PREVIEW / futures_5min / 2022-01-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-01-31.parquet
  size:    367 KB
  rows:    20,269

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
2022-01-31 00:00:00	ES	Futures	5013.8	5014.93	5012.38	5012.38	449.0
2022-01-31 00:05:00	ES	Futures	5012.38	5012.95	5008.71	5008.71	847.0
2022-01-31 00:10:00	ES	Futures	5008.71	5010.97	5007.86	5009.56	662.0
2022-01-31 00:15:00	ES	Futures	5010.12	5010.69	5008.99	5009.56	497.0
2022-01-31 00:20:00	ES	Futures	5009.27	5012.67	5009.27	5011.25	471.0
2022-01-31 00:25:00	ES	Futures	5011.25	5013.23	5010.69	5012.38	302.0
2022-01-31 00:30:00	ES	Futures	5012.38	5015.21	5012.1	5014.36	610.0
2022-01-31 00:35:00	ES	Futures	5014.36	5017.76	5013.8	5016.91	551.0
2022-01-31 00:40:00	ES	Futures	5017.19	5017.19	5014.65	5016.34	322.0
2022-01-31 00:45:00	ES	Futures	5016.34	5016.34	5014.65	5015.5	310.0
2022-01-31 00:50:00	ES	Futures	5015.78	5018.04	5015.21	5016.91	782.0
2022-01-31 00:55:00	ES	Futures	5016.91	5018.04	5016.34	5016.63	499.0
2022-01-31 01:00:00	ES	Futures	5016.91	5018.32	5015.21	5017.19	1070.0
2022-01-31 01:05:00	ES	Futures	5017.47	5019.17	5016.91	5018.89	982.0
2022-01-31 01:10:00	ES	Futures	5019.17	5019.45	5014.65	5016.34	581.0
2022-01-31 01:15:00	ES	Futures	5016.34	5016.34	5014.65	5014.93	616.0
2022-01-31 01:20:00	ES	Futures	5014.93	5019.45	5013.52	5018.89	893.0
2022-01-31 01:25:00	ES	Futures	5019.17	5019.74	5015.5	5015.78	616.0
2022-01-31 01:30:00	ES	Futures	5016.06	5017.47	5014.08	5014.93	497.0
2022-01-31 01:35:00	ES	Futures	5014.93	5014.93	5010.97	5011.82	591.0
2022-01-31 01:40:00	ES	Futures	5011.82	5013.23	5010.12	5012.67	581.0
2022-01-31 01:45:00	ES	Futures	5012.67	5012.95	5011.54	5012.38	289.0
2022-01-31 01:50:00	ES	Futures	5012.38	5012.38	5008.99	5009.27	522.0
2022-01-31 01:55:00	ES	Futures	5009.27	5010.97	5008.43	5010.4	542.0
2022-01-31 02:00:00	ES	Futures	5010.12	5010.12	5003.05	5007.58	2422.0
2022-01-31 02:05:00	ES	Futures	5007.58	5008.71	5002.49	5003.33	1069.0
2022-01-31 02:10:00	ES	Futures	5003.33	5006.45	5001.07	5004.75	1476.0
2022-01-31 02:15:00	ES	Futures	5004.75	5009.56	5004.47	5008.71	1628.0
2022-01-31 02:20:00	ES	Futures	5008.43	5009.56	5002.77	5003.62	1118.0
2022-01-31 02:25:00	ES	Futures	5003.9	5007.01	5002.77	5006.45	1042.0
2022-01-31 02:30:00	ES	Futures	5006.45	5009.56	5004.18	5005.03	924.0
2022-01-31 02:35:00	ES	Futures	5004.75	5004.75	5002.2	5003.9	812.0
2022-01-31 02:40:00	ES	Futures	5004.18	5007.29	5002.77	5006.45	694.0
2022-01-31 02:45:00	ES	Futures	5006.73	5006.73	5002.77	5003.9	685.0
2022-01-31 02:50:00	ES	Futures	5003.62	5008.43	5003.33	5007.86	1106.0
2022-01-31 02:55:00	ES	Futures	5007.58	5010.97	5007.58	5009.56	2001.0
2022-01-31 03:00:00	ES	Futures	5009.56	5009.84	4997.96	4998.81	4241.0
2022-01-31 03:05:00	ES	Futures	4998.53	5001.36	4996.26	5001.07	2520.0
2022-01-31 03:10:00	ES	Futures	5000.79	5006.16	5000.51	5002.2	2392.0
2022-01-31 03:15:00	ES	Futures	5001.92	5008.14	4997.11	4997.68	2923.0
2022-01-31 03:20:00	ES	Futures	4997.4	5004.75	4994.29	4999.66	5055.0
2022-01-31 03:25:00	ES	Futures	4999.66	5004.75	4998.53	5001.64	2048.0
2022-01-31 03:30:00	ES	Futures	5001.64	5004.18	4999.94	5003.62	1291.0
2022-01-31 03:35:00	ES	Futures	5003.9	5007.58	5003.33	5007.29	1339.0
2022-01-31 03:40:00	ES	Futures	5007.29	5009.27	5004.75	5008.99	2071.0
2022-01-31 03:45:00	ES	Futures	5008.99	5010.69	5007.86	5010.4	1760.0
2022-01-31 03:50:00	ES	Futures	5010.69	5014.65	5008.14	5013.8	3645.0
2022-01-31 03:55:00	ES	Futures	5013.8	5014.93	5011.54	5014.08	1719.0
2022-01-31 04:00:00	ES	Futures	5014.36	5017.47	5012.38	5015.78	2910.0
2022-01-31 04:05:00	ES	Futures	5015.78	5016.63	5011.82	5014.93	1561.0

> showing 50 of 20,269 rows — these rows as CSV

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