PREVIEW / futures_5min / 2022-01-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-25.parquet
  size:    355 KB
  rows:    20,009

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
2022-01-25 00:00:00	ES	Futures	4914.25	4914.82	4906.33	4911.14	1871.0
2022-01-25 00:05:00	ES	Futures	4910.86	4919.34	4910.29	4917.36	2089.0
2022-01-25 00:10:00	ES	Futures	4917.36	4921.89	4916.51	4919.63	1259.0
2022-01-25 00:15:00	ES	Futures	4919.34	4919.63	4915.67	4917.93	692.0
2022-01-25 00:20:00	ES	Futures	4917.65	4923.58	4917.65	4922.74	1007.0
2022-01-25 00:25:00	ES	Futures	4923.02	4925.28	4919.91	4921.04	1369.0
2022-01-25 00:30:00	ES	Futures	4921.04	4930.37	4919.06	4925.28	2006.0
2022-01-25 00:35:00	ES	Futures	4925.28	4927.26	4924.43	4926.13	810.0
2022-01-25 00:40:00	ES	Futures	4925.85	4940.27	4925.56	4938.86	3417.0
2022-01-25 00:45:00	ES	Futures	4938.57	4939.42	4932.35	4932.92	972.0
2022-01-25 00:50:00	ES	Futures	4933.2	4934.33	4930.09	4931.79	838.0
2022-01-25 00:55:00	ES	Futures	4931.5	4934.33	4930.09	4931.22	870.0
2022-01-25 01:00:00	ES	Futures	4931.22	4939.7	4925.28	4926.13	1984.0
2022-01-25 01:05:00	ES	Futures	4926.13	4931.79	4924.43	4928.67	1174.0
2022-01-25 01:10:00	ES	Futures	4928.67	4930.09	4922.74	4925.0	907.0
2022-01-25 01:15:00	ES	Futures	4925.0	4934.05	4923.58	4932.92	1064.0
2022-01-25 01:20:00	ES	Futures	4932.63	4936.88	4929.52	4929.52	1776.0
2022-01-25 01:25:00	ES	Futures	4929.81	4931.5	4926.7	4927.54	783.0
2022-01-25 01:30:00	ES	Futures	4927.83	4928.11	4923.58	4927.54	957.0
2022-01-25 01:35:00	ES	Futures	4927.54	4932.63	4926.41	4930.09	800.0
2022-01-25 01:40:00	ES	Futures	4929.52	4931.5	4927.83	4929.52	620.0
2022-01-25 01:45:00	ES	Futures	4929.81	4937.44	4927.54	4936.31	1257.0
2022-01-25 01:50:00	ES	Futures	4936.59	4938.57	4933.77	4936.59	922.0
2022-01-25 01:55:00	ES	Futures	4936.03	4936.59	4930.09	4931.22	873.0
2022-01-25 02:00:00	ES	Futures	4931.5	4938.57	4926.41	4927.26	1975.0
2022-01-25 02:05:00	ES	Futures	4927.54	4928.11	4914.53	4917.08	3619.0
2022-01-25 02:10:00	ES	Futures	4916.8	4919.34	4907.75	4908.03	3213.0
2022-01-25 02:15:00	ES	Futures	4908.31	4913.12	4901.24	4907.46	4167.0
2022-01-25 02:20:00	ES	Futures	4907.18	4908.88	4896.72	4898.98	3730.0
2022-01-25 02:25:00	ES	Futures	4898.98	4908.88	4898.98	4907.18	2375.0
2022-01-25 02:30:00	ES	Futures	4906.9	4913.4	4904.92	4905.77	3663.0
2022-01-25 02:35:00	ES	Futures	4905.77	4915.67	4905.77	4913.69	2215.0
2022-01-25 02:40:00	ES	Futures	4913.4	4918.49	4912.56	4915.1	2097.0
2022-01-25 02:45:00	ES	Futures	4915.38	4920.47	4913.69	4919.34	1696.0
2022-01-25 02:50:00	ES	Futures	4919.06	4924.15	4917.36	4922.74	1586.0
2022-01-25 02:55:00	ES	Futures	4923.02	4926.13	4918.21	4925.56	1737.0
2022-01-25 03:00:00	ES	Futures	4925.56	4928.11	4916.51	4917.36	6522.0
2022-01-25 03:05:00	ES	Futures	4917.36	4920.47	4906.33	4912.27	4691.0
2022-01-25 03:10:00	ES	Futures	4912.56	4927.83	4910.86	4926.7	4539.0
2022-01-25 03:15:00	ES	Futures	4926.13	4928.96	4915.38	4920.47	4431.0
2022-01-25 03:20:00	ES	Futures	4920.76	4922.45	4907.75	4909.73	4099.0
2022-01-25 03:25:00	ES	Futures	4910.01	4911.42	4897.85	4900.11	5014.0
2022-01-25 03:30:00	ES	Futures	4900.39	4915.38	4899.83	4914.25	3579.0
2022-01-25 03:35:00	ES	Futures	4913.97	4922.74	4911.99	4920.19	2169.0
2022-01-25 03:40:00	ES	Futures	4919.91	4921.89	4916.23	4919.91	2391.0
2022-01-25 03:45:00	ES	Futures	4919.91	4921.89	4914.53	4920.76	2831.0
2022-01-25 03:50:00	ES	Futures	4920.76	4930.09	4917.08	4917.65	3570.0
2022-01-25 03:55:00	ES	Futures	4917.93	4920.47	4911.42	4912.56	2497.0
2022-01-25 04:00:00	ES	Futures	4912.56	4914.25	4906.05	4910.29	4190.0
2022-01-25 04:05:00	ES	Futures	4910.01	4917.65	4908.31	4917.65	2333.0

> showing 50 of 20,009 rows — these rows as CSV

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