PREVIEW / futures_5min / 2022-02-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-04.parquet
  size:    332 KB
  rows:    16,659

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
2022-02-04 00:00:00	ES	Futures	5113.91	5116.17	5113.63	5115.32	1035.0
2022-02-04 00:05:00	ES	Futures	5115.32	5117.02	5114.76	5115.32	924.0
2022-02-04 00:10:00	ES	Futures	5115.04	5116.46	5114.48	5114.76	734.0
2022-02-04 00:15:00	ES	Futures	5114.48	5119.0	5114.48	5116.74	1444.0
2022-02-04 00:20:00	ES	Futures	5116.74	5118.44	5116.46	5117.59	669.0
2022-02-04 00:25:00	ES	Futures	5117.87	5119.28	5115.32	5116.17	1052.0
2022-02-04 00:30:00	ES	Futures	5116.17	5117.02	5115.32	5116.17	421.0
2022-02-04 00:35:00	ES	Futures	5116.17	5116.74	5114.19	5116.46	480.0
2022-02-04 00:40:00	ES	Futures	5116.46	5117.3	5115.04	5116.17	316.0
2022-02-04 00:45:00	ES	Futures	5116.46	5116.46	5114.76	5116.17	311.0
2022-02-04 00:50:00	ES	Futures	5116.17	5118.15	5116.17	5117.59	354.0
2022-02-04 00:55:00	ES	Futures	5117.59	5119.85	5117.59	5119.28	975.0
2022-02-04 01:00:00	ES	Futures	5119.28	5119.85	5117.02	5119.57	817.0
2022-02-04 01:05:00	ES	Futures	5119.57	5120.41	5119.0	5120.41	622.0
2022-02-04 01:10:00	ES	Futures	5120.13	5120.7	5118.15	5118.72	516.0
2022-02-04 01:15:00	ES	Futures	5118.72	5119.57	5117.87	5119.57	256.0
2022-02-04 01:20:00	ES	Futures	5119.57	5120.7	5116.74	5117.02	406.0
2022-02-04 01:25:00	ES	Futures	5117.02	5118.72	5115.89	5117.87	420.0
2022-02-04 01:30:00	ES	Futures	5117.3	5119.85	5116.46	5116.46	452.0
2022-02-04 01:35:00	ES	Futures	5116.46	5118.44	5115.89	5117.3	228.0
2022-02-04 01:40:00	ES	Futures	5117.59	5120.41	5117.02	5119.85	218.0
2022-02-04 01:45:00	ES	Futures	5120.13	5120.7	5119.57	5119.57	405.0
2022-02-04 01:50:00	ES	Futures	5119.57	5121.26	5118.15	5120.7	808.0
2022-02-04 01:55:00	ES	Futures	5120.7	5121.26	5118.44	5119.28	459.0
2022-02-04 02:00:00	ES	Futures	5119.28	5120.7	5117.87	5118.72	586.0
2022-02-04 02:05:00	ES	Futures	5118.72	5122.11	5117.87	5121.55	1507.0
2022-02-04 02:10:00	ES	Futures	5121.83	5121.83	5115.89	5116.17	831.0
2022-02-04 02:15:00	ES	Futures	5116.17	5117.3	5112.21	5113.06	1198.0
2022-02-04 02:20:00	ES	Futures	5113.06	5113.34	5111.37	5113.06	659.0
2022-02-04 02:25:00	ES	Futures	5113.34	5115.04	5111.08	5111.93	771.0
2022-02-04 02:30:00	ES	Futures	5111.93	5115.61	5111.93	5115.04	834.0
2022-02-04 02:35:00	ES	Futures	5114.76	5115.04	5110.8	5111.08	864.0
2022-02-04 02:40:00	ES	Futures	5110.8	5111.93	5105.71	5105.99	1827.0
2022-02-04 02:45:00	ES	Futures	5105.71	5109.67	5105.43	5108.25	1540.0
2022-02-04 02:50:00	ES	Futures	5107.97	5110.23	5105.71	5106.27	980.0
2022-02-04 02:55:00	ES	Futures	5106.56	5109.67	5104.3	5108.54	1853.0
2022-02-04 03:00:00	ES	Futures	5108.54	5112.21	5106.56	5110.8	3430.0
2022-02-04 03:05:00	ES	Futures	5110.8	5114.76	5107.97	5110.8	2271.0
2022-02-04 03:10:00	ES	Futures	5111.08	5112.78	5109.39	5109.95	1099.0
2022-02-04 03:15:00	ES	Futures	5110.23	5116.17	5108.54	5112.78	1758.0
2022-02-04 03:20:00	ES	Futures	5112.78	5113.63	5107.41	5107.97	1285.0
2022-02-04 03:25:00	ES	Futures	5108.25	5108.54	5100.9	5101.75	2135.0
2022-02-04 03:30:00	ES	Futures	5101.47	5103.73	5099.49	5101.47	2344.0
2022-02-04 03:35:00	ES	Futures	5101.18	5102.32	5098.64	5099.77	1681.0
2022-02-04 03:40:00	ES	Futures	5100.05	5100.62	5095.53	5099.2	2213.0
2022-02-04 03:45:00	ES	Futures	5099.49	5100.34	5093.83	5094.96	1656.0
2022-02-04 03:50:00	ES	Futures	5094.96	5096.66	5092.13	5096.09	1752.0
2022-02-04 03:55:00	ES	Futures	5096.09	5100.34	5096.09	5098.92	1379.0
2022-02-04 04:00:00	ES	Futures	5098.64	5102.6	5096.38	5097.23	2187.0
2022-02-04 04:05:00	ES	Futures	5097.51	5099.2	5094.4	5094.68	1369.0

> showing 50 of 16,659 rows — these rows as CSV

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