PREVIEW / futures_5min / 2022-02-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-11.parquet
  size:    341 KB
  rows:    16,617

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
2022-02-11 00:00:00	ES	Futures	5051.41	5052.26	5046.32	5049.43	1478.0
2022-02-11 00:05:00	ES	Futures	5049.43	5052.54	5049.43	5051.98	722.0
2022-02-11 00:10:00	ES	Futures	5052.26	5053.39	5049.15	5051.69	750.0
2022-02-11 00:15:00	ES	Futures	5051.69	5051.98	5049.43	5050.0	576.0
2022-02-11 00:20:00	ES	Futures	5049.71	5050.0	5045.47	5046.6	1011.0
2022-02-11 00:25:00	ES	Futures	5046.89	5047.17	5044.34	5045.19	1026.0
2022-02-11 00:30:00	ES	Futures	5045.47	5046.89	5041.8	5042.64	1285.0
2022-02-11 00:35:00	ES	Futures	5042.64	5043.78	5039.82	5043.78	1522.0
2022-02-11 00:40:00	ES	Futures	5043.78	5045.47	5041.51	5043.49	1593.0
2022-02-11 00:45:00	ES	Futures	5043.49	5043.49	5039.82	5039.82	802.0
2022-02-11 00:50:00	ES	Futures	5040.1	5040.38	5038.97	5039.25	1247.0
2022-02-11 00:55:00	ES	Futures	5039.25	5044.06	5039.25	5043.49	1155.0
2022-02-11 01:00:00	ES	Futures	5043.21	5043.78	5040.95	5043.78	627.0
2022-02-11 01:05:00	ES	Futures	5044.06	5048.02	5042.36	5047.45	1246.0
2022-02-11 01:10:00	ES	Futures	5047.17	5049.15	5046.04	5046.89	1040.0
2022-02-11 01:15:00	ES	Futures	5047.17	5048.02	5043.21	5045.47	860.0
2022-02-11 01:20:00	ES	Futures	5045.47	5046.32	5043.78	5044.62	434.0
2022-02-11 01:25:00	ES	Futures	5044.62	5047.17	5043.78	5047.17	429.0
2022-02-11 01:30:00	ES	Futures	5047.17	5047.45	5043.78	5043.78	711.0
2022-02-11 01:35:00	ES	Futures	5044.34	5044.91	5042.36	5043.49	563.0
2022-02-11 01:40:00	ES	Futures	5043.78	5046.32	5039.82	5046.04	975.0
2022-02-11 01:45:00	ES	Futures	5046.04	5048.3	5045.47	5046.89	952.0
2022-02-11 01:50:00	ES	Futures	5047.45	5050.28	5046.6	5049.71	693.0
2022-02-11 01:55:00	ES	Futures	5050.0	5053.11	5050.0	5051.98	1104.0
2022-02-11 02:00:00	ES	Futures	5051.98	5057.07	5051.13	5055.65	2389.0
2022-02-11 02:05:00	ES	Futures	5055.65	5061.31	5055.37	5060.74	1408.0
2022-02-11 02:10:00	ES	Futures	5061.03	5064.14	5059.33	5063.29	1860.0
2022-02-11 02:15:00	ES	Futures	5063.29	5065.27	5057.63	5057.63	2038.0
2022-02-11 02:20:00	ES	Futures	5057.92	5061.03	5054.52	5060.74	1549.0
2022-02-11 02:25:00	ES	Futures	5061.03	5061.03	5057.92	5058.48	1227.0
2022-02-11 02:30:00	ES	Futures	5058.48	5061.87	5057.63	5058.48	1096.0
2022-02-11 02:35:00	ES	Futures	5058.48	5064.14	5057.35	5063.29	1193.0
2022-02-11 02:40:00	ES	Futures	5063.29	5064.7	5060.46	5061.03	1147.0
2022-02-11 02:45:00	ES	Futures	5061.03	5063.29	5059.9	5061.31	968.0
2022-02-11 02:50:00	ES	Futures	5061.31	5063.85	5061.31	5061.87	841.0
2022-02-11 02:55:00	ES	Futures	5061.87	5063.85	5061.59	5063.85	555.0
2022-02-11 03:00:00	ES	Futures	5063.85	5067.81	5058.48	5066.68	3582.0
2022-02-11 03:05:00	ES	Futures	5066.4	5075.45	5065.83	5074.6	3850.0
2022-02-11 03:10:00	ES	Futures	5074.88	5079.13	5073.75	5075.17	3341.0
2022-02-11 03:15:00	ES	Futures	5075.45	5077.71	5071.49	5074.32	2376.0
2022-02-11 03:20:00	ES	Futures	5074.04	5074.32	5067.81	5070.08	2092.0
2022-02-11 03:25:00	ES	Futures	5070.08	5070.64	5067.25	5070.08	1170.0
2022-02-11 03:30:00	ES	Futures	5070.08	5075.17	5068.1	5068.38	1647.0
2022-02-11 03:35:00	ES	Futures	5068.66	5069.51	5057.92	5058.48	2581.0
2022-02-11 03:40:00	ES	Futures	5058.48	5064.42	5056.78	5060.46	1841.0
2022-02-11 03:45:00	ES	Futures	5060.46	5065.55	5059.33	5063.01	1753.0
2022-02-11 03:50:00	ES	Futures	5063.01	5066.4	5061.59	5062.16	1559.0
2022-02-11 03:55:00	ES	Futures	5062.44	5065.83	5056.78	5057.63	1519.0
2022-02-11 04:00:00	ES	Futures	5057.63	5063.01	5057.35	5061.87	1319.0
2022-02-11 04:05:00	ES	Futures	5061.87	5066.12	5058.76	5065.83	883.0

> showing 50 of 16,617 rows — these rows as CSV

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