PREVIEW / futures_5min / 2022-03-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-04.parquet
  size:    359 KB
  rows:    16,164

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
2022-03-04 00:00:00	ES	Futures	4892.76	4897.85	4891.06	4897.57	843.0
2022-03-04 00:05:00	ES	Futures	4897.57	4898.98	4895.3	4897.85	652.0
2022-03-04 00:10:00	ES	Futures	4897.85	4903.51	4897.28	4902.37	1562.0
2022-03-04 00:15:00	ES	Futures	4902.66	4903.51	4899.55	4902.09	844.0
2022-03-04 00:20:00	ES	Futures	4902.09	4903.79	4899.55	4901.24	731.0
2022-03-04 00:25:00	ES	Futures	4901.81	4902.09	4898.7	4900.11	662.0
2022-03-04 00:30:00	ES	Futures	4899.55	4902.66	4898.13	4901.53	682.0
2022-03-04 00:35:00	ES	Futures	4900.96	4902.94	4899.55	4900.96	422.0
2022-03-04 00:40:00	ES	Futures	4900.96	4902.66	4896.15	4898.98	1048.0
2022-03-04 00:45:00	ES	Futures	4899.26	4901.24	4895.87	4898.42	835.0
2022-03-04 00:50:00	ES	Futures	4898.42	4902.66	4897.28	4902.37	966.0
2022-03-04 00:55:00	ES	Futures	4902.09	4908.03	4901.53	4906.05	1527.0
2022-03-04 01:00:00	ES	Futures	4906.05	4911.71	4903.51	4911.42	2064.0
2022-03-04 01:05:00	ES	Futures	4911.14	4919.34	4911.14	4914.82	3410.0
2022-03-04 01:10:00	ES	Futures	4914.82	4915.38	4911.99	4913.69	685.0
2022-03-04 01:15:00	ES	Futures	4913.69	4916.8	4912.56	4913.4	751.0
2022-03-04 01:20:00	ES	Futures	4913.69	4913.69	4908.88	4911.42	696.0
2022-03-04 01:25:00	ES	Futures	4911.42	4915.38	4911.42	4915.38	668.0
2022-03-04 01:30:00	ES	Futures	4914.82	4914.82	4908.31	4910.29	887.0
2022-03-04 01:35:00	ES	Futures	4910.29	4913.12	4909.44	4910.01	370.0
2022-03-04 01:40:00	ES	Futures	4910.58	4911.71	4907.18	4910.86	728.0
2022-03-04 01:45:00	ES	Futures	4910.29	4910.58	4906.05	4908.03	617.0
2022-03-04 01:50:00	ES	Futures	4908.03	4909.16	4906.33	4906.9	378.0
2022-03-04 01:55:00	ES	Futures	4906.62	4911.42	4905.49	4910.01	584.0
2022-03-04 02:00:00	ES	Futures	4910.01	4916.51	4907.18	4915.1	1552.0
2022-03-04 02:05:00	ES	Futures	4914.53	4924.43	4914.53	4919.34	2513.0
2022-03-04 02:10:00	ES	Futures	4919.63	4921.04	4913.4	4913.69	1684.0
2022-03-04 02:15:00	ES	Futures	4913.4	4915.67	4904.64	4906.05	1317.0
2022-03-04 02:20:00	ES	Futures	4906.05	4914.25	4905.77	4911.14	1224.0
2022-03-04 02:25:00	ES	Futures	4911.71	4919.63	4909.73	4916.8	1596.0
2022-03-04 02:30:00	ES	Futures	4916.8	4919.34	4914.82	4915.1	828.0
2022-03-04 02:35:00	ES	Futures	4915.67	4919.06	4910.58	4910.58	962.0
2022-03-04 02:40:00	ES	Futures	4910.86	4912.84	4908.88	4911.99	1110.0
2022-03-04 02:45:00	ES	Futures	4911.99	4916.51	4910.86	4911.71	1054.0
2022-03-04 02:50:00	ES	Futures	4911.42	4913.4	4909.73	4912.84	940.0
2022-03-04 02:55:00	ES	Futures	4911.99	4918.49	4911.14	4915.67	1345.0
2022-03-04 03:00:00	ES	Futures	4915.38	4923.3	4910.29	4911.14	4172.0
2022-03-04 03:05:00	ES	Futures	4910.86	4925.28	4908.88	4924.72	3232.0
2022-03-04 03:10:00	ES	Futures	4925.0	4931.79	4924.72	4928.67	5034.0
2022-03-04 03:15:00	ES	Futures	4928.39	4928.67	4920.19	4922.45	2781.0
2022-03-04 03:20:00	ES	Futures	4922.74	4933.48	4921.89	4926.7	3200.0
2022-03-04 03:25:00	ES	Futures	4926.41	4928.96	4920.47	4921.6	2264.0
2022-03-04 03:30:00	ES	Futures	4921.6	4921.6	4908.03	4909.73	3582.0
2022-03-04 03:35:00	ES	Futures	4910.01	4911.71	4903.79	4905.49	3243.0
2022-03-04 03:40:00	ES	Futures	4905.2	4907.75	4900.11	4902.37	3447.0
2022-03-04 03:45:00	ES	Futures	4902.66	4907.75	4900.11	4903.51	2531.0
2022-03-04 03:50:00	ES	Futures	4903.79	4905.2	4897.57	4902.94	1959.0
2022-03-04 03:55:00	ES	Futures	4903.22	4904.64	4897.57	4898.98	1723.0
2022-03-04 04:00:00	ES	Futures	4899.26	4901.24	4893.32	4895.59	3034.0
2022-03-04 04:05:00	ES	Futures	4895.87	4898.42	4890.78	4891.63	2787.0

> showing 50 of 16,164 rows — these rows as CSV

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