PREVIEW / futures_5min / 2022-03-30

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-30.parquet
  size:    364 KB
  rows:    19,992

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
2022-03-30 00:00:00	ES	Futures	5236.27	5238.26	5235.99	5237.98	492.0
2022-03-30 00:05:00	ES	Futures	5237.98	5238.83	5237.98	5238.26	350.0
2022-03-30 00:10:00	ES	Futures	5238.26	5238.54	5237.98	5238.26	307.0
2022-03-30 00:15:00	ES	Futures	5238.26	5238.83	5237.41	5237.69	314.0
2022-03-30 00:20:00	ES	Futures	5237.98	5238.26	5237.12	5237.98	388.0
2022-03-30 00:25:00	ES	Futures	5237.98	5239.11	5237.69	5237.69	461.0
2022-03-30 00:30:00	ES	Futures	5237.69	5238.26	5235.71	5235.99	443.0
2022-03-30 00:35:00	ES	Futures	5235.71	5235.99	5233.72	5234.01	727.0
2022-03-30 00:40:00	ES	Futures	5234.01	5234.01	5230.61	5231.17	1291.0
2022-03-30 00:45:00	ES	Futures	5231.17	5233.72	5231.17	5233.44	561.0
2022-03-30 00:50:00	ES	Futures	5233.44	5234.57	5232.59	5233.44	474.0
2022-03-30 00:55:00	ES	Futures	5233.44	5234.29	5233.44	5234.01	227.0
2022-03-30 01:00:00	ES	Futures	5234.01	5236.84	5233.72	5235.14	626.0
2022-03-30 01:05:00	ES	Futures	5235.42	5236.84	5235.14	5235.99	462.0
2022-03-30 01:10:00	ES	Futures	5235.99	5236.27	5233.44	5233.72	383.0
2022-03-30 01:15:00	ES	Futures	5233.72	5233.72	5231.74	5233.16	568.0
2022-03-30 01:20:00	ES	Futures	5233.44	5234.01	5232.31	5233.44	407.0
2022-03-30 01:25:00	ES	Futures	5233.44	5235.71	5233.16	5235.14	490.0
2022-03-30 01:30:00	ES	Futures	5235.14	5236.27	5234.86	5235.99	478.0
2022-03-30 01:35:00	ES	Futures	5235.99	5237.98	5235.42	5237.98	1043.0
2022-03-30 01:40:00	ES	Futures	5237.98	5239.39	5237.69	5238.83	989.0
2022-03-30 01:45:00	ES	Futures	5238.83	5241.66	5238.83	5241.66	967.0
2022-03-30 01:50:00	ES	Futures	5241.66	5242.79	5239.96	5242.51	1085.0
2022-03-30 01:55:00	ES	Futures	5242.51	5245.91	5241.66	5245.63	1799.0
2022-03-30 02:00:00	ES	Futures	5245.63	5246.48	5240.53	5243.36	1917.0
2022-03-30 02:05:00	ES	Futures	5243.36	5244.21	5240.24	5243.64	908.0
2022-03-30 02:10:00	ES	Futures	5243.36	5244.49	5241.66	5242.51	735.0
2022-03-30 02:15:00	ES	Futures	5242.51	5245.34	5242.23	5244.49	721.0
2022-03-30 02:20:00	ES	Futures	5244.49	5244.49	5240.53	5241.38	595.0
2022-03-30 02:25:00	ES	Futures	5241.66	5243.08	5241.09	5242.79	354.0
2022-03-30 02:30:00	ES	Futures	5242.79	5242.79	5239.96	5240.53	367.0
2022-03-30 02:35:00	ES	Futures	5240.53	5241.38	5239.11	5240.24	439.0
2022-03-30 02:40:00	ES	Futures	5240.24	5240.24	5238.26	5238.26	432.0
2022-03-30 02:45:00	ES	Futures	5238.54	5239.39	5237.69	5237.98	482.0
2022-03-30 02:50:00	ES	Futures	5237.98	5240.53	5236.84	5240.24	420.0
2022-03-30 02:55:00	ES	Futures	5239.96	5241.38	5239.11	5241.38	497.0
2022-03-30 03:00:00	ES	Futures	5241.09	5241.94	5234.01	5236.27	2355.0
2022-03-30 03:05:00	ES	Futures	5235.99	5237.12	5230.61	5236.27	2149.0
2022-03-30 03:10:00	ES	Futures	5235.99	5237.98	5233.44	5234.01	1568.0
2022-03-30 03:15:00	ES	Futures	5234.01	5234.29	5228.34	5228.62	1903.0
2022-03-30 03:20:00	ES	Futures	5228.62	5232.31	5226.92	5230.32	1663.0
2022-03-30 03:25:00	ES	Futures	5230.61	5233.16	5229.47	5230.04	879.0
2022-03-30 03:30:00	ES	Futures	5230.61	5233.16	5229.76	5232.87	862.0
2022-03-30 03:35:00	ES	Futures	5232.87	5234.86	5230.89	5230.89	1195.0
2022-03-30 03:40:00	ES	Futures	5231.17	5234.57	5230.89	5234.29	534.0
2022-03-30 03:45:00	ES	Futures	5234.29	5235.14	5231.46	5232.02	699.0
2022-03-30 03:50:00	ES	Futures	5232.02	5233.16	5230.32	5230.89	423.0
2022-03-30 03:55:00	ES	Futures	5230.89	5232.87	5230.32	5232.02	593.0
2022-03-30 04:00:00	ES	Futures	5232.31	5232.31	5223.8	5226.64	3504.0
2022-03-30 04:05:00	ES	Futures	5226.64	5227.49	5224.37	5227.2	1427.0

> showing 50 of 19,992 rows — these rows as CSV

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