PREVIEW / futures_5min / 2022-02-08

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-08.parquet
  size:    356 KB
  rows:    20,277

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
2022-02-08 00:00:00	ES	Futures	5066.97	5067.25	5063.85	5064.7	544.0
2022-02-08 00:05:00	ES	Futures	5064.7	5067.53	5064.14	5067.25	369.0
2022-02-08 00:10:00	ES	Futures	5067.25	5067.25	5065.55	5065.55	382.0
2022-02-08 00:15:00	ES	Futures	5065.83	5065.83	5063.01	5063.57	527.0
2022-02-08 00:20:00	ES	Futures	5063.57	5063.57	5061.31	5061.59	720.0
2022-02-08 00:25:00	ES	Futures	5061.31	5062.72	5059.33	5061.87	742.0
2022-02-08 00:30:00	ES	Futures	5061.87	5061.87	5059.61	5060.74	749.0
2022-02-08 00:35:00	ES	Futures	5060.46	5060.46	5058.2	5058.48	875.0
2022-02-08 00:40:00	ES	Futures	5058.2	5058.76	5057.92	5058.48	598.0
2022-02-08 00:45:00	ES	Futures	5058.48	5058.76	5057.92	5058.76	414.0
2022-02-08 00:50:00	ES	Futures	5058.76	5059.05	5058.2	5058.76	651.0
2022-02-08 00:55:00	ES	Futures	5058.76	5061.59	5058.76	5059.9	545.0
2022-02-08 01:00:00	ES	Futures	5059.61	5062.44	5057.92	5062.16	670.0
2022-02-08 01:05:00	ES	Futures	5062.16	5063.85	5061.59	5063.01	730.0
2022-02-08 01:10:00	ES	Futures	5063.01	5066.97	5063.01	5064.14	644.0
2022-02-08 01:15:00	ES	Futures	5064.42	5065.27	5063.57	5064.14	314.0
2022-02-08 01:20:00	ES	Futures	5063.85	5065.83	5062.16	5063.57	427.0
2022-02-08 01:25:00	ES	Futures	5063.57	5066.68	5063.29	5065.55	279.0
2022-02-08 01:30:00	ES	Futures	5065.83	5067.81	5064.7	5066.68	500.0
2022-02-08 01:35:00	ES	Futures	5066.68	5068.94	5066.68	5067.53	393.0
2022-02-08 01:40:00	ES	Futures	5067.81	5068.66	5066.68	5068.66	449.0
2022-02-08 01:45:00	ES	Futures	5068.66	5069.79	5066.97	5066.97	360.0
2022-02-08 01:50:00	ES	Futures	5066.97	5068.1	5064.99	5066.68	382.0
2022-02-08 01:55:00	ES	Futures	5066.97	5068.1	5065.27	5065.83	379.0
2022-02-08 02:00:00	ES	Futures	5065.55	5067.25	5062.72	5063.57	803.0
2022-02-08 02:05:00	ES	Futures	5063.29	5068.1	5063.29	5067.25	409.0
2022-02-08 02:10:00	ES	Futures	5067.25	5072.62	5067.25	5072.34	1244.0
2022-02-08 02:15:00	ES	Futures	5072.34	5072.62	5070.36	5071.77	517.0
2022-02-08 02:20:00	ES	Futures	5071.49	5073.19	5068.38	5069.79	763.0
2022-02-08 02:25:00	ES	Futures	5069.51	5069.79	5065.55	5065.83	600.0
2022-02-08 02:30:00	ES	Futures	5065.83	5065.83	5061.59	5064.14	1307.0
2022-02-08 02:35:00	ES	Futures	5064.14	5064.42	5061.03	5062.16	943.0
2022-02-08 02:40:00	ES	Futures	5062.44	5063.29	5060.46	5062.16	729.0
2022-02-08 02:45:00	ES	Futures	5062.16	5063.85	5058.48	5060.74	1018.0
2022-02-08 02:50:00	ES	Futures	5060.46	5064.7	5060.46	5064.42	755.0
2022-02-08 02:55:00	ES	Futures	5064.42	5064.7	5061.31	5061.59	766.0
2022-02-08 03:00:00	ES	Futures	5062.16	5066.97	5058.48	5066.12	2550.0
2022-02-08 03:05:00	ES	Futures	5065.83	5066.4	5062.72	5063.57	1540.0
2022-02-08 03:10:00	ES	Futures	5063.57	5068.38	5063.29	5068.38	1299.0
2022-02-08 03:15:00	ES	Futures	5068.38	5070.08	5066.4	5067.81	1276.0
2022-02-08 03:20:00	ES	Futures	5067.81	5074.04	5067.81	5072.34	2222.0
2022-02-08 03:25:00	ES	Futures	5072.34	5074.04	5068.94	5073.75	2253.0
2022-02-08 03:30:00	ES	Futures	5073.75	5076.01	5071.49	5072.06	1747.0
2022-02-08 03:35:00	ES	Futures	5072.06	5076.01	5069.51	5074.04	1329.0
2022-02-08 03:40:00	ES	Futures	5073.75	5076.01	5069.23	5070.08	1369.0
2022-02-08 03:45:00	ES	Futures	5070.08	5077.43	5070.08	5077.15	1157.0
2022-02-08 03:50:00	ES	Futures	5076.86	5077.71	5072.9	5074.32	1192.0
2022-02-08 03:55:00	ES	Futures	5074.6	5075.73	5071.77	5073.19	702.0
2022-02-08 04:00:00	ES	Futures	5073.19	5077.15	5073.19	5076.86	1050.0
2022-02-08 04:05:00	ES	Futures	5077.15	5078.84	5074.6	5077.71	1062.0

> showing 50 of 20,277 rows — these rows as CSV

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