PREVIEW / futures_5min / 2022-04-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-08.parquet
  size:    305 KB
  rows:    15,995

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
2022-04-08 00:00:00	ES	Futures	5097.67	5097.96	5095.4	5095.69	345.0
2022-04-08 00:05:00	ES	Futures	5095.4	5096.25	5095.12	5095.4	217.0
2022-04-08 00:10:00	ES	Futures	5095.69	5096.82	5095.4	5095.69	265.0
2022-04-08 00:15:00	ES	Futures	5095.97	5096.25	5094.55	5094.55	283.0
2022-04-08 00:20:00	ES	Futures	5094.84	5095.12	5093.99	5094.84	264.0
2022-04-08 00:25:00	ES	Futures	5094.84	5096.25	5094.84	5095.69	207.0
2022-04-08 00:30:00	ES	Futures	5095.97	5096.25	5094.84	5095.69	146.0
2022-04-08 00:35:00	ES	Futures	5095.69	5096.82	5095.69	5096.54	177.0
2022-04-08 00:40:00	ES	Futures	5096.82	5097.39	5094.27	5095.4	453.0
2022-04-08 00:45:00	ES	Futures	5095.4	5095.4	5093.99	5094.27	212.0
2022-04-08 00:50:00	ES	Futures	5094.27	5094.27	5092.57	5093.14	678.0
2022-04-08 00:55:00	ES	Futures	5093.14	5094.55	5093.14	5094.55	311.0
2022-04-08 01:00:00	ES	Futures	5094.84	5095.97	5093.99	5093.99	451.0
2022-04-08 01:05:00	ES	Futures	5093.99	5094.55	5092.85	5094.55	383.0
2022-04-08 01:10:00	ES	Futures	5094.55	5097.67	5093.42	5097.67	405.0
2022-04-08 01:15:00	ES	Futures	5097.67	5100.22	5097.39	5100.22	532.0
2022-04-08 01:20:00	ES	Futures	5100.22	5101.07	5099.09	5100.22	403.0
2022-04-08 01:25:00	ES	Futures	5099.94	5100.22	5098.81	5099.37	473.0
2022-04-08 01:30:00	ES	Futures	5099.66	5099.94	5098.81	5099.37	260.0
2022-04-08 01:35:00	ES	Futures	5099.37	5099.66	5098.24	5098.81	191.0
2022-04-08 01:40:00	ES	Futures	5098.81	5099.37	5097.96	5099.37	196.0
2022-04-08 01:45:00	ES	Futures	5099.37	5100.79	5099.37	5100.22	381.0
2022-04-08 01:50:00	ES	Futures	5099.94	5103.06	5099.94	5102.21	829.0
2022-04-08 01:55:00	ES	Futures	5101.92	5104.19	5101.92	5103.06	813.0
2022-04-08 02:00:00	ES	Futures	5103.06	5104.76	5101.07	5101.92	1040.0
2022-04-08 02:05:00	ES	Futures	5101.92	5108.44	5101.92	5106.46	1177.0
2022-04-08 02:10:00	ES	Futures	5106.74	5106.74	5103.06	5103.91	495.0
2022-04-08 02:15:00	ES	Futures	5104.19	5106.74	5103.06	5105.04	539.0
2022-04-08 02:20:00	ES	Futures	5104.76	5109.86	5104.19	5109.58	1453.0
2022-04-08 02:25:00	ES	Futures	5109.58	5110.71	5107.59	5107.59	1253.0
2022-04-08 02:30:00	ES	Futures	5107.88	5110.43	5107.88	5109.86	564.0
2022-04-08 02:35:00	ES	Futures	5109.86	5111.84	5107.88	5108.44	851.0
2022-04-08 02:40:00	ES	Futures	5108.44	5108.73	5105.89	5108.44	845.0
2022-04-08 02:45:00	ES	Futures	5108.44	5110.43	5107.31	5109.58	638.0
2022-04-08 02:50:00	ES	Futures	5109.58	5112.69	5109.01	5111.56	974.0
2022-04-08 02:55:00	ES	Futures	5111.56	5115.25	5111.56	5112.41	1390.0
2022-04-08 03:00:00	ES	Futures	5112.41	5114.11	5107.59	5107.88	3291.0
2022-04-08 03:05:00	ES	Futures	5107.88	5109.58	5104.76	5108.16	2042.0
2022-04-08 03:10:00	ES	Futures	5108.16	5112.41	5107.03	5111.56	1154.0
2022-04-08 03:15:00	ES	Futures	5111.28	5112.13	5106.46	5110.14	1317.0
2022-04-08 03:20:00	ES	Futures	5110.43	5113.83	5109.29	5110.71	1512.0
2022-04-08 03:25:00	ES	Futures	5110.71	5111.84	5108.73	5110.99	1346.0
2022-04-08 03:30:00	ES	Futures	5110.71	5111.28	5107.59	5110.43	977.0
2022-04-08 03:35:00	ES	Futures	5110.71	5116.66	5110.43	5116.1	1761.0
2022-04-08 03:40:00	ES	Futures	5116.38	5117.8	5114.11	5116.38	1345.0
2022-04-08 03:45:00	ES	Futures	5116.38	5116.66	5112.98	5114.68	1068.0
2022-04-08 03:50:00	ES	Futures	5114.96	5118.93	5114.96	5116.66	1530.0
2022-04-08 03:55:00	ES	Futures	5116.38	5119.78	5115.81	5118.65	1069.0
2022-04-08 04:00:00	ES	Futures	5118.65	5122.05	5118.08	5122.05	2291.0
2022-04-08 04:05:00	ES	Futures	5122.05	5123.18	5119.78	5121.76	1813.0

> showing 50 of 15,995 rows — these rows as CSV

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