PREVIEW / futures_5min / 2022-02-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-07.parquet
  size:    351 KB
  rows:    20,284

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
2022-02-07 00:00:00	ES	Futures	5084.22	5085.06	5080.54	5081.39	887.0
2022-02-07 00:05:00	ES	Futures	5081.67	5083.65	5080.26	5082.8	701.0
2022-02-07 00:10:00	ES	Futures	5083.37	5085.63	5083.08	5085.06	505.0
2022-02-07 00:15:00	ES	Futures	5085.63	5086.2	5082.8	5083.37	398.0
2022-02-07 00:20:00	ES	Futures	5083.65	5083.93	5081.11	5081.95	549.0
2022-02-07 00:25:00	ES	Futures	5081.95	5081.95	5077.99	5078.84	1059.0
2022-02-07 00:30:00	ES	Futures	5078.56	5083.08	5077.99	5083.08	846.0
2022-02-07 00:35:00	ES	Futures	5082.8	5083.37	5081.39	5083.08	477.0
2022-02-07 00:40:00	ES	Futures	5082.8	5082.8	5078.84	5080.82	781.0
2022-02-07 00:45:00	ES	Futures	5081.11	5081.67	5078.28	5080.82	557.0
2022-02-07 00:50:00	ES	Futures	5081.11	5082.52	5079.41	5081.67	736.0
2022-02-07 00:55:00	ES	Futures	5081.67	5083.65	5079.69	5083.37	674.0
2022-02-07 01:00:00	ES	Futures	5083.08	5085.91	5082.52	5083.37	1021.0
2022-02-07 01:05:00	ES	Futures	5083.37	5085.63	5081.67	5081.95	295.0
2022-02-07 01:10:00	ES	Futures	5081.67	5081.95	5078.84	5079.97	365.0
2022-02-07 01:15:00	ES	Futures	5080.26	5081.39	5077.71	5078.28	489.0
2022-02-07 01:20:00	ES	Futures	5078.56	5080.54	5077.99	5079.69	421.0
2022-02-07 01:25:00	ES	Futures	5079.69	5080.82	5078.28	5079.41	414.0
2022-02-07 01:30:00	ES	Futures	5079.69	5082.24	5077.71	5077.71	497.0
2022-02-07 01:35:00	ES	Futures	5077.71	5077.71	5074.88	5076.58	578.0
2022-02-07 01:40:00	ES	Futures	5076.58	5080.26	5075.45	5080.26	509.0
2022-02-07 01:45:00	ES	Futures	5080.26	5082.24	5079.97	5081.95	365.0
2022-02-07 01:50:00	ES	Futures	5081.95	5083.37	5081.39	5082.24	225.0
2022-02-07 01:55:00	ES	Futures	5082.8	5086.76	5082.24	5085.63	523.0
2022-02-07 02:00:00	ES	Futures	5085.63	5091.29	5084.78	5088.74	1638.0
2022-02-07 02:05:00	ES	Futures	5088.74	5090.44	5087.61	5089.59	631.0
2022-02-07 02:10:00	ES	Futures	5089.59	5095.25	5089.59	5093.27	1239.0
2022-02-07 02:15:00	ES	Futures	5093.27	5094.68	5087.89	5088.46	918.0
2022-02-07 02:20:00	ES	Futures	5088.46	5090.72	5087.04	5087.33	781.0
2022-02-07 02:25:00	ES	Futures	5087.61	5091.0	5087.33	5090.72	448.0
2022-02-07 02:30:00	ES	Futures	5090.72	5090.72	5086.76	5089.59	633.0
2022-02-07 02:35:00	ES	Futures	5089.31	5090.72	5088.18	5090.72	393.0
2022-02-07 02:40:00	ES	Futures	5090.72	5091.29	5087.33	5087.33	437.0
2022-02-07 02:45:00	ES	Futures	5087.33	5089.59	5082.52	5085.91	1066.0
2022-02-07 02:50:00	ES	Futures	5085.91	5085.91	5081.11	5084.22	754.0
2022-02-07 02:55:00	ES	Futures	5084.5	5089.02	5084.5	5088.74	987.0
2022-02-07 03:00:00	ES	Futures	5088.74	5091.57	5084.78	5087.61	3124.0
2022-02-07 03:05:00	ES	Futures	5087.33	5090.15	5080.26	5083.08	2586.0
2022-02-07 03:10:00	ES	Futures	5083.37	5089.31	5080.82	5081.11	1536.0
2022-02-07 03:15:00	ES	Futures	5081.11	5081.67	5068.94	5069.51	3563.0
2022-02-07 03:20:00	ES	Futures	5069.51	5071.77	5063.57	5064.42	2223.0
2022-02-07 03:25:00	ES	Futures	5064.14	5066.68	5059.9	5062.44	2990.0
2022-02-07 03:30:00	ES	Futures	5062.16	5065.55	5059.33	5060.74	2304.0
2022-02-07 03:35:00	ES	Futures	5060.74	5069.51	5059.61	5066.97	2140.0
2022-02-07 03:40:00	ES	Futures	5066.97	5069.51	5066.12	5067.53	961.0
2022-02-07 03:45:00	ES	Futures	5066.97	5073.19	5066.68	5071.49	1301.0
2022-02-07 03:50:00	ES	Futures	5071.21	5077.15	5070.92	5076.86	1621.0
2022-02-07 03:55:00	ES	Futures	5076.58	5077.15	5072.9	5074.04	935.0
2022-02-07 04:00:00	ES	Futures	5074.6	5082.24	5072.06	5077.71	2391.0
2022-02-07 04:05:00	ES	Futures	5077.71	5080.54	5075.45	5075.73	895.0

> showing 50 of 20,284 rows — these rows as CSV

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