PREVIEW / futures_5min / 2022-01-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-28.parquet
  size:    332 KB
  rows:    16,484

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
2022-01-28 00:00:00	ES	Futures	4901.53	4902.66	4898.98	4902.37	1210.0
2022-01-28 00:05:00	ES	Futures	4902.09	4904.35	4900.11	4900.11	1428.0
2022-01-28 00:10:00	ES	Futures	4899.83	4911.71	4898.13	4909.73	3759.0
2022-01-28 00:15:00	ES	Futures	4909.44	4917.65	4909.44	4916.23	2580.0
2022-01-28 00:20:00	ES	Futures	4915.95	4919.63	4915.38	4917.36	1670.0
2022-01-28 00:25:00	ES	Futures	4917.36	4920.76	4916.8	4919.06	1400.0
2022-01-28 00:30:00	ES	Futures	4919.06	4920.47	4914.53	4914.53	1055.0
2022-01-28 00:35:00	ES	Futures	4914.53	4915.38	4910.01	4913.97	1438.0
2022-01-28 00:40:00	ES	Futures	4914.25	4916.51	4913.69	4915.67	856.0
2022-01-28 00:45:00	ES	Futures	4915.67	4915.67	4911.99	4913.97	525.0
2022-01-28 00:50:00	ES	Futures	4913.97	4917.08	4912.56	4916.8	541.0
2022-01-28 00:55:00	ES	Futures	4916.8	4919.06	4914.25	4917.08	809.0
2022-01-28 01:00:00	ES	Futures	4916.8	4922.17	4912.27	4916.51	2217.0
2022-01-28 01:05:00	ES	Futures	4916.51	4916.8	4913.4	4913.69	649.0
2022-01-28 01:10:00	ES	Futures	4913.4	4913.4	4908.6	4913.4	1387.0
2022-01-28 01:15:00	ES	Futures	4913.12	4916.51	4912.56	4914.25	743.0
2022-01-28 01:20:00	ES	Futures	4914.53	4916.8	4914.53	4916.8	532.0
2022-01-28 01:25:00	ES	Futures	4916.8	4917.36	4915.38	4916.8	656.0
2022-01-28 01:30:00	ES	Futures	4917.36	4917.36	4912.56	4915.1	785.0
2022-01-28 01:35:00	ES	Futures	4915.1	4919.06	4914.53	4917.93	881.0
2022-01-28 01:40:00	ES	Futures	4917.93	4918.49	4916.23	4916.23	571.0
2022-01-28 01:45:00	ES	Futures	4915.95	4917.08	4913.97	4917.08	593.0
2022-01-28 01:50:00	ES	Futures	4917.08	4920.19	4916.8	4919.91	817.0
2022-01-28 01:55:00	ES	Futures	4919.63	4921.04	4912.84	4913.69	1117.0
2022-01-28 02:00:00	ES	Futures	4913.12	4913.69	4904.92	4906.05	1210.0
2022-01-28 02:05:00	ES	Futures	4905.77	4914.25	4904.64	4913.4	1203.0
2022-01-28 02:10:00	ES	Futures	4913.12	4917.36	4910.01	4914.25	1001.0
2022-01-28 02:15:00	ES	Futures	4914.25	4915.95	4910.58	4913.69	796.0
2022-01-28 02:20:00	ES	Futures	4914.25	4914.25	4904.64	4906.05	1075.0
2022-01-28 02:25:00	ES	Futures	4906.05	4913.69	4904.64	4910.58	1302.0
2022-01-28 02:30:00	ES	Futures	4910.58	4911.14	4905.77	4906.05	840.0
2022-01-28 02:35:00	ES	Futures	4906.62	4910.01	4905.49	4910.01	1201.0
2022-01-28 02:40:00	ES	Futures	4910.01	4911.71	4907.18	4908.88	965.0
2022-01-28 02:45:00	ES	Futures	4908.88	4914.25	4905.77	4913.12	1670.0
2022-01-28 02:50:00	ES	Futures	4912.84	4920.76	4910.86	4919.34	2354.0
2022-01-28 02:55:00	ES	Futures	4919.63	4919.63	4912.84	4915.1	1959.0
2022-01-28 03:00:00	ES	Futures	4915.1	4915.38	4907.75	4908.31	4430.0
2022-01-28 03:05:00	ES	Futures	4908.31	4910.01	4902.09	4904.35	3011.0
2022-01-28 03:10:00	ES	Futures	4904.35	4904.35	4892.19	4892.19	3607.0
2022-01-28 03:15:00	ES	Futures	4892.19	4894.46	4885.41	4885.97	4123.0
2022-01-28 03:20:00	ES	Futures	4885.97	4886.25	4875.79	4883.43	7025.0
2022-01-28 03:25:00	ES	Futures	4883.71	4888.8	4880.32	4882.86	4472.0
2022-01-28 03:30:00	ES	Futures	4882.58	4886.82	4877.77	4883.71	3314.0
2022-01-28 03:35:00	ES	Futures	4883.71	4890.21	4882.58	4889.65	2891.0
2022-01-28 03:40:00	ES	Futures	4889.65	4891.63	4886.82	4887.39	2101.0
2022-01-28 03:45:00	ES	Futures	4887.39	4897.57	4884.84	4890.78	3217.0
2022-01-28 03:50:00	ES	Futures	4890.78	4895.3	4889.37	4894.46	2013.0
2022-01-28 03:55:00	ES	Futures	4894.74	4896.72	4887.1	4894.74	2113.0
2022-01-28 04:00:00	ES	Futures	4894.74	4897.85	4887.1	4887.95	2726.0
2022-01-28 04:05:00	ES	Futures	4887.67	4889.37	4882.3	4885.69	2249.0

> showing 50 of 16,484 rows — these rows as CSV

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