PREVIEW / futures_5min / 2022-03-13

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-13.parquet
  size:    89 KB
  rows:    3,799

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
2022-03-13 18:00:00	ES	Futures	4769.17	4783.6	4764.37	4781.05	2344.0
2022-03-13 18:05:00	ES	Futures	4781.34	4781.9	4775.4	4777.09	758.0
2022-03-13 18:10:00	ES	Futures	4777.09	4780.77	4775.68	4779.92	492.0
2022-03-13 18:15:00	ES	Futures	4779.92	4780.49	4771.72	4772.29	1086.0
2022-03-13 18:20:00	ES	Futures	4772.0	4775.68	4771.44	4773.13	306.0
2022-03-13 18:25:00	ES	Futures	4772.85	4775.11	4767.48	4775.11	695.0
2022-03-13 18:30:00	ES	Futures	4774.55	4780.49	4773.7	4779.07	434.0
2022-03-13 18:35:00	ES	Futures	4779.07	4781.9	4772.57	4773.13	528.0
2022-03-13 18:40:00	ES	Futures	4773.13	4779.92	4773.13	4777.38	361.0
2022-03-13 18:45:00	ES	Futures	4777.94	4778.79	4771.44	4771.44	436.0
2022-03-13 18:50:00	ES	Futures	4771.15	4776.53	4771.15	4773.7	500.0
2022-03-13 18:55:00	ES	Futures	4773.7	4781.62	4773.7	4780.49	876.0
2022-03-13 19:00:00	ES	Futures	4780.49	4783.31	4778.51	4779.36	649.0
2022-03-13 19:05:00	ES	Futures	4779.36	4780.49	4777.09	4777.66	377.0
2022-03-13 19:10:00	ES	Futures	4778.22	4779.92	4775.4	4778.22	372.0
2022-03-13 19:15:00	ES	Futures	4777.94	4780.77	4775.96	4776.24	503.0
2022-03-13 19:20:00	ES	Futures	4775.96	4780.77	4774.83	4780.77	632.0
2022-03-13 19:25:00	ES	Futures	4780.49	4788.41	4780.49	4785.86	1370.0
2022-03-13 19:30:00	ES	Futures	4785.58	4787.27	4785.01	4785.58	420.0
2022-03-13 19:35:00	ES	Futures	4785.29	4785.29	4782.75	4784.16	534.0
2022-03-13 19:40:00	ES	Futures	4783.88	4784.16	4782.47	4783.03	146.0
2022-03-13 19:45:00	ES	Futures	4783.31	4790.38	4783.31	4789.25	1053.0
2022-03-13 19:50:00	ES	Futures	4788.97	4791.52	4788.69	4788.69	662.0
2022-03-13 19:55:00	ES	Futures	4788.97	4790.1	4786.71	4787.84	572.0
2022-03-13 20:00:00	ES	Futures	4787.56	4789.54	4785.01	4788.41	845.0
2022-03-13 20:05:00	ES	Futures	4788.41	4790.38	4786.14	4786.99	671.0
2022-03-13 20:10:00	ES	Futures	4786.71	4790.38	4785.58	4789.82	538.0
2022-03-13 20:15:00	ES	Futures	4789.82	4796.04	4789.82	4795.48	1472.0
2022-03-13 20:20:00	ES	Futures	4795.48	4795.76	4792.08	4792.65	586.0
2022-03-13 20:25:00	ES	Futures	4792.65	4793.21	4790.67	4790.67	515.0
2022-03-13 20:30:00	ES	Futures	4790.67	4792.08	4788.97	4790.38	642.0
2022-03-13 20:35:00	ES	Futures	4790.1	4790.1	4780.49	4781.9	992.0
2022-03-13 20:40:00	ES	Futures	4781.9	4783.03	4777.94	4781.05	733.0
2022-03-13 20:45:00	ES	Futures	4780.77	4783.6	4779.64	4781.9	404.0
2022-03-13 20:50:00	ES	Futures	4781.9	4782.47	4779.07	4781.62	322.0
2022-03-13 20:55:00	ES	Futures	4781.05	4787.84	4779.36	4784.45	533.0
2022-03-13 21:00:00	ES	Futures	4785.01	4787.27	4783.88	4785.58	549.0
2022-03-13 21:05:00	ES	Futures	4785.86	4786.14	4782.75	4784.45	377.0
2022-03-13 21:10:00	ES	Futures	4784.45	4786.14	4781.62	4782.75	368.0
2022-03-13 21:15:00	ES	Futures	4782.75	4787.56	4782.47	4785.86	540.0
2022-03-13 21:20:00	ES	Futures	4785.86	4787.56	4784.16	4785.58	487.0
2022-03-13 21:25:00	ES	Futures	4786.14	4786.43	4784.16	4785.58	219.0
2022-03-13 21:30:00	ES	Futures	4785.86	4786.43	4777.94	4778.22	798.0
2022-03-13 21:35:00	ES	Futures	4778.51	4783.03	4777.38	4781.34	657.0
2022-03-13 21:40:00	ES	Futures	4781.34	4784.16	4781.34	4783.31	375.0
2022-03-13 21:45:00	ES	Futures	4783.31	4783.6	4779.07	4779.07	400.0
2022-03-13 21:50:00	ES	Futures	4779.07	4782.75	4778.79	4781.62	392.0
2022-03-13 21:55:00	ES	Futures	4781.9	4783.6	4777.94	4780.49	574.0
2022-03-13 22:00:00	ES	Futures	4780.49	4780.49	4771.72	4772.0	952.0
2022-03-13 22:05:00	ES	Futures	4771.72	4774.83	4771.72	4772.85	388.0

> showing 50 of 3,799 rows — these rows as CSV

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