PREVIEW / futures_5min / 2022-02-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-15.parquet
  size:    353 KB
  rows:    20,201

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
2022-02-15 00:00:00	ES	Futures	4974.77	4975.34	4967.98	4968.55	961.0
2022-02-15 00:05:00	ES	Futures	4968.83	4969.12	4956.67	4961.76	2603.0
2022-02-15 00:10:00	ES	Futures	4961.76	4964.59	4960.91	4962.33	654.0
2022-02-15 00:15:00	ES	Futures	4961.76	4963.46	4960.91	4961.48	496.0
2022-02-15 00:20:00	ES	Futures	4961.2	4963.18	4960.35	4961.2	469.0
2022-02-15 00:25:00	ES	Futures	4961.2	4967.14	4961.2	4967.14	956.0
2022-02-15 00:30:00	ES	Futures	4966.85	4967.7	4966.0	4966.85	480.0
2022-02-15 00:35:00	ES	Futures	4966.85	4968.83	4964.59	4967.98	563.0
2022-02-15 00:40:00	ES	Futures	4967.7	4967.7	4964.31	4964.59	357.0
2022-02-15 00:45:00	ES	Futures	4964.31	4965.16	4963.46	4963.74	286.0
2022-02-15 00:50:00	ES	Futures	4964.03	4966.29	4962.33	4962.89	583.0
2022-02-15 00:55:00	ES	Futures	4963.18	4964.59	4962.05	4963.46	521.0
2022-02-15 01:00:00	ES	Futures	4963.74	4967.98	4962.05	4967.14	552.0
2022-02-15 01:05:00	ES	Futures	4967.14	4967.42	4963.74	4965.44	336.0
2022-02-15 01:10:00	ES	Futures	4965.44	4969.96	4965.44	4967.42	425.0
2022-02-15 01:15:00	ES	Futures	4967.98	4970.53	4967.7	4968.83	355.0
2022-02-15 01:20:00	ES	Futures	4968.83	4970.25	4963.46	4967.42	1174.0
2022-02-15 01:25:00	ES	Futures	4967.42	4971.94	4967.42	4970.81	396.0
2022-02-15 01:30:00	ES	Futures	4970.81	4970.81	4967.7	4968.27	545.0
2022-02-15 01:35:00	ES	Futures	4968.55	4969.96	4967.42	4969.68	208.0
2022-02-15 01:40:00	ES	Futures	4969.68	4969.96	4966.29	4968.55	330.0
2022-02-15 01:45:00	ES	Futures	4968.83	4969.12	4966.0	4968.27	279.0
2022-02-15 01:50:00	ES	Futures	4968.55	4969.68	4968.27	4969.68	262.0
2022-02-15 01:55:00	ES	Futures	4969.68	4969.96	4967.42	4968.55	396.0
2022-02-15 02:00:00	ES	Futures	4968.83	4970.53	4963.18	4967.7	1010.0
2022-02-15 02:05:00	ES	Futures	4967.42	4977.32	4967.42	4975.34	1578.0
2022-02-15 02:10:00	ES	Futures	4975.05	4976.19	4971.94	4971.94	826.0
2022-02-15 02:15:00	ES	Futures	4971.94	4973.92	4971.94	4973.36	494.0
2022-02-15 02:20:00	ES	Futures	4973.64	4974.21	4972.23	4972.51	679.0
2022-02-15 02:25:00	ES	Futures	4972.79	4973.36	4967.14	4970.53	839.0
2022-02-15 02:30:00	ES	Futures	4970.25	4971.94	4967.7	4968.55	581.0
2022-02-15 02:35:00	ES	Futures	4968.83	4968.83	4963.74	4964.03	684.0
2022-02-15 02:40:00	ES	Futures	4964.03	4964.03	4960.07	4960.91	1032.0
2022-02-15 02:45:00	ES	Futures	4960.91	4967.14	4959.78	4966.0	899.0
2022-02-15 02:50:00	ES	Futures	4966.29	4967.7	4964.59	4967.14	500.0
2022-02-15 02:55:00	ES	Futures	4966.57	4967.98	4964.87	4965.44	615.0
2022-02-15 03:00:00	ES	Futures	4965.16	4975.05	4960.91	4974.21	4761.0
2022-02-15 03:05:00	ES	Futures	4974.49	4993.44	4971.1	4992.59	9031.0
2022-02-15 03:10:00	ES	Futures	4992.87	4995.7	4988.06	4990.61	5780.0
2022-02-15 03:15:00	ES	Futures	4990.89	4999.94	4990.04	4999.38	5987.0
2022-02-15 03:20:00	ES	Futures	4999.09	5010.69	4994.85	5010.4	9818.0
2022-02-15 03:25:00	ES	Futures	5010.12	5019.45	5006.45	5018.32	7995.0
2022-02-15 03:30:00	ES	Futures	5018.32	5035.86	5018.04	5035.29	10940.0
2022-02-15 03:35:00	ES	Futures	5035.29	5035.57	5025.11	5029.07	7592.0
2022-02-15 03:40:00	ES	Futures	5029.07	5030.48	5026.24	5027.66	3558.0
2022-02-15 03:45:00	ES	Futures	5027.37	5030.48	5023.41	5029.64	3349.0
2022-02-15 03:50:00	ES	Futures	5029.64	5031.61	5019.45	5019.45	3559.0
2022-02-15 03:55:00	ES	Futures	5019.45	5027.37	5019.17	5027.09	3619.0
2022-02-15 04:00:00	ES	Futures	5027.09	5029.64	5023.7	5024.26	2783.0
2022-02-15 04:05:00	ES	Futures	5024.54	5033.88	5024.26	5032.46	2613.0

> showing 50 of 20,201 rows — these rows as CSV

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