PREVIEW / futures_5min / 2022-03-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-08.parquet
  size:    436 KB
  rows:    20,529

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
2022-03-08 00:00:00	ES	Futures	4740.05	4740.89	4736.65	4739.76	1222.0
2022-03-08 00:05:00	ES	Futures	4739.76	4743.72	4734.39	4735.52	1599.0
2022-03-08 00:10:00	ES	Futures	4735.52	4737.5	4733.26	4736.94	949.0
2022-03-08 00:15:00	ES	Futures	4736.94	4738.35	4735.52	4736.94	476.0
2022-03-08 00:20:00	ES	Futures	4736.94	4737.22	4732.98	4733.82	591.0
2022-03-08 00:25:00	ES	Futures	4733.54	4735.52	4721.95	4722.8	3140.0
2022-03-08 00:30:00	ES	Futures	4723.08	4728.45	4722.8	4726.19	1185.0
2022-03-08 00:35:00	ES	Futures	4726.19	4727.89	4720.53	4722.8	1626.0
2022-03-08 00:40:00	ES	Futures	4722.8	4725.34	4717.42	4719.12	1639.0
2022-03-08 00:45:00	ES	Futures	4718.84	4719.68	4716.01	4717.99	1082.0
2022-03-08 00:50:00	ES	Futures	4717.99	4719.12	4716.01	4718.27	1080.0
2022-03-08 00:55:00	ES	Futures	4718.27	4719.97	4716.57	4716.86	1011.0
2022-03-08 01:00:00	ES	Futures	4716.86	4725.06	4716.86	4724.49	2526.0
2022-03-08 01:05:00	ES	Futures	4724.77	4726.19	4720.25	4720.82	1014.0
2022-03-08 01:10:00	ES	Futures	4720.82	4720.82	4711.48	4714.59	2167.0
2022-03-08 01:15:00	ES	Futures	4714.31	4715.44	4706.96	4707.24	2071.0
2022-03-08 01:20:00	ES	Futures	4707.24	4709.79	4683.49	4683.49	5471.0
2022-03-08 01:25:00	ES	Futures	4683.2	4700.17	4681.79	4692.82	4487.0
2022-03-08 01:30:00	ES	Futures	4692.82	4695.93	4688.29	4689.71	2022.0
2022-03-08 01:35:00	ES	Futures	4689.71	4693.67	4686.6	4692.54	1349.0
2022-03-08 01:40:00	ES	Futures	4692.25	4698.47	4689.42	4697.34	1429.0
2022-03-08 01:45:00	ES	Futures	4697.34	4698.47	4693.1	4698.19	1484.0
2022-03-08 01:50:00	ES	Futures	4697.91	4703.56	4697.06	4702.15	883.0
2022-03-08 01:55:00	ES	Futures	4701.87	4707.52	4701.58	4702.43	1949.0
2022-03-08 02:00:00	ES	Futures	4703.0	4703.56	4695.36	4697.06	2098.0
2022-03-08 02:05:00	ES	Futures	4697.34	4701.3	4693.95	4695.65	1124.0
2022-03-08 02:10:00	ES	Futures	4695.36	4697.06	4687.73	4689.99	2137.0
2022-03-08 02:15:00	ES	Futures	4689.71	4701.3	4686.88	4700.74	1893.0
2022-03-08 02:20:00	ES	Futures	4701.02	4705.54	4699.61	4704.13	1457.0
2022-03-08 02:25:00	ES	Futures	4704.13	4715.72	4701.58	4714.31	2664.0
2022-03-08 02:30:00	ES	Futures	4714.31	4715.72	4709.5	4711.2	2275.0
2022-03-08 02:35:00	ES	Futures	4711.2	4714.31	4709.22	4711.48	1618.0
2022-03-08 02:40:00	ES	Futures	4711.2	4721.95	4709.79	4720.25	3022.0
2022-03-08 02:45:00	ES	Futures	4720.53	4721.1	4714.03	4715.44	1796.0
2022-03-08 02:50:00	ES	Futures	4715.72	4716.29	4704.41	4708.37	1871.0
2022-03-08 02:55:00	ES	Futures	4707.81	4707.81	4699.61	4704.41	2384.0
2022-03-08 03:00:00	ES	Futures	4704.13	4720.53	4702.43	4719.97	5385.0
2022-03-08 03:05:00	ES	Futures	4719.68	4725.62	4716.86	4723.64	3755.0
2022-03-08 03:10:00	ES	Futures	4723.36	4747.68	4722.8	4746.27	6759.0
2022-03-08 03:15:00	ES	Futures	4745.98	4749.38	4736.65	4749.38	4407.0
2022-03-08 03:20:00	ES	Futures	4749.38	4762.39	4747.12	4760.97	6495.0
2022-03-08 03:25:00	ES	Futures	4760.97	4772.0	4755.88	4771.44	6661.0
2022-03-08 03:30:00	ES	Futures	4771.15	4772.0	4761.54	4762.39	4706.0
2022-03-08 03:35:00	ES	Futures	4762.1	4771.15	4760.97	4767.48	3621.0
2022-03-08 03:40:00	ES	Futures	4767.48	4773.7	4755.88	4757.01	4295.0
2022-03-08 03:45:00	ES	Futures	4756.73	4768.04	4753.05	4761.54	4240.0
2022-03-08 03:50:00	ES	Futures	4761.82	4762.67	4749.1	4755.03	4681.0
2022-03-08 03:55:00	ES	Futures	4755.32	4762.39	4751.92	4760.12	3811.0
2022-03-08 04:00:00	ES	Futures	4759.84	4772.57	4758.43	4769.74	4591.0
2022-03-08 04:05:00	ES	Futures	4769.74	4772.0	4759.56	4762.67	3432.0

> showing 50 of 20,529 rows — these rows as CSV

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