PREVIEW / futures_5min / 2022-02-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-02.parquet
  size:    354 KB
  rows:    20,085

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
2022-02-02 00:00:00	ES	Futures	5155.2	5157.18	5154.92	5157.18	717.0
2022-02-02 00:05:00	ES	Futures	5157.18	5157.74	5156.05	5156.9	324.0
2022-02-02 00:10:00	ES	Futures	5156.9	5157.18	5156.61	5156.9	199.0
2022-02-02 00:15:00	ES	Futures	5156.9	5156.9	5155.77	5156.9	264.0
2022-02-02 00:20:00	ES	Futures	5156.9	5157.46	5156.33	5156.9	231.0
2022-02-02 00:25:00	ES	Futures	5157.18	5158.03	5157.18	5157.46	261.0
2022-02-02 00:30:00	ES	Futures	5157.74	5158.03	5157.46	5157.46	211.0
2022-02-02 00:35:00	ES	Futures	5157.46	5158.03	5157.18	5157.74	245.0
2022-02-02 00:40:00	ES	Futures	5157.74	5165.66	5157.46	5158.59	3284.0
2022-02-02 00:45:00	ES	Futures	5158.59	5159.72	5158.59	5159.44	248.0
2022-02-02 00:50:00	ES	Futures	5159.44	5159.72	5158.59	5159.16	446.0
2022-02-02 00:55:00	ES	Futures	5159.16	5160.29	5159.16	5160.01	272.0
2022-02-02 01:00:00	ES	Futures	5160.29	5162.27	5159.72	5162.27	552.0
2022-02-02 01:05:00	ES	Futures	5161.99	5163.97	5161.99	5162.27	435.0
2022-02-02 01:10:00	ES	Futures	5161.99	5163.4	5161.99	5163.12	193.0
2022-02-02 01:15:00	ES	Futures	5163.4	5163.4	5162.27	5162.84	128.0
2022-02-02 01:20:00	ES	Futures	5163.12	5164.53	5162.55	5163.97	524.0
2022-02-02 01:25:00	ES	Futures	5163.97	5164.81	5163.68	5164.81	192.0
2022-02-02 01:30:00	ES	Futures	5164.53	5167.64	5164.25	5164.53	1062.0
2022-02-02 01:35:00	ES	Futures	5164.25	5164.25	5161.7	5162.55	714.0
2022-02-02 01:40:00	ES	Futures	5162.55	5163.12	5158.31	5158.59	639.0
2022-02-02 01:45:00	ES	Futures	5158.59	5158.88	5157.46	5158.03	478.0
2022-02-02 01:50:00	ES	Futures	5158.03	5159.44	5157.74	5157.74	470.0
2022-02-02 01:55:00	ES	Futures	5158.03	5159.44	5156.33	5159.16	481.0
2022-02-02 02:00:00	ES	Futures	5159.16	5159.16	5155.48	5156.9	831.0
2022-02-02 02:05:00	ES	Futures	5156.9	5159.44	5156.05	5157.46	667.0
2022-02-02 02:10:00	ES	Futures	5157.18	5158.88	5156.33	5158.59	414.0
2022-02-02 02:15:00	ES	Futures	5158.88	5160.01	5158.31	5160.01	401.0
2022-02-02 02:20:00	ES	Futures	5160.29	5160.57	5158.59	5159.72	749.0
2022-02-02 02:25:00	ES	Futures	5160.01	5162.27	5158.88	5161.99	864.0
2022-02-02 02:30:00	ES	Futures	5161.7	5164.25	5161.14	5161.7	886.0
2022-02-02 02:35:00	ES	Futures	5161.99	5161.99	5158.03	5158.88	546.0
2022-02-02 02:40:00	ES	Futures	5158.59	5161.99	5158.03	5161.99	589.0
2022-02-02 02:45:00	ES	Futures	5161.99	5161.99	5156.61	5157.18	769.0
2022-02-02 02:50:00	ES	Futures	5157.46	5158.31	5156.33	5157.46	649.0
2022-02-02 02:55:00	ES	Futures	5157.46	5158.03	5156.9	5158.03	484.0
2022-02-02 03:00:00	ES	Futures	5158.03	5158.88	5153.79	5154.92	3395.0
2022-02-02 03:05:00	ES	Futures	5154.92	5159.44	5153.5	5157.74	2462.0
2022-02-02 03:10:00	ES	Futures	5157.74	5159.44	5155.77	5157.74	1420.0
2022-02-02 03:15:00	ES	Futures	5157.74	5158.03	5154.07	5154.92	1076.0
2022-02-02 03:20:00	ES	Futures	5154.63	5159.72	5154.07	5157.18	1152.0
2022-02-02 03:25:00	ES	Futures	5157.46	5159.72	5155.2	5155.2	1075.0
2022-02-02 03:30:00	ES	Futures	5155.2	5157.74	5154.35	5154.63	926.0
2022-02-02 03:35:00	ES	Futures	5154.63	5156.9	5152.37	5152.65	1154.0
2022-02-02 03:40:00	ES	Futures	5152.37	5154.92	5151.81	5153.5	1435.0
2022-02-02 03:45:00	ES	Futures	5153.22	5154.35	5150.39	5150.67	1463.0
2022-02-02 03:50:00	ES	Futures	5150.39	5156.05	5148.13	5152.94	2448.0
2022-02-02 03:55:00	ES	Futures	5152.94	5153.22	5150.11	5152.65	1262.0
2022-02-02 04:00:00	ES	Futures	5152.94	5158.59	5151.81	5158.31	1747.0
2022-02-02 04:05:00	ES	Futures	5158.31	5162.84	5158.31	5160.57	1874.0

> showing 50 of 20,085 rows — these rows as CSV

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