PREVIEW / futures_5min / 2022-03-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-07.parquet
  size:    435 KB
  rows:    20,150

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
2022-03-07 00:00:00	ES	Futures	4837.05	4838.18	4835.07	4835.35	830.0
2022-03-07 00:05:00	ES	Futures	4835.63	4837.33	4834.78	4836.76	419.0
2022-03-07 00:10:00	ES	Futures	4836.76	4841.01	4836.76	4838.46	770.0
2022-03-07 00:15:00	ES	Futures	4838.74	4851.75	4838.46	4848.36	4811.0
2022-03-07 00:20:00	ES	Futures	4848.36	4856.28	4847.23	4847.51	3821.0
2022-03-07 00:25:00	ES	Futures	4847.23	4848.92	4839.88	4841.85	1679.0
2022-03-07 00:30:00	ES	Futures	4841.85	4842.14	4832.52	4834.78	1996.0
2022-03-07 00:35:00	ES	Futures	4834.78	4835.07	4831.11	4833.09	946.0
2022-03-07 00:40:00	ES	Futures	4832.81	4834.22	4827.43	4829.13	1250.0
2022-03-07 00:45:00	ES	Futures	4829.13	4831.96	4828.56	4829.98	773.0
2022-03-07 00:50:00	ES	Futures	4829.98	4832.52	4828.85	4831.39	498.0
2022-03-07 00:55:00	ES	Futures	4831.39	4834.5	4831.39	4832.81	861.0
2022-03-07 01:00:00	ES	Futures	4832.24	4833.65	4822.62	4829.41	2639.0
2022-03-07 01:05:00	ES	Futures	4829.41	4836.2	4828.56	4833.94	1130.0
2022-03-07 01:10:00	ES	Futures	4834.5	4835.92	4832.52	4833.65	550.0
2022-03-07 01:15:00	ES	Futures	4833.94	4835.92	4827.43	4829.13	940.0
2022-03-07 01:20:00	ES	Futures	4829.13	4830.54	4826.02	4828.28	927.0
2022-03-07 01:25:00	ES	Futures	4828.28	4835.07	4828.0	4834.78	604.0
2022-03-07 01:30:00	ES	Futures	4834.5	4839.88	4833.65	4838.74	1297.0
2022-03-07 01:35:00	ES	Futures	4838.18	4838.74	4833.65	4833.65	648.0
2022-03-07 01:40:00	ES	Futures	4833.37	4834.5	4831.11	4832.24	618.0
2022-03-07 01:45:00	ES	Futures	4831.96	4839.59	4831.39	4839.31	691.0
2022-03-07 01:50:00	ES	Futures	4839.88	4841.29	4836.2	4837.05	927.0
2022-03-07 01:55:00	ES	Futures	4837.05	4840.16	4836.76	4839.88	757.0
2022-03-07 02:00:00	ES	Futures	4839.88	4842.7	4831.11	4832.52	2234.0
2022-03-07 02:05:00	ES	Futures	4832.81	4843.55	4829.69	4839.31	2464.0
2022-03-07 02:10:00	ES	Futures	4839.31	4844.4	4837.61	4842.99	1147.0
2022-03-07 02:15:00	ES	Futures	4843.55	4848.92	4841.85	4843.83	1765.0
2022-03-07 02:20:00	ES	Futures	4843.83	4846.95	4842.14	4842.99	849.0
2022-03-07 02:25:00	ES	Futures	4843.27	4846.66	4840.44	4842.14	1018.0
2022-03-07 02:30:00	ES	Futures	4841.57	4842.42	4835.35	4837.33	1301.0
2022-03-07 02:35:00	ES	Futures	4836.76	4837.05	4826.3	4827.15	1677.0
2022-03-07 02:40:00	ES	Futures	4827.43	4827.43	4818.95	4821.78	2802.0
2022-03-07 02:45:00	ES	Futures	4821.78	4826.3	4819.23	4820.36	1802.0
2022-03-07 02:50:00	ES	Futures	4820.08	4821.78	4813.29	4814.14	2523.0
2022-03-07 02:55:00	ES	Futures	4814.14	4817.53	4809.33	4814.71	3262.0
2022-03-07 03:00:00	ES	Futures	4814.42	4827.43	4814.14	4820.64	7483.0
2022-03-07 03:05:00	ES	Futures	4820.64	4831.67	4820.36	4825.73	5013.0
2022-03-07 03:10:00	ES	Futures	4826.02	4828.56	4815.84	4819.51	2992.0
2022-03-07 03:15:00	ES	Futures	4819.23	4824.32	4803.39	4810.75	5639.0
2022-03-07 03:20:00	ES	Futures	4810.75	4811.03	4798.59	4799.15	6741.0
2022-03-07 03:25:00	ES	Futures	4798.59	4806.22	4797.74	4801.98	3807.0
2022-03-07 03:30:00	ES	Futures	4801.98	4802.83	4794.06	4802.83	4899.0
2022-03-07 03:35:00	ES	Futures	4801.98	4816.69	4800.0	4810.75	4641.0
2022-03-07 03:40:00	ES	Futures	4811.03	4813.29	4803.11	4805.09	1955.0
2022-03-07 03:45:00	ES	Futures	4805.09	4813.86	4803.68	4806.79	2316.0
2022-03-07 03:50:00	ES	Futures	4806.79	4815.84	4805.94	4813.01	1938.0
2022-03-07 03:55:00	ES	Futures	4813.29	4823.76	4813.01	4817.82	2770.0
2022-03-07 04:00:00	ES	Futures	4817.82	4823.76	4817.25	4818.38	3361.0
2022-03-07 04:05:00	ES	Futures	4818.95	4833.65	4818.66	4831.11	3880.0

> showing 50 of 20,150 rows — these rows as CSV

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