PREVIEW / futures_5min / 2022-04-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-06.parquet
  size:    392 KB
  rows:    20,278

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
2022-04-06 00:00:00	ES	Futures	5118.65	5119.78	5118.65	5119.5	431.0
2022-04-06 00:05:00	ES	Futures	5119.5	5120.63	5119.5	5120.35	289.0
2022-04-06 00:10:00	ES	Futures	5120.35	5121.48	5120.35	5120.63	475.0
2022-04-06 00:15:00	ES	Futures	5120.91	5123.47	5120.91	5122.61	613.0
2022-04-06 00:20:00	ES	Futures	5122.9	5123.18	5122.33	5122.61	342.0
2022-04-06 00:25:00	ES	Futures	5122.61	5123.18	5121.48	5121.48	220.0
2022-04-06 00:30:00	ES	Futures	5121.48	5121.76	5120.35	5120.91	352.0
2022-04-06 00:35:00	ES	Futures	5120.63	5120.63	5119.5	5119.78	272.0
2022-04-06 00:40:00	ES	Futures	5119.78	5121.2	5119.78	5120.63	234.0
2022-04-06 00:45:00	ES	Futures	5120.91	5122.05	5120.63	5121.76	302.0
2022-04-06 00:50:00	ES	Futures	5121.76	5122.05	5120.63	5120.91	214.0
2022-04-06 00:55:00	ES	Futures	5120.63	5122.05	5120.63	5120.91	207.0
2022-04-06 01:00:00	ES	Futures	5120.91	5122.9	5120.63	5122.9	655.0
2022-04-06 01:05:00	ES	Futures	5122.61	5126.02	5121.76	5125.17	954.0
2022-04-06 01:10:00	ES	Futures	5125.45	5126.3	5123.75	5124.03	461.0
2022-04-06 01:15:00	ES	Futures	5124.32	5127.43	5124.32	5126.87	692.0
2022-04-06 01:20:00	ES	Futures	5126.87	5127.43	5126.02	5127.43	418.0
2022-04-06 01:25:00	ES	Futures	5127.43	5128.85	5126.87	5128.85	790.0
2022-04-06 01:30:00	ES	Futures	5128.57	5129.13	5127.72	5128.57	472.0
2022-04-06 01:35:00	ES	Futures	5128.57	5129.7	5128.28	5128.28	948.0
2022-04-06 01:40:00	ES	Futures	5128.28	5129.13	5127.15	5127.15	752.0
2022-04-06 01:45:00	ES	Futures	5127.15	5128.0	5126.02	5126.58	732.0
2022-04-06 01:50:00	ES	Futures	5126.58	5126.87	5125.45	5126.02	415.0
2022-04-06 01:55:00	ES	Futures	5126.02	5126.02	5123.75	5124.6	1165.0
2022-04-06 02:00:00	ES	Futures	5124.6	5126.58	5123.75	5126.02	1823.0
2022-04-06 02:05:00	ES	Futures	5126.02	5126.02	5123.75	5125.73	565.0
2022-04-06 02:10:00	ES	Futures	5125.73	5128.0	5125.73	5126.87	565.0
2022-04-06 02:15:00	ES	Futures	5126.58	5128.0	5125.17	5126.58	910.0
2022-04-06 02:20:00	ES	Futures	5126.58	5127.15	5124.88	5125.73	529.0
2022-04-06 02:25:00	ES	Futures	5126.02	5129.13	5126.02	5127.43	634.0
2022-04-06 02:30:00	ES	Futures	5127.72	5129.7	5127.15	5129.7	489.0
2022-04-06 02:35:00	ES	Futures	5129.7	5134.52	5129.42	5132.82	2907.0
2022-04-06 02:40:00	ES	Futures	5132.54	5133.95	5132.54	5133.1	1072.0
2022-04-06 02:45:00	ES	Futures	5133.39	5133.95	5131.97	5132.25	671.0
2022-04-06 02:50:00	ES	Futures	5132.25	5132.25	5128.57	5128.85	840.0
2022-04-06 02:55:00	ES	Futures	5128.85	5131.12	5128.57	5130.27	484.0
2022-04-06 03:00:00	ES	Futures	5130.27	5132.25	5126.87	5127.15	1925.0
2022-04-06 03:05:00	ES	Futures	5127.15	5130.27	5125.73	5129.98	1645.0
2022-04-06 03:10:00	ES	Futures	5129.98	5133.39	5127.43	5130.55	1913.0
2022-04-06 03:15:00	ES	Futures	5130.27	5131.4	5128.28	5129.98	1087.0
2022-04-06 03:20:00	ES	Futures	5129.7	5129.98	5127.15	5127.15	1063.0
2022-04-06 03:25:00	ES	Futures	5127.15	5129.13	5126.58	5127.15	984.0
2022-04-06 03:30:00	ES	Futures	5127.15	5128.0	5114.4	5115.25	3997.0
2022-04-06 03:35:00	ES	Futures	5114.96	5116.1	5109.58	5110.43	4136.0
2022-04-06 03:40:00	ES	Futures	5110.43	5114.11	5108.73	5110.43	2557.0
2022-04-06 03:45:00	ES	Futures	5110.14	5110.14	5106.46	5107.88	2319.0
2022-04-06 03:50:00	ES	Futures	5107.59	5109.01	5104.76	5106.18	2685.0
2022-04-06 03:55:00	ES	Futures	5106.18	5106.74	5102.21	5103.62	2564.0
2022-04-06 04:00:00	ES	Futures	5103.62	5107.03	5100.79	5106.18	3120.0
2022-04-06 04:05:00	ES	Futures	5106.46	5109.01	5105.61	5107.59	2046.0

> showing 50 of 20,278 rows — these rows as CSV

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