PREVIEW / futures_5min / 2022-03-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-03-31.parquet
  size:    393 KB
  rows:    20,206

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
2022-03-31 00:00:00	ES	Futures	5221.82	5222.67	5221.54	5222.1	175.0
2022-03-31 00:05:00	ES	Futures	5222.1	5222.67	5221.54	5221.82	220.0
2022-03-31 00:10:00	ES	Futures	5221.54	5222.1	5221.25	5221.25	210.0
2022-03-31 00:15:00	ES	Futures	5221.25	5222.39	5220.97	5222.1	244.0
2022-03-31 00:20:00	ES	Futures	5222.1	5222.67	5221.54	5221.54	253.0
2022-03-31 00:25:00	ES	Futures	5221.54	5221.54	5220.12	5220.4	387.0
2022-03-31 00:30:00	ES	Futures	5220.12	5222.1	5219.83	5221.54	305.0
2022-03-31 00:35:00	ES	Futures	5221.25	5222.1	5220.97	5221.54	134.0
2022-03-31 00:40:00	ES	Futures	5221.82	5222.1	5221.54	5221.82	109.0
2022-03-31 00:45:00	ES	Futures	5221.82	5222.67	5221.54	5221.82	195.0
2022-03-31 00:50:00	ES	Futures	5222.1	5222.39	5221.54	5221.54	88.0
2022-03-31 00:55:00	ES	Futures	5221.54	5222.67	5221.54	5221.82	247.0
2022-03-31 01:00:00	ES	Futures	5222.1	5222.39	5220.12	5220.69	731.0
2022-03-31 01:05:00	ES	Futures	5220.69	5221.82	5217.85	5218.98	1147.0
2022-03-31 01:10:00	ES	Futures	5218.98	5221.82	5218.98	5220.12	553.0
2022-03-31 01:15:00	ES	Futures	5220.12	5220.69	5218.42	5218.98	324.0
2022-03-31 01:20:00	ES	Futures	5219.27	5220.4	5218.98	5219.55	324.0
2022-03-31 01:25:00	ES	Futures	5219.27	5219.55	5218.13	5218.42	425.0
2022-03-31 01:30:00	ES	Futures	5218.42	5219.27	5217.0	5217.85	725.0
2022-03-31 01:35:00	ES	Futures	5217.85	5218.98	5216.43	5216.72	645.0
2022-03-31 01:40:00	ES	Futures	5216.72	5217.85	5215.87	5217.0	613.0
2022-03-31 01:45:00	ES	Futures	5217.28	5218.13	5216.43	5217.0	467.0
2022-03-31 01:50:00	ES	Futures	5216.72	5220.69	5216.72	5219.27	908.0
2022-03-31 01:55:00	ES	Futures	5219.27	5220.69	5218.98	5220.4	531.0
2022-03-31 02:00:00	ES	Futures	5220.4	5222.39	5216.72	5217.0	1140.0
2022-03-31 02:05:00	ES	Futures	5217.28	5219.55	5216.43	5219.27	488.0
2022-03-31 02:10:00	ES	Futures	5219.27	5219.83	5216.72	5218.13	415.0
2022-03-31 02:15:00	ES	Futures	5218.13	5218.13	5215.87	5217.57	486.0
2022-03-31 02:20:00	ES	Futures	5217.57	5219.55	5217.0	5219.55	497.0
2022-03-31 02:25:00	ES	Futures	5219.55	5219.83	5217.85	5219.27	415.0
2022-03-31 02:30:00	ES	Futures	5219.27	5219.83	5217.0	5217.0	542.0
2022-03-31 02:35:00	ES	Futures	5217.0	5217.85	5215.3	5216.43	710.0
2022-03-31 02:40:00	ES	Futures	5216.43	5218.98	5216.15	5218.13	376.0
2022-03-31 02:45:00	ES	Futures	5217.85	5219.27	5217.57	5218.7	268.0
2022-03-31 02:50:00	ES	Futures	5218.7	5220.97	5217.85	5220.12	766.0
2022-03-31 02:55:00	ES	Futures	5220.12	5221.25	5218.98	5221.25	780.0
2022-03-31 03:00:00	ES	Futures	5221.54	5225.22	5221.25	5223.52	2366.0
2022-03-31 03:05:00	ES	Futures	5223.24	5223.8	5219.83	5220.12	1090.0
2022-03-31 03:10:00	ES	Futures	5220.4	5227.49	5220.12	5224.37	1512.0
2022-03-31 03:15:00	ES	Futures	5224.65	5229.47	5224.65	5227.49	1799.0
2022-03-31 03:20:00	ES	Futures	5227.49	5228.9	5226.07	5227.2	945.0
2022-03-31 03:25:00	ES	Futures	5227.2	5228.9	5225.22	5225.79	1290.0
2022-03-31 03:30:00	ES	Futures	5225.5	5229.19	5223.8	5227.2	1271.0
2022-03-31 03:35:00	ES	Futures	5226.92	5229.19	5226.92	5228.34	754.0
2022-03-31 03:40:00	ES	Futures	5228.62	5228.62	5224.65	5225.5	771.0
2022-03-31 03:45:00	ES	Futures	5225.22	5225.79	5223.52	5224.65	650.0
2022-03-31 03:50:00	ES	Futures	5224.65	5224.65	5223.24	5223.24	500.0
2022-03-31 03:55:00	ES	Futures	5223.24	5224.37	5220.97	5222.95	1043.0
2022-03-31 04:00:00	ES	Futures	5222.67	5222.67	5219.55	5221.25	1515.0
2022-03-31 04:05:00	ES	Futures	5221.25	5222.39	5217.57	5218.7	1377.0

> showing 50 of 20,206 rows — these rows as CSV

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