PREVIEW / futures_5min / 2022-02-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-17.parquet
  size:    362 KB
  rows:    20,129

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
2022-02-17 00:00:00	ES	Futures	5025.96	5027.66	5023.7	5025.68	1781.0
2022-02-17 00:05:00	ES	Futures	5025.68	5037.27	5024.26	5032.75	3552.0
2022-02-17 00:10:00	ES	Futures	5032.75	5035.57	5030.2	5031.33	1161.0
2022-02-17 00:15:00	ES	Futures	5031.33	5036.42	5031.05	5034.44	1351.0
2022-02-17 00:20:00	ES	Futures	5034.44	5037.84	5033.88	5035.01	1097.0
2022-02-17 00:25:00	ES	Futures	5035.29	5036.99	5034.16	5036.14	692.0
2022-02-17 00:30:00	ES	Futures	5036.14	5039.82	5034.44	5038.97	1612.0
2022-02-17 00:35:00	ES	Futures	5038.97	5040.38	5034.73	5036.99	961.0
2022-02-17 00:40:00	ES	Futures	5036.99	5038.68	5035.01	5035.57	804.0
2022-02-17 00:45:00	ES	Futures	5035.86	5035.86	5031.61	5032.18	991.0
2022-02-17 00:50:00	ES	Futures	5032.18	5033.88	5030.48	5032.46	775.0
2022-02-17 00:55:00	ES	Futures	5032.18	5035.29	5031.05	5034.73	1000.0
2022-02-17 01:00:00	ES	Futures	5034.73	5036.71	5030.48	5032.75	1824.0
2022-02-17 01:05:00	ES	Futures	5033.03	5033.03	5029.07	5031.05	841.0
2022-02-17 01:10:00	ES	Futures	5030.77	5030.77	5027.37	5028.22	1345.0
2022-02-17 01:15:00	ES	Futures	5028.22	5032.75	5027.94	5032.75	768.0
2022-02-17 01:20:00	ES	Futures	5032.46	5033.59	5030.2	5030.48	692.0
2022-02-17 01:25:00	ES	Futures	5030.48	5041.8	5028.79	5040.95	2598.0
2022-02-17 01:30:00	ES	Futures	5041.23	5042.93	5027.09	5031.9	3399.0
2022-02-17 01:35:00	ES	Futures	5032.46	5033.31	5029.35	5031.9	794.0
2022-02-17 01:40:00	ES	Futures	5032.18	5034.73	5031.9	5032.46	461.0
2022-02-17 01:45:00	ES	Futures	5032.18	5035.86	5029.64	5032.75	1438.0
2022-02-17 01:50:00	ES	Futures	5032.46	5035.86	5032.46	5034.44	611.0
2022-02-17 01:55:00	ES	Futures	5034.73	5037.84	5033.88	5035.57	1004.0
2022-02-17 02:00:00	ES	Futures	5035.29	5042.36	5034.44	5040.1	1640.0
2022-02-17 02:05:00	ES	Futures	5040.38	5042.93	5038.68	5039.53	1037.0
2022-02-17 02:10:00	ES	Futures	5039.25	5042.64	5037.55	5039.25	1657.0
2022-02-17 02:15:00	ES	Futures	5038.97	5041.23	5037.55	5040.1	481.0
2022-02-17 02:20:00	ES	Futures	5039.53	5040.38	5037.55	5038.12	389.0
2022-02-17 02:25:00	ES	Futures	5038.4	5039.53	5036.42	5037.55	448.0
2022-02-17 02:30:00	ES	Futures	5037.27	5041.51	5035.57	5041.23	969.0
2022-02-17 02:35:00	ES	Futures	5041.23	5041.51	5039.53	5039.53	590.0
2022-02-17 02:40:00	ES	Futures	5039.53	5042.36	5038.97	5041.23	722.0
2022-02-17 02:45:00	ES	Futures	5041.51	5045.76	5041.23	5044.06	1356.0
2022-02-17 02:50:00	ES	Futures	5044.06	5044.34	5040.66	5041.8	985.0
2022-02-17 02:55:00	ES	Futures	5041.51	5043.78	5040.1	5043.78	976.0
2022-02-17 03:00:00	ES	Futures	5043.49	5051.98	5043.49	5049.43	4015.0
2022-02-17 03:05:00	ES	Futures	5049.43	5053.11	5047.45	5051.98	1841.0
2022-02-17 03:10:00	ES	Futures	5052.26	5054.24	5048.3	5049.15	1918.0
2022-02-17 03:15:00	ES	Futures	5048.87	5049.15	5041.8	5042.93	3110.0
2022-02-17 03:20:00	ES	Futures	5042.93	5046.32	5041.8	5042.08	1113.0
2022-02-17 03:25:00	ES	Futures	5042.08	5043.78	5022.85	5027.09	10086.0
2022-02-17 03:30:00	ES	Futures	5026.81	5035.29	5026.52	5028.22	4274.0
2022-02-17 03:35:00	ES	Futures	5028.22	5033.31	5022.85	5031.05	3566.0
2022-02-17 03:40:00	ES	Futures	5031.05	5033.31	5028.5	5030.2	1685.0
2022-02-17 03:45:00	ES	Futures	5029.92	5031.9	5019.17	5025.39	3760.0
2022-02-17 03:50:00	ES	Futures	5025.39	5029.92	5024.26	5029.35	1445.0
2022-02-17 03:55:00	ES	Futures	5029.64	5030.77	5027.37	5029.35	1085.0
2022-02-17 04:00:00	ES	Futures	5029.07	5034.16	5025.39	5025.96	3132.0
2022-02-17 04:05:00	ES	Futures	5025.96	5030.2	5024.83	5027.09	1471.0

> showing 50 of 20,129 rows — these rows as CSV

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