PREVIEW / futures_5min / 2022-03-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-23.parquet
  size:    384 KB
  rows:    19,828

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
2022-03-23 00:00:00	ES	Futures	5111.56	5112.13	5110.43	5112.13	323.0
2022-03-23 00:05:00	ES	Futures	5112.13	5112.98	5111.56	5112.13	137.0
2022-03-23 00:10:00	ES	Futures	5112.13	5112.69	5111.84	5111.84	84.0
2022-03-23 00:15:00	ES	Futures	5111.84	5112.69	5111.56	5111.56	101.0
2022-03-23 00:20:00	ES	Futures	5111.56	5112.13	5110.99	5111.84	117.0
2022-03-23 00:25:00	ES	Futures	5112.13	5112.69	5111.28	5112.69	198.0
2022-03-23 00:30:00	ES	Futures	5112.69	5114.11	5112.13	5112.98	219.0
2022-03-23 00:35:00	ES	Futures	5112.69	5113.26	5112.69	5112.98	69.0
2022-03-23 00:40:00	ES	Futures	5112.98	5112.98	5112.41	5112.69	131.0
2022-03-23 00:45:00	ES	Futures	5112.98	5114.11	5112.69	5113.54	134.0
2022-03-23 00:50:00	ES	Futures	5113.54	5113.83	5113.26	5113.83	152.0
2022-03-23 00:55:00	ES	Futures	5114.11	5115.81	5114.11	5115.25	434.0
2022-03-23 01:00:00	ES	Futures	5115.25	5116.66	5114.11	5114.11	437.0
2022-03-23 01:05:00	ES	Futures	5114.11	5114.4	5111.56	5112.98	481.0
2022-03-23 01:10:00	ES	Futures	5112.69	5114.11	5112.69	5113.83	285.0
2022-03-23 01:15:00	ES	Futures	5113.83	5116.38	5113.83	5114.96	338.0
2022-03-23 01:20:00	ES	Futures	5114.96	5115.81	5114.68	5115.53	182.0
2022-03-23 01:25:00	ES	Futures	5115.81	5115.81	5114.4	5114.68	314.0
2022-03-23 01:30:00	ES	Futures	5114.96	5115.81	5114.96	5115.53	148.0
2022-03-23 01:35:00	ES	Futures	5115.53	5116.66	5115.53	5116.1	235.0
2022-03-23 01:40:00	ES	Futures	5116.1	5116.66	5115.81	5116.66	156.0
2022-03-23 01:45:00	ES	Futures	5116.38	5117.51	5115.81	5116.1	316.0
2022-03-23 01:50:00	ES	Futures	5116.1	5116.38	5115.53	5115.81	279.0
2022-03-23 01:55:00	ES	Futures	5115.81	5116.66	5115.53	5116.38	449.0
2022-03-23 02:00:00	ES	Futures	5116.66	5117.23	5114.4	5114.4	654.0
2022-03-23 02:05:00	ES	Futures	5114.4	5115.53	5114.11	5115.53	289.0
2022-03-23 02:10:00	ES	Futures	5115.53	5116.1	5114.68	5116.1	361.0
2022-03-23 02:15:00	ES	Futures	5116.1	5116.95	5116.1	5116.95	620.0
2022-03-23 02:20:00	ES	Futures	5116.95	5117.23	5115.25	5115.81	525.0
2022-03-23 02:25:00	ES	Futures	5116.1	5116.1	5113.83	5113.83	326.0
2022-03-23 02:30:00	ES	Futures	5113.83	5113.83	5111.84	5112.98	440.0
2022-03-23 02:35:00	ES	Futures	5113.26	5114.68	5112.13	5114.4	455.0
2022-03-23 02:40:00	ES	Futures	5114.4	5114.96	5113.83	5114.11	156.0
2022-03-23 02:45:00	ES	Futures	5114.11	5114.96	5111.84	5112.41	464.0
2022-03-23 02:50:00	ES	Futures	5112.41	5112.41	5110.99	5111.84	308.0
2022-03-23 02:55:00	ES	Futures	5111.84	5113.54	5111.56	5112.98	380.0
2022-03-23 03:00:00	ES	Futures	5113.26	5113.54	5109.86	5111.28	604.0
2022-03-23 03:05:00	ES	Futures	5111.56	5111.56	5108.73	5110.14	749.0
2022-03-23 03:10:00	ES	Futures	5110.14	5110.43	5108.16	5108.44	526.0
2022-03-23 03:15:00	ES	Futures	5108.44	5109.29	5108.16	5109.01	525.0
2022-03-23 03:20:00	ES	Futures	5108.44	5109.86	5108.44	5109.01	436.0
2022-03-23 03:25:00	ES	Futures	5109.01	5110.14	5109.01	5110.14	202.0
2022-03-23 03:30:00	ES	Futures	5109.86	5110.14	5107.59	5107.59	485.0
2022-03-23 03:35:00	ES	Futures	5107.88	5108.44	5105.61	5108.16	1020.0
2022-03-23 03:40:00	ES	Futures	5108.16	5108.73	5107.31	5107.59	411.0
2022-03-23 03:45:00	ES	Futures	5107.59	5108.16	5106.74	5108.16	383.0
2022-03-23 03:50:00	ES	Futures	5108.16	5108.73	5107.03	5108.16	436.0
2022-03-23 03:55:00	ES	Futures	5107.88	5108.16	5106.74	5107.31	516.0
2022-03-23 04:00:00	ES	Futures	5107.31	5108.73	5102.77	5103.62	2832.0
2022-03-23 04:05:00	ES	Futures	5103.91	5105.89	5101.64	5103.62	1882.0

> showing 50 of 19,828 rows — these rows as CSV

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