PREVIEW / futures_5min / 2022-04-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-07.parquet
  size:    362 KB
  rows:    19,908

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
2022-04-07 00:00:00	ES	Futures	5053.17	5054.59	5052.32	5054.02	882.0
2022-04-07 00:05:00	ES	Futures	5054.02	5054.87	5053.46	5053.46	266.0
2022-04-07 00:10:00	ES	Futures	5053.46	5053.74	5052.04	5052.89	493.0
2022-04-07 00:15:00	ES	Futures	5052.89	5053.46	5052.32	5053.46	314.0
2022-04-07 00:20:00	ES	Futures	5053.46	5053.74	5052.04	5052.04	285.0
2022-04-07 00:25:00	ES	Futures	5052.04	5052.89	5050.05	5052.89	1008.0
2022-04-07 00:30:00	ES	Futures	5053.17	5055.72	5052.89	5054.59	563.0
2022-04-07 00:35:00	ES	Futures	5054.87	5055.16	5054.02	5055.16	330.0
2022-04-07 00:40:00	ES	Futures	5054.87	5055.44	5054.02	5055.16	314.0
2022-04-07 00:45:00	ES	Futures	5055.16	5056.01	5054.02	5055.72	432.0
2022-04-07 00:50:00	ES	Futures	5055.44	5056.29	5054.02	5054.31	301.0
2022-04-07 00:55:00	ES	Futures	5054.31	5054.31	5052.89	5053.74	341.0
2022-04-07 01:00:00	ES	Futures	5053.74	5055.72	5052.61	5053.17	654.0
2022-04-07 01:05:00	ES	Futures	5053.17	5054.59	5051.47	5054.31	613.0
2022-04-07 01:10:00	ES	Futures	5054.59	5055.72	5052.89	5054.87	586.0
2022-04-07 01:15:00	ES	Futures	5054.87	5055.44	5052.32	5053.17	552.0
2022-04-07 01:20:00	ES	Futures	5053.17	5053.46	5051.47	5051.75	451.0
2022-04-07 01:25:00	ES	Futures	5051.75	5051.75	5050.34	5051.75	745.0
2022-04-07 01:30:00	ES	Futures	5051.47	5054.02	5050.9	5052.89	763.0
2022-04-07 01:35:00	ES	Futures	5052.61	5056.86	5052.32	5056.57	667.0
2022-04-07 01:40:00	ES	Futures	5056.57	5057.42	5055.16	5055.16	502.0
2022-04-07 01:45:00	ES	Futures	5055.44	5060.82	5054.87	5059.69	1160.0
2022-04-07 01:50:00	ES	Futures	5059.69	5061.68	5058.56	5061.39	738.0
2022-04-07 01:55:00	ES	Futures	5061.39	5062.53	5058.56	5058.84	803.0
2022-04-07 02:00:00	ES	Futures	5058.84	5061.39	5056.57	5059.41	1556.0
2022-04-07 02:05:00	ES	Futures	5059.41	5064.51	5059.12	5062.24	1118.0
2022-04-07 02:10:00	ES	Futures	5062.53	5066.21	5062.53	5063.94	969.0
2022-04-07 02:15:00	ES	Futures	5063.94	5066.21	5063.66	5065.64	642.0
2022-04-07 02:20:00	ES	Futures	5065.93	5068.48	5064.51	5067.91	959.0
2022-04-07 02:25:00	ES	Futures	5067.91	5070.75	5067.34	5070.18	1289.0
2022-04-07 02:30:00	ES	Futures	5070.18	5071.88	5067.34	5068.48	1169.0
2022-04-07 02:35:00	ES	Futures	5068.48	5070.75	5068.19	5070.18	370.0
2022-04-07 02:40:00	ES	Futures	5070.18	5075.0	5069.89	5074.71	1365.0
2022-04-07 02:45:00	ES	Futures	5074.71	5075.85	5073.3	5073.58	1213.0
2022-04-07 02:50:00	ES	Futures	5073.58	5075.28	5072.16	5073.01	837.0
2022-04-07 02:55:00	ES	Futures	5073.3	5076.7	5072.16	5074.43	1173.0
2022-04-07 03:00:00	ES	Futures	5074.43	5078.4	5071.6	5075.28	2635.0
2022-04-07 03:05:00	ES	Futures	5075.28	5078.11	5073.86	5075.28	2688.0
2022-04-07 03:10:00	ES	Futures	5075.56	5082.37	5075.56	5079.82	2515.0
2022-04-07 03:15:00	ES	Futures	5079.53	5080.67	5077.26	5077.83	1170.0
2022-04-07 03:20:00	ES	Futures	5077.83	5084.35	5076.41	5083.5	2566.0
2022-04-07 03:25:00	ES	Futures	5083.5	5084.07	5079.53	5080.38	2173.0
2022-04-07 03:30:00	ES	Futures	5080.1	5080.38	5074.71	5078.4	2742.0
2022-04-07 03:35:00	ES	Futures	5078.4	5079.25	5076.41	5076.7	931.0
2022-04-07 03:40:00	ES	Futures	5076.7	5077.55	5074.15	5074.71	1528.0
2022-04-07 03:45:00	ES	Futures	5074.71	5077.26	5074.15	5076.13	725.0
2022-04-07 03:50:00	ES	Futures	5076.13	5078.68	5075.56	5076.7	821.0
2022-04-07 03:55:00	ES	Futures	5076.7	5076.7	5070.46	5071.6	1724.0
2022-04-07 04:00:00	ES	Futures	5071.6	5072.45	5068.76	5070.75	1790.0
2022-04-07 04:05:00	ES	Futures	5070.75	5076.7	5069.33	5076.41	1723.0

> showing 50 of 19,908 rows — these rows as CSV

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