PREVIEW / futures_5min / 2022-01-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-27.parquet
  size:    405 KB
  rows:    20,644

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
2022-01-27 00:00:00	ES	Futures	4843.83	4854.02	4842.99	4853.73	2598.0
2022-01-27 00:05:00	ES	Futures	4854.02	4854.86	4848.08	4848.36	1722.0
2022-01-27 00:10:00	ES	Futures	4848.36	4848.92	4842.14	4842.7	1581.0
2022-01-27 00:15:00	ES	Futures	4842.7	4842.99	4831.39	4832.24	2900.0
2022-01-27 00:20:00	ES	Futures	4832.24	4837.33	4832.24	4834.5	1267.0
2022-01-27 00:25:00	ES	Futures	4834.78	4840.16	4833.65	4838.74	1077.0
2022-01-27 00:30:00	ES	Futures	4838.74	4850.06	4837.61	4848.36	2072.0
2022-01-27 00:35:00	ES	Futures	4848.36	4851.47	4846.38	4848.92	1445.0
2022-01-27 00:40:00	ES	Futures	4849.49	4852.32	4844.97	4850.34	1013.0
2022-01-27 00:45:00	ES	Futures	4850.62	4850.62	4845.81	4849.49	746.0
2022-01-27 00:50:00	ES	Futures	4849.21	4850.9	4843.83	4846.95	1188.0
2022-01-27 00:55:00	ES	Futures	4846.38	4849.49	4844.12	4847.79	703.0
2022-01-27 01:00:00	ES	Futures	4847.23	4851.75	4844.4	4846.38	1687.0
2022-01-27 01:05:00	ES	Futures	4846.1	4854.3	4843.27	4853.73	1670.0
2022-01-27 01:10:00	ES	Futures	4853.45	4860.52	4853.45	4857.13	2046.0
2022-01-27 01:15:00	ES	Futures	4857.13	4857.69	4850.34	4852.04	1312.0
2022-01-27 01:20:00	ES	Futures	4851.47	4853.73	4845.81	4846.38	1081.0
2022-01-27 01:25:00	ES	Futures	4846.38	4849.21	4841.01	4843.27	1760.0
2022-01-27 01:30:00	ES	Futures	4842.7	4843.83	4837.05	4839.03	1751.0
2022-01-27 01:35:00	ES	Futures	4838.46	4844.12	4835.92	4840.16	1089.0
2022-01-27 01:40:00	ES	Futures	4839.88	4842.99	4836.76	4839.59	762.0
2022-01-27 01:45:00	ES	Futures	4839.59	4839.59	4827.43	4829.41	2430.0
2022-01-27 01:50:00	ES	Futures	4829.41	4840.44	4829.13	4839.88	978.0
2022-01-27 01:55:00	ES	Futures	4840.16	4844.97	4839.03	4842.99	1399.0
2022-01-27 02:00:00	ES	Futures	4843.27	4852.04	4842.99	4851.75	1964.0
2022-01-27 02:05:00	ES	Futures	4851.75	4855.71	4846.66	4847.23	2267.0
2022-01-27 02:10:00	ES	Futures	4847.51	4862.78	4846.1	4857.13	2956.0
2022-01-27 02:15:00	ES	Futures	4857.41	4864.76	4856.56	4861.93	2363.0
2022-01-27 02:20:00	ES	Futures	4861.65	4864.76	4858.82	4859.11	1665.0
2022-01-27 02:25:00	ES	Futures	4859.11	4866.18	4856.84	4861.65	2943.0
2022-01-27 02:30:00	ES	Futures	4861.65	4868.72	4859.11	4862.5	3470.0
2022-01-27 02:35:00	ES	Futures	4862.5	4867.87	4861.93	4865.33	2024.0
2022-01-27 02:40:00	ES	Futures	4865.33	4871.55	4865.33	4870.98	2508.0
2022-01-27 02:45:00	ES	Futures	4871.27	4873.53	4862.5	4866.74	2594.0
2022-01-27 02:50:00	ES	Futures	4866.74	4872.4	4865.61	4871.83	1390.0
2022-01-27 02:55:00	ES	Futures	4871.83	4872.96	4860.24	4862.78	2446.0
2022-01-27 03:00:00	ES	Futures	4863.06	4870.42	4861.65	4869.0	6109.0
2022-01-27 03:05:00	ES	Futures	4868.72	4874.38	4864.2	4868.44	4630.0
2022-01-27 03:10:00	ES	Futures	4868.44	4879.75	4863.35	4878.62	5656.0
2022-01-27 03:15:00	ES	Futures	4878.62	4888.23	4875.23	4886.54	4332.0
2022-01-27 03:20:00	ES	Futures	4886.54	4889.93	4879.47	4880.32	3286.0
2022-01-27 03:25:00	ES	Futures	4880.32	4882.01	4875.23	4878.05	2655.0
2022-01-27 03:30:00	ES	Futures	4878.34	4880.32	4871.83	4878.05	2951.0
2022-01-27 03:35:00	ES	Futures	4877.77	4884.56	4876.64	4878.05	2016.0
2022-01-27 03:40:00	ES	Futures	4878.05	4885.12	4877.77	4883.99	1385.0
2022-01-27 03:45:00	ES	Futures	4883.99	4893.89	4881.73	4886.54	3003.0
2022-01-27 03:50:00	ES	Futures	4886.54	4892.48	4885.97	4891.91	1469.0
2022-01-27 03:55:00	ES	Futures	4892.19	4898.13	4891.91	4897.0	3281.0
2022-01-27 04:00:00	ES	Futures	4896.72	4909.16	4891.91	4899.55	7202.0
2022-01-27 04:05:00	ES	Futures	4899.83	4901.53	4893.04	4893.32	3697.0

> showing 50 of 20,644 rows — these rows as CSV

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