PREVIEW / futures_5min / 2022-03-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-28.parquet
  size:    394 KB
  rows:    20,335

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
2022-03-28 00:00:00	ES	Futures	5126.87	5127.43	5126.58	5127.43	184.0
2022-03-28 00:05:00	ES	Futures	5127.43	5127.43	5126.58	5127.43	229.0
2022-03-28 00:10:00	ES	Futures	5127.15	5127.43	5126.58	5126.87	173.0
2022-03-28 00:15:00	ES	Futures	5126.87	5127.43	5126.58	5127.15	153.0
2022-03-28 00:20:00	ES	Futures	5126.87	5128.0	5126.87	5127.15	223.0
2022-03-28 00:25:00	ES	Futures	5127.15	5127.15	5125.73	5125.73	206.0
2022-03-28 00:30:00	ES	Futures	5126.02	5128.0	5126.02	5128.0	188.0
2022-03-28 00:35:00	ES	Futures	5128.0	5131.12	5127.72	5128.85	573.0
2022-03-28 00:40:00	ES	Futures	5128.85	5129.98	5128.57	5128.85	218.0
2022-03-28 00:45:00	ES	Futures	5128.85	5129.13	5127.15	5127.43	504.0
2022-03-28 00:50:00	ES	Futures	5127.43	5127.72	5126.3	5127.43	233.0
2022-03-28 00:55:00	ES	Futures	5127.72	5127.72	5126.58	5127.15	182.0
2022-03-28 01:00:00	ES	Futures	5127.15	5127.43	5125.17	5127.15	349.0
2022-03-28 01:05:00	ES	Futures	5127.43	5128.85	5125.45	5125.45	527.0
2022-03-28 01:10:00	ES	Futures	5125.17	5126.87	5125.17	5126.02	281.0
2022-03-28 01:15:00	ES	Futures	5125.73	5126.3	5123.75	5124.03	732.0
2022-03-28 01:20:00	ES	Futures	5124.03	5126.3	5123.75	5126.3	290.0
2022-03-28 01:25:00	ES	Futures	5126.58	5127.72	5126.3	5126.3	270.0
2022-03-28 01:30:00	ES	Futures	5126.3	5127.72	5125.73	5125.73	246.0
2022-03-28 01:35:00	ES	Futures	5126.02	5126.02	5120.63	5122.61	1095.0
2022-03-28 01:40:00	ES	Futures	5122.61	5122.9	5120.06	5120.91	709.0
2022-03-28 01:45:00	ES	Futures	5121.2	5122.61	5119.5	5120.91	900.0
2022-03-28 01:50:00	ES	Futures	5121.2	5121.48	5119.78	5120.35	468.0
2022-03-28 01:55:00	ES	Futures	5120.06	5122.33	5120.06	5122.05	701.0
2022-03-28 02:00:00	ES	Futures	5122.05	5123.47	5120.63	5121.76	1298.0
2022-03-28 02:05:00	ES	Futures	5121.76	5121.76	5118.08	5119.5	1018.0
2022-03-28 02:10:00	ES	Futures	5119.5	5122.05	5117.8	5121.76	993.0
2022-03-28 02:15:00	ES	Futures	5122.05	5122.61	5120.63	5122.33	661.0
2022-03-28 02:20:00	ES	Futures	5122.33	5124.32	5121.76	5124.32	677.0
2022-03-28 02:25:00	ES	Futures	5124.32	5124.32	5119.78	5120.91	791.0
2022-03-28 02:30:00	ES	Futures	5121.2	5124.03	5120.91	5122.33	573.0
2022-03-28 02:35:00	ES	Futures	5122.33	5124.32	5121.48	5124.03	511.0
2022-03-28 02:40:00	ES	Futures	5123.75	5124.88	5122.61	5124.03	799.0
2022-03-28 02:45:00	ES	Futures	5124.03	5124.6	5120.91	5120.91	667.0
2022-03-28 02:50:00	ES	Futures	5120.91	5122.05	5119.21	5121.48	568.0
2022-03-28 02:55:00	ES	Futures	5121.76	5122.33	5119.78	5121.2	460.0
2022-03-28 03:00:00	ES	Futures	5121.2	5130.83	5119.5	5130.55	2699.0
2022-03-28 03:05:00	ES	Futures	5130.27	5135.37	5130.27	5132.54	2546.0
2022-03-28 03:10:00	ES	Futures	5132.82	5133.1	5127.43	5130.27	1379.0
2022-03-28 03:15:00	ES	Futures	5130.27	5131.97	5128.28	5128.57	719.0
2022-03-28 03:20:00	ES	Futures	5128.57	5131.4	5127.15	5129.7	942.0
2022-03-28 03:25:00	ES	Futures	5129.98	5137.07	5129.98	5135.09	1513.0
2022-03-28 03:30:00	ES	Futures	5134.8	5138.77	5134.8	5137.92	1609.0
2022-03-28 03:35:00	ES	Futures	5137.92	5138.49	5133.39	5133.67	924.0
2022-03-28 03:40:00	ES	Futures	5133.95	5134.52	5131.68	5133.39	913.0
2022-03-28 03:45:00	ES	Futures	5133.95	5134.52	5130.27	5130.83	693.0
2022-03-28 03:50:00	ES	Futures	5130.55	5133.1	5129.7	5131.97	548.0
2022-03-28 03:55:00	ES	Futures	5131.68	5134.24	5129.98	5133.67	699.0
2022-03-28 04:00:00	ES	Futures	5133.39	5133.39	5127.43	5128.28	1956.0
2022-03-28 04:05:00	ES	Futures	5128.28	5129.13	5126.02	5128.28	1321.0

> showing 50 of 20,335 rows — these rows as CSV

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