PREVIEW / futures_5min / 2022-03-29

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-29.parquet
  size:    417 KB
  rows:    20,437

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
2022-03-29 00:00:00	ES	Futures	5181.0	5182.7	5181.0	5181.85	268.0
2022-03-29 00:05:00	ES	Futures	5181.85	5182.14	5180.44	5181.57	392.0
2022-03-29 00:10:00	ES	Futures	5181.57	5182.7	5181.29	5181.85	240.0
2022-03-29 00:15:00	ES	Futures	5181.85	5182.42	5181.29	5181.29	236.0
2022-03-29 00:20:00	ES	Futures	5181.57	5181.85	5180.72	5181.29	243.0
2022-03-29 00:25:00	ES	Futures	5181.29	5181.57	5180.44	5181.0	258.0
2022-03-29 00:30:00	ES	Futures	5181.0	5181.57	5180.44	5180.72	289.0
2022-03-29 00:35:00	ES	Futures	5180.44	5181.29	5180.15	5181.0	129.0
2022-03-29 00:40:00	ES	Futures	5181.0	5181.57	5180.72	5181.29	245.0
2022-03-29 00:45:00	ES	Futures	5181.29	5181.85	5181.29	5181.85	106.0
2022-03-29 00:50:00	ES	Futures	5182.14	5182.99	5181.85	5182.42	372.0
2022-03-29 00:55:00	ES	Futures	5182.7	5182.99	5182.42	5182.7	181.0
2022-03-29 01:00:00	ES	Futures	5182.7	5184.12	5182.42	5183.27	460.0
2022-03-29 01:05:00	ES	Futures	5183.27	5183.84	5180.72	5181.0	410.0
2022-03-29 01:10:00	ES	Futures	5180.72	5182.42	5180.44	5182.14	273.0
2022-03-29 01:15:00	ES	Futures	5182.42	5182.99	5181.85	5182.42	210.0
2022-03-29 01:20:00	ES	Futures	5182.42	5183.27	5182.42	5182.7	331.0
2022-03-29 01:25:00	ES	Futures	5182.99	5185.82	5182.99	5185.54	491.0
2022-03-29 01:30:00	ES	Futures	5185.54	5191.21	5185.26	5190.07	1782.0
2022-03-29 01:35:00	ES	Futures	5190.36	5190.64	5188.37	5188.66	760.0
2022-03-29 01:40:00	ES	Futures	5188.37	5191.21	5188.37	5190.92	1073.0
2022-03-29 01:45:00	ES	Futures	5190.92	5191.49	5189.22	5190.07	837.0
2022-03-29 01:50:00	ES	Futures	5190.07	5194.04	5190.07	5192.06	1709.0
2022-03-29 01:55:00	ES	Futures	5192.34	5194.33	5191.21	5193.76	1319.0
2022-03-29 02:00:00	ES	Futures	5193.76	5194.33	5188.94	5188.94	2907.0
2022-03-29 02:05:00	ES	Futures	5189.22	5189.79	5187.24	5188.94	1212.0
2022-03-29 02:10:00	ES	Futures	5188.94	5189.79	5188.09	5188.66	603.0
2022-03-29 02:15:00	ES	Futures	5188.66	5188.94	5187.24	5187.52	337.0
2022-03-29 02:20:00	ES	Futures	5187.24	5187.52	5186.11	5186.96	502.0
2022-03-29 02:25:00	ES	Futures	5187.24	5187.52	5184.4	5184.69	949.0
2022-03-29 02:30:00	ES	Futures	5184.69	5185.82	5183.55	5184.4	667.0
2022-03-29 02:35:00	ES	Futures	5184.69	5185.54	5183.55	5185.26	586.0
2022-03-29 02:40:00	ES	Futures	5185.26	5185.26	5183.84	5184.97	443.0
2022-03-29 02:45:00	ES	Futures	5184.69	5187.24	5184.4	5186.96	699.0
2022-03-29 02:50:00	ES	Futures	5186.67	5189.51	5186.39	5189.22	463.0
2022-03-29 02:55:00	ES	Futures	5188.94	5194.89	5188.66	5192.62	1458.0
2022-03-29 03:00:00	ES	Futures	5192.91	5194.04	5187.24	5188.37	2423.0
2022-03-29 03:05:00	ES	Futures	5188.37	5188.37	5182.7	5183.27	1740.0
2022-03-29 03:10:00	ES	Futures	5182.99	5187.52	5182.14	5185.26	1216.0
2022-03-29 03:15:00	ES	Futures	5185.26	5187.52	5184.69	5186.11	745.0
2022-03-29 03:20:00	ES	Futures	5186.11	5196.59	5186.11	5193.47	2135.0
2022-03-29 03:25:00	ES	Futures	5193.47	5196.88	5193.19	5194.61	1588.0
2022-03-29 03:30:00	ES	Futures	5194.89	5195.46	5190.64	5191.21	1664.0
2022-03-29 03:35:00	ES	Futures	5191.21	5192.34	5190.07	5191.49	951.0
2022-03-29 03:40:00	ES	Futures	5191.49	5191.77	5188.94	5190.64	1108.0
2022-03-29 03:45:00	ES	Futures	5190.36	5191.21	5188.37	5190.36	796.0
2022-03-29 03:50:00	ES	Futures	5190.07	5191.77	5188.37	5190.07	674.0
2022-03-29 03:55:00	ES	Futures	5190.07	5192.06	5188.94	5191.21	406.0
2022-03-29 04:00:00	ES	Futures	5190.92	5194.04	5189.79	5192.62	1068.0
2022-03-29 04:05:00	ES	Futures	5192.62	5193.76	5190.64	5193.76	816.0

> showing 50 of 20,437 rows — these rows as CSV

> unlock the full archive -- $79 one-time