PREVIEW / futures_5min / 2022-01-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-14.parquet
  size:    304 KB
  rows:    15,815

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
2022-01-14 00:00:00	ES	Futures	5264.64	5266.91	5264.64	5266.06	505.0
2022-01-14 00:05:00	ES	Futures	5266.34	5266.34	5261.82	5264.08	536.0
2022-01-14 00:10:00	ES	Futures	5264.08	5264.93	5262.38	5263.51	470.0
2022-01-14 00:15:00	ES	Futures	5263.51	5265.78	5263.51	5265.49	309.0
2022-01-14 00:20:00	ES	Futures	5265.49	5265.78	5264.08	5264.93	268.0
2022-01-14 00:25:00	ES	Futures	5265.21	5266.91	5264.36	5264.64	488.0
2022-01-14 00:30:00	ES	Futures	5264.64	5266.06	5263.51	5263.51	356.0
2022-01-14 00:35:00	ES	Futures	5263.51	5266.34	5263.23	5265.49	272.0
2022-01-14 00:40:00	ES	Futures	5265.49	5265.78	5263.51	5264.93	310.0
2022-01-14 00:45:00	ES	Futures	5264.93	5266.06	5264.08	5266.06	492.0
2022-01-14 00:50:00	ES	Futures	5266.06	5268.04	5265.21	5267.75	510.0
2022-01-14 00:55:00	ES	Futures	5267.47	5268.89	5266.91	5268.6	531.0
2022-01-14 01:00:00	ES	Futures	5268.32	5272.28	5268.04	5268.6	1407.0
2022-01-14 01:05:00	ES	Futures	5268.32	5268.6	5265.49	5267.19	561.0
2022-01-14 01:10:00	ES	Futures	5267.19	5270.87	5266.91	5270.3	509.0
2022-01-14 01:15:00	ES	Futures	5270.58	5272.28	5270.58	5271.43	845.0
2022-01-14 01:20:00	ES	Futures	5271.71	5273.98	5269.17	5270.02	1124.0
2022-01-14 01:25:00	ES	Futures	5270.02	5272.28	5268.6	5272.0	855.0
2022-01-14 01:30:00	ES	Futures	5272.0	5275.39	5271.71	5273.98	1157.0
2022-01-14 01:35:00	ES	Futures	5273.98	5274.82	5273.13	5273.98	447.0
2022-01-14 01:40:00	ES	Futures	5273.98	5275.39	5273.98	5274.54	642.0
2022-01-14 01:45:00	ES	Futures	5274.54	5275.11	5272.85	5273.98	495.0
2022-01-14 01:50:00	ES	Futures	5273.98	5273.98	5272.56	5272.85	553.0
2022-01-14 01:55:00	ES	Futures	5273.13	5273.98	5272.85	5273.13	343.0
2022-01-14 02:00:00	ES	Futures	5273.41	5275.39	5272.56	5274.26	708.0
2022-01-14 02:05:00	ES	Futures	5274.26	5275.96	5273.13	5273.69	506.0
2022-01-14 02:10:00	ES	Futures	5273.69	5275.96	5272.85	5275.39	819.0
2022-01-14 02:15:00	ES	Futures	5275.11	5277.94	5275.11	5277.37	1439.0
2022-01-14 02:20:00	ES	Futures	5277.37	5278.78	5276.24	5276.8	1007.0
2022-01-14 02:25:00	ES	Futures	5277.09	5277.37	5273.69	5275.11	951.0
2022-01-14 02:30:00	ES	Futures	5275.11	5275.11	5269.73	5270.3	1303.0
2022-01-14 02:35:00	ES	Futures	5270.02	5272.28	5268.04	5268.32	1075.0
2022-01-14 02:40:00	ES	Futures	5268.6	5270.02	5265.78	5268.89	1314.0
2022-01-14 02:45:00	ES	Futures	5268.6	5268.89	5266.34	5267.47	1004.0
2022-01-14 02:50:00	ES	Futures	5267.47	5267.75	5264.93	5265.78	958.0
2022-01-14 02:55:00	ES	Futures	5265.78	5266.34	5263.51	5265.49	1012.0
2022-01-14 03:00:00	ES	Futures	5265.78	5268.89	5260.68	5261.53	3961.0
2022-01-14 03:05:00	ES	Futures	5261.53	5266.62	5261.25	5265.49	2461.0
2022-01-14 03:10:00	ES	Futures	5265.49	5270.3	5263.8	5268.32	2655.0
2022-01-14 03:15:00	ES	Futures	5268.32	5276.8	5268.32	5274.82	3465.0
2022-01-14 03:20:00	ES	Futures	5274.82	5277.09	5272.85	5276.8	1749.0
2022-01-14 03:25:00	ES	Futures	5277.09	5277.94	5273.98	5275.11	1563.0
2022-01-14 03:30:00	ES	Futures	5275.11	5277.94	5274.26	5275.96	2293.0
2022-01-14 03:35:00	ES	Futures	5276.24	5278.22	5273.98	5274.82	1357.0
2022-01-14 03:40:00	ES	Futures	5274.82	5275.67	5270.3	5270.87	1949.0
2022-01-14 03:45:00	ES	Futures	5270.87	5271.71	5266.06	5266.91	1765.0
2022-01-14 03:50:00	ES	Futures	5266.91	5269.17	5262.66	5265.78	1642.0
2022-01-14 03:55:00	ES	Futures	5265.49	5268.89	5263.51	5265.49	1260.0
2022-01-14 04:00:00	ES	Futures	5265.78	5272.0	5265.21	5271.71	1682.0
2022-01-14 04:05:00	ES	Futures	5271.43	5272.0	5267.47	5268.6	1019.0

> showing 50 of 15,815 rows — these rows as CSV

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