PREVIEW / futures_5min / 2022-03-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-11.parquet
  size:    319 KB
  rows:    15,391

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
2022-03-11 00:00:00	ES	Futures	4795.48	4796.04	4792.08	4794.34	474.0
2022-03-11 00:05:00	ES	Futures	4794.63	4794.63	4791.8	4792.36	775.0
2022-03-11 00:10:00	ES	Futures	4792.65	4793.21	4790.38	4792.65	372.0
2022-03-11 00:15:00	ES	Futures	4792.65	4793.5	4791.8	4792.65	416.0
2022-03-11 00:20:00	ES	Futures	4792.36	4793.5	4790.67	4792.36	422.0
2022-03-11 00:25:00	ES	Futures	4792.65	4795.19	4792.65	4794.63	411.0
2022-03-11 00:30:00	ES	Futures	4794.63	4799.15	4793.21	4798.59	472.0
2022-03-11 00:35:00	ES	Futures	4798.59	4806.22	4797.45	4805.66	913.0
2022-03-11 00:40:00	ES	Futures	4805.66	4806.22	4802.83	4803.39	562.0
2022-03-11 00:45:00	ES	Futures	4803.39	4806.5	4803.11	4805.94	352.0
2022-03-11 00:50:00	ES	Futures	4806.22	4810.75	4805.37	4809.9	671.0
2022-03-11 00:55:00	ES	Futures	4809.9	4816.12	4809.9	4812.44	913.0
2022-03-11 01:00:00	ES	Futures	4812.44	4818.95	4809.9	4818.66	986.0
2022-03-11 01:05:00	ES	Futures	4818.38	4822.34	4817.53	4820.08	827.0
2022-03-11 01:10:00	ES	Futures	4819.8	4822.06	4818.95	4820.64	310.0
2022-03-11 01:15:00	ES	Futures	4820.64	4823.47	4819.23	4821.49	810.0
2022-03-11 01:20:00	ES	Futures	4821.78	4822.62	4819.23	4819.8	350.0
2022-03-11 01:25:00	ES	Futures	4819.8	4822.91	4819.51	4821.78	456.0
2022-03-11 01:30:00	ES	Futures	4821.78	4821.78	4818.1	4818.1	231.0
2022-03-11 01:35:00	ES	Futures	4818.1	4820.08	4816.12	4819.51	640.0
2022-03-11 01:40:00	ES	Futures	4819.51	4823.76	4819.51	4822.34	531.0
2022-03-11 01:45:00	ES	Futures	4822.62	4823.76	4820.64	4823.19	797.0
2022-03-11 01:50:00	ES	Futures	4822.91	4823.47	4822.34	4823.19	256.0
2022-03-11 01:55:00	ES	Futures	4823.19	4823.47	4820.64	4821.78	841.0
2022-03-11 02:00:00	ES	Futures	4822.06	4832.52	4822.06	4830.83	2684.0
2022-03-11 02:05:00	ES	Futures	4831.39	4841.57	4831.39	4837.05	2710.0
2022-03-11 02:10:00	ES	Futures	4837.05	4840.16	4833.94	4834.78	1456.0
2022-03-11 02:15:00	ES	Futures	4835.07	4835.35	4831.67	4832.81	953.0
2022-03-11 02:20:00	ES	Futures	4832.81	4832.81	4826.58	4827.43	1268.0
2022-03-11 02:25:00	ES	Futures	4827.43	4830.26	4826.02	4829.41	721.0
2022-03-11 02:30:00	ES	Futures	4829.41	4829.41	4823.76	4824.04	1213.0
2022-03-11 02:35:00	ES	Futures	4823.76	4825.45	4819.23	4821.78	938.0
2022-03-11 02:40:00	ES	Futures	4821.78	4826.3	4821.49	4824.89	1017.0
2022-03-11 02:45:00	ES	Futures	4824.6	4828.85	4820.08	4822.06	1073.0
2022-03-11 02:50:00	ES	Futures	4821.49	4824.04	4820.64	4821.21	488.0
2022-03-11 02:55:00	ES	Futures	4821.21	4822.62	4815.84	4822.06	1318.0
2022-03-11 03:00:00	ES	Futures	4822.06	4824.04	4814.99	4815.55	3414.0
2022-03-11 03:05:00	ES	Futures	4815.84	4820.36	4811.59	4815.27	2704.0
2022-03-11 03:10:00	ES	Futures	4815.84	4821.78	4815.55	4817.53	1863.0
2022-03-11 03:15:00	ES	Futures	4817.53	4818.95	4803.68	4804.81	2447.0
2022-03-11 03:20:00	ES	Futures	4805.09	4810.18	4801.98	4808.77	3122.0
2022-03-11 03:25:00	ES	Futures	4808.48	4813.57	4805.37	4808.2	1561.0
2022-03-11 03:30:00	ES	Futures	4807.92	4813.01	4805.66	4806.79	1270.0
2022-03-11 03:35:00	ES	Futures	4806.79	4813.57	4806.79	4813.29	1359.0
2022-03-11 03:40:00	ES	Futures	4813.01	4816.4	4809.9	4814.99	1646.0
2022-03-11 03:45:00	ES	Futures	4814.99	4822.91	4814.99	4822.34	2246.0
2022-03-11 03:50:00	ES	Futures	4822.06	4823.47	4813.57	4814.14	1299.0
2022-03-11 03:55:00	ES	Futures	4814.42	4819.23	4813.57	4815.27	1394.0
2022-03-11 04:00:00	ES	Futures	4814.99	4820.36	4814.71	4818.95	1222.0
2022-03-11 04:05:00	ES	Futures	4818.95	4827.15	4818.66	4822.62	1512.0

> showing 50 of 15,391 rows — these rows as CSV

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