PREVIEW / futures_5min / 2022-02-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-10.parquet
  size:    407 KB
  rows:    20,403

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
2022-02-10 00:00:00	ES	Futures	5168.49	5169.62	5168.21	5169.06	393.0
2022-02-10 00:05:00	ES	Futures	5169.06	5169.34	5168.77	5168.77	122.0
2022-02-10 00:10:00	ES	Futures	5168.77	5169.62	5168.77	5169.34	219.0
2022-02-10 00:15:00	ES	Futures	5169.34	5169.34	5168.49	5169.06	139.0
2022-02-10 00:20:00	ES	Futures	5169.34	5169.62	5168.77	5169.06	169.0
2022-02-10 00:25:00	ES	Futures	5169.06	5169.34	5167.93	5168.21	234.0
2022-02-10 00:30:00	ES	Futures	5168.49	5169.34	5167.64	5167.93	387.0
2022-02-10 00:35:00	ES	Futures	5167.93	5168.21	5166.79	5167.08	329.0
2022-02-10 00:40:00	ES	Futures	5167.08	5167.93	5165.95	5167.36	382.0
2022-02-10 00:45:00	ES	Futures	5167.64	5168.21	5167.36	5167.64	125.0
2022-02-10 00:50:00	ES	Futures	5167.93	5168.21	5166.79	5167.08	144.0
2022-02-10 00:55:00	ES	Futures	5167.08	5172.17	5167.08	5172.17	1298.0
2022-02-10 01:00:00	ES	Futures	5172.17	5173.86	5171.6	5173.86	911.0
2022-02-10 01:05:00	ES	Futures	5173.86	5174.43	5171.6	5171.6	551.0
2022-02-10 01:10:00	ES	Futures	5171.6	5174.43	5171.6	5174.43	489.0
2022-02-10 01:15:00	ES	Futures	5174.43	5174.71	5173.58	5173.58	272.0
2022-02-10 01:20:00	ES	Futures	5173.58	5175.84	5173.3	5175.56	487.0
2022-02-10 01:25:00	ES	Futures	5175.84	5176.41	5174.71	5174.71	390.0
2022-02-10 01:30:00	ES	Futures	5175.0	5175.84	5174.43	5175.0	365.0
2022-02-10 01:35:00	ES	Futures	5175.28	5176.13	5175.0	5176.13	188.0
2022-02-10 01:40:00	ES	Futures	5176.41	5177.26	5175.56	5176.41	439.0
2022-02-10 01:45:00	ES	Futures	5176.41	5176.41	5174.71	5175.56	330.0
2022-02-10 01:50:00	ES	Futures	5175.28	5175.84	5173.58	5173.58	203.0
2022-02-10 01:55:00	ES	Futures	5173.86	5175.28	5173.02	5174.43	229.0
2022-02-10 02:00:00	ES	Futures	5174.43	5174.43	5170.75	5172.17	532.0
2022-02-10 02:05:00	ES	Futures	5171.88	5172.17	5170.75	5172.17	298.0
2022-02-10 02:10:00	ES	Futures	5171.88	5173.3	5171.32	5172.45	216.0
2022-02-10 02:15:00	ES	Futures	5172.73	5173.3	5171.6	5171.88	257.0
2022-02-10 02:20:00	ES	Futures	5171.88	5172.73	5171.88	5172.45	139.0
2022-02-10 02:25:00	ES	Futures	5172.45	5173.3	5171.88	5173.02	319.0
2022-02-10 02:30:00	ES	Futures	5173.02	5174.43	5171.6	5173.58	725.0
2022-02-10 02:35:00	ES	Futures	5173.58	5173.86	5172.17	5172.73	281.0
2022-02-10 02:40:00	ES	Futures	5173.02	5173.02	5171.88	5173.02	221.0
2022-02-10 02:45:00	ES	Futures	5173.02	5175.0	5173.02	5174.43	303.0
2022-02-10 02:50:00	ES	Futures	5174.43	5176.41	5174.15	5175.28	522.0
2022-02-10 02:55:00	ES	Futures	5175.56	5178.11	5174.71	5177.54	955.0
2022-02-10 03:00:00	ES	Futures	5177.54	5180.65	5175.56	5176.98	3003.0
2022-02-10 03:05:00	ES	Futures	5176.98	5177.54	5175.0	5175.28	1501.0
2022-02-10 03:10:00	ES	Futures	5175.56	5180.93	5175.56	5180.37	1612.0
2022-02-10 03:15:00	ES	Futures	5180.09	5180.37	5173.58	5173.86	1561.0
2022-02-10 03:20:00	ES	Futures	5173.86	5176.41	5169.62	5174.71	1736.0
2022-02-10 03:25:00	ES	Futures	5174.71	5175.28	5169.62	5171.32	1091.0
2022-02-10 03:30:00	ES	Futures	5171.04	5173.3	5169.62	5170.47	1021.0
2022-02-10 03:35:00	ES	Futures	5170.19	5173.02	5169.62	5171.32	843.0
2022-02-10 03:40:00	ES	Futures	5171.32	5172.45	5165.1	5166.51	1853.0
2022-02-10 03:45:00	ES	Futures	5166.23	5169.06	5165.1	5167.93	1311.0
2022-02-10 03:50:00	ES	Futures	5167.36	5168.49	5166.23	5167.08	479.0
2022-02-10 03:55:00	ES	Futures	5167.08	5168.21	5164.53	5165.1	570.0
2022-02-10 04:00:00	ES	Futures	5165.1	5167.36	5162.84	5166.79	1819.0
2022-02-10 04:05:00	ES	Futures	5166.51	5169.06	5166.51	5166.51	616.0

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