PREVIEW / futures_5min / 2022-01-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-11.parquet
  size:    341 KB
  rows:    19,337

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
2022-01-11 00:00:00	ES	Futures	5273.13	5275.39	5271.71	5274.54	1030.0
2022-01-11 00:05:00	ES	Futures	5274.26	5276.52	5272.85	5272.85	1143.0
2022-01-11 00:10:00	ES	Futures	5273.13	5273.41	5271.71	5272.28	702.0
2022-01-11 00:15:00	ES	Futures	5272.0	5272.85	5270.3	5271.15	609.0
2022-01-11 00:20:00	ES	Futures	5270.87	5272.0	5270.3	5270.3	320.0
2022-01-11 00:25:00	ES	Futures	5270.3	5274.26	5270.02	5272.0	731.0
2022-01-11 00:30:00	ES	Futures	5272.0	5273.98	5272.0	5273.41	426.0
2022-01-11 00:35:00	ES	Futures	5273.41	5274.82	5270.87	5270.87	420.0
2022-01-11 00:40:00	ES	Futures	5271.15	5272.28	5270.58	5272.0	317.0
2022-01-11 00:45:00	ES	Futures	5272.0	5272.0	5270.02	5270.02	434.0
2022-01-11 00:50:00	ES	Futures	5270.02	5272.85	5270.02	5270.87	561.0
2022-01-11 00:55:00	ES	Futures	5271.15	5273.13	5271.15	5272.28	301.0
2022-01-11 01:00:00	ES	Futures	5272.56	5274.26	5269.17	5270.02	881.0
2022-01-11 01:05:00	ES	Futures	5270.02	5271.15	5268.89	5269.45	958.0
2022-01-11 01:10:00	ES	Futures	5269.73	5270.87	5268.32	5270.58	607.0
2022-01-11 01:15:00	ES	Futures	5270.58	5270.87	5269.73	5270.3	529.0
2022-01-11 01:20:00	ES	Futures	5270.3	5271.43	5269.17	5270.3	496.0
2022-01-11 01:25:00	ES	Futures	5270.02	5270.02	5267.47	5267.47	371.0
2022-01-11 01:30:00	ES	Futures	5267.47	5270.87	5266.91	5269.73	748.0
2022-01-11 01:35:00	ES	Futures	5269.73	5272.0	5268.6	5268.6	906.0
2022-01-11 01:40:00	ES	Futures	5268.32	5268.89	5266.34	5266.91	632.0
2022-01-11 01:45:00	ES	Futures	5266.91	5268.32	5266.34	5267.19	445.0
2022-01-11 01:50:00	ES	Futures	5267.19	5267.19	5263.8	5265.21	961.0
2022-01-11 01:55:00	ES	Futures	5265.49	5270.3	5265.49	5270.3	583.0
2022-01-11 02:00:00	ES	Futures	5270.58	5271.71	5266.91	5268.32	1035.0
2022-01-11 02:05:00	ES	Futures	5268.04	5271.43	5266.91	5271.15	618.0
2022-01-11 02:10:00	ES	Futures	5271.43	5271.71	5269.17	5271.15	461.0
2022-01-11 02:15:00	ES	Futures	5270.87	5275.67	5270.87	5275.11	1135.0
2022-01-11 02:20:00	ES	Futures	5275.39	5276.24	5273.41	5274.26	864.0
2022-01-11 02:25:00	ES	Futures	5273.98	5277.37	5273.98	5276.52	877.0
2022-01-11 02:30:00	ES	Futures	5276.52	5277.37	5274.82	5277.09	690.0
2022-01-11 02:35:00	ES	Futures	5276.8	5277.09	5273.98	5274.54	787.0
2022-01-11 02:40:00	ES	Futures	5274.26	5275.96	5274.26	5274.82	614.0
2022-01-11 02:45:00	ES	Futures	5274.82	5277.65	5273.41	5276.24	1318.0
2022-01-11 02:50:00	ES	Futures	5276.52	5277.94	5275.39	5277.37	990.0
2022-01-11 02:55:00	ES	Futures	5277.09	5278.5	5276.24	5277.65	1276.0
2022-01-11 03:00:00	ES	Futures	5277.37	5281.05	5276.8	5280.76	5322.0
2022-01-11 03:05:00	ES	Futures	5280.48	5285.29	5275.67	5275.96	4983.0
2022-01-11 03:10:00	ES	Futures	5275.96	5276.8	5272.28	5274.26	2753.0
2022-01-11 03:15:00	ES	Futures	5273.98	5275.39	5271.43	5273.13	1853.0
2022-01-11 03:20:00	ES	Futures	5273.41	5279.35	5273.41	5276.8	1800.0
2022-01-11 03:25:00	ES	Futures	5276.8	5277.37	5272.0	5273.69	1444.0
2022-01-11 03:30:00	ES	Futures	5273.98	5273.98	5266.91	5267.47	2230.0
2022-01-11 03:35:00	ES	Futures	5267.47	5273.13	5267.19	5272.0	2213.0
2022-01-11 03:40:00	ES	Futures	5272.28	5277.09	5271.43	5276.52	1461.0
2022-01-11 03:45:00	ES	Futures	5276.24	5278.5	5273.98	5276.8	2013.0
2022-01-11 03:50:00	ES	Futures	5276.8	5278.5	5274.82	5277.09	1907.0
2022-01-11 03:55:00	ES	Futures	5277.09	5279.35	5275.11	5279.35	1492.0
2022-01-11 04:00:00	ES	Futures	5279.07	5283.59	5278.78	5283.31	3079.0
2022-01-11 04:05:00	ES	Futures	5283.03	5283.87	5280.76	5283.03	1492.0

> showing 50 of 19,337 rows — these rows as CSV

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