PREVIEW / futures_5min / 2022-03-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-25.parquet
  size:    307 KB
  rows:    15,966

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
2022-03-25 00:00:00	ES	Futures	5116.66	5117.8	5115.81	5117.51	266.0
2022-03-25 00:05:00	ES	Futures	5117.51	5118.08	5116.66	5117.51	250.0
2022-03-25 00:10:00	ES	Futures	5117.51	5120.35	5117.51	5118.65	523.0
2022-03-25 00:15:00	ES	Futures	5118.65	5119.78	5118.08	5119.5	311.0
2022-03-25 00:20:00	ES	Futures	5119.21	5120.06	5118.93	5119.21	221.0
2022-03-25 00:25:00	ES	Futures	5119.5	5120.91	5119.5	5120.63	207.0
2022-03-25 00:30:00	ES	Futures	5120.63	5121.76	5120.06	5120.06	226.0
2022-03-25 00:35:00	ES	Futures	5120.35	5120.91	5119.78	5120.35	197.0
2022-03-25 00:40:00	ES	Futures	5120.06	5122.33	5119.78	5121.48	233.0
2022-03-25 00:45:00	ES	Futures	5121.2	5123.18	5120.91	5122.33	285.0
2022-03-25 00:50:00	ES	Futures	5122.61	5123.75	5122.33	5122.9	366.0
2022-03-25 00:55:00	ES	Futures	5123.18	5132.82	5122.9	5129.42	2649.0
2022-03-25 01:00:00	ES	Futures	5129.13	5129.13	5126.3	5127.43	782.0
2022-03-25 01:05:00	ES	Futures	5127.43	5127.72	5125.45	5125.45	593.0
2022-03-25 01:10:00	ES	Futures	5125.17	5126.58	5124.88	5126.02	522.0
2022-03-25 01:15:00	ES	Futures	5126.02	5126.3	5123.47	5124.03	630.0
2022-03-25 01:20:00	ES	Futures	5124.03	5126.3	5124.03	5124.88	378.0
2022-03-25 01:25:00	ES	Futures	5124.88	5127.72	5122.61	5123.47	893.0
2022-03-25 01:30:00	ES	Futures	5123.47	5123.75	5120.35	5122.05	650.0
2022-03-25 01:35:00	ES	Futures	5121.48	5122.33	5120.63	5122.33	212.0
2022-03-25 01:40:00	ES	Futures	5122.05	5122.05	5119.5	5120.35	326.0
2022-03-25 01:45:00	ES	Futures	5120.35	5123.18	5119.78	5122.33	359.0
2022-03-25 01:50:00	ES	Futures	5122.05	5122.9	5120.35	5122.33	373.0
2022-03-25 01:55:00	ES	Futures	5122.05	5124.03	5121.2	5121.76	414.0
2022-03-25 02:00:00	ES	Futures	5122.33	5123.75	5121.48	5122.05	611.0
2022-03-25 02:05:00	ES	Futures	5122.33	5123.18	5121.2	5121.48	229.0
2022-03-25 02:10:00	ES	Futures	5121.76	5124.6	5121.76	5123.47	448.0
2022-03-25 02:15:00	ES	Futures	5123.75	5124.88	5123.47	5124.32	298.0
2022-03-25 02:20:00	ES	Futures	5124.32	5125.45	5123.75	5125.17	306.0
2022-03-25 02:25:00	ES	Futures	5125.17	5125.45	5123.18	5124.03	299.0
2022-03-25 02:30:00	ES	Futures	5124.03	5124.6	5123.47	5124.03	445.0
2022-03-25 02:35:00	ES	Futures	5124.03	5124.6	5122.33	5122.61	346.0
2022-03-25 02:40:00	ES	Futures	5122.9	5123.75	5121.2	5122.33	303.0
2022-03-25 02:45:00	ES	Futures	5122.05	5122.33	5121.2	5122.05	251.0
2022-03-25 02:50:00	ES	Futures	5122.05	5123.47	5121.76	5123.47	173.0
2022-03-25 02:55:00	ES	Futures	5123.47	5126.58	5122.61	5126.02	738.0
2022-03-25 03:00:00	ES	Futures	5125.73	5126.02	5122.05	5123.75	898.0
2022-03-25 03:05:00	ES	Futures	5123.47	5123.75	5120.06	5120.35	876.0
2022-03-25 03:10:00	ES	Futures	5120.35	5123.47	5120.06	5123.47	577.0
2022-03-25 03:15:00	ES	Futures	5123.47	5124.03	5119.21	5120.06	546.0
2022-03-25 03:20:00	ES	Futures	5120.35	5120.63	5117.23	5119.21	949.0
2022-03-25 03:25:00	ES	Futures	5119.21	5119.5	5117.23	5117.8	562.0
2022-03-25 03:30:00	ES	Futures	5117.8	5119.78	5117.8	5119.5	646.0
2022-03-25 03:35:00	ES	Futures	5119.21	5120.06	5117.51	5118.93	446.0
2022-03-25 03:40:00	ES	Futures	5119.21	5120.06	5117.8	5118.65	371.0
2022-03-25 03:45:00	ES	Futures	5118.36	5120.06	5118.08	5118.36	483.0
2022-03-25 03:50:00	ES	Futures	5118.65	5120.91	5118.36	5120.35	614.0
2022-03-25 03:55:00	ES	Futures	5120.63	5123.18	5119.78	5122.9	734.0
2022-03-25 04:00:00	ES	Futures	5122.9	5124.03	5119.21	5119.21	2074.0
2022-03-25 04:05:00	ES	Futures	5118.93	5119.21	5110.43	5111.84	2272.0

> showing 50 of 15,966 rows — these rows as CSV

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