PREVIEW / futures_5min / 2022-03-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-24.parquet
  size:    352 KB
  rows:    19,623

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
2022-03-24 00:00:00	ES	Futures	5056.86	5058.27	5056.01	5056.29	702.0
2022-03-24 00:05:00	ES	Futures	5056.29	5057.42	5056.01	5056.86	322.0
2022-03-24 00:10:00	ES	Futures	5056.86	5057.14	5055.72	5056.01	234.0
2022-03-24 00:15:00	ES	Futures	5056.01	5058.27	5056.01	5056.57	354.0
2022-03-24 00:20:00	ES	Futures	5056.57	5057.42	5055.44	5056.01	199.0
2022-03-24 00:25:00	ES	Futures	5056.01	5056.57	5055.16	5055.16	289.0
2022-03-24 00:30:00	ES	Futures	5055.44	5056.29	5055.44	5056.01	239.0
2022-03-24 00:35:00	ES	Futures	5056.01	5056.86	5055.72	5056.57	221.0
2022-03-24 00:40:00	ES	Futures	5056.29	5056.86	5056.01	5056.57	132.0
2022-03-24 00:45:00	ES	Futures	5056.57	5059.97	5056.57	5056.86	942.0
2022-03-24 00:50:00	ES	Futures	5056.86	5057.14	5056.01	5056.57	253.0
2022-03-24 00:55:00	ES	Futures	5056.29	5056.57	5056.01	5056.29	114.0
2022-03-24 01:00:00	ES	Futures	5056.57	5059.41	5056.57	5058.56	608.0
2022-03-24 01:05:00	ES	Futures	5058.27	5059.97	5056.57	5057.42	556.0
2022-03-24 01:10:00	ES	Futures	5057.71	5059.12	5057.14	5058.56	444.0
2022-03-24 01:15:00	ES	Futures	5058.84	5059.97	5057.42	5057.71	398.0
2022-03-24 01:20:00	ES	Futures	5057.42	5058.27	5056.86	5057.99	246.0
2022-03-24 01:25:00	ES	Futures	5057.99	5059.69	5057.71	5058.56	387.0
2022-03-24 01:30:00	ES	Futures	5058.84	5061.11	5057.99	5060.82	565.0
2022-03-24 01:35:00	ES	Futures	5060.82	5064.79	5060.26	5064.23	1025.0
2022-03-24 01:40:00	ES	Futures	5064.51	5065.93	5063.09	5065.36	771.0
2022-03-24 01:45:00	ES	Futures	5065.08	5067.34	5065.08	5066.21	823.0
2022-03-24 01:50:00	ES	Futures	5065.93	5066.21	5064.51	5064.79	502.0
2022-03-24 01:55:00	ES	Futures	5065.08	5067.91	5065.08	5066.78	716.0
2022-03-24 02:00:00	ES	Futures	5066.78	5069.61	5065.64	5069.33	922.0
2022-03-24 02:05:00	ES	Futures	5069.04	5069.04	5064.51	5064.79	822.0
2022-03-24 02:10:00	ES	Futures	5064.51	5064.51	5062.81	5063.38	539.0
2022-03-24 02:15:00	ES	Futures	5063.38	5063.94	5061.96	5062.24	357.0
2022-03-24 02:20:00	ES	Futures	5062.24	5062.81	5061.39	5062.24	368.0
2022-03-24 02:25:00	ES	Futures	5062.24	5062.53	5061.11	5061.96	367.0
2022-03-24 02:30:00	ES	Futures	5061.96	5062.81	5061.11	5061.11	335.0
2022-03-24 02:35:00	ES	Futures	5061.11	5062.24	5061.11	5062.24	310.0
2022-03-24 02:40:00	ES	Futures	5062.53	5062.53	5061.11	5061.39	180.0
2022-03-24 02:45:00	ES	Futures	5061.68	5061.96	5061.11	5061.39	390.0
2022-03-24 02:50:00	ES	Futures	5061.39	5061.39	5057.99	5058.56	728.0
2022-03-24 02:55:00	ES	Futures	5058.84	5059.12	5057.99	5058.84	229.0
2022-03-24 03:00:00	ES	Futures	5058.56	5062.24	5058.56	5060.26	820.0
2022-03-24 03:05:00	ES	Futures	5059.97	5059.97	5057.99	5059.41	580.0
2022-03-24 03:10:00	ES	Futures	5059.41	5061.96	5059.12	5061.68	472.0
2022-03-24 03:15:00	ES	Futures	5061.39	5066.21	5061.39	5065.64	845.0
2022-03-24 03:20:00	ES	Futures	5065.64	5067.63	5059.97	5060.54	1036.0
2022-03-24 03:25:00	ES	Futures	5060.54	5063.09	5059.41	5062.53	502.0
2022-03-24 03:30:00	ES	Futures	5062.24	5063.09	5061.11	5061.96	644.0
2022-03-24 03:35:00	ES	Futures	5061.96	5062.24	5059.41	5059.97	285.0
2022-03-24 03:40:00	ES	Futures	5060.26	5062.24	5059.41	5061.11	365.0
2022-03-24 03:45:00	ES	Futures	5060.82	5062.81	5059.97	5059.97	544.0
2022-03-24 03:50:00	ES	Futures	5060.26	5060.26	5058.84	5059.12	593.0
2022-03-24 03:55:00	ES	Futures	5059.12	5060.82	5058.27	5059.41	830.0
2022-03-24 04:00:00	ES	Futures	5059.69	5066.49	5059.12	5066.49	2050.0
2022-03-24 04:05:00	ES	Futures	5066.49	5073.3	5066.21	5069.33	3329.0

> showing 50 of 19,623 rows — these rows as CSV

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