PREVIEW / futures_5min / 2022-02-27

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-02-27.parquet
  size:    103 KB
  rows:    4,369

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
2022-02-27 18:00:00	ES	Futures	4863.63	4863.91	4809.33	4846.95	25148.0
2022-02-27 18:05:00	ES	Futures	4846.1	4847.79	4825.45	4827.43	8805.0
2022-02-27 18:10:00	ES	Futures	4828.0	4841.57	4826.3	4841.01	5552.0
2022-02-27 18:15:00	ES	Futures	4841.01	4848.08	4829.13	4837.9	6641.0
2022-02-27 18:20:00	ES	Futures	4837.9	4848.64	4835.07	4844.12	5354.0
2022-02-27 18:25:00	ES	Futures	4844.12	4848.08	4838.46	4845.25	4084.0
2022-02-27 18:30:00	ES	Futures	4845.81	4870.42	4843.27	4865.04	8966.0
2022-02-27 18:35:00	ES	Futures	4864.76	4865.61	4853.17	4853.73	3511.0
2022-02-27 18:40:00	ES	Futures	4854.02	4858.26	4850.62	4851.47	1938.0
2022-02-27 18:45:00	ES	Futures	4851.75	4857.13	4847.51	4854.86	2183.0
2022-02-27 18:50:00	ES	Futures	4854.86	4859.95	4851.75	4853.17	2332.0
2022-02-27 18:55:00	ES	Futures	4853.17	4853.73	4846.1	4846.95	2373.0
2022-02-27 19:00:00	ES	Futures	4846.95	4850.9	4837.61	4840.72	4223.0
2022-02-27 19:05:00	ES	Futures	4840.72	4846.38	4837.61	4845.81	3403.0
2022-02-27 19:10:00	ES	Futures	4846.1	4846.38	4840.16	4844.97	2218.0
2022-02-27 19:15:00	ES	Futures	4844.68	4845.53	4835.92	4839.88	4032.0
2022-02-27 19:20:00	ES	Futures	4839.88	4843.83	4837.33	4843.55	1672.0
2022-02-27 19:25:00	ES	Futures	4842.99	4844.12	4839.88	4843.55	1454.0
2022-02-27 19:30:00	ES	Futures	4843.27	4846.1	4842.99	4844.97	1423.0
2022-02-27 19:35:00	ES	Futures	4845.25	4846.66	4843.55	4845.25	1714.0
2022-02-27 19:40:00	ES	Futures	4844.97	4850.34	4841.85	4849.77	1785.0
2022-02-27 19:45:00	ES	Futures	4849.77	4851.19	4846.38	4847.51	1819.0
2022-02-27 19:50:00	ES	Futures	4847.51	4850.9	4846.1	4848.92	1736.0
2022-02-27 19:55:00	ES	Futures	4848.64	4848.92	4846.1	4848.92	1153.0
2022-02-27 20:00:00	ES	Futures	4848.92	4856.84	4848.64	4853.73	2680.0
2022-02-27 20:05:00	ES	Futures	4853.73	4861.37	4853.73	4860.24	2107.0
2022-02-27 20:10:00	ES	Futures	4860.24	4874.38	4857.69	4870.7	4319.0
2022-02-27 20:15:00	ES	Futures	4870.7	4880.03	4867.31	4872.96	6096.0
2022-02-27 20:20:00	ES	Futures	4872.96	4874.94	4867.02	4868.72	3286.0
2022-02-27 20:25:00	ES	Futures	4869.0	4870.42	4861.65	4869.0	3115.0
2022-02-27 20:30:00	ES	Futures	4869.0	4870.98	4862.22	4864.48	1986.0
2022-02-27 20:35:00	ES	Futures	4864.76	4865.04	4855.43	4855.43	2974.0
2022-02-27 20:40:00	ES	Futures	4855.43	4860.24	4854.3	4859.39	1763.0
2022-02-27 20:45:00	ES	Futures	4859.67	4862.5	4855.15	4861.09	1702.0
2022-02-27 20:50:00	ES	Futures	4861.09	4864.76	4848.64	4850.06	3026.0
2022-02-27 20:55:00	ES	Futures	4849.49	4853.17	4844.12	4844.68	2361.0
2022-02-27 21:00:00	ES	Futures	4844.97	4849.77	4844.12	4848.64	1970.0
2022-02-27 21:05:00	ES	Futures	4848.64	4851.19	4845.53	4848.64	1391.0
2022-02-27 21:10:00	ES	Futures	4848.92	4850.34	4842.42	4846.38	1618.0
2022-02-27 21:15:00	ES	Futures	4846.66	4848.08	4839.03	4842.99	2263.0
2022-02-27 21:20:00	ES	Futures	4842.7	4846.1	4841.01	4845.25	997.0
2022-02-27 21:25:00	ES	Futures	4845.53	4845.53	4838.74	4840.44	1305.0
2022-02-27 21:30:00	ES	Futures	4840.16	4840.16	4828.85	4829.13	3489.0
2022-02-27 21:35:00	ES	Futures	4828.85	4836.48	4828.85	4833.65	1678.0
2022-02-27 21:40:00	ES	Futures	4833.37	4835.35	4824.6	4826.3	3235.0
2022-02-27 21:45:00	ES	Futures	4825.73	4827.71	4817.25	4822.62	4577.0
2022-02-27 21:50:00	ES	Futures	4822.62	4827.71	4821.78	4826.87	1556.0
2022-02-27 21:55:00	ES	Futures	4827.15	4830.83	4821.21	4827.15	1845.0
2022-02-27 22:00:00	ES	Futures	4826.87	4829.69	4824.6	4827.71	1377.0
2022-02-27 22:05:00	ES	Futures	4827.71	4828.85	4820.36	4823.76	2427.0

> showing 50 of 4,369 rows — these rows as CSV

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