PREVIEW / futures_5min / 2022-03-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-22.parquet
  size:    383 KB
  rows:    19,936

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
2022-03-22 00:00:00	ES	Futures	5035.88	5036.45	5034.46	5034.46	354.0
2022-03-22 00:05:00	ES	Futures	5034.75	5036.45	5034.46	5036.17	215.0
2022-03-22 00:10:00	ES	Futures	5035.88	5039.85	5035.88	5038.72	735.0
2022-03-22 00:15:00	ES	Futures	5038.72	5039.0	5036.45	5036.73	216.0
2022-03-22 00:20:00	ES	Futures	5036.73	5037.02	5033.61	5033.9	554.0
2022-03-22 00:25:00	ES	Futures	5033.9	5034.75	5033.33	5034.75	180.0
2022-03-22 00:30:00	ES	Futures	5034.75	5036.17	5034.46	5034.75	225.0
2022-03-22 00:35:00	ES	Futures	5035.03	5035.03	5032.76	5033.61	378.0
2022-03-22 00:40:00	ES	Futures	5033.61	5035.32	5033.61	5034.46	183.0
2022-03-22 00:45:00	ES	Futures	5034.46	5035.03	5032.48	5032.48	353.0
2022-03-22 00:50:00	ES	Futures	5032.48	5033.9	5032.2	5033.9	252.0
2022-03-22 00:55:00	ES	Futures	5033.61	5035.6	5033.61	5035.03	353.0
2022-03-22 01:00:00	ES	Futures	5034.75	5035.6	5033.05	5033.33	356.0
2022-03-22 01:05:00	ES	Futures	5033.33	5033.61	5030.5	5031.06	688.0
2022-03-22 01:10:00	ES	Futures	5031.35	5031.63	5029.93	5029.93	444.0
2022-03-22 01:15:00	ES	Futures	5030.21	5031.06	5029.36	5031.06	362.0
2022-03-22 01:20:00	ES	Futures	5031.06	5031.06	5030.21	5030.5	182.0
2022-03-22 01:25:00	ES	Futures	5030.78	5032.76	5030.78	5032.48	390.0
2022-03-22 01:30:00	ES	Futures	5032.48	5033.9	5032.48	5033.61	540.0
2022-03-22 01:35:00	ES	Futures	5033.33	5037.3	5033.05	5037.02	735.0
2022-03-22 01:40:00	ES	Futures	5037.02	5037.3	5034.46	5036.73	527.0
2022-03-22 01:45:00	ES	Futures	5036.73	5037.3	5035.03	5035.88	463.0
2022-03-22 01:50:00	ES	Futures	5036.17	5037.3	5035.6	5036.45	327.0
2022-03-22 01:55:00	ES	Futures	5036.73	5037.3	5035.32	5035.6	353.0
2022-03-22 02:00:00	ES	Futures	5036.17	5039.0	5033.9	5038.15	776.0
2022-03-22 02:05:00	ES	Futures	5038.15	5038.43	5036.73	5037.87	226.0
2022-03-22 02:10:00	ES	Futures	5037.87	5039.57	5037.02	5038.72	365.0
2022-03-22 02:15:00	ES	Futures	5039.0	5042.4	5038.72	5040.13	1083.0
2022-03-22 02:20:00	ES	Futures	5040.42	5041.55	5039.0	5039.28	279.0
2022-03-22 02:25:00	ES	Futures	5039.28	5039.57	5037.3	5037.87	443.0
2022-03-22 02:30:00	ES	Futures	5038.15	5038.15	5036.45	5036.73	262.0
2022-03-22 02:35:00	ES	Futures	5036.73	5040.7	5036.73	5040.42	249.0
2022-03-22 02:40:00	ES	Futures	5040.13	5041.27	5037.02	5037.58	312.0
2022-03-22 02:45:00	ES	Futures	5037.87	5038.15	5036.17	5037.58	374.0
2022-03-22 02:50:00	ES	Futures	5037.58	5039.0	5036.17	5036.73	427.0
2022-03-22 02:55:00	ES	Futures	5037.02	5038.15	5036.45	5036.45	191.0
2022-03-22 03:00:00	ES	Futures	5036.45	5039.57	5034.75	5037.3	618.0
2022-03-22 03:05:00	ES	Futures	5037.58	5040.42	5037.3	5039.28	487.0
2022-03-22 03:10:00	ES	Futures	5039.0	5040.42	5038.43	5039.85	294.0
2022-03-22 03:15:00	ES	Futures	5039.85	5043.25	5039.85	5042.4	794.0
2022-03-22 03:20:00	ES	Futures	5042.68	5044.39	5041.83	5044.39	742.0
2022-03-22 03:25:00	ES	Futures	5044.67	5046.65	5042.12	5044.95	1135.0
2022-03-22 03:30:00	ES	Futures	5044.95	5047.5	5044.95	5046.09	858.0
2022-03-22 03:35:00	ES	Futures	5046.37	5046.37	5043.25	5044.67	812.0
2022-03-22 03:40:00	ES	Futures	5044.95	5045.24	5043.82	5044.67	376.0
2022-03-22 03:45:00	ES	Futures	5044.95	5048.07	5044.39	5047.22	670.0
2022-03-22 03:50:00	ES	Futures	5047.5	5051.47	5047.5	5050.9	1384.0
2022-03-22 03:55:00	ES	Futures	5050.62	5051.47	5049.2	5050.9	909.0
2022-03-22 04:00:00	ES	Futures	5050.62	5054.31	5049.2	5053.74	1868.0
2022-03-22 04:05:00	ES	Futures	5053.74	5054.87	5052.32	5053.46	1038.0

> showing 50 of 19,936 rows — these rows as CSV

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