PREVIEW / futures_5min / 2022-03-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-02.parquet
  size:    422 KB
  rows:    20,376

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
2022-03-02 00:00:00	ES	Futures	4885.69	4886.25	4883.71	4884.84	441.0
2022-03-02 00:05:00	ES	Futures	4884.84	4886.25	4883.99	4885.41	301.0
2022-03-02 00:10:00	ES	Futures	4885.69	4886.25	4884.56	4884.84	364.0
2022-03-02 00:15:00	ES	Futures	4885.12	4893.04	4883.71	4891.35	1959.0
2022-03-02 00:20:00	ES	Futures	4891.06	4891.06	4887.67	4887.67	583.0
2022-03-02 00:25:00	ES	Futures	4887.67	4891.63	4887.67	4891.35	576.0
2022-03-02 00:30:00	ES	Futures	4891.63	4893.32	4889.65	4890.21	566.0
2022-03-02 00:35:00	ES	Futures	4890.21	4891.06	4888.52	4890.21	449.0
2022-03-02 00:40:00	ES	Futures	4890.78	4891.35	4886.54	4887.95	593.0
2022-03-02 00:45:00	ES	Futures	4887.95	4890.78	4887.39	4888.52	485.0
2022-03-02 00:50:00	ES	Futures	4888.52	4891.35	4887.95	4890.5	611.0
2022-03-02 00:55:00	ES	Futures	4890.21	4890.78	4885.69	4885.69	429.0
2022-03-02 01:00:00	ES	Futures	4885.69	4888.23	4881.45	4882.58	1182.0
2022-03-02 01:05:00	ES	Futures	4882.86	4885.97	4882.86	4883.99	618.0
2022-03-02 01:10:00	ES	Futures	4883.99	4887.1	4882.86	4884.56	439.0
2022-03-02 01:15:00	ES	Futures	4884.28	4888.23	4883.43	4886.25	450.0
2022-03-02 01:20:00	ES	Futures	4886.25	4886.82	4879.18	4879.47	735.0
2022-03-02 01:25:00	ES	Futures	4879.47	4881.16	4878.34	4879.18	432.0
2022-03-02 01:30:00	ES	Futures	4879.18	4881.73	4878.9	4881.73	326.0
2022-03-02 01:35:00	ES	Futures	4881.73	4882.58	4878.9	4880.88	718.0
2022-03-02 01:40:00	ES	Futures	4881.16	4881.16	4876.36	4878.62	849.0
2022-03-02 01:45:00	ES	Futures	4878.62	4878.9	4874.09	4875.23	598.0
2022-03-02 01:50:00	ES	Futures	4875.23	4876.64	4869.85	4871.27	1373.0
2022-03-02 01:55:00	ES	Futures	4871.55	4871.55	4865.33	4869.57	1812.0
2022-03-02 02:00:00	ES	Futures	4869.29	4872.68	4854.86	4855.99	2916.0
2022-03-02 02:05:00	ES	Futures	4856.28	4858.54	4848.92	4850.9	2829.0
2022-03-02 02:10:00	ES	Futures	4850.9	4855.71	4845.53	4846.1	2068.0
2022-03-02 02:15:00	ES	Futures	4846.38	4850.34	4840.44	4842.14	3524.0
2022-03-02 02:20:00	ES	Futures	4842.14	4846.1	4839.59	4842.7	2530.0
2022-03-02 02:25:00	ES	Futures	4842.42	4850.62	4841.85	4848.64	1944.0
2022-03-02 02:30:00	ES	Futures	4848.64	4858.54	4847.79	4857.69	2535.0
2022-03-02 02:35:00	ES	Futures	4857.69	4858.54	4853.73	4855.99	1771.0
2022-03-02 02:40:00	ES	Futures	4856.28	4857.69	4853.17	4856.84	1297.0
2022-03-02 02:45:00	ES	Futures	4857.13	4859.39	4850.34	4856.28	2978.0
2022-03-02 02:50:00	ES	Futures	4855.99	4858.54	4847.51	4853.17	2617.0
2022-03-02 02:55:00	ES	Futures	4852.88	4857.97	4850.9	4857.69	1748.0
2022-03-02 03:00:00	ES	Futures	4857.69	4867.31	4856.84	4859.39	6501.0
2022-03-02 03:05:00	ES	Futures	4858.82	4861.37	4847.51	4850.62	4201.0
2022-03-02 03:10:00	ES	Futures	4850.34	4863.91	4850.06	4861.37	3755.0
2022-03-02 03:15:00	ES	Futures	4861.65	4874.38	4859.95	4873.81	4896.0
2022-03-02 03:20:00	ES	Futures	4873.81	4883.14	4870.7	4882.3	4966.0
2022-03-02 03:25:00	ES	Futures	4882.58	4883.71	4877.2	4877.77	3616.0
2022-03-02 03:30:00	ES	Futures	4877.49	4881.73	4875.79	4878.05	2325.0
2022-03-02 03:35:00	ES	Futures	4878.34	4881.16	4871.83	4876.36	2863.0
2022-03-02 03:40:00	ES	Futures	4876.36	4878.9	4865.89	4867.31	4503.0
2022-03-02 03:45:00	ES	Futures	4867.31	4870.7	4862.78	4866.74	2279.0
2022-03-02 03:50:00	ES	Futures	4866.74	4870.98	4858.82	4860.24	3157.0
2022-03-02 03:55:00	ES	Futures	4860.52	4863.91	4857.69	4860.8	2856.0
2022-03-02 04:00:00	ES	Futures	4860.8	4861.65	4854.3	4857.69	2982.0
2022-03-02 04:05:00	ES	Futures	4857.69	4869.0	4856.84	4868.44	2363.0

> showing 50 of 20,376 rows — these rows as CSV

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