PREVIEW / futures_5min / 2022-04-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-10.parquet
  size:    99 KB
  rows:    4,099

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
2022-04-10 18:00:00	ES	Futures	5089.17	5092.0	5086.33	5088.32	2401.0
2022-04-10 18:05:00	ES	Futures	5088.6	5088.89	5086.9	5088.32	488.0
2022-04-10 18:10:00	ES	Futures	5088.32	5088.89	5085.77	5086.62	358.0
2022-04-10 18:15:00	ES	Futures	5086.62	5087.75	5086.05	5086.9	279.0
2022-04-10 18:20:00	ES	Futures	5086.9	5087.18	5084.35	5084.63	415.0
2022-04-10 18:25:00	ES	Futures	5084.92	5085.48	5084.35	5084.92	230.0
2022-04-10 18:30:00	ES	Futures	5084.92	5087.75	5084.92	5086.9	397.0
2022-04-10 18:35:00	ES	Futures	5087.18	5088.32	5086.05	5087.18	354.0
2022-04-10 18:40:00	ES	Futures	5086.9	5087.47	5086.62	5086.9	187.0
2022-04-10 18:45:00	ES	Futures	5086.9	5088.04	5086.9	5087.75	111.0
2022-04-10 18:50:00	ES	Futures	5088.04	5088.32	5086.05	5086.62	317.0
2022-04-10 18:55:00	ES	Futures	5086.62	5088.04	5086.62	5086.9	469.0
2022-04-10 19:00:00	ES	Futures	5086.9	5087.47	5085.48	5086.33	552.0
2022-04-10 19:05:00	ES	Futures	5086.62	5087.75	5085.48	5087.47	229.0
2022-04-10 19:10:00	ES	Futures	5087.75	5087.75	5086.62	5086.9	145.0
2022-04-10 19:15:00	ES	Futures	5086.9	5086.9	5085.77	5086.05	145.0
2022-04-10 19:20:00	ES	Futures	5086.05	5086.05	5082.93	5083.78	730.0
2022-04-10 19:25:00	ES	Futures	5083.78	5083.78	5081.8	5082.65	463.0
2022-04-10 19:30:00	ES	Futures	5082.37	5082.65	5080.95	5080.95	389.0
2022-04-10 19:35:00	ES	Futures	5080.95	5083.78	5079.82	5082.65	822.0
2022-04-10 19:40:00	ES	Futures	5082.37	5082.93	5081.23	5081.8	566.0
2022-04-10 19:45:00	ES	Futures	5082.08	5082.37	5081.23	5081.23	261.0
2022-04-10 19:50:00	ES	Futures	5081.23	5081.23	5078.97	5078.97	663.0
2022-04-10 19:55:00	ES	Futures	5078.97	5079.25	5074.71	5074.71	949.0
2022-04-10 20:00:00	ES	Futures	5074.71	5074.71	5069.33	5069.89	2619.0
2022-04-10 20:05:00	ES	Futures	5070.18	5071.88	5063.94	5065.64	2360.0
2022-04-10 20:10:00	ES	Futures	5065.64	5069.89	5064.79	5068.48	1256.0
2022-04-10 20:15:00	ES	Futures	5068.48	5070.46	5066.78	5068.19	1272.0
2022-04-10 20:20:00	ES	Futures	5068.48	5069.33	5067.34	5069.04	753.0
2022-04-10 20:25:00	ES	Futures	5068.76	5071.88	5068.48	5071.03	1076.0
2022-04-10 20:30:00	ES	Futures	5071.31	5073.58	5071.03	5072.73	755.0
2022-04-10 20:35:00	ES	Futures	5072.73	5073.01	5071.88	5073.01	562.0
2022-04-10 20:40:00	ES	Futures	5073.01	5075.28	5072.16	5073.58	999.0
2022-04-10 20:45:00	ES	Futures	5073.58	5074.71	5073.3	5074.15	465.0
2022-04-10 20:50:00	ES	Futures	5074.15	5077.26	5073.86	5076.41	700.0
2022-04-10 20:55:00	ES	Futures	5076.41	5076.98	5075.28	5076.41	671.0
2022-04-10 21:00:00	ES	Futures	5076.13	5077.55	5075.56	5076.7	648.0
2022-04-10 21:05:00	ES	Futures	5076.7	5078.4	5076.41	5077.83	411.0
2022-04-10 21:10:00	ES	Futures	5077.83	5078.68	5077.26	5078.11	560.0
2022-04-10 21:15:00	ES	Futures	5078.11	5078.11	5075.85	5076.41	620.0
2022-04-10 21:20:00	ES	Futures	5076.7	5077.26	5075.56	5076.41	435.0
2022-04-10 21:25:00	ES	Futures	5076.41	5076.98	5073.86	5074.43	440.0
2022-04-10 21:30:00	ES	Futures	5074.15	5075.0	5070.18	5071.6	1229.0
2022-04-10 21:35:00	ES	Futures	5071.31	5071.31	5068.76	5068.76	701.0
2022-04-10 21:40:00	ES	Futures	5068.76	5069.04	5067.34	5068.76	966.0
2022-04-10 21:45:00	ES	Futures	5068.76	5068.76	5061.39	5062.53	2239.0
2022-04-10 21:50:00	ES	Futures	5062.53	5063.94	5060.26	5061.39	1390.0
2022-04-10 21:55:00	ES	Futures	5061.11	5061.68	5058.84	5061.68	1081.0
2022-04-10 22:00:00	ES	Futures	5061.68	5062.81	5059.69	5059.97	966.0
2022-04-10 22:05:00	ES	Futures	5059.97	5062.53	5059.12	5060.54	1183.0

> showing 50 of 4,099 rows — these rows as CSV

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