PREVIEW / futures_5min / 2022-03-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-16.parquet
  size:    410 KB
  rows:    20,030

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
2022-03-16 00:00:00	ES	Futures	4816.22	4818.2	4816.22	4817.92	279.0
2022-03-16 00:05:00	ES	Futures	4817.63	4819.33	4816.78	4817.92	351.0
2022-03-16 00:10:00	ES	Futures	4817.63	4819.33	4817.63	4817.63	181.0
2022-03-16 00:15:00	ES	Futures	4817.35	4817.63	4816.22	4816.5	219.0
2022-03-16 00:20:00	ES	Futures	4816.22	4816.78	4814.52	4815.37	201.0
2022-03-16 00:25:00	ES	Futures	4815.37	4816.22	4815.08	4815.65	226.0
2022-03-16 00:30:00	ES	Futures	4815.37	4815.93	4813.95	4814.8	290.0
2022-03-16 00:35:00	ES	Futures	4814.8	4817.07	4814.52	4816.5	198.0
2022-03-16 00:40:00	ES	Futures	4816.78	4817.92	4816.22	4817.07	162.0
2022-03-16 00:45:00	ES	Futures	4817.07	4820.75	4816.78	4820.75	422.0
2022-03-16 00:50:00	ES	Futures	4820.75	4820.75	4818.77	4819.9	340.0
2022-03-16 00:55:00	ES	Futures	4820.18	4821.32	4819.33	4819.33	578.0
2022-03-16 01:00:00	ES	Futures	4819.33	4823.3	4819.33	4821.32	691.0
2022-03-16 01:05:00	ES	Futures	4821.03	4823.59	4821.03	4821.88	548.0
2022-03-16 01:10:00	ES	Futures	4822.17	4822.45	4817.92	4817.92	643.0
2022-03-16 01:15:00	ES	Futures	4818.2	4824.15	4818.2	4823.59	587.0
2022-03-16 01:20:00	ES	Futures	4823.87	4828.4	4823.59	4826.7	1157.0
2022-03-16 01:25:00	ES	Futures	4826.99	4830.1	4826.7	4830.1	1182.0
2022-03-16 01:30:00	ES	Futures	4829.82	4832.09	4825.85	4832.09	1140.0
2022-03-16 01:35:00	ES	Futures	4831.81	4834.36	4830.1	4833.79	1093.0
2022-03-16 01:40:00	ES	Futures	4833.79	4839.74	4833.22	4839.46	1818.0
2022-03-16 01:45:00	ES	Futures	4839.17	4849.66	4838.89	4844.28	3094.0
2022-03-16 01:50:00	ES	Futures	4843.99	4845.41	4838.04	4839.17	1930.0
2022-03-16 01:55:00	ES	Futures	4839.17	4840.02	4836.62	4839.74	2131.0
2022-03-16 02:00:00	ES	Futures	4839.46	4840.88	4838.04	4840.31	1016.0
2022-03-16 02:05:00	ES	Futures	4840.31	4842.86	4838.04	4840.59	1160.0
2022-03-16 02:10:00	ES	Futures	4840.31	4843.99	4839.17	4841.73	877.0
2022-03-16 02:15:00	ES	Futures	4841.73	4846.54	4840.88	4846.26	877.0
2022-03-16 02:20:00	ES	Futures	4846.26	4846.83	4843.43	4846.26	595.0
2022-03-16 02:25:00	ES	Futures	4845.98	4846.26	4842.58	4843.43	391.0
2022-03-16 02:30:00	ES	Futures	4843.43	4847.96	4842.01	4846.26	837.0
2022-03-16 02:35:00	ES	Futures	4845.98	4847.68	4844.28	4847.11	782.0
2022-03-16 02:40:00	ES	Futures	4846.83	4854.76	4843.99	4851.93	1730.0
2022-03-16 02:45:00	ES	Futures	4851.93	4856.46	4851.36	4856.18	1361.0
2022-03-16 02:50:00	ES	Futures	4855.9	4855.9	4849.66	4855.61	1367.0
2022-03-16 02:55:00	ES	Futures	4855.61	4857.31	4851.36	4856.75	750.0
2022-03-16 03:00:00	ES	Futures	4856.46	4857.6	4853.06	4855.05	1405.0
2022-03-16 03:05:00	ES	Futures	4855.05	4859.02	4853.63	4857.88	1648.0
2022-03-16 03:10:00	ES	Futures	4857.88	4862.42	4857.03	4861.57	1829.0
2022-03-16 03:15:00	ES	Futures	4861.57	4862.13	4857.03	4857.03	1271.0
2022-03-16 03:20:00	ES	Futures	4857.31	4858.45	4853.91	4854.48	1259.0
2022-03-16 03:25:00	ES	Futures	4854.2	4856.75	4853.06	4855.9	997.0
2022-03-16 03:30:00	ES	Futures	4855.9	4856.18	4850.8	4853.06	1107.0
2022-03-16 03:35:00	ES	Futures	4853.06	4860.15	4852.78	4858.45	1444.0
2022-03-16 03:40:00	ES	Futures	4858.45	4858.73	4852.5	4852.78	1427.0
2022-03-16 03:45:00	ES	Futures	4853.06	4857.6	4851.36	4857.31	1185.0
2022-03-16 03:50:00	ES	Futures	4857.31	4861.28	4856.18	4859.3	1115.0
2022-03-16 03:55:00	ES	Futures	4859.02	4862.13	4857.03	4861.28	1493.0
2022-03-16 04:00:00	ES	Futures	4861.57	4865.82	4857.03	4864.12	3833.0
2022-03-16 04:05:00	ES	Futures	4864.12	4864.68	4859.58	4862.7	2256.0

> showing 50 of 20,030 rows — these rows as CSV

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