PREVIEW / futures_5min / 2022-04-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-12.parquet
  size:    393 KB
  rows:    20,112

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
2022-04-12 00:00:00	ES	Futures	4974.66	4976.08	4974.38	4974.94	568.0
2022-04-12 00:05:00	ES	Futures	4974.94	4975.79	4973.81	4973.81	334.0
2022-04-12 00:10:00	ES	Futures	4974.09	4974.66	4973.81	4974.09	207.0
2022-04-12 00:15:00	ES	Futures	4974.09	4974.94	4974.09	4974.38	243.0
2022-04-12 00:20:00	ES	Futures	4974.38	4974.66	4974.09	4974.38	163.0
2022-04-12 00:25:00	ES	Futures	4974.09	4974.38	4969.84	4970.69	1521.0
2022-04-12 00:30:00	ES	Futures	4970.69	4972.11	4970.41	4971.26	570.0
2022-04-12 00:35:00	ES	Futures	4970.97	4972.11	4970.69	4971.54	333.0
2022-04-12 00:40:00	ES	Futures	4971.54	4971.82	4970.12	4970.69	235.0
2022-04-12 00:45:00	ES	Futures	4970.69	4971.26	4970.12	4970.41	290.0
2022-04-12 00:50:00	ES	Futures	4970.12	4970.97	4970.12	4970.69	167.0
2022-04-12 00:55:00	ES	Futures	4970.41	4970.69	4969.56	4970.69	300.0
2022-04-12 01:00:00	ES	Futures	4970.41	4972.11	4968.99	4969.56	921.0
2022-04-12 01:05:00	ES	Futures	4969.56	4972.67	4969.56	4972.67	639.0
2022-04-12 01:10:00	ES	Futures	4972.67	4976.08	4972.39	4976.08	1283.0
2022-04-12 01:15:00	ES	Futures	4976.08	4981.46	4975.79	4981.18	1794.0
2022-04-12 01:20:00	ES	Futures	4981.46	4982.03	4977.78	4977.78	1374.0
2022-04-12 01:25:00	ES	Futures	4978.06	4978.06	4976.36	4976.64	633.0
2022-04-12 01:30:00	ES	Futures	4976.64	4978.34	4976.08	4977.49	1174.0
2022-04-12 01:35:00	ES	Futures	4977.78	4980.89	4976.08	4980.61	1094.0
2022-04-12 01:40:00	ES	Futures	4980.33	4981.18	4978.06	4980.04	856.0
2022-04-12 01:45:00	ES	Futures	4980.04	4980.61	4977.49	4979.48	782.0
2022-04-12 01:50:00	ES	Futures	4979.19	4981.18	4978.63	4979.76	492.0
2022-04-12 01:55:00	ES	Futures	4979.48	4980.04	4977.49	4977.78	614.0
2022-04-12 02:00:00	ES	Futures	4977.78	4980.04	4972.96	4974.66	1586.0
2022-04-12 02:05:00	ES	Futures	4974.66	4978.34	4973.53	4978.34	1095.0
2022-04-12 02:10:00	ES	Futures	4978.06	4980.04	4977.78	4979.76	702.0
2022-04-12 02:15:00	ES	Futures	4979.48	4980.33	4978.06	4980.33	649.0
2022-04-12 02:20:00	ES	Futures	4980.04	4980.33	4977.78	4977.78	940.0
2022-04-12 02:25:00	ES	Futures	4978.06	4979.76	4977.49	4979.76	551.0
2022-04-12 02:30:00	ES	Futures	4979.48	4980.04	4978.34	4979.76	902.0
2022-04-12 02:35:00	ES	Futures	4979.76	4986.56	4979.76	4985.71	1972.0
2022-04-12 02:40:00	ES	Futures	4985.43	4986.56	4982.31	4982.88	1203.0
2022-04-12 02:45:00	ES	Futures	4982.6	4984.01	4980.33	4982.03	858.0
2022-04-12 02:50:00	ES	Futures	4981.75	4982.88	4980.61	4981.46	661.0
2022-04-12 02:55:00	ES	Futures	4981.46	4984.3	4979.76	4984.01	656.0
2022-04-12 03:00:00	ES	Futures	4983.73	4985.71	4978.34	4978.63	2221.0
2022-04-12 03:05:00	ES	Futures	4978.63	4981.18	4974.94	4978.63	2478.0
2022-04-12 03:10:00	ES	Futures	4978.63	4984.58	4977.49	4981.46	1835.0
2022-04-12 03:15:00	ES	Futures	4981.46	4981.75	4972.96	4975.51	1907.0
2022-04-12 03:20:00	ES	Futures	4975.51	4978.34	4970.41	4977.49	1908.0
2022-04-12 03:25:00	ES	Futures	4977.49	4980.33	4976.36	4980.04	1744.0
2022-04-12 03:30:00	ES	Futures	4979.76	4979.76	4972.67	4974.94	1708.0
2022-04-12 03:35:00	ES	Futures	4974.94	4975.51	4969.84	4972.96	1618.0
2022-04-12 03:40:00	ES	Futures	4972.96	4973.81	4968.42	4969.84	1370.0
2022-04-12 03:45:00	ES	Futures	4969.84	4977.78	4968.99	4977.49	1881.0
2022-04-12 03:50:00	ES	Futures	4977.21	4980.61	4974.09	4979.19	1367.0
2022-04-12 03:55:00	ES	Futures	4979.19	4981.18	4978.06	4979.48	971.0
2022-04-12 04:00:00	ES	Futures	4979.19	4982.31	4977.49	4978.34	2056.0
2022-04-12 04:05:00	ES	Futures	4978.63	4980.61	4977.49	4980.33	1412.0

> showing 50 of 20,112 rows — these rows as CSV

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