PREVIEW / futures_5min / 2022-04-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-11.parquet
  size:    383 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
2022-04-11 00:00:00	ES	Futures	5052.04	5054.31	5052.04	5053.46	579.0
2022-04-11 00:05:00	ES	Futures	5053.17	5055.16	5052.89	5054.87	520.0
2022-04-11 00:10:00	ES	Futures	5054.59	5054.87	5053.46	5053.46	365.0
2022-04-11 00:15:00	ES	Futures	5053.46	5054.59	5052.89	5053.74	300.0
2022-04-11 00:20:00	ES	Futures	5054.02	5054.87	5053.46	5053.74	222.0
2022-04-11 00:25:00	ES	Futures	5053.74	5054.02	5050.62	5051.75	762.0
2022-04-11 00:30:00	ES	Futures	5051.75	5051.75	5049.2	5049.2	911.0
2022-04-11 00:35:00	ES	Futures	5049.2	5050.9	5049.2	5050.62	340.0
2022-04-11 00:40:00	ES	Futures	5050.62	5052.32	5050.34	5051.75	272.0
2022-04-11 00:45:00	ES	Futures	5051.47	5052.04	5051.47	5052.04	165.0
2022-04-11 00:50:00	ES	Futures	5052.32	5052.32	5050.9	5051.19	195.0
2022-04-11 00:55:00	ES	Futures	5051.47	5051.75	5048.07	5048.35	465.0
2022-04-11 01:00:00	ES	Futures	5048.35	5050.05	5048.07	5048.35	409.0
2022-04-11 01:05:00	ES	Futures	5048.64	5052.04	5048.35	5051.19	549.0
2022-04-11 01:10:00	ES	Futures	5051.47	5051.75	5048.07	5048.07	370.0
2022-04-11 01:15:00	ES	Futures	5048.35	5050.34	5048.35	5050.05	463.0
2022-04-11 01:20:00	ES	Futures	5050.34	5051.75	5045.8	5045.8	962.0
2022-04-11 01:25:00	ES	Futures	5045.52	5047.5	5045.24	5047.5	721.0
2022-04-11 01:30:00	ES	Futures	5047.5	5051.75	5047.22	5049.2	878.0
2022-04-11 01:35:00	ES	Futures	5049.2	5052.61	5048.64	5052.61	437.0
2022-04-11 01:40:00	ES	Futures	5052.61	5053.74	5051.75	5051.75	400.0
2022-04-11 01:45:00	ES	Futures	5052.04	5052.04	5048.35	5049.77	717.0
2022-04-11 01:50:00	ES	Futures	5049.77	5053.74	5049.77	5053.74	577.0
2022-04-11 01:55:00	ES	Futures	5053.46	5056.01	5052.32	5056.01	833.0
2022-04-11 02:00:00	ES	Futures	5056.29	5058.84	5055.44	5058.84	1591.0
2022-04-11 02:05:00	ES	Futures	5058.56	5059.41	5055.16	5055.44	841.0
2022-04-11 02:10:00	ES	Futures	5055.72	5060.54	5054.31	5059.69	1462.0
2022-04-11 02:15:00	ES	Futures	5059.69	5062.53	5058.84	5062.24	1365.0
2022-04-11 02:20:00	ES	Futures	5061.96	5063.94	5060.26	5063.66	836.0
2022-04-11 02:25:00	ES	Futures	5063.94	5065.08	5060.82	5062.81	846.0
2022-04-11 02:30:00	ES	Futures	5063.09	5063.38	5060.26	5060.82	585.0
2022-04-11 02:35:00	ES	Futures	5060.54	5062.24	5060.26	5061.11	627.0
2022-04-11 02:40:00	ES	Futures	5061.11	5062.81	5059.69	5062.24	547.0
2022-04-11 02:45:00	ES	Futures	5062.24	5063.09	5061.11	5061.68	421.0
2022-04-11 02:50:00	ES	Futures	5061.68	5061.68	5059.12	5059.97	555.0
2022-04-11 02:55:00	ES	Futures	5059.97	5060.82	5056.57	5057.99	1565.0
2022-04-11 03:00:00	ES	Futures	5058.27	5067.06	5057.99	5063.94	3780.0
2022-04-11 03:05:00	ES	Futures	5063.66	5065.93	5058.27	5059.69	2127.0
2022-04-11 03:10:00	ES	Futures	5059.41	5059.41	5049.49	5049.49	3494.0
2022-04-11 03:15:00	ES	Futures	5049.49	5056.29	5046.65	5052.89	2358.0
2022-04-11 03:20:00	ES	Futures	5052.61	5061.11	5052.04	5060.26	1974.0
2022-04-11 03:25:00	ES	Futures	5060.26	5077.55	5059.41	5077.26	5122.0
2022-04-11 03:30:00	ES	Futures	5076.98	5078.11	5072.73	5076.13	4284.0
2022-04-11 03:35:00	ES	Futures	5076.13	5077.55	5074.43	5076.98	1570.0
2022-04-11 03:40:00	ES	Futures	5076.98	5078.11	5074.71	5075.28	1457.0
2022-04-11 03:45:00	ES	Futures	5075.56	5082.37	5072.16	5077.55	2580.0
2022-04-11 03:50:00	ES	Futures	5077.55	5077.55	5073.01	5074.15	1426.0
2022-04-11 03:55:00	ES	Futures	5074.15	5074.43	5070.46	5071.03	1122.0
2022-04-11 04:00:00	ES	Futures	5071.31	5074.15	5065.93	5066.49	2855.0
2022-04-11 04:05:00	ES	Futures	5066.49	5067.63	5061.39	5062.81	3289.0

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

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