PREVIEW / futures_5min / 2022-03-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-01.parquet
  size:    445 KB
  rows:    20,706

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
2022-03-01 00:00:00	ES	Futures	4943.95	4944.23	4941.68	4942.53	435.0
2022-03-01 00:05:00	ES	Futures	4942.53	4942.82	4941.4	4941.68	228.0
2022-03-01 00:10:00	ES	Futures	4941.4	4941.4	4936.31	4936.88	657.0
2022-03-01 00:15:00	ES	Futures	4936.88	4937.44	4933.2	4934.05	746.0
2022-03-01 00:20:00	ES	Futures	4934.05	4936.88	4933.77	4935.46	455.0
2022-03-01 00:25:00	ES	Futures	4935.18	4938.29	4933.77	4938.01	1144.0
2022-03-01 00:30:00	ES	Futures	4937.72	4939.99	4936.59	4939.14	428.0
2022-03-01 00:35:00	ES	Futures	4939.14	4941.4	4938.86	4939.7	391.0
2022-03-01 00:40:00	ES	Futures	4939.7	4942.53	4938.86	4942.25	415.0
2022-03-01 00:45:00	ES	Futures	4942.25	4942.25	4939.14	4939.42	396.0
2022-03-01 00:50:00	ES	Futures	4939.42	4940.27	4938.57	4939.42	388.0
2022-03-01 00:55:00	ES	Futures	4939.7	4942.82	4939.7	4941.12	648.0
2022-03-01 01:00:00	ES	Futures	4941.12	4943.95	4940.27	4943.66	793.0
2022-03-01 01:05:00	ES	Futures	4943.95	4946.49	4942.53	4945.36	578.0
2022-03-01 01:10:00	ES	Futures	4945.36	4945.36	4941.68	4943.95	668.0
2022-03-01 01:15:00	ES	Futures	4944.23	4947.34	4942.82	4945.08	437.0
2022-03-01 01:20:00	ES	Futures	4945.36	4948.75	4944.79	4948.19	553.0
2022-03-01 01:25:00	ES	Futures	4948.47	4952.43	4946.21	4951.58	918.0
2022-03-01 01:30:00	ES	Futures	4951.86	4953.56	4951.3	4953.28	947.0
2022-03-01 01:35:00	ES	Futures	4953.84	4954.41	4951.3	4953.0	509.0
2022-03-01 01:40:00	ES	Futures	4953.0	4955.54	4953.0	4953.56	852.0
2022-03-01 01:45:00	ES	Futures	4953.84	4955.26	4951.02	4952.43	526.0
2022-03-01 01:50:00	ES	Futures	4952.43	4954.69	4951.02	4951.3	428.0
2022-03-01 01:55:00	ES	Futures	4951.3	4954.69	4950.73	4954.13	534.0
2022-03-01 02:00:00	ES	Futures	4954.13	4957.8	4952.15	4955.26	1480.0
2022-03-01 02:05:00	ES	Futures	4954.98	4976.19	4954.69	4973.36	5490.0
2022-03-01 02:10:00	ES	Futures	4973.64	4974.49	4966.57	4967.7	1884.0
2022-03-01 02:15:00	ES	Futures	4967.7	4971.66	4967.42	4968.83	964.0
2022-03-01 02:20:00	ES	Futures	4968.55	4971.38	4967.7	4968.83	783.0
2022-03-01 02:25:00	ES	Futures	4969.4	4970.81	4964.87	4965.44	1085.0
2022-03-01 02:30:00	ES	Futures	4965.44	4966.0	4960.63	4963.74	2239.0
2022-03-01 02:35:00	ES	Futures	4963.74	4964.87	4960.63	4964.59	909.0
2022-03-01 02:40:00	ES	Futures	4964.31	4966.0	4963.74	4964.59	799.0
2022-03-01 02:45:00	ES	Futures	4964.31	4964.87	4961.2	4962.05	927.0
2022-03-01 02:50:00	ES	Futures	4962.05	4965.16	4959.22	4959.5	997.0
2022-03-01 02:55:00	ES	Futures	4959.5	4962.89	4956.67	4962.61	1740.0
2022-03-01 03:00:00	ES	Futures	4962.33	4966.57	4957.24	4966.57	5414.0
2022-03-01 03:05:00	ES	Futures	4966.57	4973.64	4966.0	4969.4	4006.0
2022-03-01 03:10:00	ES	Futures	4969.68	4971.38	4963.46	4964.03	3300.0
2022-03-01 03:15:00	ES	Futures	4964.31	4964.59	4960.07	4962.89	2576.0
2022-03-01 03:20:00	ES	Futures	4963.46	4966.29	4947.34	4951.02	3689.0
2022-03-01 03:25:00	ES	Futures	4950.73	4955.82	4947.62	4954.98	3106.0
2022-03-01 03:30:00	ES	Futures	4954.98	4958.37	4951.3	4957.8	2418.0
2022-03-01 03:35:00	ES	Futures	4957.8	4960.63	4950.17	4952.43	2109.0
2022-03-01 03:40:00	ES	Futures	4952.43	4956.67	4947.62	4949.6	1832.0
2022-03-01 03:45:00	ES	Futures	4949.32	4952.71	4941.4	4942.25	2955.0
2022-03-01 03:50:00	ES	Futures	4942.25	4943.38	4935.46	4938.86	2620.0
2022-03-01 03:55:00	ES	Futures	4938.86	4944.51	4937.44	4942.82	2049.0
2022-03-01 04:00:00	ES	Futures	4942.53	4947.06	4940.84	4944.79	2712.0
2022-03-01 04:05:00	ES	Futures	4945.08	4945.64	4930.94	4934.61	4136.0

> showing 50 of 20,706 rows — these rows as CSV

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