PREVIEW / futures_5min / 2022-01-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-16.parquet
  size:    74 KB
  rows:    3,554

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
2022-01-16 18:00:00	ES	Futures	5278.22	5284.72	5273.13	5275.67	4118.0
2022-01-16 18:05:00	ES	Futures	5275.67	5275.67	5263.51	5267.75	3623.0
2022-01-16 18:10:00	ES	Futures	5268.04	5277.37	5268.04	5273.41	2410.0
2022-01-16 18:15:00	ES	Futures	5273.41	5274.82	5269.73	5271.71	816.0
2022-01-16 18:20:00	ES	Futures	5271.43	5272.56	5269.17	5270.58	717.0
2022-01-16 18:25:00	ES	Futures	5270.58	5274.54	5270.58	5272.28	930.0
2022-01-16 18:30:00	ES	Futures	5272.28	5274.82	5271.15	5272.0	577.0
2022-01-16 18:35:00	ES	Futures	5271.71	5275.39	5270.3	5273.41	852.0
2022-01-16 18:40:00	ES	Futures	5273.41	5274.54	5272.0	5272.56	405.0
2022-01-16 18:45:00	ES	Futures	5272.56	5275.11	5268.32	5269.45	1656.0
2022-01-16 18:50:00	ES	Futures	5269.45	5272.56	5269.17	5271.71	626.0
2022-01-16 18:55:00	ES	Futures	5271.71	5273.41	5267.19	5267.47	751.0
2022-01-16 19:00:00	ES	Futures	5267.47	5270.02	5262.66	5264.64	1574.0
2022-01-16 19:05:00	ES	Futures	5264.36	5270.58	5263.8	5269.17	1671.0
2022-01-16 19:10:00	ES	Futures	5269.17	5270.58	5265.78	5267.19	1023.0
2022-01-16 19:15:00	ES	Futures	5267.19	5267.19	5261.82	5264.93	1453.0
2022-01-16 19:20:00	ES	Futures	5264.64	5264.64	5258.42	5259.55	1317.0
2022-01-16 19:25:00	ES	Futures	5259.55	5262.1	5257.86	5260.68	919.0
2022-01-16 19:30:00	ES	Futures	5260.4	5263.51	5259.27	5261.53	768.0
2022-01-16 19:35:00	ES	Futures	5261.82	5264.08	5257.29	5257.57	818.0
2022-01-16 19:40:00	ES	Futures	5257.86	5262.66	5257.57	5262.38	735.0
2022-01-16 19:45:00	ES	Futures	5261.82	5262.1	5259.84	5260.4	609.0
2022-01-16 19:50:00	ES	Futures	5260.12	5262.38	5260.12	5260.97	378.0
2022-01-16 19:55:00	ES	Futures	5260.97	5264.93	5260.12	5260.97	848.0
2022-01-16 20:00:00	ES	Futures	5260.68	5261.25	5256.16	5257.01	1052.0
2022-01-16 20:05:00	ES	Futures	5257.29	5258.99	5256.16	5257.57	595.0
2022-01-16 20:10:00	ES	Futures	5257.57	5258.71	5256.44	5257.29	346.0
2022-01-16 20:15:00	ES	Futures	5257.57	5258.42	5254.75	5256.73	682.0
2022-01-16 20:20:00	ES	Futures	5256.73	5257.57	5255.88	5257.01	431.0
2022-01-16 20:25:00	ES	Futures	5257.29	5259.55	5256.44	5258.42	568.0
2022-01-16 20:30:00	ES	Futures	5258.42	5260.4	5257.01	5259.55	856.0
2022-01-16 20:35:00	ES	Futures	5259.55	5260.4	5252.48	5253.33	1641.0
2022-01-16 20:40:00	ES	Futures	5253.05	5253.33	5252.2	5252.77	1290.0
2022-01-16 20:45:00	ES	Futures	5252.77	5254.46	5250.79	5254.18	1143.0
2022-01-16 20:50:00	ES	Futures	5254.18	5255.88	5253.9	5254.75	632.0
2022-01-16 20:55:00	ES	Futures	5255.03	5257.57	5254.75	5256.44	584.0
2022-01-16 21:00:00	ES	Futures	5256.73	5257.57	5254.18	5254.46	806.0
2022-01-16 21:05:00	ES	Futures	5254.75	5255.31	5253.61	5253.61	367.0
2022-01-16 21:10:00	ES	Futures	5253.9	5254.18	5252.48	5253.33	462.0
2022-01-16 21:15:00	ES	Futures	5253.33	5255.31	5251.35	5253.33	769.0
2022-01-16 21:20:00	ES	Futures	5253.33	5255.59	5251.07	5254.75	560.0
2022-01-16 21:25:00	ES	Futures	5254.75	5255.31	5253.61	5254.18	411.0
2022-01-16 21:30:00	ES	Futures	5254.18	5254.46	5251.35	5251.92	528.0
2022-01-16 21:35:00	ES	Futures	5251.92	5253.05	5251.35	5251.63	453.0
2022-01-16 21:40:00	ES	Futures	5251.92	5252.48	5249.09	5249.37	971.0
2022-01-16 21:45:00	ES	Futures	5249.37	5252.48	5247.39	5252.48	1390.0
2022-01-16 21:50:00	ES	Futures	5252.48	5253.05	5251.35	5253.05	548.0
2022-01-16 21:55:00	ES	Futures	5253.05	5253.33	5251.63	5252.2	351.0
2022-01-16 22:00:00	ES	Futures	5251.92	5254.75	5251.63	5254.18	643.0
2022-01-16 22:05:00	ES	Futures	5254.18	5255.03	5253.05	5254.75	572.0

> showing 50 of 3,554 rows — these rows as CSV

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