PREVIEW / futures_5min / 2022-03-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-21.parquet
  size:    363 KB
  rows:    19,766

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
2022-03-21 00:00:00	ES	Futures	5037.58	5038.43	5036.73	5037.3	220.0
2022-03-21 00:05:00	ES	Futures	5037.02	5037.3	5035.03	5035.6	653.0
2022-03-21 00:10:00	ES	Futures	5035.32	5035.88	5034.18	5034.46	293.0
2022-03-21 00:15:00	ES	Futures	5034.46	5035.88	5031.06	5033.33	972.0
2022-03-21 00:20:00	ES	Futures	5033.05	5034.75	5032.48	5034.46	303.0
2022-03-21 00:25:00	ES	Futures	5034.18	5035.88	5033.9	5035.32	300.0
2022-03-21 00:30:00	ES	Futures	5035.32	5035.32	5034.46	5034.75	139.0
2022-03-21 00:35:00	ES	Futures	5034.46	5034.75	5033.33	5034.75	155.0
2022-03-21 00:40:00	ES	Futures	5034.46	5035.03	5033.9	5034.75	113.0
2022-03-21 00:45:00	ES	Futures	5034.46	5035.03	5034.18	5034.75	80.0
2022-03-21 00:50:00	ES	Futures	5034.46	5034.75	5032.2	5033.33	284.0
2022-03-21 00:55:00	ES	Futures	5033.05	5033.9	5031.63	5033.61	487.0
2022-03-21 01:00:00	ES	Futures	5033.61	5034.18	5031.63	5031.91	518.0
2022-03-21 01:05:00	ES	Futures	5031.63	5033.05	5031.63	5032.76	452.0
2022-03-21 01:10:00	ES	Futures	5032.48	5033.61	5029.65	5031.63	624.0
2022-03-21 01:15:00	ES	Futures	5031.63	5031.63	5028.23	5029.36	820.0
2022-03-21 01:20:00	ES	Futures	5029.65	5031.06	5029.08	5029.36	339.0
2022-03-21 01:25:00	ES	Futures	5029.08	5033.9	5028.8	5033.33	946.0
2022-03-21 01:30:00	ES	Futures	5033.33	5033.61	5026.53	5027.66	1338.0
2022-03-21 01:35:00	ES	Futures	5027.95	5028.8	5026.53	5027.1	883.0
2022-03-21 01:40:00	ES	Futures	5027.38	5027.38	5023.69	5024.26	922.0
2022-03-21 01:45:00	ES	Futures	5024.54	5026.25	5023.41	5023.98	847.0
2022-03-21 01:50:00	ES	Futures	5024.26	5028.23	5023.98	5027.95	588.0
2022-03-21 01:55:00	ES	Futures	5027.95	5028.8	5027.38	5028.8	298.0
2022-03-21 02:00:00	ES	Futures	5029.08	5034.46	5029.08	5031.63	1064.0
2022-03-21 02:05:00	ES	Futures	5031.63	5033.61	5030.5	5030.5	635.0
2022-03-21 02:10:00	ES	Futures	5030.78	5033.05	5030.78	5032.2	358.0
2022-03-21 02:15:00	ES	Futures	5032.2	5032.2	5030.78	5031.06	357.0
2022-03-21 02:20:00	ES	Futures	5031.35	5031.63	5029.08	5030.21	370.0
2022-03-21 02:25:00	ES	Futures	5029.93	5030.78	5029.08	5029.93	256.0
2022-03-21 02:30:00	ES	Futures	5030.21	5031.91	5029.36	5031.91	180.0
2022-03-21 02:35:00	ES	Futures	5031.63	5039.0	5031.06	5038.43	1192.0
2022-03-21 02:40:00	ES	Futures	5038.43	5038.72	5035.6	5036.17	572.0
2022-03-21 02:45:00	ES	Futures	5036.45	5036.73	5032.76	5033.05	651.0
2022-03-21 02:50:00	ES	Futures	5033.05	5034.75	5033.05	5034.75	340.0
2022-03-21 02:55:00	ES	Futures	5034.75	5036.45	5034.46	5035.88	380.0
2022-03-21 03:00:00	ES	Futures	5035.6	5039.0	5033.33	5033.61	1155.0
2022-03-21 03:05:00	ES	Futures	5033.61	5034.46	5030.78	5030.78	758.0
2022-03-21 03:10:00	ES	Futures	5031.06	5037.3	5031.06	5037.3	967.0
2022-03-21 03:15:00	ES	Futures	5037.58	5038.43	5034.18	5035.6	1045.0
2022-03-21 03:20:00	ES	Futures	5035.6	5035.88	5029.08	5029.93	1329.0
2022-03-21 03:25:00	ES	Futures	5029.65	5033.05	5028.8	5029.36	1072.0
2022-03-21 03:30:00	ES	Futures	5029.36	5029.93	5025.11	5027.66	1417.0
2022-03-21 03:35:00	ES	Futures	5027.38	5029.36	5027.38	5028.23	539.0
2022-03-21 03:40:00	ES	Futures	5028.23	5033.9	5027.66	5033.33	1059.0
2022-03-21 03:45:00	ES	Futures	5033.33	5037.3	5033.05	5033.33	1364.0
2022-03-21 03:50:00	ES	Futures	5033.33	5033.61	5031.63	5031.91	595.0
2022-03-21 03:55:00	ES	Futures	5031.63	5035.32	5031.06	5033.9	714.0
2022-03-21 04:00:00	ES	Futures	5033.9	5040.13	5033.33	5039.0	2702.0
2022-03-21 04:05:00	ES	Futures	5039.0	5041.27	5035.6	5039.57	2158.0

> showing 50 of 19,766 rows — these rows as CSV

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