PREVIEW / futures_5min / 2022-03-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-17.parquet
  size:    383 KB
  rows:    19,789

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
2022-03-17 00:00:00	ES	Futures	4922.79	4922.79	4917.69	4919.39	710.0
2022-03-17 00:05:00	ES	Futures	4919.67	4921.66	4919.1	4921.37	274.0
2022-03-17 00:10:00	ES	Futures	4921.37	4922.22	4921.09	4921.94	246.0
2022-03-17 00:15:00	ES	Futures	4921.94	4923.36	4921.66	4922.79	264.0
2022-03-17 00:20:00	ES	Futures	4923.07	4923.92	4919.96	4921.66	363.0
2022-03-17 00:25:00	ES	Futures	4921.66	4921.66	4919.67	4921.09	293.0
2022-03-17 00:30:00	ES	Futures	4921.09	4929.59	4920.52	4926.47	1659.0
2022-03-17 00:35:00	ES	Futures	4926.76	4927.61	4924.49	4924.49	618.0
2022-03-17 00:40:00	ES	Futures	4924.49	4927.89	4924.49	4927.32	366.0
2022-03-17 00:45:00	ES	Futures	4927.04	4927.61	4925.91	4925.91	248.0
2022-03-17 00:50:00	ES	Futures	4925.91	4929.03	4925.91	4928.46	521.0
2022-03-17 00:55:00	ES	Futures	4928.74	4929.31	4927.32	4927.89	392.0
2022-03-17 01:00:00	ES	Futures	4927.61	4929.03	4924.21	4925.34	628.0
2022-03-17 01:05:00	ES	Futures	4925.06	4926.19	4923.64	4925.06	442.0
2022-03-17 01:10:00	ES	Futures	4925.06	4932.43	4924.21	4930.73	732.0
2022-03-17 01:15:00	ES	Futures	4930.73	4931.58	4927.04	4931.01	748.0
2022-03-17 01:20:00	ES	Futures	4931.29	4932.14	4925.62	4926.47	778.0
2022-03-17 01:25:00	ES	Futures	4926.47	4926.47	4923.92	4925.06	387.0
2022-03-17 01:30:00	ES	Futures	4924.77	4927.04	4923.92	4925.34	510.0
2022-03-17 01:35:00	ES	Futures	4925.34	4926.76	4923.07	4926.19	419.0
2022-03-17 01:40:00	ES	Futures	4926.19	4929.03	4923.92	4927.89	552.0
2022-03-17 01:45:00	ES	Futures	4927.61	4928.46	4925.34	4927.04	522.0
2022-03-17 01:50:00	ES	Futures	4927.32	4928.74	4925.91	4926.19	371.0
2022-03-17 01:55:00	ES	Futures	4926.47	4927.89	4924.49	4926.19	739.0
2022-03-17 02:00:00	ES	Futures	4926.19	4930.44	4924.49	4926.47	1101.0
2022-03-17 02:05:00	ES	Futures	4926.19	4929.59	4926.19	4929.03	443.0
2022-03-17 02:10:00	ES	Futures	4929.03	4930.16	4925.91	4927.04	365.0
2022-03-17 02:15:00	ES	Futures	4927.04	4928.17	4925.62	4927.89	433.0
2022-03-17 02:20:00	ES	Futures	4927.89	4932.43	4927.04	4932.43	794.0
2022-03-17 02:25:00	ES	Futures	4932.14	4932.71	4929.88	4931.29	615.0
2022-03-17 02:30:00	ES	Futures	4931.29	4932.43	4928.74	4931.86	515.0
2022-03-17 02:35:00	ES	Futures	4931.58	4933.56	4931.58	4932.71	349.0
2022-03-17 02:40:00	ES	Futures	4932.71	4938.66	4932.43	4935.26	877.0
2022-03-17 02:45:00	ES	Futures	4934.98	4936.39	4933.84	4936.39	230.0
2022-03-17 02:50:00	ES	Futures	4936.11	4938.1	4935.26	4936.11	382.0
2022-03-17 02:55:00	ES	Futures	4936.39	4941.78	4935.83	4939.23	823.0
2022-03-17 03:00:00	ES	Futures	4939.23	4940.65	4935.26	4940.36	1090.0
2022-03-17 03:05:00	ES	Futures	4940.65	4947.17	4940.65	4945.46	1280.0
2022-03-17 03:10:00	ES	Futures	4945.46	4945.46	4940.08	4940.65	891.0
2022-03-17 03:15:00	ES	Futures	4940.93	4941.5	4932.99	4932.99	1077.0
2022-03-17 03:20:00	ES	Futures	4933.28	4934.41	4931.29	4932.71	929.0
2022-03-17 03:25:00	ES	Futures	4932.71	4933.28	4930.16	4930.44	744.0
2022-03-17 03:30:00	ES	Futures	4930.44	4932.14	4924.77	4924.77	1245.0
2022-03-17 03:35:00	ES	Futures	4925.06	4926.76	4921.94	4926.47	1292.0
2022-03-17 03:40:00	ES	Futures	4926.19	4927.04	4921.09	4923.64	1380.0
2022-03-17 03:45:00	ES	Futures	4923.64	4930.16	4922.79	4929.88	1180.0
2022-03-17 03:50:00	ES	Futures	4929.88	4936.11	4929.03	4934.98	1190.0
2022-03-17 03:55:00	ES	Futures	4934.98	4937.53	4932.71	4936.68	1203.0
2022-03-17 04:00:00	ES	Futures	4936.68	4938.1	4933.84	4938.1	2520.0
2022-03-17 04:05:00	ES	Futures	4937.81	4938.95	4927.61	4931.29	2468.0

> showing 50 of 19,789 rows — these rows as CSV

> unlock the full archive -- $79 one-time