PREVIEW / futures_5min / 2022-01-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-23.parquet
  size:    80 KB
  rows:    4,025

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
2022-01-23 18:00:00	ES	Futures	4964.87	4970.25	4961.48	4966.0	13026.0
2022-01-23 18:05:00	ES	Futures	4966.0	4975.9	4962.61	4973.92	5313.0
2022-01-23 18:10:00	ES	Futures	4973.92	4977.03	4969.96	4975.62	5343.0
2022-01-23 18:15:00	ES	Futures	4975.34	4987.5	4975.34	4986.93	5109.0
2022-01-23 18:20:00	ES	Futures	4987.5	4989.76	4984.67	4986.08	4277.0
2022-01-23 18:25:00	ES	Futures	4985.52	4987.5	4981.56	4981.84	3917.0
2022-01-23 18:30:00	ES	Futures	4982.12	4988.35	4980.71	4985.24	3156.0
2022-01-23 18:35:00	ES	Futures	4985.24	4988.63	4985.24	4986.65	1957.0
2022-01-23 18:40:00	ES	Futures	4986.65	4988.63	4984.95	4987.78	1469.0
2022-01-23 18:45:00	ES	Futures	4987.78	4988.63	4986.08	4987.5	2229.0
2022-01-23 18:50:00	ES	Futures	4987.5	4994.29	4986.37	4992.31	3201.0
2022-01-23 18:55:00	ES	Futures	4992.02	4994.29	4988.63	4994.0	2326.0
2022-01-23 19:00:00	ES	Futures	4993.72	4994.29	4988.91	4992.02	2383.0
2022-01-23 19:05:00	ES	Futures	4991.74	4992.02	4986.37	4986.65	2211.0
2022-01-23 19:10:00	ES	Futures	4986.65	4989.76	4985.52	4988.63	1954.0
2022-01-23 19:15:00	ES	Futures	4988.91	4994.29	4987.78	4990.33	4067.0
2022-01-23 19:20:00	ES	Futures	4990.33	4993.15	4989.76	4991.74	1098.0
2022-01-23 19:25:00	ES	Futures	4992.02	4996.55	4991.17	4995.13	2062.0
2022-01-23 19:30:00	ES	Futures	4994.85	4994.85	4991.17	4991.46	1142.0
2022-01-23 19:35:00	ES	Futures	4991.74	4993.15	4985.8	4986.65	1819.0
2022-01-23 19:40:00	ES	Futures	4986.37	4990.89	4984.67	4988.35	2082.0
2022-01-23 19:45:00	ES	Futures	4988.63	4992.31	4986.37	4992.02	1374.0
2022-01-23 19:50:00	ES	Futures	4992.02	4994.29	4990.04	4992.02	1166.0
2022-01-23 19:55:00	ES	Futures	4992.02	4995.7	4991.17	4993.15	1141.0
2022-01-23 20:00:00	ES	Futures	4993.15	5001.36	4990.04	4999.09	2910.0
2022-01-23 20:05:00	ES	Futures	4999.09	5002.2	4997.4	5000.51	2581.0
2022-01-23 20:10:00	ES	Futures	5000.51	5001.36	4997.68	4998.24	1656.0
2022-01-23 20:15:00	ES	Futures	4998.24	5005.6	4995.7	5005.03	4152.0
2022-01-23 20:20:00	ES	Futures	5005.03	5005.6	5002.2	5003.05	2345.0
2022-01-23 20:25:00	ES	Futures	5003.05	5003.62	5000.79	5002.2	1347.0
2022-01-23 20:30:00	ES	Futures	5002.2	5005.6	4999.38	5004.75	2391.0
2022-01-23 20:35:00	ES	Futures	5004.75	5005.6	5002.49	5003.05	1479.0
2022-01-23 20:40:00	ES	Futures	5003.05	5005.03	4998.81	4999.94	1472.0
2022-01-23 20:45:00	ES	Futures	4999.94	5005.6	4997.11	5005.6	2279.0
2022-01-23 20:50:00	ES	Futures	5005.6	5008.14	5003.33	5006.73	2655.0
2022-01-23 20:55:00	ES	Futures	5006.73	5007.86	5003.05	5005.31	1365.0
2022-01-23 21:00:00	ES	Futures	5005.31	5008.43	5001.36	5002.77	1435.0
2022-01-23 21:05:00	ES	Futures	5002.49	5004.75	5001.64	5003.9	1154.0
2022-01-23 21:10:00	ES	Futures	5003.62	5005.6	5002.2	5004.75	959.0
2022-01-23 21:15:00	ES	Futures	5004.47	5007.86	4999.38	5000.51	1770.0
2022-01-23 21:20:00	ES	Futures	5000.51	5002.2	4997.68	4997.96	674.0
2022-01-23 21:25:00	ES	Futures	4997.96	5000.51	4995.7	4999.66	1179.0
2022-01-23 21:30:00	ES	Futures	4999.66	5001.64	4999.09	4999.09	882.0
2022-01-23 21:35:00	ES	Futures	4999.38	5003.9	4999.38	5003.62	600.0
2022-01-23 21:40:00	ES	Futures	5003.33	5004.75	5000.79	5004.47	1073.0
2022-01-23 21:45:00	ES	Futures	5004.47	5005.03	5002.77	5003.05	489.0
2022-01-23 21:50:00	ES	Futures	5002.49	5002.49	4998.81	4999.94	815.0
2022-01-23 21:55:00	ES	Futures	5000.22	5000.51	4997.68	4997.96	557.0
2022-01-23 22:00:00	ES	Futures	4997.96	5001.64	4996.26	4999.66	1230.0
2022-01-23 22:05:00	ES	Futures	4999.66	5000.79	4999.38	5000.22	493.0

> showing 50 of 4,025 rows — these rows as CSV

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