PREVIEW / futures_5min / 2022-01-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-17.parquet
  size:    243 KB
  rows:    15,122

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
2022-01-17 00:00:00	ES	Futures	5253.61	5255.03	5253.33	5255.03	214.0
2022-01-17 00:05:00	ES	Futures	5254.75	5255.88	5254.46	5255.03	413.0
2022-01-17 00:10:00	ES	Futures	5255.03	5255.03	5253.9	5254.46	303.0
2022-01-17 00:15:00	ES	Futures	5254.46	5256.16	5254.46	5254.75	242.0
2022-01-17 00:20:00	ES	Futures	5255.03	5256.16	5254.75	5255.03	112.0
2022-01-17 00:25:00	ES	Futures	5255.31	5256.16	5254.75	5255.03	161.0
2022-01-17 00:30:00	ES	Futures	5255.31	5255.59	5254.46	5254.46	136.0
2022-01-17 00:35:00	ES	Futures	5254.46	5254.75	5251.07	5252.2	606.0
2022-01-17 00:40:00	ES	Futures	5251.92	5252.48	5250.79	5251.35	215.0
2022-01-17 00:45:00	ES	Futures	5251.35	5252.2	5251.35	5251.35	136.0
2022-01-17 00:50:00	ES	Futures	5251.63	5252.77	5251.63	5252.48	106.0
2022-01-17 00:55:00	ES	Futures	5252.2	5252.48	5251.07	5251.92	299.0
2022-01-17 01:00:00	ES	Futures	5252.2	5253.05	5250.22	5251.63	611.0
2022-01-17 01:05:00	ES	Futures	5251.63	5255.03	5251.35	5254.75	423.0
2022-01-17 01:10:00	ES	Futures	5255.03	5257.01	5254.75	5256.16	375.0
2022-01-17 01:15:00	ES	Futures	5256.16	5257.57	5256.16	5257.01	276.0
2022-01-17 01:20:00	ES	Futures	5257.01	5258.42	5256.16	5256.44	228.0
2022-01-17 01:25:00	ES	Futures	5256.44	5258.99	5256.44	5258.99	265.0
2022-01-17 01:30:00	ES	Futures	5258.99	5259.84	5258.71	5259.27	459.0
2022-01-17 01:35:00	ES	Futures	5259.55	5261.53	5259.27	5259.55	420.0
2022-01-17 01:40:00	ES	Futures	5259.84	5259.84	5258.71	5258.99	217.0
2022-01-17 01:45:00	ES	Futures	5259.27	5260.4	5258.71	5258.99	371.0
2022-01-17 01:50:00	ES	Futures	5258.99	5259.55	5258.42	5259.27	165.0
2022-01-17 01:55:00	ES	Futures	5259.55	5260.12	5258.42	5259.55	181.0
2022-01-17 02:00:00	ES	Futures	5259.55	5259.55	5255.03	5257.01	941.0
2022-01-17 02:05:00	ES	Futures	5257.01	5262.1	5256.44	5260.97	502.0
2022-01-17 02:10:00	ES	Futures	5260.97	5262.38	5259.27	5260.97	568.0
2022-01-17 02:15:00	ES	Futures	5260.97	5261.25	5256.73	5257.01	578.0
2022-01-17 02:20:00	ES	Futures	5257.57	5263.8	5257.29	5263.23	775.0
2022-01-17 02:25:00	ES	Futures	5263.23	5263.8	5261.53	5262.95	540.0
2022-01-17 02:30:00	ES	Futures	5262.95	5263.8	5262.1	5262.66	364.0
2022-01-17 02:35:00	ES	Futures	5262.66	5266.34	5262.66	5265.49	641.0
2022-01-17 02:40:00	ES	Futures	5265.49	5266.34	5264.08	5264.64	446.0
2022-01-17 02:45:00	ES	Futures	5264.64	5264.64	5263.23	5263.23	348.0
2022-01-17 02:50:00	ES	Futures	5263.23	5264.08	5260.97	5263.23	741.0
2022-01-17 02:55:00	ES	Futures	5263.23	5265.78	5262.66	5263.8	457.0
2022-01-17 03:00:00	ES	Futures	5263.8	5266.06	5258.99	5260.97	1678.0
2022-01-17 03:05:00	ES	Futures	5261.25	5261.25	5257.29	5258.71	1080.0
2022-01-17 03:10:00	ES	Futures	5258.99	5259.27	5255.88	5256.73	1193.0
2022-01-17 03:15:00	ES	Futures	5257.01	5260.4	5255.88	5259.84	931.0
2022-01-17 03:20:00	ES	Futures	5259.84	5261.82	5258.42	5261.53	1190.0
2022-01-17 03:25:00	ES	Futures	5261.53	5265.78	5260.68	5265.49	1623.0
2022-01-17 03:30:00	ES	Futures	5265.49	5266.62	5264.36	5265.21	883.0
2022-01-17 03:35:00	ES	Futures	5265.21	5268.04	5264.36	5267.19	1009.0
2022-01-17 03:40:00	ES	Futures	5267.47	5269.73	5265.21	5268.32	980.0
2022-01-17 03:45:00	ES	Futures	5268.32	5268.89	5266.91	5268.32	560.0
2022-01-17 03:50:00	ES	Futures	5268.32	5269.73	5267.75	5268.04	464.0
2022-01-17 03:55:00	ES	Futures	5267.75	5269.17	5266.34	5267.75	445.0
2022-01-17 04:00:00	ES	Futures	5267.75	5269.73	5266.06	5266.62	637.0
2022-01-17 04:05:00	ES	Futures	5266.34	5266.34	5264.36	5265.21	1140.0

> showing 50 of 15,122 rows — these rows as CSV

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