PREVIEW / futures_5min / 2022-01-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-18.parquet
  size:    358 KB
  rows:    20,116

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
2022-01-18 00:00:00	ES	Futures	5242.02	5244.28	5239.76	5240.61	1635.0
2022-01-18 00:05:00	ES	Futures	5240.61	5242.02	5240.32	5241.45	722.0
2022-01-18 00:10:00	ES	Futures	5241.45	5243.15	5238.06	5238.34	1054.0
2022-01-18 00:15:00	ES	Futures	5238.34	5241.17	5238.06	5239.76	620.0
2022-01-18 00:20:00	ES	Futures	5239.47	5241.45	5238.06	5241.45	626.0
2022-01-18 00:25:00	ES	Futures	5241.17	5242.59	5239.19	5242.3	562.0
2022-01-18 00:30:00	ES	Futures	5242.3	5242.87	5238.63	5239.19	677.0
2022-01-18 00:35:00	ES	Futures	5238.91	5240.04	5238.34	5239.19	390.0
2022-01-18 00:40:00	ES	Futures	5238.91	5239.76	5236.65	5239.19	498.0
2022-01-18 00:45:00	ES	Futures	5239.19	5239.76	5236.36	5238.63	769.0
2022-01-18 00:50:00	ES	Futures	5238.63	5241.45	5238.34	5240.32	682.0
2022-01-18 00:55:00	ES	Futures	5240.32	5240.89	5238.06	5239.19	451.0
2022-01-18 01:00:00	ES	Futures	5239.19	5241.45	5237.78	5240.61	896.0
2022-01-18 01:05:00	ES	Futures	5240.61	5241.45	5239.76	5240.61	409.0
2022-01-18 01:10:00	ES	Futures	5240.61	5242.59	5240.04	5240.32	488.0
2022-01-18 01:15:00	ES	Futures	5240.61	5241.45	5239.76	5241.45	289.0
2022-01-18 01:20:00	ES	Futures	5241.74	5243.15	5240.89	5241.74	536.0
2022-01-18 01:25:00	ES	Futures	5242.02	5244.28	5240.89	5244.28	605.0
2022-01-18 01:30:00	ES	Futures	5243.72	5244.28	5242.3	5243.43	372.0
2022-01-18 01:35:00	ES	Futures	5243.15	5243.15	5240.04	5241.17	431.0
2022-01-18 01:40:00	ES	Futures	5240.89	5242.02	5240.89	5241.74	254.0
2022-01-18 01:45:00	ES	Futures	5242.02	5244.28	5241.17	5243.43	619.0
2022-01-18 01:50:00	ES	Futures	5243.72	5244.0	5240.89	5241.74	384.0
2022-01-18 01:55:00	ES	Futures	5241.74	5243.15	5240.04	5241.74	1006.0
2022-01-18 02:00:00	ES	Futures	5241.74	5243.43	5238.63	5238.63	1174.0
2022-01-18 02:05:00	ES	Futures	5238.91	5241.45	5233.82	5234.67	1385.0
2022-01-18 02:10:00	ES	Futures	5234.67	5236.65	5232.97	5235.52	1249.0
2022-01-18 02:15:00	ES	Futures	5235.52	5238.63	5234.67	5238.63	1031.0
2022-01-18 02:20:00	ES	Futures	5238.34	5240.32	5236.93	5237.49	1020.0
2022-01-18 02:25:00	ES	Futures	5237.21	5241.45	5236.93	5240.89	747.0
2022-01-18 02:30:00	ES	Futures	5240.89	5242.87	5240.04	5241.74	961.0
2022-01-18 02:35:00	ES	Futures	5242.02	5244.0	5242.02	5242.59	583.0
2022-01-18 02:40:00	ES	Futures	5242.59	5244.0	5241.17	5242.3	698.0
2022-01-18 02:45:00	ES	Futures	5242.3	5242.59	5238.63	5240.04	977.0
2022-01-18 02:50:00	ES	Futures	5240.04	5241.17	5238.63	5240.89	757.0
2022-01-18 02:55:00	ES	Futures	5240.89	5241.74	5239.47	5240.04	507.0
2022-01-18 03:00:00	ES	Futures	5239.76	5240.04	5234.38	5237.78	5121.0
2022-01-18 03:05:00	ES	Futures	5237.49	5237.78	5231.84	5231.84	3250.0
2022-01-18 03:10:00	ES	Futures	5232.12	5232.12	5221.94	5223.64	6782.0
2022-01-18 03:15:00	ES	Futures	5223.64	5223.64	5215.44	5218.26	4737.0
2022-01-18 03:20:00	ES	Futures	5218.26	5219.68	5213.17	5215.72	4313.0
2022-01-18 03:25:00	ES	Futures	5215.44	5217.13	5208.65	5211.48	5272.0
2022-01-18 03:30:00	ES	Futures	5211.19	5214.02	5208.65	5214.02	3560.0
2022-01-18 03:35:00	ES	Futures	5213.74	5216.85	5212.33	5215.44	3121.0
2022-01-18 03:40:00	ES	Futures	5215.15	5217.7	5212.04	5216.85	2132.0
2022-01-18 03:45:00	ES	Futures	5216.57	5218.26	5214.59	5217.98	1926.0
2022-01-18 03:50:00	ES	Futures	5218.26	5219.4	5216.28	5219.4	1439.0
2022-01-18 03:55:00	ES	Futures	5219.4	5219.4	5216.85	5217.13	1079.0
2022-01-18 04:00:00	ES	Futures	5217.42	5218.55	5213.46	5214.87	3342.0
2022-01-18 04:05:00	ES	Futures	5214.87	5215.15	5205.82	5209.78	5416.0

> showing 50 of 20,116 rows — these rows as CSV

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