PREVIEW / futures_5min / 2022-01-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-26.parquet
  size:    405 KB
  rows:    20,510

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
2022-01-26 00:00:00	ES	Futures	4935.18	4935.46	4932.92	4933.77	462.0
2022-01-26 00:05:00	ES	Futures	4934.05	4934.61	4929.24	4931.79	632.0
2022-01-26 00:10:00	ES	Futures	4931.79	4931.79	4926.98	4927.26	680.0
2022-01-26 00:15:00	ES	Futures	4927.54	4928.96	4923.87	4924.72	977.0
2022-01-26 00:20:00	ES	Futures	4924.43	4925.0	4922.17	4923.02	604.0
2022-01-26 00:25:00	ES	Futures	4923.02	4928.96	4923.02	4928.67	530.0
2022-01-26 00:30:00	ES	Futures	4928.67	4930.65	4926.98	4928.11	784.0
2022-01-26 00:35:00	ES	Futures	4928.11	4930.37	4928.11	4928.96	250.0
2022-01-26 00:40:00	ES	Futures	4929.24	4930.09	4927.54	4928.96	234.0
2022-01-26 00:45:00	ES	Futures	4928.96	4931.22	4926.98	4930.94	325.0
2022-01-26 00:50:00	ES	Futures	4930.94	4932.63	4930.09	4932.63	527.0
2022-01-26 00:55:00	ES	Futures	4932.63	4933.77	4930.94	4931.5	497.0
2022-01-26 01:00:00	ES	Futures	4931.22	4934.9	4929.24	4934.33	688.0
2022-01-26 01:05:00	ES	Futures	4934.33	4935.46	4932.07	4932.35	447.0
2022-01-26 01:10:00	ES	Futures	4932.92	4933.2	4929.81	4930.94	353.0
2022-01-26 01:15:00	ES	Futures	4930.65	4933.2	4929.81	4932.35	433.0
2022-01-26 01:20:00	ES	Futures	4932.63	4934.9	4932.63	4933.48	477.0
2022-01-26 01:25:00	ES	Futures	4933.77	4934.05	4932.07	4933.2	221.0
2022-01-26 01:30:00	ES	Futures	4933.2	4934.05	4928.67	4930.37	651.0
2022-01-26 01:35:00	ES	Futures	4930.65	4933.77	4930.09	4933.48	364.0
2022-01-26 01:40:00	ES	Futures	4933.77	4934.05	4931.5	4932.35	236.0
2022-01-26 01:45:00	ES	Futures	4932.07	4932.35	4930.37	4932.07	244.0
2022-01-26 01:50:00	ES	Futures	4932.35	4932.35	4926.7	4927.83	501.0
2022-01-26 01:55:00	ES	Futures	4928.11	4928.67	4924.72	4927.54	1194.0
2022-01-26 02:00:00	ES	Futures	4927.54	4931.5	4922.74	4923.87	1026.0
2022-01-26 02:05:00	ES	Futures	4923.87	4924.43	4921.04	4924.43	717.0
2022-01-26 02:10:00	ES	Futures	4924.43	4925.85	4917.93	4921.04	921.0
2022-01-26 02:15:00	ES	Futures	4921.04	4921.04	4915.38	4915.67	1431.0
2022-01-26 02:20:00	ES	Futures	4915.95	4919.34	4915.38	4917.65	764.0
2022-01-26 02:25:00	ES	Futures	4917.93	4920.47	4916.23	4920.47	527.0
2022-01-26 02:30:00	ES	Futures	4920.47	4925.85	4919.91	4924.72	1624.0
2022-01-26 02:35:00	ES	Futures	4925.0	4929.81	4924.72	4929.52	896.0
2022-01-26 02:40:00	ES	Futures	4929.24	4930.37	4927.54	4929.81	587.0
2022-01-26 02:45:00	ES	Futures	4930.09	4930.65	4926.98	4928.11	666.0
2022-01-26 02:50:00	ES	Futures	4928.39	4933.77	4928.39	4933.48	716.0
2022-01-26 02:55:00	ES	Futures	4933.48	4933.77	4928.11	4929.52	936.0
2022-01-26 03:00:00	ES	Futures	4929.81	4940.55	4928.39	4940.27	3617.0
2022-01-26 03:05:00	ES	Futures	4939.99	4948.47	4939.14	4945.36	4581.0
2022-01-26 03:10:00	ES	Futures	4945.36	4952.71	4945.08	4951.3	4618.0
2022-01-26 03:15:00	ES	Futures	4950.73	4953.28	4949.89	4951.3	2261.0
2022-01-26 03:20:00	ES	Futures	4951.3	4960.35	4951.3	4955.82	4561.0
2022-01-26 03:25:00	ES	Futures	4956.11	4962.33	4955.54	4959.5	2863.0
2022-01-26 03:30:00	ES	Futures	4959.22	4964.31	4958.93	4959.5	3869.0
2022-01-26 03:35:00	ES	Futures	4959.22	4967.14	4958.93	4966.0	3012.0
2022-01-26 03:40:00	ES	Futures	4966.0	4968.55	4963.18	4965.16	2413.0
2022-01-26 03:45:00	ES	Futures	4965.16	4966.0	4958.65	4963.46	2752.0
2022-01-26 03:50:00	ES	Futures	4963.46	4964.59	4958.37	4960.07	2173.0
2022-01-26 03:55:00	ES	Futures	4960.35	4960.91	4956.96	4959.22	2066.0
2022-01-26 04:00:00	ES	Futures	4959.22	4970.25	4956.67	4964.59	5639.0
2022-01-26 04:05:00	ES	Futures	4964.31	4971.94	4963.46	4971.38	2142.0

> showing 50 of 20,510 rows — these rows as CSV

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