PREVIEW / futures_5min / 2022-02-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-23.parquet
  size:    421 KB
  rows:    20,461

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
2022-02-23 00:00:00	ES	Futures	4891.91	4892.48	4891.63	4892.19	921.0
2022-02-23 00:05:00	ES	Futures	4891.91	4892.48	4891.63	4892.48	756.0
2022-02-23 00:10:00	ES	Futures	4892.19	4892.48	4891.35	4891.63	646.0
2022-02-23 00:15:00	ES	Futures	4891.35	4891.91	4890.78	4890.78	222.0
2022-02-23 00:20:00	ES	Futures	4891.06	4891.35	4890.21	4890.78	196.0
2022-02-23 00:25:00	ES	Futures	4890.78	4892.19	4889.65	4891.63	405.0
2022-02-23 00:30:00	ES	Futures	4891.63	4895.59	4888.52	4889.65	2159.0
2022-02-23 00:35:00	ES	Futures	4889.65	4890.21	4887.95	4887.95	386.0
2022-02-23 00:40:00	ES	Futures	4887.67	4889.37	4887.39	4887.95	197.0
2022-02-23 00:45:00	ES	Futures	4887.67	4888.8	4886.82	4888.52	313.0
2022-02-23 00:50:00	ES	Futures	4888.8	4889.65	4887.1	4887.1	478.0
2022-02-23 00:55:00	ES	Futures	4887.39	4889.37	4886.82	4888.23	397.0
2022-02-23 01:00:00	ES	Futures	4887.95	4893.89	4887.67	4890.21	1509.0
2022-02-23 01:05:00	ES	Futures	4889.93	4891.63	4889.65	4890.21	490.0
2022-02-23 01:10:00	ES	Futures	4889.93	4894.17	4889.93	4893.32	500.0
2022-02-23 01:15:00	ES	Futures	4893.32	4894.17	4892.48	4893.04	484.0
2022-02-23 01:20:00	ES	Futures	4892.76	4893.04	4887.39	4887.67	714.0
2022-02-23 01:25:00	ES	Futures	4887.67	4888.52	4885.69	4887.95	763.0
2022-02-23 01:30:00	ES	Futures	4888.23	4888.23	4885.12	4885.41	374.0
2022-02-23 01:35:00	ES	Futures	4885.41	4887.67	4885.41	4886.82	280.0
2022-02-23 01:40:00	ES	Futures	4886.54	4886.54	4885.12	4885.41	145.0
2022-02-23 01:45:00	ES	Futures	4885.69	4889.37	4885.41	4889.37	509.0
2022-02-23 01:50:00	ES	Futures	4889.08	4891.35	4888.8	4889.65	543.0
2022-02-23 01:55:00	ES	Futures	4889.65	4889.93	4882.86	4883.14	1219.0
2022-02-23 02:00:00	ES	Futures	4883.43	4885.12	4878.62	4878.9	1152.0
2022-02-23 02:05:00	ES	Futures	4879.18	4883.14	4877.77	4882.86	793.0
2022-02-23 02:10:00	ES	Futures	4882.86	4886.54	4881.73	4883.14	812.0
2022-02-23 02:15:00	ES	Futures	4882.3	4885.69	4880.88	4883.71	687.0
2022-02-23 02:20:00	ES	Futures	4883.71	4883.71	4880.88	4882.86	465.0
2022-02-23 02:25:00	ES	Futures	4883.43	4888.52	4883.14	4885.41	1058.0
2022-02-23 02:30:00	ES	Futures	4885.12	4891.35	4885.12	4889.08	1064.0
2022-02-23 02:35:00	ES	Futures	4889.93	4893.04	4887.67	4893.04	809.0
2022-02-23 02:40:00	ES	Futures	4893.04	4894.46	4890.78	4891.91	1010.0
2022-02-23 02:45:00	ES	Futures	4892.19	4892.19	4888.23	4889.37	876.0
2022-02-23 02:50:00	ES	Futures	4889.37	4891.35	4887.67	4889.93	736.0
2022-02-23 02:55:00	ES	Futures	4889.93	4891.91	4887.39	4890.78	1098.0
2022-02-23 03:00:00	ES	Futures	4890.78	4897.57	4884.84	4897.28	4583.0
2022-02-23 03:05:00	ES	Futures	4897.28	4897.57	4893.61	4897.28	3483.0
2022-02-23 03:10:00	ES	Futures	4897.28	4903.79	4897.0	4903.22	6084.0
2022-02-23 03:15:00	ES	Futures	4903.22	4903.51	4899.83	4902.37	2158.0
2022-02-23 03:20:00	ES	Futures	4902.37	4903.79	4900.11	4903.51	2169.0
2022-02-23 03:25:00	ES	Futures	4903.22	4903.79	4900.68	4902.66	2233.0
2022-02-23 03:30:00	ES	Futures	4902.66	4903.51	4896.44	4903.22	2744.0
2022-02-23 03:35:00	ES	Futures	4903.22	4903.79	4902.09	4903.51	2637.0
2022-02-23 03:40:00	ES	Futures	4903.51	4903.79	4902.37	4903.22	1952.0
2022-02-23 03:45:00	ES	Futures	4902.94	4903.79	4901.24	4902.94	2201.0
2022-02-23 03:50:00	ES	Futures	4903.22	4907.18	4900.39	4901.24	4625.0
2022-02-23 03:55:00	ES	Futures	4901.53	4906.05	4898.42	4905.77	1504.0
2022-02-23 04:00:00	ES	Futures	4905.77	4907.18	4904.64	4906.9	1908.0
2022-02-23 04:05:00	ES	Futures	4906.9	4907.18	4904.64	4906.05	2063.0

> showing 50 of 20,461 rows — these rows as CSV

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