PREVIEW / futures_5min / 2022-02-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-16.parquet
  size:    358 KB
  rows:    20,133

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
2022-02-16 00:00:00	ES	Futures	5039.25	5041.8	5038.97	5041.23	609.0
2022-02-16 00:05:00	ES	Futures	5041.51	5041.51	5040.38	5040.95	213.0
2022-02-16 00:10:00	ES	Futures	5040.95	5042.93	5040.38	5042.64	510.0
2022-02-16 00:15:00	ES	Futures	5042.64	5043.21	5041.23	5041.8	540.0
2022-02-16 00:20:00	ES	Futures	5041.8	5042.36	5040.66	5041.8	225.0
2022-02-16 00:25:00	ES	Futures	5041.8	5042.08	5040.66	5041.23	161.0
2022-02-16 00:30:00	ES	Futures	5040.95	5042.36	5040.95	5041.51	181.0
2022-02-16 00:35:00	ES	Futures	5041.23	5042.08	5040.66	5042.08	135.0
2022-02-16 00:40:00	ES	Futures	5042.36	5042.36	5041.23	5041.8	134.0
2022-02-16 00:45:00	ES	Futures	5041.8	5043.49	5041.8	5042.64	229.0
2022-02-16 00:50:00	ES	Futures	5042.36	5043.49	5042.08	5042.08	150.0
2022-02-16 00:55:00	ES	Futures	5042.08	5042.93	5041.51	5042.08	380.0
2022-02-16 01:00:00	ES	Futures	5042.36	5044.91	5041.23	5041.51	966.0
2022-02-16 01:05:00	ES	Futures	5041.23	5041.23	5038.97	5040.1	500.0
2022-02-16 01:10:00	ES	Futures	5039.82	5041.8	5039.25	5040.95	207.0
2022-02-16 01:15:00	ES	Futures	5041.23	5042.93	5040.38	5042.93	218.0
2022-02-16 01:20:00	ES	Futures	5042.93	5043.49	5042.36	5042.93	203.0
2022-02-16 01:25:00	ES	Futures	5043.21	5043.21	5042.36	5042.93	162.0
2022-02-16 01:30:00	ES	Futures	5042.93	5046.04	5042.93	5044.91	606.0
2022-02-16 01:35:00	ES	Futures	5044.91	5044.91	5043.78	5044.34	345.0
2022-02-16 01:40:00	ES	Futures	5044.34	5045.76	5043.78	5044.62	269.0
2022-02-16 01:45:00	ES	Futures	5044.34	5045.76	5044.06	5045.47	194.0
2022-02-16 01:50:00	ES	Futures	5045.47	5045.76	5043.78	5044.62	341.0
2022-02-16 01:55:00	ES	Futures	5044.34	5044.91	5044.34	5044.34	100.0
2022-02-16 02:00:00	ES	Futures	5044.34	5048.58	5043.21	5045.47	1396.0
2022-02-16 02:05:00	ES	Futures	5045.76	5046.32	5044.91	5045.47	427.0
2022-02-16 02:10:00	ES	Futures	5045.19	5045.76	5043.21	5044.06	455.0
2022-02-16 02:15:00	ES	Futures	5044.06	5044.62	5041.8	5042.93	463.0
2022-02-16 02:20:00	ES	Futures	5042.64	5043.21	5041.23	5042.64	362.0
2022-02-16 02:25:00	ES	Futures	5042.36	5043.21	5041.23	5042.93	410.0
2022-02-16 02:30:00	ES	Futures	5042.93	5044.62	5041.51	5044.34	432.0
2022-02-16 02:35:00	ES	Futures	5044.62	5046.32	5043.49	5044.34	675.0
2022-02-16 02:40:00	ES	Futures	5044.34	5045.47	5043.21	5043.21	351.0
2022-02-16 02:45:00	ES	Futures	5043.49	5043.78	5042.36	5042.36	409.0
2022-02-16 02:50:00	ES	Futures	5042.36	5043.49	5040.1	5041.23	371.0
2022-02-16 02:55:00	ES	Futures	5041.23	5044.62	5040.1	5044.34	956.0
2022-02-16 03:00:00	ES	Futures	5044.06	5046.32	5037.84	5039.53	3250.0
2022-02-16 03:05:00	ES	Futures	5039.25	5041.51	5038.12	5039.82	1275.0
2022-02-16 03:10:00	ES	Futures	5039.53	5048.02	5038.68	5047.73	1660.0
2022-02-16 03:15:00	ES	Futures	5047.73	5061.87	5047.17	5060.18	7366.0
2022-02-16 03:20:00	ES	Futures	5060.18	5066.4	5060.18	5063.29	4502.0
2022-02-16 03:25:00	ES	Futures	5063.29	5064.99	5059.61	5062.16	2098.0
2022-02-16 03:30:00	ES	Futures	5062.16	5062.72	5059.61	5061.87	1245.0
2022-02-16 03:35:00	ES	Futures	5061.87	5065.55	5061.87	5063.57	1247.0
2022-02-16 03:40:00	ES	Futures	5063.29	5064.7	5057.63	5058.2	1611.0
2022-02-16 03:45:00	ES	Futures	5058.2	5059.9	5055.09	5059.61	1573.0
2022-02-16 03:50:00	ES	Futures	5059.9	5060.46	5055.65	5057.35	1116.0
2022-02-16 03:55:00	ES	Futures	5057.07	5063.29	5056.78	5061.87	2103.0
2022-02-16 04:00:00	ES	Futures	5061.59	5071.21	5060.74	5066.97	4973.0
2022-02-16 04:05:00	ES	Futures	5066.68	5066.68	5053.39	5055.37	4129.0

> showing 50 of 20,133 rows — these rows as CSV

> unlock the full archive -- $79 one-time