PREVIEW / futures_5min / 2022-04-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-05.parquet
  size:    397 KB
  rows:    19,905

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
2022-04-05 00:00:00	ES	Futures	5183.84	5184.12	5183.84	5184.12	135.0
2022-04-05 00:05:00	ES	Futures	5183.84	5184.97	5183.84	5184.69	216.0
2022-04-05 00:10:00	ES	Futures	5184.69	5184.97	5184.4	5184.4	84.0
2022-04-05 00:15:00	ES	Futures	5184.4	5184.97	5184.12	5184.69	139.0
2022-04-05 00:20:00	ES	Futures	5184.4	5184.69	5184.12	5184.69	58.0
2022-04-05 00:25:00	ES	Futures	5184.69	5184.97	5184.69	5184.69	69.0
2022-04-05 00:30:00	ES	Futures	5184.97	5186.39	5184.69	5186.11	562.0
2022-04-05 00:35:00	ES	Futures	5185.82	5186.11	5185.54	5185.82	210.0
2022-04-05 00:40:00	ES	Futures	5186.11	5186.11	5185.26	5185.54	232.0
2022-04-05 00:45:00	ES	Futures	5185.54	5186.39	5185.54	5186.11	84.0
2022-04-05 00:50:00	ES	Futures	5186.11	5186.39	5185.26	5186.39	143.0
2022-04-05 00:55:00	ES	Futures	5186.39	5186.39	5185.54	5185.54	65.0
2022-04-05 01:00:00	ES	Futures	5185.54	5186.67	5185.54	5186.11	197.0
2022-04-05 01:05:00	ES	Futures	5186.11	5186.39	5185.26	5185.26	98.0
2022-04-05 01:10:00	ES	Futures	5185.54	5185.82	5185.26	5185.82	159.0
2022-04-05 01:15:00	ES	Futures	5185.54	5186.96	5185.26	5185.54	286.0
2022-04-05 01:20:00	ES	Futures	5185.26	5186.11	5185.26	5185.82	130.0
2022-04-05 01:25:00	ES	Futures	5186.11	5186.96	5185.82	5186.67	124.0
2022-04-05 01:30:00	ES	Futures	5186.67	5186.67	5185.82	5186.11	198.0
2022-04-05 01:35:00	ES	Futures	5186.11	5186.39	5185.82	5186.11	111.0
2022-04-05 01:40:00	ES	Futures	5186.11	5186.11	5185.54	5186.11	166.0
2022-04-05 01:45:00	ES	Futures	5186.11	5186.67	5185.82	5185.82	163.0
2022-04-05 01:50:00	ES	Futures	5186.11	5186.96	5185.82	5186.67	245.0
2022-04-05 01:55:00	ES	Futures	5186.96	5188.66	5186.67	5188.09	743.0
2022-04-05 02:00:00	ES	Futures	5188.09	5190.07	5187.81	5189.79	672.0
2022-04-05 02:05:00	ES	Futures	5189.79	5190.07	5188.66	5188.94	579.0
2022-04-05 02:10:00	ES	Futures	5188.94	5188.94	5186.67	5186.67	389.0
2022-04-05 02:15:00	ES	Futures	5186.39	5186.39	5184.69	5185.26	851.0
2022-04-05 02:20:00	ES	Futures	5185.26	5186.11	5183.27	5185.54	865.0
2022-04-05 02:25:00	ES	Futures	5185.54	5186.11	5184.4	5185.82	463.0
2022-04-05 02:30:00	ES	Futures	5185.54	5185.54	5184.4	5185.54	217.0
2022-04-05 02:35:00	ES	Futures	5185.82	5186.11	5184.97	5185.26	347.0
2022-04-05 02:40:00	ES	Futures	5185.26	5185.26	5183.84	5183.84	679.0
2022-04-05 02:45:00	ES	Futures	5183.84	5184.97	5183.55	5184.69	602.0
2022-04-05 02:50:00	ES	Futures	5184.97	5184.97	5183.84	5184.69	418.0
2022-04-05 02:55:00	ES	Futures	5184.97	5185.26	5182.7	5184.97	691.0
2022-04-05 03:00:00	ES	Futures	5184.97	5192.62	5184.69	5188.94	2834.0
2022-04-05 03:05:00	ES	Futures	5188.94	5189.22	5184.4	5187.24	1452.0
2022-04-05 03:10:00	ES	Futures	5187.52	5189.51	5183.55	5186.39	1882.0
2022-04-05 03:15:00	ES	Futures	5186.11	5188.94	5184.4	5188.94	974.0
2022-04-05 03:20:00	ES	Futures	5189.22	5190.07	5187.24	5188.66	948.0
2022-04-05 03:25:00	ES	Futures	5188.66	5192.34	5187.24	5191.77	1386.0
2022-04-05 03:30:00	ES	Futures	5191.77	5196.59	5190.64	5194.33	3124.0
2022-04-05 03:35:00	ES	Futures	5194.04	5200.84	5193.76	5196.59	3165.0
2022-04-05 03:40:00	ES	Futures	5196.88	5198.29	5196.03	5197.73	486.0
2022-04-05 03:45:00	ES	Futures	5197.44	5199.14	5195.46	5198.58	856.0
2022-04-05 03:50:00	ES	Futures	5198.58	5198.58	5194.04	5195.46	660.0
2022-04-05 03:55:00	ES	Futures	5195.74	5198.01	5195.18	5195.18	853.0
2022-04-05 04:00:00	ES	Futures	5195.46	5197.16	5193.76	5194.04	774.0
2022-04-05 04:05:00	ES	Futures	5194.04	5195.46	5193.76	5194.89	585.0

> showing 50 of 19,905 rows — these rows as CSV

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