PREVIEW / futures_5min / 2022-02-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-01.parquet
  size:    358 KB
  rows:    20,092

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
2022-02-01 00:00:00	ES	Futures	5081.39	5083.65	5081.39	5082.24	814.0
2022-02-01 00:05:00	ES	Futures	5082.52	5082.52	5079.41	5079.41	215.0
2022-02-01 00:10:00	ES	Futures	5079.13	5081.67	5079.13	5081.39	342.0
2022-02-01 00:15:00	ES	Futures	5081.39	5081.67	5080.54	5080.82	191.0
2022-02-01 00:20:00	ES	Futures	5080.82	5082.52	5080.82	5081.11	174.0
2022-02-01 00:25:00	ES	Futures	5081.39	5081.39	5080.82	5080.82	135.0
2022-02-01 00:30:00	ES	Futures	5080.82	5082.52	5080.26	5082.24	367.0
2022-02-01 00:35:00	ES	Futures	5082.24	5082.8	5081.11	5081.95	215.0
2022-02-01 00:40:00	ES	Futures	5081.95	5082.24	5080.82	5081.67	148.0
2022-02-01 00:45:00	ES	Futures	5081.67	5082.52	5081.11	5081.39	237.0
2022-02-01 00:50:00	ES	Futures	5081.67	5083.37	5081.67	5083.08	110.0
2022-02-01 00:55:00	ES	Futures	5083.08	5085.35	5082.8	5084.22	598.0
2022-02-01 01:00:00	ES	Futures	5083.93	5088.18	5082.8	5085.06	1163.0
2022-02-01 01:05:00	ES	Futures	5085.35	5085.91	5084.5	5084.5	177.0
2022-02-01 01:10:00	ES	Futures	5084.5	5084.78	5080.26	5081.39	535.0
2022-02-01 01:15:00	ES	Futures	5081.67	5082.24	5079.41	5080.82	501.0
2022-02-01 01:20:00	ES	Futures	5080.82	5081.67	5079.69	5080.26	199.0
2022-02-01 01:25:00	ES	Futures	5080.26	5081.67	5079.97	5080.26	141.0
2022-02-01 01:30:00	ES	Futures	5080.26	5081.11	5079.13	5079.41	278.0
2022-02-01 01:35:00	ES	Futures	5079.69	5082.24	5079.13	5081.95	259.0
2022-02-01 01:40:00	ES	Futures	5082.24	5082.52	5080.82	5081.95	270.0
2022-02-01 01:45:00	ES	Futures	5082.24	5082.8	5081.11	5081.39	308.0
2022-02-01 01:50:00	ES	Futures	5081.67	5083.93	5081.39	5083.65	331.0
2022-02-01 01:55:00	ES	Futures	5083.37	5084.78	5081.95	5084.78	474.0
2022-02-01 02:00:00	ES	Futures	5084.5	5088.18	5082.24	5085.35	1164.0
2022-02-01 02:05:00	ES	Futures	5085.63	5089.31	5085.63	5089.31	580.0
2022-02-01 02:10:00	ES	Futures	5089.31	5096.09	5089.02	5094.4	2693.0
2022-02-01 02:15:00	ES	Futures	5094.11	5096.09	5093.27	5095.25	1047.0
2022-02-01 02:20:00	ES	Futures	5095.25	5096.09	5093.55	5095.81	760.0
2022-02-01 02:25:00	ES	Futures	5095.81	5096.94	5094.11	5094.96	1176.0
2022-02-01 02:30:00	ES	Futures	5094.96	5096.09	5093.27	5094.11	1235.0
2022-02-01 02:35:00	ES	Futures	5094.11	5094.68	5093.27	5094.11	722.0
2022-02-01 02:40:00	ES	Futures	5094.4	5094.96	5092.98	5093.27	645.0
2022-02-01 02:45:00	ES	Futures	5093.27	5096.09	5090.72	5094.68	2011.0
2022-02-01 02:50:00	ES	Futures	5094.96	5095.25	5086.76	5088.46	1399.0
2022-02-01 02:55:00	ES	Futures	5088.46	5090.44	5088.18	5090.15	837.0
2022-02-01 03:00:00	ES	Futures	5090.15	5094.96	5086.2	5094.4	3182.0
2022-02-01 03:05:00	ES	Futures	5094.68	5102.32	5093.27	5102.03	4257.0
2022-02-01 03:10:00	ES	Futures	5102.03	5105.71	5102.03	5104.01	2392.0
2022-02-01 03:15:00	ES	Futures	5104.3	5106.84	5098.36	5101.18	2151.0
2022-02-01 03:20:00	ES	Futures	5100.9	5106.27	5100.9	5102.32	2182.0
2022-02-01 03:25:00	ES	Futures	5102.03	5104.3	5098.92	5102.03	2321.0
2022-02-01 03:30:00	ES	Futures	5102.03	5104.86	5100.34	5102.03	1985.0
2022-02-01 03:35:00	ES	Futures	5101.75	5102.88	5098.36	5099.2	1872.0
2022-02-01 03:40:00	ES	Futures	5098.92	5104.01	5096.94	5102.03	2367.0
2022-02-01 03:45:00	ES	Futures	5102.03	5102.6	5099.49	5100.62	1412.0
2022-02-01 03:50:00	ES	Futures	5100.62	5101.47	5096.38	5098.92	1779.0
2022-02-01 03:55:00	ES	Futures	5098.92	5102.03	5096.38	5100.62	947.0
2022-02-01 04:00:00	ES	Futures	5100.9	5102.03	5095.81	5098.36	1966.0
2022-02-01 04:05:00	ES	Futures	5098.36	5098.92	5094.11	5094.96	1266.0

> showing 50 of 20,092 rows — these rows as CSV

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