PREVIEW / futures_5min / 2022-04-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-14.parquet
  size:    317 KB
  rows:    16,005

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
2022-04-14 00:00:00	ES	Futures	5040.42	5042.4	5040.42	5041.83	434.0
2022-04-14 00:05:00	ES	Futures	5041.83	5043.54	5041.83	5042.68	380.0
2022-04-14 00:10:00	ES	Futures	5042.97	5045.24	5042.4	5044.67	682.0
2022-04-14 00:15:00	ES	Futures	5044.67	5046.65	5043.25	5045.24	682.0
2022-04-14 00:20:00	ES	Futures	5044.95	5046.37	5044.67	5046.37	388.0
2022-04-14 00:25:00	ES	Futures	5046.37	5047.79	5045.52	5047.22	643.0
2022-04-14 00:30:00	ES	Futures	5046.94	5048.35	5046.94	5047.5	348.0
2022-04-14 00:35:00	ES	Futures	5047.79	5049.49	5047.5	5047.79	641.0
2022-04-14 00:40:00	ES	Futures	5047.79	5048.64	5047.79	5048.07	202.0
2022-04-14 00:45:00	ES	Futures	5048.35	5049.49	5048.35	5049.49	361.0
2022-04-14 00:50:00	ES	Futures	5049.49	5049.49	5047.79	5048.35	380.0
2022-04-14 00:55:00	ES	Futures	5048.35	5048.64	5047.79	5047.79	148.0
2022-04-14 01:00:00	ES	Futures	5048.07	5049.49	5047.5	5048.07	490.0
2022-04-14 01:05:00	ES	Futures	5047.79	5049.2	5047.5	5047.5	409.0
2022-04-14 01:10:00	ES	Futures	5047.5	5048.07	5046.65	5048.07	290.0
2022-04-14 01:15:00	ES	Futures	5047.79	5049.2	5047.79	5049.2	314.0
2022-04-14 01:20:00	ES	Futures	5049.2	5049.2	5047.22	5047.5	244.0
2022-04-14 01:25:00	ES	Futures	5047.79	5048.64	5047.22	5047.79	170.0
2022-04-14 01:30:00	ES	Futures	5047.5	5048.64	5046.65	5048.35	302.0
2022-04-14 01:35:00	ES	Futures	5048.64	5051.75	5048.35	5051.19	722.0
2022-04-14 01:40:00	ES	Futures	5051.19	5051.19	5049.2	5050.34	353.0
2022-04-14 01:45:00	ES	Futures	5050.05	5051.75	5048.07	5048.07	427.0
2022-04-14 01:50:00	ES	Futures	5047.79	5048.64	5047.22	5048.35	420.0
2022-04-14 01:55:00	ES	Futures	5048.35	5049.49	5046.65	5046.94	509.0
2022-04-14 02:00:00	ES	Futures	5046.94	5048.07	5045.52	5045.8	965.0
2022-04-14 02:05:00	ES	Futures	5045.8	5046.94	5043.82	5045.24	854.0
2022-04-14 02:10:00	ES	Futures	5045.24	5046.37	5044.67	5045.52	475.0
2022-04-14 02:15:00	ES	Futures	5045.52	5048.07	5045.52	5047.5	421.0
2022-04-14 02:20:00	ES	Futures	5047.5	5048.64	5046.94	5048.07	629.0
2022-04-14 02:25:00	ES	Futures	5048.07	5048.92	5044.95	5046.09	1113.0
2022-04-14 02:30:00	ES	Futures	5045.8	5046.65	5043.25	5043.82	758.0
2022-04-14 02:35:00	ES	Futures	5043.82	5045.24	5043.54	5044.1	909.0
2022-04-14 02:40:00	ES	Futures	5044.1	5044.95	5043.54	5043.82	458.0
2022-04-14 02:45:00	ES	Futures	5043.82	5044.67	5042.97	5042.97	298.0
2022-04-14 02:50:00	ES	Futures	5043.25	5043.54	5041.55	5041.55	554.0
2022-04-14 02:55:00	ES	Futures	5041.55	5041.55	5040.7	5041.27	557.0
2022-04-14 03:00:00	ES	Futures	5041.55	5042.68	5037.3	5039.57	3953.0
2022-04-14 03:05:00	ES	Futures	5039.57	5039.85	5036.73	5037.3	1935.0
2022-04-14 03:10:00	ES	Futures	5037.3	5037.87	5033.33	5035.32	2106.0
2022-04-14 03:15:00	ES	Futures	5035.6	5037.3	5031.91	5036.73	1660.0
2022-04-14 03:20:00	ES	Futures	5036.73	5038.15	5033.61	5037.58	1495.0
2022-04-14 03:25:00	ES	Futures	5037.58	5041.27	5037.02	5039.28	1831.0
2022-04-14 03:30:00	ES	Futures	5039.28	5040.13	5035.32	5035.32	1581.0
2022-04-14 03:35:00	ES	Futures	5035.6	5037.87	5034.18	5036.17	874.0
2022-04-14 03:40:00	ES	Futures	5036.17	5038.15	5035.32	5036.45	787.0
2022-04-14 03:45:00	ES	Futures	5036.73	5039.57	5035.6	5038.72	1194.0
2022-04-14 03:50:00	ES	Futures	5038.72	5039.0	5035.88	5037.3	640.0
2022-04-14 03:55:00	ES	Futures	5037.58	5037.58	5034.46	5036.73	653.0
2022-04-14 04:00:00	ES	Futures	5036.73	5038.15	5033.05	5033.61	1233.0
2022-04-14 04:05:00	ES	Futures	5033.61	5038.72	5033.61	5036.17	1602.0

> showing 50 of 16,005 rows — these rows as CSV

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