PREVIEW / futures_5min / 2022-01-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-13.parquet
  size:    350 KB
  rows:    19,522

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
2022-01-13 00:00:00	ES	Futures	5327.14	5328.84	5327.14	5328.27	253.0
2022-01-13 00:05:00	ES	Futures	5328.56	5328.56	5325.45	5326.01	373.0
2022-01-13 00:10:00	ES	Futures	5326.01	5326.01	5324.03	5324.03	450.0
2022-01-13 00:15:00	ES	Futures	5324.03	5324.6	5322.62	5322.9	804.0
2022-01-13 00:20:00	ES	Futures	5322.9	5323.75	5322.62	5323.47	284.0
2022-01-13 00:25:00	ES	Futures	5323.75	5324.03	5322.62	5323.18	378.0
2022-01-13 00:30:00	ES	Futures	5322.9	5323.47	5321.77	5322.62	622.0
2022-01-13 00:35:00	ES	Futures	5322.62	5324.6	5322.62	5323.18	484.0
2022-01-13 00:40:00	ES	Futures	5323.47	5323.75	5321.49	5322.34	313.0
2022-01-13 00:45:00	ES	Futures	5322.05	5323.47	5321.49	5322.9	405.0
2022-01-13 00:50:00	ES	Futures	5322.9	5325.16	5322.62	5324.6	515.0
2022-01-13 00:55:00	ES	Futures	5324.32	5324.32	5321.77	5322.62	561.0
2022-01-13 01:00:00	ES	Futures	5322.62	5324.88	5321.49	5323.75	824.0
2022-01-13 01:05:00	ES	Futures	5323.75	5327.14	5323.75	5326.29	730.0
2022-01-13 01:10:00	ES	Futures	5326.29	5328.56	5326.01	5327.43	681.0
2022-01-13 01:15:00	ES	Futures	5327.43	5329.69	5326.86	5329.41	730.0
2022-01-13 01:20:00	ES	Futures	5329.41	5331.39	5328.84	5329.12	679.0
2022-01-13 01:25:00	ES	Futures	5329.12	5329.12	5327.43	5328.27	344.0
2022-01-13 01:30:00	ES	Futures	5328.27	5330.82	5327.43	5330.25	400.0
2022-01-13 01:35:00	ES	Futures	5330.25	5330.54	5329.12	5329.69	459.0
2022-01-13 01:40:00	ES	Futures	5329.97	5330.25	5327.43	5327.71	402.0
2022-01-13 01:45:00	ES	Futures	5327.71	5328.27	5326.86	5327.43	297.0
2022-01-13 01:50:00	ES	Futures	5327.43	5327.43	5324.88	5325.16	425.0
2022-01-13 01:55:00	ES	Futures	5325.16	5326.58	5325.16	5325.73	358.0
2022-01-13 02:00:00	ES	Futures	5325.73	5326.29	5322.05	5322.34	1034.0
2022-01-13 02:05:00	ES	Futures	5322.34	5324.32	5321.2	5324.03	722.0
2022-01-13 02:10:00	ES	Futures	5323.75	5324.6	5322.62	5323.47	411.0
2022-01-13 02:15:00	ES	Futures	5323.47	5324.6	5322.05	5322.62	443.0
2022-01-13 02:20:00	ES	Futures	5322.9	5323.47	5322.34	5322.9	407.0
2022-01-13 02:25:00	ES	Futures	5322.9	5325.16	5320.92	5323.18	1459.0
2022-01-13 02:30:00	ES	Futures	5323.18	5324.32	5322.9	5324.03	548.0
2022-01-13 02:35:00	ES	Futures	5324.03	5324.6	5321.77	5324.6	677.0
2022-01-13 02:40:00	ES	Futures	5324.6	5325.16	5322.9	5322.9	471.0
2022-01-13 02:45:00	ES	Futures	5322.9	5324.32	5322.62	5324.03	517.0
2022-01-13 02:50:00	ES	Futures	5324.03	5324.32	5323.18	5323.18	386.0
2022-01-13 02:55:00	ES	Futures	5323.18	5325.45	5322.9	5325.45	728.0
2022-01-13 03:00:00	ES	Futures	5325.45	5327.43	5323.47	5326.01	2852.0
2022-01-13 03:05:00	ES	Futures	5326.01	5330.54	5325.73	5330.54	2103.0
2022-01-13 03:10:00	ES	Futures	5330.54	5333.93	5330.25	5332.8	2764.0
2022-01-13 03:15:00	ES	Futures	5333.08	5335.06	5331.39	5332.23	1527.0
2022-01-13 03:20:00	ES	Futures	5332.52	5336.48	5331.95	5336.19	2062.0
2022-01-13 03:25:00	ES	Futures	5336.19	5338.74	5335.06	5338.46	1668.0
2022-01-13 03:30:00	ES	Futures	5338.46	5341.0	5337.61	5337.89	1905.0
2022-01-13 03:35:00	ES	Futures	5337.89	5337.89	5335.06	5335.63	823.0
2022-01-13 03:40:00	ES	Futures	5335.91	5337.89	5335.34	5337.32	880.0
2022-01-13 03:45:00	ES	Futures	5337.04	5339.02	5336.19	5336.48	1078.0
2022-01-13 03:50:00	ES	Futures	5336.48	5336.76	5333.36	5333.36	1332.0
2022-01-13 03:55:00	ES	Futures	5333.36	5334.78	5332.8	5333.36	656.0
2022-01-13 04:00:00	ES	Futures	5333.65	5334.5	5330.25	5331.1	1539.0
2022-01-13 04:05:00	ES	Futures	5331.39	5333.36	5330.82	5333.08	1022.0

> showing 50 of 19,522 rows — these rows as CSV

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