PREVIEW / futures_5min / 2022-02-06

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-06.parquet
  size:    90 KB
  rows:    4,200

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
2022-02-06 18:00:00	ES	Futures	5087.04	5089.87	5076.86	5078.84	3759.0
2022-02-06 18:05:00	ES	Futures	5078.56	5081.95	5076.86	5080.82	870.0
2022-02-06 18:10:00	ES	Futures	5080.82	5086.48	5080.54	5085.63	1560.0
2022-02-06 18:15:00	ES	Futures	5085.63	5086.76	5079.41	5079.97	1062.0
2022-02-06 18:20:00	ES	Futures	5079.97	5085.06	5079.97	5083.08	712.0
2022-02-06 18:25:00	ES	Futures	5083.08	5086.76	5082.8	5085.91	797.0
2022-02-06 18:30:00	ES	Futures	5085.91	5089.87	5085.91	5087.89	1268.0
2022-02-06 18:35:00	ES	Futures	5088.18	5089.59	5085.35	5086.2	1155.0
2022-02-06 18:40:00	ES	Futures	5086.48	5088.46	5085.35	5087.04	838.0
2022-02-06 18:45:00	ES	Futures	5087.04	5089.02	5086.2	5088.46	652.0
2022-02-06 18:50:00	ES	Futures	5088.74	5089.02	5087.04	5087.33	408.0
2022-02-06 18:55:00	ES	Futures	5087.33	5089.87	5085.91	5088.46	595.0
2022-02-06 19:00:00	ES	Futures	5088.74	5089.02	5080.54	5080.54	2011.0
2022-02-06 19:05:00	ES	Futures	5080.26	5080.26	5072.06	5072.62	2775.0
2022-02-06 19:10:00	ES	Futures	5072.62	5074.6	5066.97	5073.47	2609.0
2022-02-06 19:15:00	ES	Futures	5073.47	5073.75	5068.66	5070.08	1641.0
2022-02-06 19:20:00	ES	Futures	5070.08	5073.47	5068.1	5071.49	884.0
2022-02-06 19:25:00	ES	Futures	5071.21	5076.58	5071.21	5075.17	986.0
2022-02-06 19:30:00	ES	Futures	5075.45	5076.58	5072.62	5076.01	764.0
2022-02-06 19:35:00	ES	Futures	5075.73	5076.58	5071.77	5074.32	611.0
2022-02-06 19:40:00	ES	Futures	5074.32	5075.45	5070.92	5072.9	894.0
2022-02-06 19:45:00	ES	Futures	5072.9	5072.9	5067.81	5069.51	935.0
2022-02-06 19:50:00	ES	Futures	5069.23	5072.62	5068.66	5072.06	907.0
2022-02-06 19:55:00	ES	Futures	5071.77	5076.3	5070.92	5073.47	1056.0
2022-02-06 20:00:00	ES	Futures	5073.75	5076.3	5071.49	5074.88	1123.0
2022-02-06 20:05:00	ES	Futures	5074.88	5075.45	5067.81	5068.1	1425.0
2022-02-06 20:10:00	ES	Futures	5068.38	5075.17	5067.53	5074.32	1275.0
2022-02-06 20:15:00	ES	Futures	5074.04	5077.15	5072.9	5073.47	1245.0
2022-02-06 20:20:00	ES	Futures	5073.75	5080.26	5070.92	5078.56	1798.0
2022-02-06 20:25:00	ES	Futures	5078.56	5080.26	5073.75	5074.6	1138.0
2022-02-06 20:30:00	ES	Futures	5075.17	5076.01	5071.49	5073.19	1085.0
2022-02-06 20:35:00	ES	Futures	5073.19	5077.15	5072.62	5076.86	974.0
2022-02-06 20:40:00	ES	Futures	5077.15	5078.84	5072.9	5073.75	924.0
2022-02-06 20:45:00	ES	Futures	5074.04	5074.6	5072.06	5073.47	537.0
2022-02-06 20:50:00	ES	Futures	5073.75	5074.88	5072.06	5072.62	433.0
2022-02-06 20:55:00	ES	Futures	5072.34	5073.47	5067.81	5070.08	1338.0
2022-02-06 21:00:00	ES	Futures	5070.36	5073.75	5070.08	5072.06	603.0
2022-02-06 21:05:00	ES	Futures	5072.06	5073.47	5070.36	5071.49	348.0
2022-02-06 21:10:00	ES	Futures	5071.21	5071.49	5064.99	5070.64	1776.0
2022-02-06 21:15:00	ES	Futures	5070.64	5072.62	5066.97	5067.53	822.0
2022-02-06 21:20:00	ES	Futures	5067.53	5070.36	5067.53	5069.23	572.0
2022-02-06 21:25:00	ES	Futures	5069.23	5069.23	5066.97	5067.25	475.0
2022-02-06 21:30:00	ES	Futures	5066.97	5068.1	5064.42	5068.1	1045.0
2022-02-06 21:35:00	ES	Futures	5067.81	5068.1	5059.9	5061.87	2763.0
2022-02-06 21:40:00	ES	Futures	5062.16	5063.29	5058.76	5059.33	1532.0
2022-02-06 21:45:00	ES	Futures	5059.05	5062.16	5058.48	5060.46	716.0
2022-02-06 21:50:00	ES	Futures	5060.18	5060.46	5058.76	5059.05	370.0
2022-02-06 21:55:00	ES	Futures	5059.05	5062.16	5057.92	5061.59	982.0
2022-02-06 22:00:00	ES	Futures	5061.59	5063.29	5061.31	5061.87	403.0
2022-02-06 22:05:00	ES	Futures	5062.16	5063.57	5061.59	5062.44	423.0

> showing 50 of 4,200 rows — these rows as CSV

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