PREVIEW / futures_5min / 2022-03-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-27.parquet
  size:    95 KB
  rows:    4,046

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
2022-03-27 18:00:00	ES	Futures	5141.89	5147.27	5135.65	5145.86	3729.0
2022-03-27 18:05:00	ES	Futures	5145.86	5146.14	5144.16	5145.57	418.0
2022-03-27 18:10:00	ES	Futures	5145.57	5145.86	5142.74	5144.16	506.0
2022-03-27 18:15:00	ES	Futures	5144.16	5145.29	5142.17	5143.31	336.0
2022-03-27 18:20:00	ES	Futures	5142.74	5143.59	5140.19	5141.04	565.0
2022-03-27 18:25:00	ES	Futures	5140.76	5141.04	5139.62	5140.19	298.0
2022-03-27 18:30:00	ES	Futures	5140.19	5141.04	5137.92	5138.49	761.0
2022-03-27 18:35:00	ES	Futures	5138.77	5139.62	5137.92	5137.92	293.0
2022-03-27 18:40:00	ES	Futures	5138.2	5138.49	5136.22	5137.07	580.0
2022-03-27 18:45:00	ES	Futures	5137.35	5137.92	5135.09	5137.35	794.0
2022-03-27 18:50:00	ES	Futures	5137.35	5137.35	5133.1	5135.09	758.0
2022-03-27 18:55:00	ES	Futures	5135.09	5135.37	5133.67	5134.52	389.0
2022-03-27 19:00:00	ES	Futures	5134.8	5136.22	5134.24	5136.22	376.0
2022-03-27 19:05:00	ES	Futures	5136.22	5137.64	5134.52	5135.09	593.0
2022-03-27 19:10:00	ES	Futures	5134.8	5135.94	5133.39	5135.65	571.0
2022-03-27 19:15:00	ES	Futures	5135.65	5139.05	5135.65	5137.35	825.0
2022-03-27 19:20:00	ES	Futures	5137.35	5139.05	5137.35	5137.92	400.0
2022-03-27 19:25:00	ES	Futures	5138.2	5138.2	5136.5	5137.07	288.0
2022-03-27 19:30:00	ES	Futures	5137.07	5137.92	5135.09	5136.22	539.0
2022-03-27 19:35:00	ES	Futures	5136.22	5136.5	5135.09	5135.65	160.0
2022-03-27 19:40:00	ES	Futures	5135.37	5137.35	5134.52	5136.22	373.0
2022-03-27 19:45:00	ES	Futures	5135.94	5135.94	5134.24	5135.09	430.0
2022-03-27 19:50:00	ES	Futures	5134.8	5135.65	5134.52	5135.09	195.0
2022-03-27 19:55:00	ES	Futures	5135.09	5135.37	5131.97	5131.97	879.0
2022-03-27 20:00:00	ES	Futures	5131.97	5132.25	5129.13	5130.27	1521.0
2022-03-27 20:05:00	ES	Futures	5130.27	5131.68	5129.13	5130.55	792.0
2022-03-27 20:10:00	ES	Futures	5130.27	5130.55	5129.13	5129.7	432.0
2022-03-27 20:15:00	ES	Futures	5129.98	5131.4	5129.13	5131.4	510.0
2022-03-27 20:20:00	ES	Futures	5131.68	5131.97	5131.12	5131.4	326.0
2022-03-27 20:25:00	ES	Futures	5131.4	5132.82	5131.12	5132.82	455.0
2022-03-27 20:30:00	ES	Futures	5132.82	5132.82	5130.55	5131.4	366.0
2022-03-27 20:35:00	ES	Futures	5131.12	5131.97	5130.27	5130.83	440.0
2022-03-27 20:40:00	ES	Futures	5131.12	5133.1	5130.27	5132.54	396.0
2022-03-27 20:45:00	ES	Futures	5132.54	5132.54	5128.28	5128.85	832.0
2022-03-27 20:50:00	ES	Futures	5128.85	5129.42	5127.15	5127.43	715.0
2022-03-27 20:55:00	ES	Futures	5127.72	5127.72	5126.58	5127.15	456.0
2022-03-27 21:00:00	ES	Futures	5127.15	5127.72	5123.18	5125.45	1224.0
2022-03-27 21:05:00	ES	Futures	5125.45	5126.58	5124.88	5125.45	485.0
2022-03-27 21:10:00	ES	Futures	5125.73	5127.72	5124.88	5125.73	722.0
2022-03-27 21:15:00	ES	Futures	5125.45	5126.02	5123.18	5124.03	589.0
2022-03-27 21:20:00	ES	Futures	5123.75	5125.73	5123.47	5125.73	547.0
2022-03-27 21:25:00	ES	Futures	5125.73	5127.15	5124.6	5125.45	752.0
2022-03-27 21:30:00	ES	Futures	5125.17	5125.73	5123.75	5125.17	575.0
2022-03-27 21:35:00	ES	Futures	5125.45	5125.73	5123.75	5125.17	388.0
2022-03-27 21:40:00	ES	Futures	5124.88	5124.88	5123.18	5124.03	528.0
2022-03-27 21:45:00	ES	Futures	5123.75	5125.17	5123.47	5123.75	359.0
2022-03-27 21:50:00	ES	Futures	5123.75	5126.58	5123.47	5126.3	507.0
2022-03-27 21:55:00	ES	Futures	5126.3	5126.3	5124.6	5125.45	461.0
2022-03-27 22:00:00	ES	Futures	5125.45	5128.28	5125.45	5127.72	1264.0
2022-03-27 22:05:00	ES	Futures	5127.72	5129.13	5126.87	5129.13	707.0

> showing 50 of 4,046 rows — these rows as CSV

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