PREVIEW / futures_5min / 2022-02-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-09.parquet
  size:    342 KB
  rows:    20,107

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
2022-02-09 00:00:00	ES	Futures	5130.31	5130.6	5128.9	5130.03	544.0
2022-02-09 00:05:00	ES	Futures	5130.31	5132.29	5130.31	5131.73	1008.0
2022-02-09 00:10:00	ES	Futures	5131.73	5131.73	5129.46	5129.75	515.0
2022-02-09 00:15:00	ES	Futures	5129.46	5130.6	5129.46	5130.03	382.0
2022-02-09 00:20:00	ES	Futures	5130.03	5130.03	5129.18	5129.46	291.0
2022-02-09 00:25:00	ES	Futures	5129.75	5130.6	5129.18	5130.31	302.0
2022-02-09 00:30:00	ES	Futures	5130.03	5130.31	5128.33	5128.9	409.0
2022-02-09 00:35:00	ES	Futures	5128.9	5129.46	5128.05	5128.62	412.0
2022-02-09 00:40:00	ES	Futures	5128.33	5130.6	5128.05	5130.6	357.0
2022-02-09 00:45:00	ES	Futures	5130.6	5131.44	5128.9	5129.18	365.0
2022-02-09 00:50:00	ES	Futures	5129.18	5129.75	5126.92	5127.77	497.0
2022-02-09 00:55:00	ES	Futures	5128.05	5128.9	5126.64	5126.64	476.0
2022-02-09 01:00:00	ES	Futures	5126.92	5128.33	5126.64	5127.48	596.0
2022-02-09 01:05:00	ES	Futures	5128.05	5128.33	5126.92	5126.92	437.0
2022-02-09 01:10:00	ES	Futures	5126.92	5127.2	5124.66	5126.07	598.0
2022-02-09 01:15:00	ES	Futures	5125.79	5127.2	5125.22	5126.07	291.0
2022-02-09 01:20:00	ES	Futures	5126.07	5126.35	5125.22	5126.07	220.0
2022-02-09 01:25:00	ES	Futures	5126.07	5127.48	5125.51	5126.07	320.0
2022-02-09 01:30:00	ES	Futures	5126.07	5128.05	5126.07	5128.05	602.0
2022-02-09 01:35:00	ES	Futures	5127.77	5129.46	5127.48	5128.62	580.0
2022-02-09 01:40:00	ES	Futures	5128.62	5128.9	5127.2	5127.48	201.0
2022-02-09 01:45:00	ES	Futures	5127.48	5127.77	5125.22	5125.22	326.0
2022-02-09 01:50:00	ES	Futures	5124.94	5126.07	5124.37	5126.07	514.0
2022-02-09 01:55:00	ES	Futures	5126.07	5126.35	5124.09	5124.09	275.0
2022-02-09 02:00:00	ES	Futures	5124.37	5127.48	5123.81	5124.66	787.0
2022-02-09 02:05:00	ES	Futures	5124.94	5124.94	5123.53	5124.66	550.0
2022-02-09 02:10:00	ES	Futures	5124.94	5125.79	5123.24	5123.81	548.0
2022-02-09 02:15:00	ES	Futures	5124.09	5124.66	5119.85	5120.13	919.0
2022-02-09 02:20:00	ES	Futures	5120.13	5122.68	5120.13	5122.11	556.0
2022-02-09 02:25:00	ES	Futures	5121.83	5123.24	5118.44	5121.55	1311.0
2022-02-09 02:30:00	ES	Futures	5121.55	5123.24	5119.57	5122.68	567.0
2022-02-09 02:35:00	ES	Futures	5122.68	5122.68	5116.46	5117.59	1057.0
2022-02-09 02:40:00	ES	Futures	5117.59	5118.44	5114.19	5117.87	1316.0
2022-02-09 02:45:00	ES	Futures	5118.15	5119.28	5116.17	5117.59	1020.0
2022-02-09 02:50:00	ES	Futures	5117.59	5118.72	5115.89	5118.44	411.0
2022-02-09 02:55:00	ES	Futures	5118.72	5119.57	5118.15	5119.57	458.0
2022-02-09 03:00:00	ES	Futures	5119.28	5122.11	5117.87	5119.0	3109.0
2022-02-09 03:05:00	ES	Futures	5119.28	5120.98	5116.17	5118.72	1420.0
2022-02-09 03:10:00	ES	Futures	5119.0	5121.83	5117.3	5120.98	1209.0
2022-02-09 03:15:00	ES	Futures	5120.7	5123.81	5120.13	5122.11	1924.0
2022-02-09 03:20:00	ES	Futures	5122.11	5124.37	5120.98	5122.39	1300.0
2022-02-09 03:25:00	ES	Futures	5121.83	5123.81	5117.87	5120.98	1530.0
2022-02-09 03:30:00	ES	Futures	5120.98	5123.24	5117.3	5122.96	1072.0
2022-02-09 03:35:00	ES	Futures	5122.68	5126.07	5122.68	5126.07	1642.0
2022-02-09 03:40:00	ES	Futures	5125.79	5129.75	5125.51	5129.46	2762.0
2022-02-09 03:45:00	ES	Futures	5129.46	5137.95	5128.9	5137.67	5506.0
2022-02-09 03:50:00	ES	Futures	5137.95	5140.78	5136.25	5139.36	2630.0
2022-02-09 03:55:00	ES	Futures	5139.36	5139.93	5135.97	5136.25	1651.0
2022-02-09 04:00:00	ES	Futures	5135.97	5138.51	5134.84	5135.4	1698.0
2022-02-09 04:05:00	ES	Futures	5135.4	5140.49	5135.12	5139.65	1664.0

> showing 50 of 20,107 rows — these rows as CSV

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