PREVIEW / futures_5min / 2022-02-20

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-20.parquet
  size:    81 KB
  rows:    3,645

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
2022-02-20 18:00:00	ES	Futures	4891.63	4902.37	4881.45	4890.21	7887.0
2022-02-20 18:05:00	ES	Futures	4890.5	4895.59	4887.39	4891.91	2183.0
2022-02-20 18:10:00	ES	Futures	4891.63	4894.46	4885.41	4892.76	2100.0
2022-02-20 18:15:00	ES	Futures	4892.48	4894.74	4888.52	4894.74	1123.0
2022-02-20 18:20:00	ES	Futures	4894.74	4896.72	4889.08	4891.06	1455.0
2022-02-20 18:25:00	ES	Futures	4891.06	4894.17	4888.8	4889.65	874.0
2022-02-20 18:30:00	ES	Futures	4889.65	4893.61	4887.1	4892.48	1419.0
2022-02-20 18:35:00	ES	Futures	4892.76	4895.3	4891.35	4894.74	684.0
2022-02-20 18:40:00	ES	Futures	4894.46	4895.3	4889.93	4892.19	694.0
2022-02-20 18:45:00	ES	Futures	4892.19	4893.04	4888.52	4890.21	945.0
2022-02-20 18:50:00	ES	Futures	4890.21	4892.48	4888.52	4888.8	908.0
2022-02-20 18:55:00	ES	Futures	4888.8	4891.35	4888.52	4889.93	773.0
2022-02-20 19:00:00	ES	Futures	4889.37	4890.5	4878.62	4882.01	3616.0
2022-02-20 19:05:00	ES	Futures	4882.01	4885.12	4880.32	4882.01	2147.0
2022-02-20 19:10:00	ES	Futures	4882.01	4890.78	4881.16	4889.65	1581.0
2022-02-20 19:15:00	ES	Futures	4889.93	4889.93	4886.25	4888.8	1276.0
2022-02-20 19:20:00	ES	Futures	4888.52	4888.8	4884.28	4885.12	666.0
2022-02-20 19:25:00	ES	Futures	4885.12	4886.54	4882.86	4885.69	972.0
2022-02-20 19:30:00	ES	Futures	4885.41	4890.21	4883.99	4889.65	886.0
2022-02-20 19:35:00	ES	Futures	4889.37	4889.65	4885.12	4886.82	945.0
2022-02-20 19:40:00	ES	Futures	4886.82	4888.52	4885.12	4887.95	475.0
2022-02-20 19:45:00	ES	Futures	4888.23	4889.08	4885.69	4887.67	453.0
2022-02-20 19:50:00	ES	Futures	4887.67	4914.82	4887.67	4913.69	8476.0
2022-02-20 19:55:00	ES	Futures	4913.69	4923.58	4911.14	4920.19	7717.0
2022-02-20 20:00:00	ES	Futures	4920.19	4922.45	4906.62	4908.88	4478.0
2022-02-20 20:05:00	ES	Futures	4909.16	4928.96	4908.88	4927.26	4172.0
2022-02-20 20:10:00	ES	Futures	4927.26	4939.7	4923.87	4931.5	5174.0
2022-02-20 20:15:00	ES	Futures	4931.22	4934.61	4926.13	4933.77	3273.0
2022-02-20 20:20:00	ES	Futures	4933.77	4941.68	4927.83	4937.16	4185.0
2022-02-20 20:25:00	ES	Futures	4937.44	4939.14	4932.07	4932.63	2360.0
2022-02-20 20:30:00	ES	Futures	4932.35	4945.08	4932.07	4937.72	3620.0
2022-02-20 20:35:00	ES	Futures	4937.72	4947.91	4936.31	4946.77	4705.0
2022-02-20 20:40:00	ES	Futures	4947.06	4947.91	4941.12	4942.53	1770.0
2022-02-20 20:45:00	ES	Futures	4942.53	4944.23	4939.99	4941.97	1175.0
2022-02-20 20:50:00	ES	Futures	4942.25	4942.25	4937.72	4939.42	865.0
2022-02-20 20:55:00	ES	Futures	4939.14	4943.38	4937.72	4939.7	897.0
2022-02-20 21:00:00	ES	Futures	4939.7	4943.1	4939.7	4942.82	589.0
2022-02-20 21:05:00	ES	Futures	4942.53	4942.53	4939.14	4941.12	622.0
2022-02-20 21:10:00	ES	Futures	4941.12	4941.4	4937.16	4937.44	501.0
2022-02-20 21:15:00	ES	Futures	4938.01	4939.42	4936.59	4938.01	754.0
2022-02-20 21:20:00	ES	Futures	4938.01	4938.86	4934.61	4936.03	1029.0
2022-02-20 21:25:00	ES	Futures	4936.31	4936.88	4934.9	4935.75	400.0
2022-02-20 21:30:00	ES	Futures	4935.46	4942.53	4935.46	4942.53	1048.0
2022-02-20 21:35:00	ES	Futures	4942.53	4942.53	4938.57	4938.86	534.0
2022-02-20 21:40:00	ES	Futures	4938.86	4938.86	4936.59	4938.01	498.0
2022-02-20 21:45:00	ES	Futures	4937.72	4945.36	4937.44	4943.38	1084.0
2022-02-20 21:50:00	ES	Futures	4943.1	4943.66	4941.4	4941.68	409.0
2022-02-20 21:55:00	ES	Futures	4941.68	4944.23	4940.84	4941.97	522.0
2022-02-20 22:00:00	ES	Futures	4941.97	4945.08	4940.84	4945.08	431.0
2022-02-20 22:05:00	ES	Futures	4945.08	4945.36	4941.68	4941.97	429.0

> showing 50 of 3,645 rows — these rows as CSV

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