PREVIEW / futures_5min / 2022-01-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-21.parquet
  size:    306 KB
  rows:    16,201

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
2022-01-21 00:00:00	ES	Futures	5024.54	5028.79	5023.7	5027.94	811.0
2022-01-21 00:05:00	ES	Futures	5027.66	5030.48	5024.54	5029.64	1136.0
2022-01-21 00:10:00	ES	Futures	5029.64	5031.33	5026.52	5027.09	594.0
2022-01-21 00:15:00	ES	Futures	5026.81	5027.37	5023.7	5026.52	893.0
2022-01-21 00:20:00	ES	Futures	5026.52	5030.48	5025.96	5030.2	1221.0
2022-01-21 00:25:00	ES	Futures	5029.92	5031.05	5025.11	5025.68	1665.0
2022-01-21 00:30:00	ES	Futures	5025.68	5032.75	5025.68	5031.9	1396.0
2022-01-21 00:35:00	ES	Futures	5031.61	5033.88	5031.61	5033.31	1015.0
2022-01-21 00:40:00	ES	Futures	5033.31	5038.4	5032.46	5037.55	1686.0
2022-01-21 00:45:00	ES	Futures	5037.84	5041.8	5037.84	5039.53	1499.0
2022-01-21 00:50:00	ES	Futures	5039.53	5041.23	5038.12	5038.97	747.0
2022-01-21 00:55:00	ES	Futures	5039.25	5040.38	5034.44	5037.84	1227.0
2022-01-21 01:00:00	ES	Futures	5037.84	5038.4	5031.61	5033.03	1178.0
2022-01-21 01:05:00	ES	Futures	5033.03	5033.88	5030.77	5032.75	822.0
2022-01-21 01:10:00	ES	Futures	5032.75	5035.29	5031.61	5033.03	631.0
2022-01-21 01:15:00	ES	Futures	5033.03	5036.99	5032.46	5034.16	483.0
2022-01-21 01:20:00	ES	Futures	5034.16	5040.38	5033.59	5039.53	932.0
2022-01-21 01:25:00	ES	Futures	5040.1	5041.23	5035.86	5037.55	970.0
2022-01-21 01:30:00	ES	Futures	5037.84	5044.06	5037.27	5043.49	1505.0
2022-01-21 01:35:00	ES	Futures	5043.49	5045.19	5040.38	5044.34	1236.0
2022-01-21 01:40:00	ES	Futures	5044.06	5047.73	5044.06	5044.06	1597.0
2022-01-21 01:45:00	ES	Futures	5044.06	5048.3	5042.08	5042.36	1755.0
2022-01-21 01:50:00	ES	Futures	5042.93	5042.93	5036.71	5039.53	1167.0
2022-01-21 01:55:00	ES	Futures	5039.82	5043.49	5039.53	5040.95	741.0
2022-01-21 02:00:00	ES	Futures	5040.95	5042.08	5035.01	5035.57	1710.0
2022-01-21 02:05:00	ES	Futures	5035.29	5046.89	5033.59	5045.76	1622.0
2022-01-21 02:10:00	ES	Futures	5045.76	5050.85	5044.06	5049.43	2385.0
2022-01-21 02:15:00	ES	Futures	5049.43	5050.56	5046.6	5048.02	1537.0
2022-01-21 02:20:00	ES	Futures	5048.3	5053.67	5047.17	5052.26	2741.0
2022-01-21 02:25:00	ES	Futures	5052.54	5058.2	5052.26	5057.63	2674.0
2022-01-21 02:30:00	ES	Futures	5057.35	5059.05	5051.13	5051.13	2028.0
2022-01-21 02:35:00	ES	Futures	5051.13	5054.24	5047.45	5048.87	2073.0
2022-01-21 02:40:00	ES	Futures	5048.87	5053.11	5048.58	5050.56	928.0
2022-01-21 02:45:00	ES	Futures	5050.28	5053.67	5048.02	5052.83	907.0
2022-01-21 02:50:00	ES	Futures	5052.83	5055.65	5052.83	5053.39	1519.0
2022-01-21 02:55:00	ES	Futures	5053.67	5054.24	5050.0	5053.67	2007.0
2022-01-21 03:00:00	ES	Futures	5053.39	5055.09	5048.58	5052.83	4171.0
2022-01-21 03:05:00	ES	Futures	5053.11	5059.61	5052.83	5054.8	3399.0
2022-01-21 03:10:00	ES	Futures	5054.8	5055.37	5042.64	5042.93	3213.0
2022-01-21 03:15:00	ES	Futures	5042.93	5046.6	5038.68	5040.66	3540.0
2022-01-21 03:20:00	ES	Futures	5040.66	5045.19	5038.97	5043.49	2730.0
2022-01-21 03:25:00	ES	Futures	5043.49	5050.56	5042.08	5049.71	2907.0
2022-01-21 03:30:00	ES	Futures	5049.71	5054.52	5045.76	5053.67	2686.0
2022-01-21 03:35:00	ES	Futures	5053.11	5056.22	5047.45	5048.87	2134.0
2022-01-21 03:40:00	ES	Futures	5049.43	5051.13	5046.32	5047.17	1681.0
2022-01-21 03:45:00	ES	Futures	5047.17	5048.02	5039.82	5045.76	1613.0
2022-01-21 03:50:00	ES	Futures	5045.47	5053.39	5043.78	5052.54	1627.0
2022-01-21 03:55:00	ES	Futures	5052.83	5055.09	5050.85	5054.24	2245.0
2022-01-21 04:00:00	ES	Futures	5054.24	5055.37	5048.3	5051.69	2400.0
2022-01-21 04:05:00	ES	Futures	5051.69	5055.37	5045.76	5047.17	1898.0

> showing 50 of 16,201 rows — these rows as CSV

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