PREVIEW / futures_5min / 2022-01-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-19.parquet
  size:    357 KB
  rows:    19,991

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
2022-01-19 00:00:00	ES	Futures	5137.95	5139.65	5136.82	5138.23	1639.0
2022-01-19 00:05:00	ES	Futures	5138.23	5140.21	5137.38	5138.51	944.0
2022-01-19 00:10:00	ES	Futures	5138.8	5140.78	5135.97	5140.21	1732.0
2022-01-19 00:15:00	ES	Futures	5140.21	5140.49	5137.95	5138.23	1056.0
2022-01-19 00:20:00	ES	Futures	5137.95	5137.95	5134.27	5136.25	1991.0
2022-01-19 00:25:00	ES	Futures	5135.97	5137.38	5134.27	5134.84	1101.0
2022-01-19 00:30:00	ES	Futures	5134.84	5137.95	5134.84	5135.12	1442.0
2022-01-19 00:35:00	ES	Futures	5135.12	5139.08	5134.55	5137.1	1107.0
2022-01-19 00:40:00	ES	Futures	5136.82	5137.1	5134.27	5134.27	834.0
2022-01-19 00:45:00	ES	Futures	5134.55	5135.4	5134.27	5134.55	1082.0
2022-01-19 00:50:00	ES	Futures	5134.27	5139.36	5134.27	5137.38	1506.0
2022-01-19 00:55:00	ES	Futures	5137.1	5139.65	5135.4	5139.08	1003.0
2022-01-19 01:00:00	ES	Futures	5139.36	5142.19	5135.69	5140.78	2294.0
2022-01-19 01:05:00	ES	Futures	5140.78	5144.74	5140.49	5141.62	1792.0
2022-01-19 01:10:00	ES	Futures	5141.91	5144.74	5141.91	5142.47	1006.0
2022-01-19 01:15:00	ES	Futures	5142.47	5143.6	5141.06	5143.6	818.0
2022-01-19 01:20:00	ES	Futures	5143.32	5146.15	5142.76	5145.3	759.0
2022-01-19 01:25:00	ES	Futures	5145.02	5146.15	5142.19	5142.76	707.0
2022-01-19 01:30:00	ES	Futures	5142.76	5142.76	5137.67	5137.95	1016.0
2022-01-19 01:35:00	ES	Futures	5137.95	5141.91	5137.67	5141.91	587.0
2022-01-19 01:40:00	ES	Futures	5141.91	5145.3	5140.21	5142.47	856.0
2022-01-19 01:45:00	ES	Futures	5142.76	5144.17	5142.47	5143.32	489.0
2022-01-19 01:50:00	ES	Futures	5143.32	5143.6	5141.62	5141.91	243.0
2022-01-19 01:55:00	ES	Futures	5141.91	5142.76	5139.08	5139.36	643.0
2022-01-19 02:00:00	ES	Futures	5139.36	5141.06	5134.27	5138.8	2393.0
2022-01-19 02:05:00	ES	Futures	5139.08	5141.06	5134.55	5137.1	1253.0
2022-01-19 02:10:00	ES	Futures	5137.1	5137.1	5134.27	5135.69	969.0
2022-01-19 02:15:00	ES	Futures	5135.97	5139.36	5134.84	5137.67	1298.0
2022-01-19 02:20:00	ES	Futures	5137.38	5137.38	5134.27	5135.12	1693.0
2022-01-19 02:25:00	ES	Futures	5135.12	5135.97	5134.27	5134.27	1000.0
2022-01-19 02:30:00	ES	Futures	5134.55	5138.51	5134.27	5137.1	2276.0
2022-01-19 02:35:00	ES	Futures	5136.82	5138.23	5134.84	5136.82	1453.0
2022-01-19 02:40:00	ES	Futures	5136.82	5139.08	5134.27	5135.12	1642.0
2022-01-19 02:45:00	ES	Futures	5135.12	5138.8	5134.27	5138.23	2646.0
2022-01-19 02:50:00	ES	Futures	5138.23	5138.8	5135.69	5138.23	835.0
2022-01-19 02:55:00	ES	Futures	5138.23	5138.23	5130.6	5137.38	4196.0
2022-01-19 03:00:00	ES	Futures	5137.38	5141.34	5130.6	5134.84	7029.0
2022-01-19 03:05:00	ES	Futures	5134.84	5145.3	5134.55	5144.74	4292.0
2022-01-19 03:10:00	ES	Futures	5145.02	5150.67	5144.45	5147.28	3787.0
2022-01-19 03:15:00	ES	Futures	5147.28	5150.67	5146.43	5150.67	2976.0
2022-01-19 03:20:00	ES	Futures	5150.67	5151.81	5144.74	5150.11	3400.0
2022-01-19 03:25:00	ES	Futures	5150.39	5151.81	5145.87	5147.0	2656.0
2022-01-19 03:30:00	ES	Futures	5147.0	5154.92	5146.43	5152.94	2881.0
2022-01-19 03:35:00	ES	Futures	5153.22	5159.16	5151.52	5158.59	4023.0
2022-01-19 03:40:00	ES	Futures	5158.59	5160.57	5156.33	5158.59	2092.0
2022-01-19 03:45:00	ES	Futures	5158.31	5161.42	5157.18	5160.29	1786.0
2022-01-19 03:50:00	ES	Futures	5160.01	5166.51	5158.59	5165.66	2961.0
2022-01-19 03:55:00	ES	Futures	5165.95	5167.64	5164.53	5166.23	2601.0
2022-01-19 04:00:00	ES	Futures	5166.23	5167.64	5162.55	5166.79	2592.0
2022-01-19 04:05:00	ES	Futures	5166.51	5168.77	5165.1	5165.38	1716.0

> showing 50 of 19,991 rows — these rows as CSV

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