PREVIEW / futures_5min / 2022-03-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-15.parquet
  size:    388 KB
  rows:    19,649

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
2022-03-15 00:00:00	ES	Futures	4732.6	4732.88	4730.33	4732.03	397.0
2022-03-15 00:05:00	ES	Futures	4732.03	4732.03	4730.62	4730.9	125.0
2022-03-15 00:10:00	ES	Futures	4730.9	4732.03	4730.62	4731.75	268.0
2022-03-15 00:15:00	ES	Futures	4731.75	4732.03	4731.18	4732.03	158.0
2022-03-15 00:20:00	ES	Futures	4731.75	4732.03	4730.9	4731.75	146.0
2022-03-15 00:25:00	ES	Futures	4731.75	4734.3	4729.48	4729.48	683.0
2022-03-15 00:30:00	ES	Futures	4729.48	4733.73	4729.48	4732.32	337.0
2022-03-15 00:35:00	ES	Futures	4732.6	4732.88	4730.33	4732.03	337.0
2022-03-15 00:40:00	ES	Futures	4732.03	4733.45	4731.18	4732.88	258.0
2022-03-15 00:45:00	ES	Futures	4732.88	4733.73	4731.75	4732.6	270.0
2022-03-15 00:50:00	ES	Futures	4732.32	4733.73	4732.03	4733.45	373.0
2022-03-15 00:55:00	ES	Futures	4733.45	4733.73	4732.88	4732.88	214.0
2022-03-15 01:00:00	ES	Futures	4733.17	4733.45	4727.22	4728.35	1044.0
2022-03-15 01:05:00	ES	Futures	4728.92	4731.47	4728.35	4728.92	598.0
2022-03-15 01:10:00	ES	Futures	4729.2	4729.77	4726.37	4728.92	543.0
2022-03-15 01:15:00	ES	Futures	4728.92	4730.9	4726.37	4726.37	797.0
2022-03-15 01:20:00	ES	Futures	4726.37	4727.5	4723.81	4727.22	1346.0
2022-03-15 01:25:00	ES	Futures	4726.93	4727.22	4725.23	4726.93	251.0
2022-03-15 01:30:00	ES	Futures	4726.93	4729.77	4725.52	4729.2	673.0
2022-03-15 01:35:00	ES	Futures	4729.2	4730.62	4726.08	4726.65	421.0
2022-03-15 01:40:00	ES	Futures	4726.65	4729.48	4725.52	4726.65	471.0
2022-03-15 01:45:00	ES	Futures	4726.37	4727.78	4724.66	4727.5	425.0
2022-03-15 01:50:00	ES	Futures	4727.5	4728.35	4721.83	4722.68	784.0
2022-03-15 01:55:00	ES	Futures	4722.68	4725.52	4721.83	4725.23	649.0
2022-03-15 02:00:00	ES	Futures	4724.95	4725.52	4719.0	4719.85	902.0
2022-03-15 02:05:00	ES	Futures	4720.13	4724.38	4719.28	4723.53	452.0
2022-03-15 02:10:00	ES	Futures	4723.25	4727.5	4722.96	4725.8	832.0
2022-03-15 02:15:00	ES	Futures	4725.23	4726.93	4721.55	4721.83	609.0
2022-03-15 02:20:00	ES	Futures	4721.83	4726.37	4721.83	4725.52	783.0
2022-03-15 02:25:00	ES	Futures	4725.52	4726.08	4723.25	4723.53	343.0
2022-03-15 02:30:00	ES	Futures	4723.53	4724.66	4720.7	4723.25	608.0
2022-03-15 02:35:00	ES	Futures	4723.25	4725.8	4722.11	4722.96	469.0
2022-03-15 02:40:00	ES	Futures	4722.96	4724.95	4720.98	4723.25	556.0
2022-03-15 02:45:00	ES	Futures	4723.25	4723.25	4718.15	4718.43	576.0
2022-03-15 02:50:00	ES	Futures	4718.15	4719.85	4715.03	4718.15	1398.0
2022-03-15 02:55:00	ES	Futures	4718.15	4719.85	4717.3	4718.15	576.0
2022-03-15 03:00:00	ES	Futures	4718.43	4719.0	4706.52	4707.66	2368.0
2022-03-15 03:05:00	ES	Futures	4707.66	4714.46	4707.37	4711.63	1833.0
2022-03-15 03:10:00	ES	Futures	4711.34	4712.48	4689.52	4692.07	5854.0
2022-03-15 03:15:00	ES	Futures	4692.07	4699.44	4690.65	4698.3	2541.0
2022-03-15 03:20:00	ES	Futures	4698.3	4703.41	4696.04	4701.71	2399.0
2022-03-15 03:25:00	ES	Futures	4701.71	4701.99	4694.05	4694.05	1888.0
2022-03-15 03:30:00	ES	Futures	4694.34	4699.72	4691.79	4694.05	2262.0
2022-03-15 03:35:00	ES	Futures	4694.05	4697.17	4692.64	4696.04	1369.0
2022-03-15 03:40:00	ES	Futures	4696.32	4699.44	4694.34	4698.3	1520.0
2022-03-15 03:45:00	ES	Futures	4698.3	4700.86	4694.34	4697.45	1586.0
2022-03-15 03:50:00	ES	Futures	4697.17	4704.26	4696.32	4702.84	1507.0
2022-03-15 03:55:00	ES	Futures	4703.12	4706.52	4701.99	4705.67	1482.0
2022-03-15 04:00:00	ES	Futures	4705.67	4707.66	4699.44	4704.82	3726.0
2022-03-15 04:05:00	ES	Futures	4704.82	4727.22	4704.26	4714.18	7896.0

> showing 50 of 19,649 rows — these rows as CSV

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