PREVIEW / futures_5min / 2022-03-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-03.parquet
  size:    416 KB
  rows:    20,101

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
2022-03-03 00:00:00	ES	Futures	4957.52	4958.37	4954.69	4958.37	766.0
2022-03-03 00:05:00	ES	Futures	4958.37	4962.33	4957.8	4962.33	810.0
2022-03-03 00:10:00	ES	Futures	4962.05	4966.0	4961.48	4963.18	1431.0
2022-03-03 00:15:00	ES	Futures	4962.89	4963.18	4960.91	4961.48	557.0
2022-03-03 00:20:00	ES	Futures	4961.2	4961.48	4958.37	4959.78	634.0
2022-03-03 00:25:00	ES	Futures	4959.5	4959.5	4958.09	4958.65	536.0
2022-03-03 00:30:00	ES	Futures	4958.93	4961.48	4958.93	4960.91	447.0
2022-03-03 00:35:00	ES	Futures	4960.63	4964.59	4960.35	4964.31	467.0
2022-03-03 00:40:00	ES	Futures	4964.31	4964.87	4963.18	4964.31	322.0
2022-03-03 00:45:00	ES	Futures	4964.03	4965.44	4962.61	4962.89	477.0
2022-03-03 00:50:00	ES	Futures	4962.89	4963.74	4961.76	4963.74	285.0
2022-03-03 00:55:00	ES	Futures	4963.74	4964.59	4962.05	4962.05	315.0
2022-03-03 01:00:00	ES	Futures	4962.05	4969.12	4961.48	4968.83	1367.0
2022-03-03 01:05:00	ES	Futures	4968.55	4968.83	4964.31	4964.59	475.0
2022-03-03 01:10:00	ES	Futures	4964.59	4967.7	4964.59	4967.14	583.0
2022-03-03 01:15:00	ES	Futures	4967.7	4969.12	4965.44	4966.85	562.0
2022-03-03 01:20:00	ES	Futures	4966.85	4967.14	4964.59	4966.0	415.0
2022-03-03 01:25:00	ES	Futures	4966.29	4966.57	4962.05	4962.05	713.0
2022-03-03 01:30:00	ES	Futures	4962.33	4963.46	4960.35	4963.18	327.0
2022-03-03 01:35:00	ES	Futures	4963.18	4964.03	4962.33	4963.46	231.0
2022-03-03 01:40:00	ES	Futures	4963.46	4964.03	4961.76	4962.33	189.0
2022-03-03 01:45:00	ES	Futures	4962.61	4963.18	4961.2	4962.05	312.0
2022-03-03 01:50:00	ES	Futures	4962.33	4966.0	4962.05	4964.31	380.0
2022-03-03 01:55:00	ES	Futures	4964.31	4968.83	4963.46	4967.42	366.0
2022-03-03 02:00:00	ES	Futures	4967.7	4968.83	4962.89	4963.18	829.0
2022-03-03 02:05:00	ES	Futures	4963.46	4963.74	4959.5	4960.63	651.0
2022-03-03 02:10:00	ES	Futures	4961.2	4962.61	4960.91	4962.05	392.0
2022-03-03 02:15:00	ES	Futures	4962.61	4964.31	4960.35	4963.74	393.0
2022-03-03 02:20:00	ES	Futures	4963.46	4967.42	4963.46	4967.14	610.0
2022-03-03 02:25:00	ES	Futures	4967.14	4967.7	4960.91	4961.2	780.0
2022-03-03 02:30:00	ES	Futures	4960.91	4960.91	4955.82	4956.39	1614.0
2022-03-03 02:35:00	ES	Futures	4956.39	4956.39	4954.69	4955.26	1527.0
2022-03-03 02:40:00	ES	Futures	4955.26	4955.26	4950.17	4953.28	2540.0
2022-03-03 02:45:00	ES	Futures	4953.28	4954.13	4950.45	4953.56	1009.0
2022-03-03 02:50:00	ES	Futures	4953.56	4955.26	4950.45	4954.98	1387.0
2022-03-03 02:55:00	ES	Futures	4954.98	4955.54	4951.58	4954.69	1825.0
2022-03-03 03:00:00	ES	Futures	4954.69	4959.22	4948.47	4958.09	3766.0
2022-03-03 03:05:00	ES	Futures	4958.09	4963.46	4957.24	4960.91	2131.0
2022-03-03 03:10:00	ES	Futures	4960.91	4964.03	4958.09	4963.74	1375.0
2022-03-03 03:15:00	ES	Futures	4963.74	4967.7	4962.89	4965.72	1760.0
2022-03-03 03:20:00	ES	Futures	4965.72	4967.14	4962.61	4966.0	1521.0
2022-03-03 03:25:00	ES	Futures	4966.29	4966.85	4960.35	4960.35	1023.0
2022-03-03 03:30:00	ES	Futures	4960.35	4960.91	4954.13	4954.98	1261.0
2022-03-03 03:35:00	ES	Futures	4954.98	4954.98	4945.08	4947.06	3196.0
2022-03-03 03:40:00	ES	Futures	4947.34	4947.62	4942.82	4943.38	3004.0
2022-03-03 03:45:00	ES	Futures	4943.38	4945.08	4942.82	4943.95	2448.0
2022-03-03 03:50:00	ES	Futures	4944.23	4948.47	4943.38	4948.19	1399.0
2022-03-03 03:55:00	ES	Futures	4948.19	4951.58	4945.08	4950.45	1287.0
2022-03-03 04:00:00	ES	Futures	4950.73	4953.56	4949.6	4951.3	1599.0
2022-03-03 04:05:00	ES	Futures	4951.58	4953.0	4946.21	4946.49	1278.0

> showing 50 of 20,101 rows — these rows as CSV

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