PREVIEW / futures_5min / 2022-02-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-21.parquet
  size:    311 KB
  rows:    15,785

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
2022-02-21 00:00:00	ES	Futures	4939.99	4940.84	4938.86	4940.27	347.0
2022-02-21 00:05:00	ES	Futures	4940.27	4940.27	4938.01	4938.86	300.0
2022-02-21 00:10:00	ES	Futures	4938.86	4939.99	4938.29	4939.14	355.0
2022-02-21 00:15:00	ES	Futures	4938.86	4944.51	4938.57	4943.95	957.0
2022-02-21 00:20:00	ES	Futures	4943.95	4944.23	4942.53	4942.82	285.0
2022-02-21 00:25:00	ES	Futures	4943.1	4944.23	4941.97	4943.66	364.0
2022-02-21 00:30:00	ES	Futures	4943.38	4943.66	4939.7	4940.55	329.0
2022-02-21 00:35:00	ES	Futures	4940.55	4941.4	4939.99	4941.4	200.0
2022-02-21 00:40:00	ES	Futures	4941.12	4943.1	4938.86	4941.97	423.0
2022-02-21 00:45:00	ES	Futures	4941.97	4942.53	4940.27	4940.27	520.0
2022-02-21 00:50:00	ES	Futures	4940.55	4942.82	4939.7	4942.82	635.0
2022-02-21 00:55:00	ES	Futures	4943.1	4943.95	4941.68	4943.66	418.0
2022-02-21 01:00:00	ES	Futures	4943.66	4947.34	4943.1	4947.06	828.0
2022-02-21 01:05:00	ES	Futures	4946.77	4947.34	4945.64	4945.64	328.0
2022-02-21 01:10:00	ES	Futures	4945.64	4947.34	4942.53	4946.49	1515.0
2022-02-21 01:15:00	ES	Futures	4946.77	4947.06	4943.38	4943.95	552.0
2022-02-21 01:20:00	ES	Futures	4943.95	4944.23	4943.1	4943.38	131.0
2022-02-21 01:25:00	ES	Futures	4943.38	4945.36	4943.38	4944.23	192.0
2022-02-21 01:30:00	ES	Futures	4944.23	4948.47	4944.23	4947.34	770.0
2022-02-21 01:35:00	ES	Futures	4947.62	4953.56	4947.34	4953.28	1412.0
2022-02-21 01:40:00	ES	Futures	4953.0	4953.56	4951.3	4952.43	569.0
2022-02-21 01:45:00	ES	Futures	4952.71	4959.22	4952.43	4958.37	1324.0
2022-02-21 01:50:00	ES	Futures	4958.37	4960.91	4956.67	4959.78	1327.0
2022-02-21 01:55:00	ES	Futures	4959.78	4960.07	4956.67	4956.96	523.0
2022-02-21 02:00:00	ES	Futures	4957.24	4960.63	4955.82	4958.09	1060.0
2022-02-21 02:05:00	ES	Futures	4958.37	4963.74	4957.24	4963.18	1262.0
2022-02-21 02:10:00	ES	Futures	4963.18	4963.74	4958.93	4961.48	1234.0
2022-02-21 02:15:00	ES	Futures	4961.48	4964.31	4957.52	4964.03	1695.0
2022-02-21 02:20:00	ES	Futures	4964.31	4967.42	4960.91	4961.76	1979.0
2022-02-21 02:25:00	ES	Futures	4961.76	4962.05	4957.8	4959.5	1260.0
2022-02-21 02:30:00	ES	Futures	4959.78	4963.46	4954.69	4955.54	2463.0
2022-02-21 02:35:00	ES	Futures	4955.82	4957.8	4953.56	4953.84	1295.0
2022-02-21 02:40:00	ES	Futures	4954.13	4956.11	4953.84	4955.26	817.0
2022-02-21 02:45:00	ES	Futures	4955.54	4960.63	4954.98	4955.82	1160.0
2022-02-21 02:50:00	ES	Futures	4955.54	4957.24	4952.43	4953.28	1107.0
2022-02-21 02:55:00	ES	Futures	4953.28	4959.5	4952.15	4953.84	3017.0
2022-02-21 03:00:00	ES	Futures	4953.84	4956.67	4951.02	4952.43	2968.0
2022-02-21 03:05:00	ES	Futures	4952.43	4957.24	4951.58	4953.0	1515.0
2022-02-21 03:10:00	ES	Futures	4953.0	4954.69	4950.73	4951.86	1108.0
2022-02-21 03:15:00	ES	Futures	4952.15	4955.54	4950.73	4951.02	1694.0
2022-02-21 03:20:00	ES	Futures	4951.3	4954.69	4950.73	4950.73	1503.0
2022-02-21 03:25:00	ES	Futures	4950.73	4954.69	4950.73	4952.43	1034.0
2022-02-21 03:30:00	ES	Futures	4952.43	4956.67	4952.15	4953.56	1025.0
2022-02-21 03:35:00	ES	Futures	4953.28	4953.28	4932.63	4942.82	9045.0
2022-02-21 03:40:00	ES	Futures	4942.82	4943.38	4935.46	4936.03	2624.0
2022-02-21 03:45:00	ES	Futures	4936.31	4941.12	4936.03	4938.86	1074.0
2022-02-21 03:50:00	ES	Futures	4939.14	4943.1	4937.44	4938.01	1246.0
2022-02-21 03:55:00	ES	Futures	4937.72	4939.99	4935.46	4938.01	1247.0
2022-02-21 04:00:00	ES	Futures	4938.29	4939.14	4925.85	4928.11	2151.0
2022-02-21 04:05:00	ES	Futures	4927.83	4927.83	4923.3	4924.15	1589.0

> showing 50 of 15,785 rows — these rows as CSV

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