PREVIEW / futures_5min / 2022-01-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-10.parquet
  size:    357 KB
  rows:    19,732

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
2022-01-10 00:00:00	ES	Futures	5287.83	5288.12	5284.44	5284.44	756.0
2022-01-10 00:05:00	ES	Futures	5284.44	5285.57	5283.59	5285.29	476.0
2022-01-10 00:10:00	ES	Futures	5285.29	5285.57	5283.87	5284.44	210.0
2022-01-10 00:15:00	ES	Futures	5284.44	5285.85	5284.16	5285.57	328.0
2022-01-10 00:20:00	ES	Futures	5285.57	5285.85	5284.72	5285.01	115.0
2022-01-10 00:25:00	ES	Futures	5285.01	5285.57	5284.16	5284.44	215.0
2022-01-10 00:30:00	ES	Futures	5284.72	5287.83	5284.72	5285.85	582.0
2022-01-10 00:35:00	ES	Futures	5285.85	5287.55	5285.57	5285.57	201.0
2022-01-10 00:40:00	ES	Futures	5285.57	5286.7	5285.57	5285.85	135.0
2022-01-10 00:45:00	ES	Futures	5285.85	5285.85	5283.59	5283.87	495.0
2022-01-10 00:50:00	ES	Futures	5284.16	5285.01	5283.87	5284.16	320.0
2022-01-10 00:55:00	ES	Futures	5284.16	5285.01	5283.87	5284.72	291.0
2022-01-10 01:00:00	ES	Futures	5284.72	5285.85	5284.72	5285.01	292.0
2022-01-10 01:05:00	ES	Futures	5285.01	5285.01	5282.18	5283.59	562.0
2022-01-10 01:10:00	ES	Futures	5283.59	5283.87	5283.03	5283.59	225.0
2022-01-10 01:15:00	ES	Futures	5283.59	5286.99	5283.03	5286.7	501.0
2022-01-10 01:20:00	ES	Futures	5286.7	5287.83	5284.72	5285.29	558.0
2022-01-10 01:25:00	ES	Futures	5285.57	5285.85	5285.01	5285.57	189.0
2022-01-10 01:30:00	ES	Futures	5285.85	5286.7	5285.29	5285.57	337.0
2022-01-10 01:35:00	ES	Futures	5285.29	5286.14	5283.87	5284.44	282.0
2022-01-10 01:40:00	ES	Futures	5284.44	5285.29	5283.59	5284.72	332.0
2022-01-10 01:45:00	ES	Futures	5284.44	5285.29	5283.87	5285.01	269.0
2022-01-10 01:50:00	ES	Futures	5285.29	5286.99	5285.01	5285.85	444.0
2022-01-10 01:55:00	ES	Futures	5286.14	5287.55	5285.85	5286.42	288.0
2022-01-10 02:00:00	ES	Futures	5286.7	5291.79	5286.7	5289.81	1586.0
2022-01-10 02:05:00	ES	Futures	5289.81	5291.79	5289.81	5290.94	477.0
2022-01-10 02:10:00	ES	Futures	5290.94	5290.94	5288.68	5288.96	303.0
2022-01-10 02:15:00	ES	Futures	5289.25	5289.25	5287.55	5288.96	577.0
2022-01-10 02:20:00	ES	Futures	5289.25	5294.9	5289.25	5294.34	1405.0
2022-01-10 02:25:00	ES	Futures	5294.34	5294.62	5292.36	5292.64	1027.0
2022-01-10 02:30:00	ES	Futures	5292.92	5296.03	5292.64	5294.06	1564.0
2022-01-10 02:35:00	ES	Futures	5294.34	5295.47	5293.49	5293.77	700.0
2022-01-10 02:40:00	ES	Futures	5293.77	5294.62	5292.36	5292.64	535.0
2022-01-10 02:45:00	ES	Futures	5292.64	5294.9	5292.36	5294.34	751.0
2022-01-10 02:50:00	ES	Futures	5294.34	5294.34	5292.64	5293.21	439.0
2022-01-10 02:55:00	ES	Futures	5293.49	5294.06	5291.51	5293.21	678.0
2022-01-10 03:00:00	ES	Futures	5293.21	5294.9	5290.66	5291.23	2794.0
2022-01-10 03:05:00	ES	Futures	5291.51	5292.08	5286.7	5286.7	2836.0
2022-01-10 03:10:00	ES	Futures	5286.7	5289.25	5283.03	5284.16	3298.0
2022-01-10 03:15:00	ES	Futures	5284.16	5284.16	5278.5	5279.92	2962.0
2022-01-10 03:20:00	ES	Futures	5279.63	5281.33	5275.96	5280.76	3368.0
2022-01-10 03:25:00	ES	Futures	5281.05	5282.74	5277.09	5282.18	2508.0
2022-01-10 03:30:00	ES	Futures	5281.89	5282.18	5272.56	5272.85	2724.0
2022-01-10 03:35:00	ES	Futures	5273.13	5273.98	5268.04	5270.02	4043.0
2022-01-10 03:40:00	ES	Futures	5270.02	5272.28	5267.75	5272.0	2761.0
2022-01-10 03:45:00	ES	Futures	5272.0	5274.54	5267.19	5273.41	2159.0
2022-01-10 03:50:00	ES	Futures	5273.69	5275.11	5270.3	5273.41	1940.0
2022-01-10 03:55:00	ES	Futures	5273.41	5280.2	5272.0	5277.65	2205.0
2022-01-10 04:00:00	ES	Futures	5277.94	5281.05	5276.24	5276.52	2184.0
2022-01-10 04:05:00	ES	Futures	5276.52	5284.44	5276.52	5282.74	3380.0

> showing 50 of 19,732 rows — these rows as CSV

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