01-09 21:35:00	ES	Futures	5278.5	5279.92	5277.65	5278.78	248.0
2022-01-09 21:40:00	ES	Futures	5278.78	5281.61	5278.5	5280.48	764.0
2022-01-09 21:45:00	ES	Futures	5280.48	5281.05	5279.07	5279.35	344.0
2022-01-09 21:50:00	ES	Futures	5279.07	5279.92	5277.65	5277.94	490.0
2022-01-09 21:55:00	ES	Futures	5277.94	5279.07	5277.37	5278.22	450.0
2022-01-09 22:00:00	ES	Futures	5277.94	5278.78	5276.52	5277.94	446.0
2022-01-09 22:05:00	ES	Futures	5277.94	5278.22	5275.96	5276.8	413.0

> showing 50 of 3,901 rows — these rows as CSV

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