PREVIEW / futures_5min / 2022-01-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-30.parquet
  size:    86 KB
  rows:    4,113

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
2022-01-30 18:00:00	ES	Futures	5003.9	5008.71	4993.15	4995.98	6030.0
2022-01-30 18:05:00	ES	Futures	4995.98	5002.77	4994.85	4999.66	2160.0
2022-01-30 18:10:00	ES	Futures	4999.66	5000.51	4992.59	4994.0	1524.0
2022-01-30 18:15:00	ES	Futures	4993.72	4995.7	4986.65	4989.19	2161.0
2022-01-30 18:20:00	ES	Futures	4989.19	4991.17	4986.37	4989.76	1464.0
2022-01-30 18:25:00	ES	Futures	4989.76	4994.85	4988.06	4994.57	1218.0
2022-01-30 18:30:00	ES	Futures	4994.57	4995.42	4990.04	4991.46	1338.0
2022-01-30 18:35:00	ES	Futures	4991.74	4991.74	4985.52	4986.37	1550.0
2022-01-30 18:40:00	ES	Futures	4986.37	4991.46	4985.52	4985.8	1540.0
2022-01-30 18:45:00	ES	Futures	4985.8	4985.8	4980.43	4984.1	2033.0
2022-01-30 18:50:00	ES	Futures	4983.82	4989.19	4983.54	4987.78	964.0
2022-01-30 18:55:00	ES	Futures	4987.78	4991.46	4986.08	4991.46	919.0
2022-01-30 19:00:00	ES	Futures	4991.46	4992.02	4984.39	4987.5	1572.0
2022-01-30 19:05:00	ES	Futures	4987.78	4989.48	4983.26	4985.24	1361.0
2022-01-30 19:10:00	ES	Futures	4984.95	4992.31	4984.95	4991.74	1450.0
2022-01-30 19:15:00	ES	Futures	4991.74	4997.11	4990.89	4993.15	1749.0
2022-01-30 19:20:00	ES	Futures	4993.44	4996.55	4987.21	4987.78	1602.0
2022-01-30 19:25:00	ES	Futures	4988.06	4995.98	4988.06	4995.98	1046.0
2022-01-30 19:30:00	ES	Futures	4995.98	4997.11	4993.44	4996.55	989.0
2022-01-30 19:35:00	ES	Futures	4996.26	5000.79	4994.57	4994.85	1780.0
2022-01-30 19:40:00	ES	Futures	4994.85	4995.13	4990.61	4992.87	1009.0
2022-01-30 19:45:00	ES	Futures	4993.15	4994.85	4992.02	4992.31	529.0
2022-01-30 19:50:00	ES	Futures	4992.31	4994.29	4989.48	4991.74	814.0
2022-01-30 19:55:00	ES	Futures	4991.46	4993.15	4987.5	4988.06	1028.0
2022-01-30 20:00:00	ES	Futures	4988.35	4994.29	4987.5	4991.46	1251.0
2022-01-30 20:05:00	ES	Futures	4991.17	4997.11	4989.48	4994.57	1087.0
2022-01-30 20:10:00	ES	Futures	4994.57	4995.42	4989.76	4992.02	707.0
2022-01-30 20:15:00	ES	Futures	4992.31	4992.59	4985.52	4987.78	1595.0
2022-01-30 20:20:00	ES	Futures	4987.5	4990.04	4986.65	4988.35	952.0
2022-01-30 20:25:00	ES	Futures	4988.63	4992.02	4987.78	4990.33	593.0
2022-01-30 20:30:00	ES	Futures	4990.33	4993.15	4988.06	4989.76	886.0
2022-01-30 20:35:00	ES	Futures	4990.04	4992.87	4988.91	4990.04	623.0
2022-01-30 20:40:00	ES	Futures	4990.33	4995.42	4990.04	4994.85	680.0
2022-01-30 20:45:00	ES	Futures	4994.85	4997.96	4991.46	4996.26	1263.0
2022-01-30 20:50:00	ES	Futures	4996.26	4997.96	4995.13	4995.13	688.0
2022-01-30 20:55:00	ES	Futures	4995.13	4997.4	4994.29	4995.42	712.0
2022-01-30 21:00:00	ES	Futures	4995.42	4997.11	4994.29	4995.98	702.0
2022-01-30 21:05:00	ES	Futures	4995.7	4997.4	4994.29	4997.11	663.0
2022-01-30 21:10:00	ES	Futures	4997.4	5003.62	4997.4	5001.36	2183.0
2022-01-30 21:15:00	ES	Futures	5001.64	5010.12	5000.79	5006.45	2663.0
2022-01-30 21:20:00	ES	Futures	5006.16	5006.45	5004.47	5005.03	746.0
2022-01-30 21:25:00	ES	Futures	5005.31	5007.01	5002.49	5003.05	781.0
2022-01-30 21:30:00	ES	Futures	5002.77	5005.88	5002.77	5003.05	625.0
2022-01-30 21:35:00	ES	Futures	5002.77	5003.62	5001.64	5002.49	652.0
2022-01-30 21:40:00	ES	Futures	5002.49	5004.47	5001.64	5003.33	544.0
2022-01-30 21:45:00	ES	Futures	5003.33	5005.88	5003.33	5005.31	593.0
2022-01-30 21:50:00	ES	Futures	5005.31	5011.25	5004.75	5008.71	1892.0
2022-01-30 21:55:00	ES	Futures	5008.71	5012.67	5008.14	5009.84	1763.0
2022-01-30 22:00:00	ES	Futures	5009.84	5011.25	5008.99	5010.69	454.0
2022-01-30 22:05:00	ES	Futures	5010.69	5011.54	5009.27	5009.84	599.0

> showing 50 of 4,113 rows — these rows as CSV

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