PREVIEW / futures_5min / 2022-03-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-14.parquet
  size:    395 KB
  rows:    19,739

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
2022-03-14 00:00:00	ES	Futures	4773.42	4776.53	4773.42	4775.68	402.0
2022-03-14 00:05:00	ES	Futures	4775.68	4776.53	4775.4	4775.4	203.0
2022-03-14 00:10:00	ES	Futures	4775.4	4775.97	4774.83	4775.97	290.0
2022-03-14 00:15:00	ES	Futures	4776.25	4777.67	4775.68	4777.67	261.0
2022-03-14 00:20:00	ES	Futures	4777.67	4779.94	4775.68	4779.37	456.0
2022-03-14 00:25:00	ES	Futures	4779.65	4780.5	4776.82	4777.67	457.0
2022-03-14 00:30:00	ES	Futures	4777.95	4777.95	4776.82	4777.67	333.0
2022-03-14 00:35:00	ES	Futures	4777.67	4777.95	4776.53	4777.38	208.0
2022-03-14 00:40:00	ES	Futures	4777.1	4777.38	4776.53	4777.1	87.0
2022-03-14 00:45:00	ES	Futures	4777.1	4779.09	4775.68	4775.97	503.0
2022-03-14 00:50:00	ES	Futures	4775.97	4777.38	4775.97	4776.53	117.0
2022-03-14 00:55:00	ES	Futures	4776.82	4781.92	4776.25	4779.65	512.0
2022-03-14 01:00:00	ES	Futures	4779.65	4781.64	4775.12	4776.53	976.0
2022-03-14 01:05:00	ES	Futures	4776.53	4789.86	4775.68	4788.44	1201.0
2022-03-14 01:10:00	ES	Futures	4788.72	4788.72	4784.75	4788.16	850.0
2022-03-14 01:15:00	ES	Futures	4788.16	4788.72	4786.17	4786.74	622.0
2022-03-14 01:20:00	ES	Futures	4786.45	4787.87	4785.04	4785.32	513.0
2022-03-14 01:25:00	ES	Futures	4785.6	4786.74	4783.9	4785.6	415.0
2022-03-14 01:30:00	ES	Futures	4785.89	4786.17	4781.92	4783.34	392.0
2022-03-14 01:35:00	ES	Futures	4783.34	4784.47	4783.05	4783.9	121.0
2022-03-14 01:40:00	ES	Futures	4783.9	4784.19	4782.49	4783.34	155.0
2022-03-14 01:45:00	ES	Futures	4783.62	4784.19	4783.05	4783.9	162.0
2022-03-14 01:50:00	ES	Futures	4783.9	4784.75	4782.77	4784.47	297.0
2022-03-14 01:55:00	ES	Futures	4784.47	4786.74	4781.35	4781.92	470.0
2022-03-14 02:00:00	ES	Futures	4781.64	4781.64	4775.68	4777.38	1606.0
2022-03-14 02:05:00	ES	Futures	4777.38	4779.09	4775.97	4777.67	562.0
2022-03-14 02:10:00	ES	Futures	4777.95	4779.09	4777.38	4777.38	241.0
2022-03-14 02:15:00	ES	Futures	4777.67	4787.59	4775.68	4786.74	954.0
2022-03-14 02:20:00	ES	Futures	4787.02	4798.64	4781.35	4798.36	2221.0
2022-03-14 02:25:00	ES	Futures	4798.64	4800.91	4794.67	4795.24	1278.0
2022-03-14 02:30:00	ES	Futures	4795.24	4795.81	4788.16	4788.16	959.0
2022-03-14 02:35:00	ES	Futures	4788.16	4795.52	4787.87	4795.52	957.0
2022-03-14 02:40:00	ES	Futures	4795.52	4796.66	4791.27	4791.84	538.0
2022-03-14 02:45:00	ES	Futures	4791.56	4794.67	4790.71	4792.12	702.0
2022-03-14 02:50:00	ES	Futures	4792.12	4792.12	4785.04	4787.59	1051.0
2022-03-14 02:55:00	ES	Futures	4787.31	4792.69	4785.89	4792.12	744.0
2022-03-14 03:00:00	ES	Futures	4791.84	4794.11	4786.45	4791.27	1888.0
2022-03-14 03:05:00	ES	Futures	4791.56	4793.54	4785.32	4792.69	1718.0
2022-03-14 03:10:00	ES	Futures	4792.97	4793.54	4787.59	4791.27	968.0
2022-03-14 03:15:00	ES	Futures	4791.27	4794.39	4788.72	4793.82	1219.0
2022-03-14 03:20:00	ES	Futures	4793.82	4799.21	4793.54	4798.36	1756.0
2022-03-14 03:25:00	ES	Futures	4798.64	4799.49	4790.42	4792.41	1206.0
2022-03-14 03:30:00	ES	Futures	4791.84	4793.54	4788.72	4792.12	1531.0
2022-03-14 03:35:00	ES	Futures	4791.84	4797.51	4791.56	4791.84	1323.0
2022-03-14 03:40:00	ES	Futures	4792.12	4793.54	4789.01	4790.42	1050.0
2022-03-14 03:45:00	ES	Futures	4790.42	4791.56	4782.2	4782.2	1154.0
2022-03-14 03:50:00	ES	Futures	4782.2	4785.32	4780.5	4783.9	1201.0
2022-03-14 03:55:00	ES	Futures	4784.47	4786.45	4782.2	4786.45	1353.0
2022-03-14 04:00:00	ES	Futures	4786.17	4787.59	4779.37	4780.22	5274.0
2022-03-14 04:05:00	ES	Futures	4780.5	4796.94	4779.65	4795.52	4332.0

> showing 50 of 19,739 rows — these rows as CSV

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