PREVIEW / futures_5min / 2022-03-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-06.parquet
  size:    101 KB
  rows:    4,218

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
2022-03-06 18:00:00	ES	Futures	4874.09	4875.51	4827.71	4834.78	11067.0
2022-03-06 18:05:00	ES	Futures	4834.78	4847.23	4833.94	4844.97	4288.0
2022-03-06 18:10:00	ES	Futures	4844.97	4847.79	4836.76	4847.23	3159.0
2022-03-06 18:15:00	ES	Futures	4847.23	4850.06	4839.88	4841.85	2108.0
2022-03-06 18:20:00	ES	Futures	4841.57	4842.7	4828.28	4834.5	4154.0
2022-03-06 18:25:00	ES	Futures	4835.07	4842.14	4831.96	4834.22	2400.0
2022-03-06 18:30:00	ES	Futures	4834.5	4842.42	4831.39	4839.59	1878.0
2022-03-06 18:35:00	ES	Futures	4839.59	4845.25	4832.81	4844.4	2243.0
2022-03-06 18:40:00	ES	Futures	4844.4	4844.68	4833.94	4834.5	1680.0
2022-03-06 18:45:00	ES	Futures	4834.5	4837.9	4830.54	4831.67	1557.0
2022-03-06 18:50:00	ES	Futures	4831.96	4832.24	4822.34	4827.15	3089.0
2022-03-06 18:55:00	ES	Futures	4827.43	4831.11	4825.17	4829.69	1319.0
2022-03-06 19:00:00	ES	Futures	4829.41	4830.83	4824.6	4829.69	2317.0
2022-03-06 19:05:00	ES	Futures	4829.98	4837.05	4829.98	4833.65	2086.0
2022-03-06 19:10:00	ES	Futures	4833.65	4836.2	4830.54	4835.35	1288.0
2022-03-06 19:15:00	ES	Futures	4834.78	4835.92	4829.13	4835.07	925.0
2022-03-06 19:20:00	ES	Futures	4835.35	4835.35	4826.58	4831.67	1649.0
2022-03-06 19:25:00	ES	Futures	4831.39	4831.67	4824.6	4828.28	2728.0
2022-03-06 19:30:00	ES	Futures	4828.85	4831.39	4821.21	4828.85	2289.0
2022-03-06 19:35:00	ES	Futures	4828.28	4828.85	4823.19	4825.17	1737.0
2022-03-06 19:40:00	ES	Futures	4825.45	4828.28	4819.51	4820.08	3084.0
2022-03-06 19:45:00	ES	Futures	4820.08	4824.32	4815.55	4820.36	3106.0
2022-03-06 19:50:00	ES	Futures	4820.93	4823.76	4816.97	4820.64	2214.0
2022-03-06 19:55:00	ES	Futures	4820.36	4823.76	4816.69	4819.8	1716.0
2022-03-06 20:00:00	ES	Futures	4820.36	4826.02	4817.82	4820.93	2073.0
2022-03-06 20:05:00	ES	Futures	4820.93	4824.89	4818.38	4822.62	1485.0
2022-03-06 20:10:00	ES	Futures	4823.47	4826.3	4820.64	4822.06	1334.0
2022-03-06 20:15:00	ES	Futures	4821.49	4822.06	4816.4	4820.93	2341.0
2022-03-06 20:20:00	ES	Futures	4821.21	4822.62	4818.66	4822.62	1352.0
2022-03-06 20:25:00	ES	Futures	4822.34	4822.91	4816.97	4818.95	1445.0
2022-03-06 20:30:00	ES	Futures	4818.66	4824.04	4811.88	4822.62	3165.0
2022-03-06 20:35:00	ES	Futures	4822.62	4823.19	4819.23	4821.49	1196.0
2022-03-06 20:40:00	ES	Futures	4821.49	4823.47	4815.55	4816.12	1927.0
2022-03-06 20:45:00	ES	Futures	4816.4	4820.64	4815.55	4819.8	1421.0
2022-03-06 20:50:00	ES	Futures	4820.08	4820.08	4815.55	4816.69	1239.0
2022-03-06 20:55:00	ES	Futures	4816.4	4818.1	4812.73	4816.4	2062.0
2022-03-06 21:00:00	ES	Futures	4816.12	4818.38	4814.14	4817.53	1200.0
2022-03-06 21:05:00	ES	Futures	4817.25	4818.38	4815.27	4818.1	695.0
2022-03-06 21:10:00	ES	Futures	4818.1	4818.1	4814.42	4815.84	789.0
2022-03-06 21:15:00	ES	Futures	4815.55	4823.47	4815.27	4818.38	2055.0
2022-03-06 21:20:00	ES	Futures	4818.38	4820.36	4816.69	4817.25	1075.0
2022-03-06 21:25:00	ES	Futures	4817.53	4819.8	4817.25	4818.1	849.0
2022-03-06 21:30:00	ES	Futures	4817.82	4820.08	4813.29	4819.51	1801.0
2022-03-06 21:35:00	ES	Futures	4819.8	4820.08	4816.12	4817.25	948.0
2022-03-06 21:40:00	ES	Futures	4817.53	4819.23	4816.4	4817.82	984.0
2022-03-06 21:45:00	ES	Futures	4817.53	4817.82	4815.55	4816.69	840.0
2022-03-06 21:50:00	ES	Futures	4816.69	4817.53	4810.46	4813.57	3591.0
2022-03-06 21:55:00	ES	Futures	4813.57	4816.12	4813.29	4814.42	707.0
2022-03-06 22:00:00	ES	Futures	4815.27	4816.12	4813.57	4814.42	606.0
2022-03-06 22:05:00	ES	Futures	4814.42	4815.84	4813.57	4815.55	524.0

> showing 50 of 4,218 rows — these rows as CSV

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