PREVIEW / futures_5min / 2022-02-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-14.parquet
  size:    388 KB
  rows:    20,568

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
2022-02-14 00:00:00	ES	Futures	5001.07	5006.45	5000.79	5002.2	1025.0
2022-02-14 00:05:00	ES	Futures	5001.92	5002.2	4999.94	5000.22	491.0
2022-02-14 00:10:00	ES	Futures	5000.22	5001.07	4999.09	4999.94	505.0
2022-02-14 00:15:00	ES	Futures	4999.66	5002.49	4998.53	5000.79	690.0
2022-02-14 00:20:00	ES	Futures	5000.51	5001.36	5000.22	5001.07	197.0
2022-02-14 00:25:00	ES	Futures	5001.07	5003.05	5000.51	5001.36	382.0
2022-02-14 00:30:00	ES	Futures	5001.36	5002.77	4998.53	4999.38	457.0
2022-02-14 00:35:00	ES	Futures	4999.66	5000.79	4997.4	4999.94	465.0
2022-02-14 00:40:00	ES	Futures	4999.66	5000.22	4996.55	4996.55	744.0
2022-02-14 00:45:00	ES	Futures	4996.83	4997.96	4995.42	4995.42	700.0
2022-02-14 00:50:00	ES	Futures	4995.7	4996.83	4994.29	4996.26	744.0
2022-02-14 00:55:00	ES	Futures	4996.26	4997.11	4993.72	4996.26	678.0
2022-02-14 01:00:00	ES	Futures	4996.26	4997.68	4995.13	4996.26	616.0
2022-02-14 01:05:00	ES	Futures	4996.26	4996.55	4993.72	4995.13	383.0
2022-02-14 01:10:00	ES	Futures	4994.85	4997.68	4994.57	4997.11	352.0
2022-02-14 01:15:00	ES	Futures	4997.4	4997.4	4994.85	4995.13	288.0
2022-02-14 01:20:00	ES	Futures	4995.42	4996.55	4994.57	4994.57	183.0
2022-02-14 01:25:00	ES	Futures	4994.85	4997.68	4994.85	4996.55	293.0
2022-02-14 01:30:00	ES	Futures	4996.55	4996.55	4993.15	4994.29	496.0
2022-02-14 01:35:00	ES	Futures	4994.29	4994.57	4992.02	4992.31	725.0
2022-02-14 01:40:00	ES	Futures	4992.59	4992.87	4988.35	4988.63	807.0
2022-02-14 01:45:00	ES	Futures	4988.91	4994.85	4988.06	4994.57	689.0
2022-02-14 01:50:00	ES	Futures	4994.85	4995.7	4993.44	4994.29	677.0
2022-02-14 01:55:00	ES	Futures	4994.29	4998.81	4994.29	4998.53	694.0
2022-02-14 02:00:00	ES	Futures	4998.53	4998.53	4986.08	4987.5	1767.0
2022-02-14 02:05:00	ES	Futures	4987.5	4989.76	4984.39	4988.91	1435.0
2022-02-14 02:10:00	ES	Futures	4988.63	4990.89	4986.08	4989.76	654.0
2022-02-14 02:15:00	ES	Futures	4989.76	4995.13	4989.76	4992.31	812.0
2022-02-14 02:20:00	ES	Futures	4993.44	4993.44	4987.21	4988.63	790.0
2022-02-14 02:25:00	ES	Futures	4988.91	4992.59	4988.06	4989.76	742.0
2022-02-14 02:30:00	ES	Futures	4990.04	4992.87	4987.5	4992.31	716.0
2022-02-14 02:35:00	ES	Futures	4992.31	4996.26	4990.89	4992.59	1255.0
2022-02-14 02:40:00	ES	Futures	4992.59	4995.42	4991.46	4994.85	574.0
2022-02-14 02:45:00	ES	Futures	4995.42	4995.42	4991.46	4993.44	478.0
2022-02-14 02:50:00	ES	Futures	4993.72	5005.31	4993.15	5005.31	2741.0
2022-02-14 02:55:00	ES	Futures	5005.03	5008.99	4999.94	5000.22	2509.0
2022-02-14 03:00:00	ES	Futures	4999.94	5001.36	4987.78	4988.06	5101.0
2022-02-14 03:05:00	ES	Futures	4988.35	4997.68	4984.95	4995.13	3586.0
2022-02-14 03:10:00	ES	Futures	4995.42	4995.42	4981.28	4985.52	4161.0
2022-02-14 03:15:00	ES	Futures	4985.52	4985.8	4976.19	4979.01	5562.0
2022-02-14 03:20:00	ES	Futures	4979.01	4979.3	4966.29	4966.57	5837.0
2022-02-14 03:25:00	ES	Futures	4966.57	4966.57	4952.71	4953.0	7728.0
2022-02-14 03:30:00	ES	Futures	4953.28	4960.07	4949.04	4951.58	8056.0
2022-02-14 03:35:00	ES	Futures	4951.58	4958.65	4946.21	4946.49	5209.0
2022-02-14 03:40:00	ES	Futures	4946.77	4959.78	4946.77	4959.22	4186.0
2022-02-14 03:45:00	ES	Futures	4959.22	4960.91	4951.58	4952.43	3290.0
2022-02-14 03:50:00	ES	Futures	4952.15	4957.52	4945.08	4946.21	3333.0
2022-02-14 03:55:00	ES	Futures	4946.21	4951.58	4938.86	4943.1	5125.0
2022-02-14 04:00:00	ES	Futures	4942.82	4944.51	4934.33	4937.72	5728.0
2022-02-14 04:05:00	ES	Futures	4938.01	4944.23	4933.48	4943.1	3708.0

> showing 50 of 20,568 rows — these rows as CSV

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