PREVIEW / futures_5min / 2022-03-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-10.parquet
  size:    377 KB
  rows:    18,615

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
2022-03-10 00:00:00	ES	Futures	4828.28	4829.41	4826.87	4827.71	716.0
2022-03-10 00:05:00	ES	Futures	4828.0	4828.28	4826.02	4826.02	483.0
2022-03-10 00:10:00	ES	Futures	4826.02	4827.15	4824.6	4825.17	537.0
2022-03-10 00:15:00	ES	Futures	4824.89	4827.15	4824.6	4826.58	1330.0
2022-03-10 00:20:00	ES	Futures	4826.87	4828.28	4825.17	4826.3	761.0
2022-03-10 00:25:00	ES	Futures	4826.02	4826.02	4824.6	4825.45	956.0
2022-03-10 00:30:00	ES	Futures	4825.73	4826.58	4824.6	4824.89	968.0
2022-03-10 00:35:00	ES	Futures	4825.17	4827.71	4825.17	4827.15	551.0
2022-03-10 00:40:00	ES	Futures	4827.43	4829.41	4826.58	4827.71	572.0
2022-03-10 00:45:00	ES	Futures	4827.43	4830.54	4827.43	4829.13	1000.0
2022-03-10 00:50:00	ES	Futures	4829.41	4831.39	4829.13	4831.11	777.0
2022-03-10 00:55:00	ES	Futures	4831.39	4832.52	4829.41	4831.11	1290.0
2022-03-10 01:00:00	ES	Futures	4831.11	4832.52	4828.85	4830.83	1160.0
2022-03-10 01:05:00	ES	Futures	4830.83	4833.94	4829.98	4833.37	1322.0
2022-03-10 01:10:00	ES	Futures	4833.37	4833.65	4829.98	4832.52	948.0
2022-03-10 01:15:00	ES	Futures	4832.81	4833.37	4830.54	4831.39	502.0
2022-03-10 01:20:00	ES	Futures	4831.11	4831.11	4828.56	4830.26	502.0
2022-03-10 01:25:00	ES	Futures	4830.26	4830.54	4826.02	4826.3	614.0
2022-03-10 01:30:00	ES	Futures	4826.58	4827.71	4824.6	4826.02	1076.0
2022-03-10 01:35:00	ES	Futures	4826.02	4830.54	4825.73	4828.56	1834.0
2022-03-10 01:40:00	ES	Futures	4828.56	4830.26	4827.15	4830.26	486.0
2022-03-10 01:45:00	ES	Futures	4829.98	4831.11	4825.73	4826.87	806.0
2022-03-10 01:50:00	ES	Futures	4826.87	4827.71	4825.45	4826.58	481.0
2022-03-10 01:55:00	ES	Futures	4826.3	4828.56	4826.3	4827.71	564.0
2022-03-10 02:00:00	ES	Futures	4827.71	4830.26	4824.89	4825.17	1363.0
2022-03-10 02:05:00	ES	Futures	4825.45	4827.71	4824.89	4826.3	1142.0
2022-03-10 02:10:00	ES	Futures	4826.3	4828.56	4824.6	4828.56	2529.0
2022-03-10 02:15:00	ES	Futures	4828.28	4829.41	4825.45	4826.87	1499.0
2022-03-10 02:20:00	ES	Futures	4827.15	4830.54	4825.73	4827.71	1000.0
2022-03-10 02:25:00	ES	Futures	4827.43	4829.41	4826.58	4828.0	898.0
2022-03-10 02:30:00	ES	Futures	4827.71	4831.39	4826.02	4828.85	1665.0
2022-03-10 02:35:00	ES	Futures	4828.85	4833.37	4826.58	4828.56	2366.0
2022-03-10 02:40:00	ES	Futures	4828.56	4829.41	4827.43	4828.85	1006.0
2022-03-10 02:45:00	ES	Futures	4828.56	4829.98	4827.71	4829.98	1262.0
2022-03-10 02:50:00	ES	Futures	4829.98	4831.11	4827.43	4829.98	1588.0
2022-03-10 02:55:00	ES	Futures	4830.26	4831.39	4828.85	4830.26	1531.0
2022-03-10 03:00:00	ES	Futures	4830.54	4835.63	4824.6	4825.45	6153.0
2022-03-10 03:05:00	ES	Futures	4825.17	4829.13	4824.6	4826.58	3057.0
2022-03-10 03:10:00	ES	Futures	4826.87	4827.43	4817.82	4818.95	7446.0
2022-03-10 03:15:00	ES	Futures	4818.95	4820.64	4817.82	4818.1	2825.0
2022-03-10 03:20:00	ES	Futures	4818.1	4820.36	4809.05	4809.62	5682.0
2022-03-10 03:25:00	ES	Futures	4809.62	4809.9	4802.55	4806.5	3769.0
2022-03-10 03:30:00	ES	Futures	4806.79	4806.79	4801.98	4805.09	4304.0
2022-03-10 03:35:00	ES	Futures	4804.81	4809.9	4804.24	4806.22	3013.0
2022-03-10 03:40:00	ES	Futures	4806.22	4811.31	4803.11	4810.18	2653.0
2022-03-10 03:45:00	ES	Futures	4810.18	4813.86	4805.66	4809.33	3661.0
2022-03-10 03:50:00	ES	Futures	4809.33	4809.33	4803.96	4805.09	2162.0
2022-03-10 03:55:00	ES	Futures	4805.09	4807.64	4802.55	4803.96	2409.0
2022-03-10 04:00:00	ES	Futures	4804.24	4824.04	4804.24	4820.64	13366.0
2022-03-10 04:05:00	ES	Futures	4820.93	4829.98	4819.8	4828.28	4524.0

> showing 50 of 18,615 rows — these rows as CSV

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