PREVIEW / futures_5min / 2022-01-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-20.parquet
  size:    390 KB
  rows:    20,203

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
2022-01-20 00:00:00	ES	Futures	5139.36	5143.32	5139.36	5142.47	1037.0
2022-01-20 00:05:00	ES	Futures	5142.47	5142.76	5140.49	5140.78	373.0
2022-01-20 00:10:00	ES	Futures	5141.06	5142.19	5140.21	5141.91	290.0
2022-01-20 00:15:00	ES	Futures	5142.19	5143.6	5140.78	5141.62	624.0
2022-01-20 00:20:00	ES	Futures	5141.34	5141.34	5137.67	5139.08	1226.0
2022-01-20 00:25:00	ES	Futures	5139.08	5139.36	5135.12	5135.4	1382.0
2022-01-20 00:30:00	ES	Futures	5135.4	5137.38	5133.42	5137.1	945.0
2022-01-20 00:35:00	ES	Futures	5136.82	5136.82	5134.84	5135.97	416.0
2022-01-20 00:40:00	ES	Futures	5135.69	5137.1	5135.4	5135.97	363.0
2022-01-20 00:45:00	ES	Futures	5135.97	5137.38	5134.84	5135.4	456.0
2022-01-20 00:50:00	ES	Futures	5135.12	5136.25	5134.84	5135.69	258.0
2022-01-20 00:55:00	ES	Futures	5135.97	5139.08	5134.84	5136.25	948.0
2022-01-20 01:00:00	ES	Futures	5136.53	5139.08	5135.4	5139.08	669.0
2022-01-20 01:05:00	ES	Futures	5139.08	5139.08	5135.69	5137.95	416.0
2022-01-20 01:10:00	ES	Futures	5137.95	5139.08	5135.69	5138.23	540.0
2022-01-20 01:15:00	ES	Futures	5138.51	5139.65	5137.1	5138.51	425.0
2022-01-20 01:20:00	ES	Futures	5138.51	5139.08	5137.1	5137.95	385.0
2022-01-20 01:25:00	ES	Futures	5137.95	5140.49	5136.82	5140.21	614.0
2022-01-20 01:30:00	ES	Futures	5140.49	5141.34	5139.36	5141.34	729.0
2022-01-20 01:35:00	ES	Futures	5141.34	5144.17	5141.34	5142.47	796.0
2022-01-20 01:40:00	ES	Futures	5142.76	5143.89	5141.91	5143.04	567.0
2022-01-20 01:45:00	ES	Futures	5143.04	5146.72	5142.76	5145.87	1315.0
2022-01-20 01:50:00	ES	Futures	5145.87	5146.72	5144.74	5146.15	533.0
2022-01-20 01:55:00	ES	Futures	5146.15	5149.26	5146.15	5147.56	1563.0
2022-01-20 02:00:00	ES	Futures	5147.28	5148.13	5145.3	5145.58	850.0
2022-01-20 02:05:00	ES	Futures	5145.58	5148.13	5145.3	5147.85	458.0
2022-01-20 02:10:00	ES	Futures	5148.13	5150.96	5148.13	5149.54	1285.0
2022-01-20 02:15:00	ES	Futures	5149.54	5149.54	5145.58	5147.28	1057.0
2022-01-20 02:20:00	ES	Futures	5147.28	5147.85	5143.89	5144.17	1318.0
2022-01-20 02:25:00	ES	Futures	5143.89	5145.02	5142.47	5143.04	617.0
2022-01-20 02:30:00	ES	Futures	5143.04	5143.89	5140.78	5143.6	807.0
2022-01-20 02:35:00	ES	Futures	5143.6	5144.74	5142.76	5143.04	623.0
2022-01-20 02:40:00	ES	Futures	5143.04	5149.26	5143.04	5147.85	1017.0
2022-01-20 02:45:00	ES	Futures	5148.13	5148.13	5141.62	5142.19	1076.0
2022-01-20 02:50:00	ES	Futures	5141.91	5142.19	5139.08	5140.78	1165.0
2022-01-20 02:55:00	ES	Futures	5140.78	5142.19	5138.8	5139.08	1082.0
2022-01-20 03:00:00	ES	Futures	5139.65	5142.47	5139.08	5139.65	2199.0
2022-01-20 03:05:00	ES	Futures	5139.65	5143.32	5136.82	5143.04	2269.0
2022-01-20 03:10:00	ES	Futures	5143.32	5144.17	5134.55	5134.84	2119.0
2022-01-20 03:15:00	ES	Futures	5134.84	5137.1	5131.44	5132.01	2984.0
2022-01-20 03:20:00	ES	Futures	5132.01	5132.29	5127.48	5129.18	3614.0
2022-01-20 03:25:00	ES	Futures	5128.9	5131.44	5123.81	5130.88	2855.0
2022-01-20 03:30:00	ES	Futures	5130.88	5135.4	5126.35	5135.12	2288.0
2022-01-20 03:35:00	ES	Futures	5135.12	5135.12	5132.01	5132.29	1385.0
2022-01-20 03:40:00	ES	Futures	5132.29	5134.84	5130.31	5131.16	1498.0
2022-01-20 03:45:00	ES	Futures	5130.88	5130.88	5125.51	5127.48	1499.0
2022-01-20 03:50:00	ES	Futures	5127.48	5132.86	5126.64	5131.73	1440.0
2022-01-20 03:55:00	ES	Futures	5131.44	5134.55	5130.31	5134.27	1476.0
2022-01-20 04:00:00	ES	Futures	5134.27	5137.1	5131.44	5131.44	2059.0
2022-01-20 04:05:00	ES	Futures	5131.44	5131.44	5126.35	5126.92	1831.0

> showing 50 of 20,203 rows — these rows as CSV

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