PREVIEW / futures_5min / 2022-01-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-12.parquet
  size:    336 KB
  rows:    19,243

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
2022-01-12 00:00:00	ES	Futures	5326.29	5327.14	5326.01	5326.86	266.0
2022-01-12 00:05:00	ES	Futures	5326.86	5327.43	5326.29	5327.14	593.0
2022-01-12 00:10:00	ES	Futures	5327.14	5328.84	5326.86	5327.71	763.0
2022-01-12 00:15:00	ES	Futures	5327.71	5327.71	5326.29	5326.58	495.0
2022-01-12 00:20:00	ES	Futures	5326.58	5327.43	5326.29	5327.14	157.0
2022-01-12 00:25:00	ES	Futures	5327.43	5327.71	5326.58	5327.43	366.0
2022-01-12 00:30:00	ES	Futures	5327.71	5327.99	5326.86	5327.14	332.0
2022-01-12 00:35:00	ES	Futures	5327.43	5329.97	5327.43	5329.41	982.0
2022-01-12 00:40:00	ES	Futures	5329.41	5331.39	5329.41	5331.39	1584.0
2022-01-12 00:45:00	ES	Futures	5331.39	5331.95	5330.54	5331.67	1040.0
2022-01-12 00:50:00	ES	Futures	5331.67	5333.65	5331.39	5332.52	983.0
2022-01-12 00:55:00	ES	Futures	5332.52	5334.5	5332.23	5334.5	1434.0
2022-01-12 01:00:00	ES	Futures	5334.21	5337.89	5333.93	5337.61	2325.0
2022-01-12 01:05:00	ES	Futures	5337.32	5337.32	5334.78	5335.63	1340.0
2022-01-12 01:10:00	ES	Futures	5335.63	5336.19	5334.5	5335.06	575.0
2022-01-12 01:15:00	ES	Futures	5335.06	5335.06	5332.52	5332.52	741.0
2022-01-12 01:20:00	ES	Futures	5332.23	5333.36	5331.95	5332.52	468.0
2022-01-12 01:25:00	ES	Futures	5332.52	5333.08	5330.82	5331.67	380.0
2022-01-12 01:30:00	ES	Futures	5331.95	5332.23	5331.39	5332.23	226.0
2022-01-12 01:35:00	ES	Futures	5332.23	5332.52	5331.1	5332.23	333.0
2022-01-12 01:40:00	ES	Futures	5332.23	5333.36	5331.67	5333.08	299.0
2022-01-12 01:45:00	ES	Futures	5333.08	5333.08	5331.67	5331.95	285.0
2022-01-12 01:50:00	ES	Futures	5331.67	5331.95	5330.25	5330.54	249.0
2022-01-12 01:55:00	ES	Futures	5330.82	5330.82	5329.97	5329.97	218.0
2022-01-12 02:00:00	ES	Futures	5330.25	5330.25	5326.86	5328.84	1287.0
2022-01-12 02:05:00	ES	Futures	5328.84	5330.25	5328.27	5328.56	456.0
2022-01-12 02:10:00	ES	Futures	5328.56	5329.69	5327.99	5329.12	331.0
2022-01-12 02:15:00	ES	Futures	5329.12	5331.1	5328.84	5330.82	475.0
2022-01-12 02:20:00	ES	Futures	5330.82	5331.95	5329.97	5330.54	633.0
2022-01-12 02:25:00	ES	Futures	5330.54	5330.54	5327.43	5328.56	627.0
2022-01-12 02:30:00	ES	Futures	5328.56	5331.95	5328.56	5331.39	946.0
2022-01-12 02:35:00	ES	Futures	5331.39	5334.21	5329.97	5333.36	937.0
2022-01-12 02:40:00	ES	Futures	5333.65	5333.65	5331.39	5333.08	587.0
2022-01-12 02:45:00	ES	Futures	5333.08	5334.21	5331.95	5333.08	562.0
2022-01-12 02:50:00	ES	Futures	5333.08	5333.36	5329.41	5329.69	924.0
2022-01-12 02:55:00	ES	Futures	5329.69	5329.97	5327.71	5329.41	1419.0
2022-01-12 03:00:00	ES	Futures	5329.12	5331.1	5326.86	5328.27	3709.0
2022-01-12 03:05:00	ES	Futures	5327.99	5328.84	5325.73	5327.43	2163.0
2022-01-12 03:10:00	ES	Futures	5327.43	5329.69	5326.86	5326.86	1616.0
2022-01-12 03:15:00	ES	Futures	5327.14	5327.71	5323.75	5325.45	2140.0
2022-01-12 03:20:00	ES	Futures	5325.16	5328.56	5324.03	5326.01	1402.0
2022-01-12 03:25:00	ES	Futures	5325.73	5326.01	5318.38	5318.66	2783.0
2022-01-12 03:30:00	ES	Futures	5318.66	5320.92	5317.25	5318.38	2133.0
2022-01-12 03:35:00	ES	Futures	5318.38	5319.22	5313.57	5316.4	2802.0
2022-01-12 03:40:00	ES	Futures	5316.4	5316.4	5311.87	5312.44	2456.0
2022-01-12 03:45:00	ES	Futures	5312.44	5314.7	5311.59	5312.44	1556.0
2022-01-12 03:50:00	ES	Futures	5312.44	5317.53	5311.02	5315.83	1915.0
2022-01-12 03:55:00	ES	Futures	5315.83	5316.11	5311.31	5313.0	1282.0
2022-01-12 04:00:00	ES	Futures	5313.29	5320.07	5312.44	5319.79	1774.0
2022-01-12 04:05:00	ES	Futures	5319.79	5320.92	5318.66	5319.51	1233.0

> showing 50 of 19,243 rows — these rows as CSV

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