PREVIEW / futures_5min / 2022-02-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-24.parquet
  size:    466 KB
  rows:    21,359

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
2022-02-24 00:00:00	ES	Futures	4685.47	4686.88	4677.26	4679.53	4229.0
2022-02-24 00:05:00	ES	Futures	4679.53	4685.47	4672.74	4675.85	4852.0
2022-02-24 00:10:00	ES	Futures	4675.85	4688.29	4674.72	4686.03	3492.0
2022-02-24 00:15:00	ES	Futures	4686.03	4686.88	4679.24	4682.92	3048.0
2022-02-24 00:20:00	ES	Futures	4682.92	4687.16	4681.51	4684.9	2198.0
2022-02-24 00:25:00	ES	Futures	4684.9	4688.86	4680.09	4681.22	4002.0
2022-02-24 00:30:00	ES	Futures	4681.22	4682.07	4671.04	4673.02	3524.0
2022-02-24 00:35:00	ES	Futures	4673.59	4675.28	4666.8	4667.37	2303.0
2022-02-24 00:40:00	ES	Futures	4667.37	4672.74	4667.37	4672.17	1876.0
2022-02-24 00:45:00	ES	Futures	4671.89	4676.42	4668.78	4669.63	2390.0
2022-02-24 00:50:00	ES	Futures	4669.35	4681.22	4667.93	4680.37	3374.0
2022-02-24 00:55:00	ES	Futures	4680.37	4682.92	4673.59	4675.28	3297.0
2022-02-24 01:00:00	ES	Futures	4675.57	4684.05	4674.44	4682.64	3859.0
2022-02-24 01:05:00	ES	Futures	4682.64	4687.73	4680.09	4687.73	3871.0
2022-02-24 01:10:00	ES	Futures	4687.73	4687.73	4681.51	4683.77	2887.0
2022-02-24 01:15:00	ES	Futures	4683.77	4694.51	4679.24	4684.62	6306.0
2022-02-24 01:20:00	ES	Futures	4684.9	4684.9	4677.26	4682.35	1863.0
2022-02-24 01:25:00	ES	Futures	4681.79	4685.18	4673.59	4675.57	2592.0
2022-02-24 01:30:00	ES	Futures	4675.57	4681.22	4673.59	4675.57	2226.0
2022-02-24 01:35:00	ES	Futures	4675.28	4678.68	4669.63	4674.72	2393.0
2022-02-24 01:40:00	ES	Futures	4674.44	4678.68	4670.48	4677.83	2250.0
2022-02-24 01:45:00	ES	Futures	4677.83	4678.11	4663.97	4664.54	3433.0
2022-02-24 01:50:00	ES	Futures	4664.54	4666.8	4656.9	4663.69	4486.0
2022-02-24 01:55:00	ES	Futures	4663.69	4671.33	4662.56	4665.95	2247.0
2022-02-24 02:00:00	ES	Futures	4666.52	4677.55	4663.12	4663.69	4115.0
2022-02-24 02:05:00	ES	Futures	4663.97	4668.5	4649.55	4665.95	8133.0
2022-02-24 02:10:00	ES	Futures	4665.67	4665.67	4652.66	4659.16	3928.0
2022-02-24 02:15:00	ES	Futures	4659.45	4660.86	4644.74	4650.11	7238.0
2022-02-24 02:20:00	ES	Futures	4649.83	4653.51	4647.0	4648.14	4371.0
2022-02-24 02:25:00	ES	Futures	4648.14	4649.27	4639.93	4642.76	7388.0
2022-02-24 02:30:00	ES	Futures	4643.04	4653.23	4641.07	4648.98	4398.0
2022-02-24 02:35:00	ES	Futures	4648.7	4655.21	4644.46	4653.23	5042.0
2022-02-24 02:40:00	ES	Futures	4652.94	4663.69	4650.11	4662.28	4482.0
2022-02-24 02:45:00	ES	Futures	4662.28	4670.48	4656.05	4660.58	5120.0
2022-02-24 02:50:00	ES	Futures	4660.58	4666.23	4654.64	4658.32	3457.0
2022-02-24 02:55:00	ES	Futures	4658.32	4668.78	4658.03	4659.45	4080.0
2022-02-24 03:00:00	ES	Futures	4659.45	4672.46	4653.23	4669.35	7711.0
2022-02-24 03:05:00	ES	Futures	4669.06	4683.2	4668.78	4681.51	7608.0
2022-02-24 03:10:00	ES	Futures	4681.79	4685.18	4672.46	4673.3	6426.0
2022-02-24 03:15:00	ES	Futures	4673.02	4683.2	4670.19	4682.92	5499.0
2022-02-24 03:20:00	ES	Futures	4683.2	4692.54	4680.09	4686.6	9685.0
2022-02-24 03:25:00	ES	Futures	4686.88	4690.56	4676.7	4681.51	4887.0
2022-02-24 03:30:00	ES	Futures	4681.22	4688.01	4676.7	4685.75	5144.0
2022-02-24 03:35:00	ES	Futures	4685.75	4687.44	4675.85	4682.07	5238.0
2022-02-24 03:40:00	ES	Futures	4682.07	4683.77	4673.3	4681.51	4344.0
2022-02-24 03:45:00	ES	Futures	4681.22	4691.97	4678.68	4684.62	5188.0
2022-02-24 03:50:00	ES	Futures	4684.9	4689.99	4679.24	4680.09	4412.0
2022-02-24 03:55:00	ES	Futures	4680.09	4694.23	4679.53	4688.86	6147.0
2022-02-24 04:00:00	ES	Futures	4688.58	4694.23	4684.05	4692.25	6990.0
2022-02-24 04:05:00	ES	Futures	4692.82	4710.35	4688.58	4703.28	13149.0

> showing 50 of 21,359 rows — these rows as CSV

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