PREVIEW / futures_5min / 2022-02-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-03.parquet
  size:    385 KB
  rows:    20,250

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
2022-02-03 00:00:00	ES	Futures	5130.88	5130.88	5130.31	5130.31	438.0
2022-02-03 00:05:00	ES	Futures	5130.31	5131.44	5130.31	5131.16	328.0
2022-02-03 00:10:00	ES	Futures	5131.16	5132.58	5130.6	5131.16	472.0
2022-02-03 00:15:00	ES	Futures	5130.88	5131.73	5130.6	5131.16	371.0
2022-02-03 00:20:00	ES	Futures	5131.16	5132.29	5131.16	5132.29	203.0
2022-02-03 00:25:00	ES	Futures	5132.58	5132.58	5131.16	5131.16	171.0
2022-02-03 00:30:00	ES	Futures	5131.44	5131.73	5131.16	5131.16	270.0
2022-02-03 00:35:00	ES	Futures	5131.16	5132.29	5131.16	5131.73	311.0
2022-02-03 00:40:00	ES	Futures	5131.73	5132.01	5131.16	5131.16	132.0
2022-02-03 00:45:00	ES	Futures	5131.16	5131.73	5131.16	5131.73	191.0
2022-02-03 00:50:00	ES	Futures	5131.44	5131.73	5130.6	5131.16	686.0
2022-02-03 00:55:00	ES	Futures	5131.44	5131.44	5128.9	5130.6	1089.0
2022-02-03 01:00:00	ES	Futures	5130.6	5131.16	5128.33	5129.18	732.0
2022-02-03 01:05:00	ES	Futures	5129.46	5129.75	5127.77	5129.18	674.0
2022-02-03 01:10:00	ES	Futures	5129.46	5130.31	5129.18	5130.03	317.0
2022-02-03 01:15:00	ES	Futures	5130.03	5130.31	5128.62	5128.9	438.0
2022-02-03 01:20:00	ES	Futures	5128.9	5128.9	5127.48	5128.62	628.0
2022-02-03 01:25:00	ES	Futures	5128.33	5128.62	5126.92	5127.77	779.0
2022-02-03 01:30:00	ES	Futures	5127.77	5130.03	5126.92	5128.9	576.0
2022-02-03 01:35:00	ES	Futures	5128.62	5128.62	5126.07	5127.2	909.0
2022-02-03 01:40:00	ES	Futures	5127.2	5128.33	5127.2	5127.48	235.0
2022-02-03 01:45:00	ES	Futures	5127.77	5128.05	5126.35	5126.92	472.0
2022-02-03 01:50:00	ES	Futures	5127.2	5128.9	5127.2	5128.62	237.0
2022-02-03 01:55:00	ES	Futures	5128.62	5129.46	5127.2	5127.48	392.0
2022-02-03 02:00:00	ES	Futures	5127.48	5130.31	5126.07	5130.03	1097.0
2022-02-03 02:05:00	ES	Futures	5130.31	5131.73	5129.46	5129.75	559.0
2022-02-03 02:10:00	ES	Futures	5129.75	5134.27	5129.46	5132.58	869.0
2022-02-03 02:15:00	ES	Futures	5132.86	5133.99	5131.73	5132.29	550.0
2022-02-03 02:20:00	ES	Futures	5132.58	5133.14	5129.75	5129.75	678.0
2022-02-03 02:25:00	ES	Futures	5129.75	5131.44	5129.18	5129.46	404.0
2022-02-03 02:30:00	ES	Futures	5129.46	5131.16	5128.9	5130.6	598.0
2022-02-03 02:35:00	ES	Futures	5130.31	5132.58	5130.31	5132.01	748.0
2022-02-03 02:40:00	ES	Futures	5131.73	5133.99	5130.31	5133.42	900.0
2022-02-03 02:45:00	ES	Futures	5133.42	5136.25	5133.42	5134.55	1275.0
2022-02-03 02:50:00	ES	Futures	5134.55	5136.25	5133.14	5135.97	562.0
2022-02-03 02:55:00	ES	Futures	5135.97	5138.51	5135.97	5137.95	1360.0
2022-02-03 03:00:00	ES	Futures	5137.67	5139.65	5134.55	5137.95	2959.0
2022-02-03 03:05:00	ES	Futures	5137.67	5139.36	5133.71	5133.99	1424.0
2022-02-03 03:10:00	ES	Futures	5133.71	5136.25	5132.01	5134.27	1313.0
2022-02-03 03:15:00	ES	Futures	5134.27	5140.21	5132.86	5135.4	1888.0
2022-02-03 03:20:00	ES	Futures	5135.4	5135.4	5130.6	5133.14	1578.0
2022-02-03 03:25:00	ES	Futures	5132.86	5135.69	5131.16	5131.73	1319.0
2022-02-03 03:30:00	ES	Futures	5132.01	5134.84	5131.73	5133.42	784.0
2022-02-03 03:35:00	ES	Futures	5133.42	5133.99	5131.44	5133.14	774.0
2022-02-03 03:40:00	ES	Futures	5132.86	5135.12	5131.73	5132.29	779.0
2022-02-03 03:45:00	ES	Futures	5132.58	5135.97	5132.58	5133.71	724.0
2022-02-03 03:50:00	ES	Futures	5133.42	5135.12	5133.42	5133.99	598.0
2022-02-03 03:55:00	ES	Futures	5134.55	5136.53	5133.71	5135.4	883.0
2022-02-03 04:00:00	ES	Futures	5135.4	5137.1	5131.44	5132.29	1569.0
2022-02-03 04:05:00	ES	Futures	5132.29	5132.86	5130.31	5132.29	1150.0

> showing 50 of 20,250 rows — these rows as CSV

> unlock the full archive -- $79 one-time