PREVIEW / futures_5min / 2022-04-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-04-20.parquet
  size:    361 KB
  rows:    19,806

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
2022-04-20 00:00:00	ES	Futures	5040.13	5040.7	5037.87	5038.15	516.0
2022-04-20 00:05:00	ES	Futures	5038.15	5039.0	5037.87	5038.43	270.0
2022-04-20 00:10:00	ES	Futures	5038.43	5038.72	5036.17	5037.58	381.0
2022-04-20 00:15:00	ES	Futures	5037.58	5038.15	5037.3	5037.3	172.0
2022-04-20 00:20:00	ES	Futures	5037.02	5037.87	5036.17	5037.87	226.0
2022-04-20 00:25:00	ES	Futures	5037.87	5039.0	5037.3	5038.43	292.0
2022-04-20 00:30:00	ES	Futures	5038.15	5039.28	5037.58	5038.72	280.0
2022-04-20 00:35:00	ES	Futures	5039.0	5039.57	5038.43	5038.72	241.0
2022-04-20 00:40:00	ES	Futures	5038.72	5039.28	5038.43	5039.0	187.0
2022-04-20 00:45:00	ES	Futures	5039.0	5039.57	5037.87	5038.72	215.0
2022-04-20 00:50:00	ES	Futures	5038.43	5038.72	5036.45	5037.3	373.0
2022-04-20 00:55:00	ES	Futures	5037.3	5037.87	5036.73	5037.58	314.0
2022-04-20 01:00:00	ES	Futures	5037.58	5039.0	5033.05	5033.61	1219.0
2022-04-20 01:05:00	ES	Futures	5033.61	5035.88	5033.61	5034.75	828.0
2022-04-20 01:10:00	ES	Futures	5034.46	5035.32	5033.05	5034.46	594.0
2022-04-20 01:15:00	ES	Futures	5034.75	5035.32	5032.76	5032.76	648.0
2022-04-20 01:20:00	ES	Futures	5033.05	5033.61	5030.78	5032.2	710.0
2022-04-20 01:25:00	ES	Futures	5032.2	5033.05	5030.78	5031.91	464.0
2022-04-20 01:30:00	ES	Futures	5032.2	5035.03	5032.2	5032.76	574.0
2022-04-20 01:35:00	ES	Futures	5032.76	5034.18	5031.63	5033.9	379.0
2022-04-20 01:40:00	ES	Futures	5033.9	5039.0	5033.61	5037.3	870.0
2022-04-20 01:45:00	ES	Futures	5037.3	5037.58	5035.03	5035.88	462.0
2022-04-20 01:50:00	ES	Futures	5035.88	5036.73	5034.75	5035.32	413.0
2022-04-20 01:55:00	ES	Futures	5035.6	5037.87	5035.32	5037.58	388.0
2022-04-20 02:00:00	ES	Futures	5037.58	5038.43	5035.6	5035.6	1081.0
2022-04-20 02:05:00	ES	Futures	5035.6	5036.45	5032.48	5033.05	770.0
2022-04-20 02:10:00	ES	Futures	5032.76	5034.18	5031.91	5033.61	577.0
2022-04-20 02:15:00	ES	Futures	5033.33	5033.61	5030.78	5031.91	886.0
2022-04-20 02:20:00	ES	Futures	5031.91	5034.18	5030.78	5032.48	761.0
2022-04-20 02:25:00	ES	Futures	5032.48	5033.05	5027.95	5028.23	1699.0
2022-04-20 02:30:00	ES	Futures	5028.51	5031.06	5027.95	5030.5	792.0
2022-04-20 02:35:00	ES	Futures	5030.5	5033.05	5029.93	5032.76	463.0
2022-04-20 02:40:00	ES	Futures	5033.05	5033.05	5031.35	5032.76	445.0
2022-04-20 02:45:00	ES	Futures	5033.05	5034.75	5032.76	5033.61	679.0
2022-04-20 02:50:00	ES	Futures	5033.61	5035.03	5031.63	5033.33	841.0
2022-04-20 02:55:00	ES	Futures	5033.33	5034.18	5031.63	5033.33	671.0
2022-04-20 03:00:00	ES	Futures	5033.05	5034.46	5026.53	5031.35	2934.0
2022-04-20 03:05:00	ES	Futures	5031.35	5040.13	5031.06	5038.72	2393.0
2022-04-20 03:10:00	ES	Futures	5038.72	5042.68	5037.87	5039.57	1761.0
2022-04-20 03:15:00	ES	Futures	5039.57	5042.97	5039.0	5042.12	1459.0
2022-04-20 03:20:00	ES	Futures	5041.83	5042.12	5036.73	5039.57	1871.0
2022-04-20 03:25:00	ES	Futures	5039.28	5040.7	5037.58	5038.72	1063.0
2022-04-20 03:30:00	ES	Futures	5038.72	5042.4	5038.43	5041.27	1503.0
2022-04-20 03:35:00	ES	Futures	5040.98	5042.68	5039.0	5040.13	809.0
2022-04-20 03:40:00	ES	Futures	5040.13	5041.55	5037.58	5038.15	1256.0
2022-04-20 03:45:00	ES	Futures	5038.15	5039.28	5036.73	5037.02	1048.0
2022-04-20 03:50:00	ES	Futures	5036.73	5039.28	5035.03	5035.32	1409.0
2022-04-20 03:55:00	ES	Futures	5035.32	5036.17	5033.33	5035.03	988.0
2022-04-20 04:00:00	ES	Futures	5035.32	5036.17	5029.65	5030.21	1812.0
2022-04-20 04:05:00	ES	Futures	5030.21	5032.2	5028.8	5029.65	1690.0

> showing 50 of 19,806 rows — these rows as CSV

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