PREVIEW / futures_5min / 2022-02-22
file: by_date/futures_5min/2022/2022-02-22.parquet size: 389 KB rows: 20,156
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 |
|---|---|---|---|---|---|---|---|
| 2022-02-22 00:00:00 | ES | Futures | 4837.05 | 4841.85 | 4837.05 | 4839.59 | 1880.0 |
| 2022-02-22 00:05:00 | ES | Futures | 4839.59 | 4844.12 | 4839.03 | 4841.01 | 1329.0 |
| 2022-02-22 00:10:00 | ES | Futures | 4841.01 | 4841.29 | 4836.48 | 4836.48 | 607.0 |
| 2022-02-22 00:15:00 | ES | Futures | 4837.05 | 4839.88 | 4836.48 | 4839.88 | 443.0 |
| 2022-02-22 00:20:00 | ES | Futures | 4839.59 | 4843.83 | 4838.18 | 4842.7 | 632.0 |
| 2022-02-22 00:25:00 | ES | Futures | 4842.99 | 4847.23 | 4842.14 | 4845.53 | 1472.0 |
| 2022-02-22 00:30:00 | ES | Futures | 4845.25 | 4846.66 | 4843.83 | 4845.25 | 647.0 |
| 2022-02-22 00:35:00 | ES | Futures | 4845.25 | 4845.53 | 4843.83 | 4844.68 | 483.0 |
| 2022-02-22 00:40:00 | ES | Futures | 4844.97 | 4844.97 | 4841.01 | 4844.12 | 712.0 |
| 2022-02-22 00:45:00 | ES | Futures | 4844.4 | 4844.97 | 4841.01 | 4841.85 | 663.0 |
| 2022-02-22 00:50:00 | ES | Futures | 4842.14 | 4843.27 | 4839.59 | 4842.14 | 847.0 |
| 2022-02-22 00:55:00 | ES | Futures | 4842.14 | 4843.55 | 4841.29 | 4841.85 | 483.0 |
| 2022-02-22 01:00:00 | ES | Futures | 4841.57 | 4841.57 | 4829.98 | 4831.39 | 2626.0 |
| 2022-02-22 01:05:00 | ES | Futures | 4831.96 | 4834.22 | 4828.56 | 4829.41 | 1117.0 |
| 2022-02-22 01:10:00 | ES | Futures | 4829.41 | 4837.33 | 4829.13 | 4836.2 | 1132.0 |
| 2022-02-22 01:15:00 | ES | Futures | 4836.48 | 4840.16 | 4836.48 | 4838.74 | 837.0 |
| 2022-02-22 01:20:00 | ES | Futures | 4838.74 | 4843.83 | 4838.46 | 4842.42 | 871.0 |
| 2022-02-22 01:25:00 | ES | Futures | 4842.42 | 4843.55 | 4839.59 | 4841.85 | 1221.0 |
| 2022-02-22 01:30:00 | ES | Futures | 4841.85 | 4847.23 | 4840.44 | 4846.38 | 2282.0 |
| 2022-02-22 01:35:00 | ES | Futures | 4846.66 | 4851.75 | 4846.38 | 4848.36 | 2809.0 |
| 2022-02-22 01:40:00 | ES | Futures | 4848.08 | 4849.77 | 4845.81 | 4845.81 | 857.0 |
| 2022-02-22 01:45:00 | ES | Futures | 4845.81 | 4847.23 | 4843.55 | 4843.55 | 804.0 |
| 2022-02-22 01:50:00 | ES | Futures | 4844.12 | 4844.12 | 4832.52 | 4836.76 | 3137.0 |
| 2022-02-22 01:55:00 | ES | Futures | 4837.05 | 4839.59 | 4832.52 | 4837.61 | 1491.0 |
| 2022-02-22 02:00:00 | ES | Futures | 4837.9 | 4846.1 | 4834.22 | 4838.46 | 2920.0 |
| 2022-02-22 02:05:00 | ES | Futures | 4838.46 | 4840.44 | 4834.78 | 4837.05 | 2078.0 |
| 2022-02-22 02:10:00 | ES | Futures | 4836.76 | 4838.74 | 4832.52 | 4832.52 | 1471.0 |
| 2022-02-22 02:15:00 | ES | Futures | 4832.24 | 4834.78 | 4826.87 | 4829.41 | 3100.0 |
| 2022-02-22 02:20:00 | ES | Futures | 4829.13 | 4837.61 | 4828.85 | 4829.69 | 2783.0 |
| 2022-02-22 02:25:00 | ES | Futures | 4829.69 | 4832.81 | 4826.87 | 4829.13 | 2766.0 |
| 2022-02-22 02:30:00 | ES | Futures | 4829.13 | 4831.39 | 4823.19 | 4825.17 | 3847.0 |
| 2022-02-22 02:35:00 | ES | Futures | 4825.17 | 4829.13 | 4822.62 | 4827.43 | 2661.0 |
| 2022-02-22 02:40:00 | ES | Futures | 4827.43 | 4832.81 | 4824.32 | 4825.17 | 3734.0 |
| 2022-02-22 02:45:00 | ES | Futures | 4825.17 | 4831.67 | 4825.17 | 4828.28 | 2400.0 |
| 2022-02-22 02:50:00 | ES | Futures | 4828.0 | 4835.92 | 4824.89 | 4833.37 | 1993.0 |
| 2022-02-22 02:55:00 | ES | Futures | 4833.37 | 4833.94 | 4821.21 | 4821.21 | 3158.0 |
| 2022-02-22 03:00:00 | ES | Futures | 4821.21 | 4830.26 | 4818.95 | 4827.71 | 6887.0 |
| 2022-02-22 03:05:00 | ES | Futures | 4828.0 | 4834.5 | 4825.73 | 4829.98 | 4957.0 |
| 2022-02-22 03:10:00 | ES | Futures | 4829.41 | 4847.79 | 4828.56 | 4844.12 | 6363.0 |
| 2022-02-22 03:15:00 | ES | Futures | 4844.4 | 4848.36 | 4833.65 | 4842.14 | 5559.0 |
| 2022-02-22 03:20:00 | ES | Futures | 4842.42 | 4846.38 | 4836.48 | 4843.55 | 4119.0 |
| 2022-02-22 03:25:00 | ES | Futures | 4843.55 | 4850.9 | 4840.72 | 4845.81 | 4005.0 |
| 2022-02-22 03:30:00 | ES | Futures | 4845.81 | 4847.23 | 4839.59 | 4843.27 | 3933.0 |
| 2022-02-22 03:35:00 | ES | Futures | 4842.99 | 4847.79 | 4841.29 | 4846.1 | 3470.0 |
| 2022-02-22 03:40:00 | ES | Futures | 4846.1 | 4855.71 | 4844.68 | 4852.88 | 4070.0 |
| 2022-02-22 03:45:00 | ES | Futures | 4852.6 | 4855.15 | 4846.1 | 4852.04 | 3935.0 |
| 2022-02-22 03:50:00 | ES | Futures | 4852.32 | 4857.97 | 4849.49 | 4850.34 | 4912.0 |
| 2022-02-22 03:55:00 | ES | Futures | 4850.62 | 4859.11 | 4849.49 | 4857.69 | 2885.0 |
| 2022-02-22 04:00:00 | ES | Futures | 4857.97 | 4860.24 | 4851.19 | 4852.6 | 6306.0 |
| 2022-02-22 04:05:00 | ES | Futures | 4852.6 | 4857.41 | 4846.95 | 4856.84 | 4333.0 |
> showing 50 of 20,156 rows — these rows as CSV