PREVIEW / futures_5min / 2022-03-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-09.parquet
  size:    430 KB
  rows:    20,155

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
2022-03-09 00:00:00	ES	Futures	4741.74	4741.74	4735.52	4736.65	1074.0
2022-03-09 00:05:00	ES	Futures	4736.65	4737.78	4735.8	4735.8	291.0
2022-03-09 00:10:00	ES	Futures	4735.8	4738.35	4734.39	4735.24	611.0
2022-03-09 00:15:00	ES	Futures	4735.52	4735.8	4729.3	4732.69	1004.0
2022-03-09 00:20:00	ES	Futures	4732.69	4735.52	4732.13	4734.67	408.0
2022-03-09 00:25:00	ES	Futures	4734.39	4743.72	4733.26	4740.89	1373.0
2022-03-09 00:30:00	ES	Futures	4740.61	4741.74	4732.98	4732.98	902.0
2022-03-09 00:35:00	ES	Futures	4732.69	4734.11	4722.8	4723.36	1445.0
2022-03-09 00:40:00	ES	Futures	4723.36	4727.89	4722.8	4725.62	691.0
2022-03-09 00:45:00	ES	Futures	4726.19	4727.6	4719.12	4720.25	1068.0
2022-03-09 00:50:00	ES	Futures	4720.25	4723.08	4717.7	4721.38	729.0
2022-03-09 00:55:00	ES	Futures	4721.66	4726.75	4720.82	4725.62	1008.0
2022-03-09 01:00:00	ES	Futures	4725.91	4731.28	4725.34	4726.47	1033.0
2022-03-09 01:05:00	ES	Futures	4726.75	4735.8	4725.62	4734.96	734.0
2022-03-09 01:10:00	ES	Futures	4734.96	4738.07	4732.98	4732.98	694.0
2022-03-09 01:15:00	ES	Futures	4733.54	4738.91	4733.54	4736.94	493.0
2022-03-09 01:20:00	ES	Futures	4736.94	4740.05	4733.54	4733.54	492.0
2022-03-09 01:25:00	ES	Futures	4733.26	4736.65	4730.15	4736.65	605.0
2022-03-09 01:30:00	ES	Futures	4736.65	4742.31	4732.98	4741.74	809.0
2022-03-09 01:35:00	ES	Futures	4742.03	4745.42	4733.26	4733.26	1657.0
2022-03-09 01:40:00	ES	Futures	4733.54	4733.82	4728.73	4731.56	751.0
2022-03-09 01:45:00	ES	Futures	4731.28	4734.11	4727.32	4729.02	714.0
2022-03-09 01:50:00	ES	Futures	4728.73	4740.89	4728.45	4736.94	858.0
2022-03-09 01:55:00	ES	Futures	4736.65	4741.46	4736.65	4738.63	488.0
2022-03-09 02:00:00	ES	Futures	4738.35	4740.61	4729.3	4736.65	1182.0
2022-03-09 02:05:00	ES	Futures	4736.65	4744.57	4736.65	4742.59	1069.0
2022-03-09 02:10:00	ES	Futures	4742.87	4745.42	4740.61	4742.31	1074.0
2022-03-09 02:15:00	ES	Futures	4742.59	4748.53	4742.31	4747.4	2506.0
2022-03-09 02:20:00	ES	Futures	4747.12	4751.08	4746.55	4749.38	2360.0
2022-03-09 02:25:00	ES	Futures	4749.38	4766.91	4749.1	4766.06	5381.0
2022-03-09 02:30:00	ES	Futures	4766.06	4768.89	4758.43	4762.39	3450.0
2022-03-09 02:35:00	ES	Futures	4762.1	4765.22	4758.71	4765.22	2025.0
2022-03-09 02:40:00	ES	Futures	4765.22	4767.48	4759.28	4760.69	2141.0
2022-03-09 02:45:00	ES	Futures	4760.69	4763.52	4756.45	4763.24	2339.0
2022-03-09 02:50:00	ES	Futures	4763.24	4770.31	4762.1	4766.91	2110.0
2022-03-09 02:55:00	ES	Futures	4766.91	4769.46	4762.39	4769.17	2320.0
2022-03-09 03:00:00	ES	Futures	4769.17	4769.17	4753.05	4753.62	5718.0
2022-03-09 03:05:00	ES	Futures	4753.34	4766.06	4748.25	4765.22	4600.0
2022-03-09 03:10:00	ES	Futures	4765.22	4772.29	4764.08	4769.46	3085.0
2022-03-09 03:15:00	ES	Futures	4769.46	4769.74	4756.45	4762.67	3636.0
2022-03-09 03:20:00	ES	Futures	4762.67	4768.04	4758.71	4760.12	2714.0
2022-03-09 03:25:00	ES	Futures	4759.84	4763.52	4753.62	4754.47	1934.0
2022-03-09 03:30:00	ES	Futures	4754.47	4766.91	4753.62	4762.67	3152.0
2022-03-09 03:35:00	ES	Futures	4762.39	4763.8	4756.17	4761.82	1749.0
2022-03-09 03:40:00	ES	Futures	4761.54	4770.02	4760.97	4768.04	1931.0
2022-03-09 03:45:00	ES	Futures	4768.33	4770.02	4764.93	4768.89	2168.0
2022-03-09 03:50:00	ES	Futures	4768.89	4774.55	4766.91	4771.44	2306.0
2022-03-09 03:55:00	ES	Futures	4771.44	4773.7	4770.02	4772.0	2750.0
2022-03-09 04:00:00	ES	Futures	4772.29	4779.64	4772.0	4775.96	3110.0
2022-03-09 04:05:00	ES	Futures	4775.68	4779.07	4772.57	4774.55	1808.0

> showing 50 of 20,155 rows — these rows as CSV

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