PREVIEW / futures_5min / 2022-04-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-04.parquet
  size:    348 KB
  rows:    19,544

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
2022-04-04 00:00:00	ES	Futures	5146.42	5147.84	5146.42	5147.56	352.0
2022-04-04 00:05:00	ES	Futures	5147.56	5147.84	5146.71	5147.84	305.0
2022-04-04 00:10:00	ES	Futures	5147.56	5148.12	5146.99	5147.27	181.0
2022-04-04 00:15:00	ES	Futures	5147.27	5148.69	5147.27	5148.41	254.0
2022-04-04 00:20:00	ES	Futures	5148.41	5149.26	5148.41	5148.97	215.0
2022-04-04 00:25:00	ES	Futures	5148.97	5149.54	5148.12	5149.54	351.0
2022-04-04 00:30:00	ES	Futures	5149.26	5150.11	5148.41	5148.69	358.0
2022-04-04 00:35:00	ES	Futures	5148.69	5148.97	5148.12	5148.41	164.0
2022-04-04 00:40:00	ES	Futures	5148.41	5148.97	5148.12	5148.97	189.0
2022-04-04 00:45:00	ES	Futures	5148.69	5149.54	5148.41	5149.54	174.0
2022-04-04 00:50:00	ES	Futures	5149.54	5150.39	5149.26	5150.39	230.0
2022-04-04 00:55:00	ES	Futures	5150.39	5151.53	5149.83	5150.96	422.0
2022-04-04 01:00:00	ES	Futures	5150.96	5151.24	5148.12	5148.97	663.0
2022-04-04 01:05:00	ES	Futures	5148.97	5148.97	5147.27	5148.41	421.0
2022-04-04 01:10:00	ES	Futures	5148.41	5149.54	5147.84	5149.54	224.0
2022-04-04 01:15:00	ES	Futures	5149.26	5150.11	5148.97	5149.83	215.0
2022-04-04 01:20:00	ES	Futures	5150.11	5150.39	5148.69	5148.97	319.0
2022-04-04 01:25:00	ES	Futures	5148.97	5150.96	5148.12	5150.68	380.0
2022-04-04 01:30:00	ES	Futures	5150.68	5153.51	5150.68	5151.24	1190.0
2022-04-04 01:35:00	ES	Futures	5151.53	5153.23	5150.68	5152.38	321.0
2022-04-04 01:40:00	ES	Futures	5152.66	5154.36	5152.38	5152.94	350.0
2022-04-04 01:45:00	ES	Futures	5152.94	5153.79	5152.66	5152.94	252.0
2022-04-04 01:50:00	ES	Futures	5152.94	5156.34	5152.94	5155.49	651.0
2022-04-04 01:55:00	ES	Futures	5155.21	5157.19	5155.21	5157.19	1047.0
2022-04-04 02:00:00	ES	Futures	5157.19	5160.03	5156.91	5158.33	1740.0
2022-04-04 02:05:00	ES	Futures	5158.33	5159.75	5156.91	5159.18	922.0
2022-04-04 02:10:00	ES	Futures	5159.18	5159.46	5156.34	5157.48	727.0
2022-04-04 02:15:00	ES	Futures	5157.19	5157.19	5155.49	5155.78	381.0
2022-04-04 02:20:00	ES	Futures	5155.49	5157.48	5154.64	5157.19	420.0
2022-04-04 02:25:00	ES	Futures	5157.19	5157.48	5155.78	5156.34	236.0
2022-04-04 02:30:00	ES	Futures	5156.34	5157.76	5155.78	5157.19	253.0
2022-04-04 02:35:00	ES	Futures	5157.19	5157.48	5154.36	5154.64	363.0
2022-04-04 02:40:00	ES	Futures	5154.64	5156.06	5154.36	5155.49	325.0
2022-04-04 02:45:00	ES	Futures	5155.78	5156.34	5153.23	5153.79	590.0
2022-04-04 02:50:00	ES	Futures	5153.51	5153.79	5152.09	5152.09	416.0
2022-04-04 02:55:00	ES	Futures	5152.09	5153.79	5150.96	5153.79	813.0
2022-04-04 03:00:00	ES	Futures	5154.08	5154.93	5152.09	5153.51	2708.0
2022-04-04 03:05:00	ES	Futures	5153.23	5153.79	5145.01	5146.71	3231.0
2022-04-04 03:10:00	ES	Futures	5146.42	5146.42	5136.5	5137.35	3683.0
2022-04-04 03:15:00	ES	Futures	5137.07	5142.17	5135.94	5140.19	2284.0
2022-04-04 03:20:00	ES	Futures	5139.9	5141.32	5138.2	5139.05	1136.0
2022-04-04 03:25:00	ES	Futures	5139.05	5140.47	5137.35	5139.34	1217.0
2022-04-04 03:30:00	ES	Futures	5139.34	5143.02	5139.05	5142.74	899.0
2022-04-04 03:35:00	ES	Futures	5142.74	5143.87	5141.61	5143.59	866.0
2022-04-04 03:40:00	ES	Futures	5143.87	5145.01	5141.04	5141.61	1871.0
2022-04-04 03:45:00	ES	Futures	5141.61	5141.61	5140.47	5141.61	1491.0
2022-04-04 03:50:00	ES	Futures	5141.61	5141.61	5141.32	5141.61	833.0
2022-04-04 03:55:00	ES	Futures	5141.61	5141.61	5139.34	5141.32	1342.0
2022-04-04 04:00:00	ES	Futures	5141.32	5143.59	5136.79	5139.05	2954.0
2022-04-04 04:05:00	ES	Futures	5138.77	5141.04	5137.64	5139.34	1581.0

> showing 50 of 19,544 rows — these rows as CSV

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