PREVIEW / futures_5min / 2022-03-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-18.parquet
  size:    313 KB
  rows:    15,876

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
2022-03-18 00:00:00	ES	Futures	4957.37	4958.79	4956.24	4957.65	615.0
2022-03-18 00:05:00	ES	Futures	4957.65	4959.92	4957.65	4958.5	566.0
2022-03-18 00:10:00	ES	Futures	4958.5	4959.35	4957.65	4958.5	212.0
2022-03-18 00:15:00	ES	Futures	4958.5	4959.64	4956.52	4957.37	390.0
2022-03-18 00:20:00	ES	Futures	4957.09	4959.35	4955.67	4959.07	501.0
2022-03-18 00:25:00	ES	Futures	4959.07	4959.35	4957.37	4957.94	418.0
2022-03-18 00:30:00	ES	Futures	4958.22	4960.49	4957.94	4959.07	504.0
2022-03-18 00:35:00	ES	Futures	4959.07	4959.64	4958.5	4959.64	142.0
2022-03-18 00:40:00	ES	Futures	4959.64	4959.92	4959.07	4959.35	131.0
2022-03-18 00:45:00	ES	Futures	4959.35	4959.92	4957.65	4958.22	272.0
2022-03-18 00:50:00	ES	Futures	4958.22	4958.5	4957.94	4957.94	149.0
2022-03-18 00:55:00	ES	Futures	4958.22	4958.79	4957.94	4958.5	201.0
2022-03-18 01:00:00	ES	Futures	4958.22	4959.64	4957.94	4958.79	720.0
2022-03-18 01:05:00	ES	Futures	4958.5	4961.9	4956.52	4959.35	661.0
2022-03-18 01:10:00	ES	Futures	4959.07	4961.62	4958.5	4961.34	539.0
2022-03-18 01:15:00	ES	Futures	4961.62	4963.6	4961.34	4962.47	590.0
2022-03-18 01:20:00	ES	Futures	4962.47	4963.89	4961.34	4963.6	600.0
2022-03-18 01:25:00	ES	Futures	4963.6	4964.46	4962.47	4964.17	866.0
2022-03-18 01:30:00	ES	Futures	4963.89	4965.31	4961.62	4964.46	592.0
2022-03-18 01:35:00	ES	Futures	4964.17	4965.31	4963.6	4965.31	479.0
2022-03-18 01:40:00	ES	Futures	4965.31	4966.72	4964.74	4966.72	1012.0
2022-03-18 01:45:00	ES	Futures	4966.44	4968.99	4965.59	4968.71	702.0
2022-03-18 01:50:00	ES	Futures	4968.99	4970.41	4966.16	4966.72	759.0
2022-03-18 01:55:00	ES	Futures	4966.44	4969.27	4966.16	4968.42	833.0
2022-03-18 02:00:00	ES	Futures	4968.14	4971.26	4967.57	4971.26	959.0
2022-03-18 02:05:00	ES	Futures	4971.26	4974.38	4971.26	4974.38	801.0
2022-03-18 02:10:00	ES	Futures	4974.09	4978.91	4973.53	4976.64	1194.0
2022-03-18 02:15:00	ES	Futures	4976.93	4976.93	4973.81	4976.36	599.0
2022-03-18 02:20:00	ES	Futures	4976.64	4979.19	4974.66	4978.34	610.0
2022-03-18 02:25:00	ES	Futures	4978.63	4979.19	4976.93	4977.21	470.0
2022-03-18 02:30:00	ES	Futures	4976.93	4982.03	4972.39	4972.96	1590.0
2022-03-18 02:35:00	ES	Futures	4972.96	4976.08	4971.82	4974.66	606.0
2022-03-18 02:40:00	ES	Futures	4974.38	4976.64	4972.96	4974.09	422.0
2022-03-18 02:45:00	ES	Futures	4973.81	4974.09	4972.39	4972.67	262.0
2022-03-18 02:50:00	ES	Futures	4972.67	4973.24	4970.12	4972.96	599.0
2022-03-18 02:55:00	ES	Futures	4972.67	4972.96	4970.97	4972.67	359.0
2022-03-18 03:00:00	ES	Futures	4972.67	4973.24	4968.99	4970.69	743.0
2022-03-18 03:05:00	ES	Futures	4970.41	4971.26	4967.29	4968.99	621.0
2022-03-18 03:10:00	ES	Futures	4968.99	4970.12	4966.72	4967.01	521.0
2022-03-18 03:15:00	ES	Futures	4967.01	4969.56	4963.6	4963.6	867.0
2022-03-18 03:20:00	ES	Futures	4963.32	4966.44	4962.75	4965.59	781.0
2022-03-18 03:25:00	ES	Futures	4965.31	4969.27	4965.02	4967.29	766.0
2022-03-18 03:30:00	ES	Futures	4967.57	4972.67	4967.57	4972.11	789.0
2022-03-18 03:35:00	ES	Futures	4972.11	4972.11	4968.42	4968.71	537.0
2022-03-18 03:40:00	ES	Futures	4968.71	4972.96	4966.72	4972.96	669.0
2022-03-18 03:45:00	ES	Futures	4972.96	4975.23	4972.11	4973.53	806.0
2022-03-18 03:50:00	ES	Futures	4973.53	4976.08	4970.41	4970.97	1053.0
2022-03-18 03:55:00	ES	Futures	4970.97	4975.23	4970.12	4975.23	1172.0
2022-03-18 04:00:00	ES	Futures	4975.23	4976.93	4968.99	4970.12	2126.0
2022-03-18 04:05:00	ES	Futures	4970.12	4972.11	4967.57	4969.56	1184.0

> showing 50 of 15,876 rows — these rows as CSV

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