PREVIEW / futures_5min / 2022-04-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-01.parquet
  size:    313 KB
  rows:    16,361

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
2022-04-01 00:00:00	ES	Futures	5154.36	5154.93	5153.23	5153.51	530.0
2022-04-01 00:05:00	ES	Futures	5153.79	5154.64	5153.51	5154.36	306.0
2022-04-01 00:10:00	ES	Futures	5154.64	5154.64	5153.79	5154.64	188.0
2022-04-01 00:15:00	ES	Futures	5154.64	5155.21	5154.36	5154.93	212.0
2022-04-01 00:20:00	ES	Futures	5154.93	5155.21	5154.36	5154.64	198.0
2022-04-01 00:25:00	ES	Futures	5154.64	5154.93	5154.08	5154.08	144.0
2022-04-01 00:30:00	ES	Futures	5154.08	5154.36	5153.51	5153.51	186.0
2022-04-01 00:35:00	ES	Futures	5153.79	5153.79	5152.66	5152.66	344.0
2022-04-01 00:40:00	ES	Futures	5152.66	5152.94	5150.11	5150.96	734.0
2022-04-01 00:45:00	ES	Futures	5150.96	5152.38	5150.68	5151.53	341.0
2022-04-01 00:50:00	ES	Futures	5151.53	5151.53	5149.54	5150.39	315.0
2022-04-01 00:55:00	ES	Futures	5150.68	5151.53	5149.83	5150.11	255.0
2022-04-01 01:00:00	ES	Futures	5150.39	5151.53	5149.54	5151.24	405.0
2022-04-01 01:05:00	ES	Futures	5151.24	5152.09	5150.39	5151.24	422.0
2022-04-01 01:10:00	ES	Futures	5151.24	5154.08	5150.11	5153.51	1016.0
2022-04-01 01:15:00	ES	Futures	5153.79	5154.08	5152.94	5153.51	481.0
2022-04-01 01:20:00	ES	Futures	5153.51	5154.08	5152.09	5152.38	341.0
2022-04-01 01:25:00	ES	Futures	5152.66	5152.66	5151.81	5151.81	317.0
2022-04-01 01:30:00	ES	Futures	5152.09	5152.09	5150.39	5150.39	250.0
2022-04-01 01:35:00	ES	Futures	5150.39	5150.96	5148.41	5148.69	655.0
2022-04-01 01:40:00	ES	Futures	5148.97	5150.39	5148.69	5150.11	511.0
2022-04-01 01:45:00	ES	Futures	5150.11	5150.39	5149.26	5149.83	332.0
2022-04-01 01:50:00	ES	Futures	5149.54	5149.54	5146.99	5147.84	664.0
2022-04-01 01:55:00	ES	Futures	5148.12	5148.41	5146.71	5146.71	601.0
2022-04-01 02:00:00	ES	Futures	5146.71	5148.41	5145.29	5147.84	1357.0
2022-04-01 02:05:00	ES	Futures	5148.12	5148.41	5145.57	5146.99	522.0
2022-04-01 02:10:00	ES	Futures	5146.71	5147.56	5145.57	5147.27	525.0
2022-04-01 02:15:00	ES	Futures	5146.99	5149.83	5146.99	5149.83	605.0
2022-04-01 02:20:00	ES	Futures	5149.83	5154.08	5149.83	5153.51	1118.0
2022-04-01 02:25:00	ES	Futures	5153.51	5154.93	5152.09	5152.66	723.0
2022-04-01 02:30:00	ES	Futures	5152.38	5154.08	5151.53	5151.53	436.0
2022-04-01 02:35:00	ES	Futures	5151.53	5154.93	5151.24	5154.08	622.0
2022-04-01 02:40:00	ES	Futures	5154.36	5155.49	5153.51	5155.49	761.0
2022-04-01 02:45:00	ES	Futures	5155.49	5156.63	5155.21	5155.78	662.0
2022-04-01 02:50:00	ES	Futures	5155.78	5156.91	5154.36	5155.78	920.0
2022-04-01 02:55:00	ES	Futures	5155.78	5157.19	5154.08	5155.49	1132.0
2022-04-01 03:00:00	ES	Futures	5155.49	5156.06	5152.38	5153.23	2080.0
2022-04-01 03:05:00	ES	Futures	5153.23	5154.36	5151.53	5153.79	1414.0
2022-04-01 03:10:00	ES	Futures	5153.51	5155.49	5150.39	5151.53	1206.0
2022-04-01 03:15:00	ES	Futures	5151.81	5155.78	5151.24	5155.21	1305.0
2022-04-01 03:20:00	ES	Futures	5154.93	5160.03	5154.64	5156.63	2333.0
2022-04-01 03:25:00	ES	Futures	5156.91	5157.76	5154.64	5154.64	1661.0
2022-04-01 03:30:00	ES	Futures	5154.36	5154.64	5150.68	5150.96	1907.0
2022-04-01 03:35:00	ES	Futures	5150.96	5152.38	5148.12	5151.81	1294.0
2022-04-01 03:40:00	ES	Futures	5151.81	5153.79	5150.11	5152.09	837.0
2022-04-01 03:45:00	ES	Futures	5152.09	5155.21	5151.53	5154.08	879.0
2022-04-01 03:50:00	ES	Futures	5154.08	5156.91	5153.51	5156.63	739.0
2022-04-01 03:55:00	ES	Futures	5156.91	5156.91	5154.36	5155.21	685.0
2022-04-01 04:00:00	ES	Futures	5155.21	5158.61	5153.79	5158.61	1129.0
2022-04-01 04:05:00	ES	Futures	5158.04	5158.61	5155.49	5156.34	793.0

> showing 50 of 16,361 rows — these rows as CSV

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