PREVIEW / futures_5min / 2022-03-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-20.parquet
  size:    78 KB
  rows:    3,743

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
2022-03-20 18:00:00	ES	Futures	5056.57	5057.99	5050.9	5056.29	3581.0
2022-03-20 18:05:00	ES	Futures	5056.01	5056.57	5053.74	5055.72	684.0
2022-03-20 18:10:00	ES	Futures	5056.01	5060.26	5056.01	5059.97	1063.0
2022-03-20 18:15:00	ES	Futures	5059.97	5060.26	5053.46	5054.02	910.0
2022-03-20 18:20:00	ES	Futures	5053.74	5055.44	5052.32	5053.74	720.0
2022-03-20 18:25:00	ES	Futures	5054.02	5055.44	5052.89	5054.02	362.0
2022-03-20 18:30:00	ES	Futures	5054.31	5055.44	5052.04	5052.04	428.0
2022-03-20 18:35:00	ES	Futures	5052.04	5053.74	5050.9	5051.19	481.0
2022-03-20 18:40:00	ES	Futures	5051.19	5054.59	5049.77	5053.74	1459.0
2022-03-20 18:45:00	ES	Futures	5053.46	5057.42	5052.61	5053.74	1062.0
2022-03-20 18:50:00	ES	Futures	5054.02	5054.02	5051.19	5053.17	611.0
2022-03-20 18:55:00	ES	Futures	5053.46	5054.59	5051.75	5052.61	552.0
2022-03-20 19:00:00	ES	Futures	5052.89	5052.89	5050.9	5051.19	490.0
2022-03-20 19:05:00	ES	Futures	5050.9	5052.89	5050.34	5051.75	598.0
2022-03-20 19:10:00	ES	Futures	5052.04	5052.04	5050.34	5050.62	320.0
2022-03-20 19:15:00	ES	Futures	5050.62	5052.61	5050.34	5052.04	294.0
2022-03-20 19:20:00	ES	Futures	5051.75	5052.89	5050.34	5050.62	432.0
2022-03-20 19:25:00	ES	Futures	5050.62	5051.75	5049.77	5051.47	377.0
2022-03-20 19:30:00	ES	Futures	5051.75	5052.61	5047.79	5048.07	1019.0
2022-03-20 19:35:00	ES	Futures	5048.07	5049.49	5048.07	5049.49	390.0
2022-03-20 19:40:00	ES	Futures	5049.77	5051.19	5048.92	5049.77	482.0
2022-03-20 19:45:00	ES	Futures	5049.77	5050.05	5047.79	5048.07	723.0
2022-03-20 19:50:00	ES	Futures	5048.35	5048.92	5047.79	5048.64	313.0
2022-03-20 19:55:00	ES	Futures	5048.92	5048.92	5046.65	5047.79	393.0
2022-03-20 20:00:00	ES	Futures	5047.79	5048.92	5046.65	5048.07	665.0
2022-03-20 20:05:00	ES	Futures	5047.79	5048.07	5044.95	5044.95	829.0
2022-03-20 20:10:00	ES	Futures	5044.95	5046.09	5043.82	5044.67	591.0
2022-03-20 20:15:00	ES	Futures	5044.67	5044.67	5040.7	5041.55	1133.0
2022-03-20 20:20:00	ES	Futures	5041.83	5043.25	5038.43	5041.83	1266.0
2022-03-20 20:25:00	ES	Futures	5041.55	5041.83	5039.85	5041.55	430.0
2022-03-20 20:30:00	ES	Futures	5041.55	5042.68	5040.13	5042.12	479.0
2022-03-20 20:35:00	ES	Futures	5042.12	5043.82	5041.83	5042.97	551.0
2022-03-20 20:40:00	ES	Futures	5042.97	5042.97	5040.7	5042.4	440.0
2022-03-20 20:45:00	ES	Futures	5042.4	5043.54	5040.7	5041.55	558.0
2022-03-20 20:50:00	ES	Futures	5041.55	5044.95	5040.98	5044.1	639.0
2022-03-20 20:55:00	ES	Futures	5044.39	5045.24	5043.25	5044.39	411.0
2022-03-20 21:00:00	ES	Futures	5044.39	5046.65	5043.82	5044.1	582.0
2022-03-20 21:05:00	ES	Futures	5044.1	5044.95	5041.83	5043.54	602.0
2022-03-20 21:10:00	ES	Futures	5043.82	5044.1	5041.55	5042.97	353.0
2022-03-20 21:15:00	ES	Futures	5042.97	5043.54	5041.83	5042.12	549.0
2022-03-20 21:20:00	ES	Futures	5042.12	5042.4	5039.0	5039.85	830.0
2022-03-20 21:25:00	ES	Futures	5039.85	5040.42	5037.3	5039.0	765.0
2022-03-20 21:30:00	ES	Futures	5039.28	5039.57	5036.73	5038.15	772.0
2022-03-20 21:35:00	ES	Futures	5038.43	5039.57	5037.87	5039.57	561.0
2022-03-20 21:40:00	ES	Futures	5039.28	5039.57	5035.6	5035.88	1158.0
2022-03-20 21:45:00	ES	Futures	5036.17	5038.43	5034.75	5037.58	1265.0
2022-03-20 21:50:00	ES	Futures	5037.58	5037.58	5033.9	5035.88	1029.0
2022-03-20 21:55:00	ES	Futures	5035.88	5036.73	5035.03	5035.32	642.0
2022-03-20 22:00:00	ES	Futures	5035.6	5037.02	5033.61	5036.45	1053.0
2022-03-20 22:05:00	ES	Futures	5036.45	5037.58	5035.88	5037.58	418.0

> showing 50 of 3,743 rows — these rows as CSV

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