PREVIEW / futures_5min / 2022-01-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-24.parquet
  size:    417 KB
  rows:    20,480

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
2022-01-24 00:00:00	ES	Futures	5001.64	5003.05	5000.51	5002.77	397.0
2022-01-24 00:05:00	ES	Futures	5002.77	5003.62	5001.64	5003.05	615.0
2022-01-24 00:10:00	ES	Futures	5003.05	5004.47	5002.2	5002.77	476.0
2022-01-24 00:15:00	ES	Futures	5003.05	5005.31	5002.2	5004.47	551.0
2022-01-24 00:20:00	ES	Futures	5004.75	5005.6	5004.47	5005.31	793.0
2022-01-24 00:25:00	ES	Futures	5005.31	5005.6	5004.47	5004.75	491.0
2022-01-24 00:30:00	ES	Futures	5004.75	5005.6	5002.77	5003.62	988.0
2022-01-24 00:35:00	ES	Futures	5003.9	5004.18	5002.2	5002.2	406.0
2022-01-24 00:40:00	ES	Futures	5002.49	5003.62	5001.36	5002.2	367.0
2022-01-24 00:45:00	ES	Futures	5002.2	5002.49	4999.94	5000.79	680.0
2022-01-24 00:50:00	ES	Futures	5000.79	5002.49	5000.51	5000.51	428.0
2022-01-24 00:55:00	ES	Futures	5000.79	5001.92	4999.94	5001.64	402.0
2022-01-24 01:00:00	ES	Futures	5001.36	5001.36	4996.26	4997.11	986.0
2022-01-24 01:05:00	ES	Futures	4997.11	5001.36	4997.11	5000.79	562.0
2022-01-24 01:10:00	ES	Futures	5000.79	5002.77	5000.79	5002.2	686.0
2022-01-24 01:15:00	ES	Futures	5002.49	5003.62	5001.92	5002.49	265.0
2022-01-24 01:20:00	ES	Futures	5002.49	5003.9	5001.92	5003.33	204.0
2022-01-24 01:25:00	ES	Futures	5003.62	5003.9	5002.49	5002.77	266.0
2022-01-24 01:30:00	ES	Futures	5003.05	5003.33	5002.49	5002.77	119.0
2022-01-24 01:35:00	ES	Futures	5003.05	5005.03	5001.36	5001.36	587.0
2022-01-24 01:40:00	ES	Futures	5001.36	5002.77	5000.79	5001.64	277.0
2022-01-24 01:45:00	ES	Futures	5001.64	5002.2	4999.38	4999.66	479.0
2022-01-24 01:50:00	ES	Futures	4999.94	4999.94	4996.26	4997.4	888.0
2022-01-24 01:55:00	ES	Futures	4997.4	4998.53	4996.83	4997.4	526.0
2022-01-24 02:00:00	ES	Futures	4997.68	4997.68	4988.06	4988.91	3021.0
2022-01-24 02:05:00	ES	Futures	4988.91	4992.31	4986.37	4990.89	2737.0
2022-01-24 02:10:00	ES	Futures	4990.61	4992.31	4988.91	4990.04	3049.0
2022-01-24 02:15:00	ES	Futures	4989.76	4991.17	4985.8	4985.8	4572.0
2022-01-24 02:20:00	ES	Futures	4985.8	4989.48	4984.1	4989.48	5313.0
2022-01-24 02:25:00	ES	Futures	4989.19	4994.29	4988.06	4992.02	3298.0
2022-01-24 02:30:00	ES	Futures	4992.31	4993.44	4991.17	4992.31	2820.0
2022-01-24 02:35:00	ES	Futures	4992.02	4992.31	4986.65	4986.93	2449.0
2022-01-24 02:40:00	ES	Futures	4987.21	4990.89	4986.37	4990.61	2014.0
2022-01-24 02:45:00	ES	Futures	4990.61	4991.74	4987.78	4988.35	1224.0
2022-01-24 02:50:00	ES	Futures	4988.63	4991.46	4987.5	4990.61	604.0
2022-01-24 02:55:00	ES	Futures	4990.61	4993.44	4988.63	4990.04	1957.0
2022-01-24 03:00:00	ES	Futures	4990.04	4993.44	4985.8	4992.02	3073.0
2022-01-24 03:05:00	ES	Futures	4992.31	4994.0	4987.78	4993.44	1972.0
2022-01-24 03:10:00	ES	Futures	4993.72	4999.38	4992.02	4998.53	2532.0
2022-01-24 03:15:00	ES	Futures	4998.81	5005.6	4997.11	5001.92	3933.0
2022-01-24 03:20:00	ES	Futures	5001.92	5004.75	5001.07	5001.07	2985.0
2022-01-24 03:25:00	ES	Futures	5001.07	5003.33	4997.4	5001.36	2575.0
2022-01-24 03:30:00	ES	Futures	5001.64	5003.33	4995.98	4997.68	2181.0
2022-01-24 03:35:00	ES	Futures	4997.4	4999.38	4995.42	4998.24	1736.0
2022-01-24 03:40:00	ES	Futures	4998.24	4999.94	4990.61	4991.74	1913.0
2022-01-24 03:45:00	ES	Futures	4992.31	4999.09	4991.17	4994.85	2628.0
2022-01-24 03:50:00	ES	Futures	4994.85	4995.13	4987.5	4987.78	1972.0
2022-01-24 03:55:00	ES	Futures	4987.78	4988.91	4981.84	4982.97	3804.0
2022-01-24 04:00:00	ES	Futures	4983.26	4985.24	4981.28	4984.95	4023.0
2022-01-24 04:05:00	ES	Futures	4984.67	4988.63	4981.28	4985.24	3829.0

> showing 50 of 20,480 rows — these rows as CSV

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