PREVIEW / futures_5min / 2022-08-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-01.parquet
  size:    386 KB
  rows:    20,100

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
2022-08-01 00:00:00	ES	Futures	4661.23	4661.8	4660.95	4661.52	301.0
2022-08-01 00:05:00	ES	Futures	4661.8	4662.08	4660.67	4660.67	376.0
2022-08-01 00:10:00	ES	Futures	4660.95	4662.08	4660.67	4661.52	250.0
2022-08-01 00:15:00	ES	Futures	4661.8	4663.5	4661.52	4663.5	400.0
2022-08-01 00:20:00	ES	Futures	4663.5	4663.78	4662.93	4663.5	159.0
2022-08-01 00:25:00	ES	Futures	4663.78	4664.07	4663.22	4664.07	260.0
2022-08-01 00:30:00	ES	Futures	4664.07	4664.35	4662.93	4663.78	289.0
2022-08-01 00:35:00	ES	Futures	4663.78	4663.78	4662.37	4662.37	132.0
2022-08-01 00:40:00	ES	Futures	4662.37	4663.5	4662.37	4662.93	74.0
2022-08-01 00:45:00	ES	Futures	4663.22	4663.22	4662.37	4662.65	80.0
2022-08-01 00:50:00	ES	Futures	4662.65	4663.5	4662.08	4663.5	180.0
2022-08-01 00:55:00	ES	Futures	4663.22	4664.35	4663.22	4664.35	221.0
2022-08-01 01:00:00	ES	Futures	4664.35	4664.35	4663.5	4663.5	331.0
2022-08-01 01:05:00	ES	Futures	4663.5	4664.35	4663.22	4663.22	179.0
2022-08-01 01:10:00	ES	Futures	4663.5	4663.5	4661.23	4661.8	287.0
2022-08-01 01:15:00	ES	Futures	4661.8	4662.65	4661.23	4662.65	271.0
2022-08-01 01:20:00	ES	Futures	4662.65	4663.22	4661.52	4661.52	226.0
2022-08-01 01:25:00	ES	Futures	4661.8	4663.22	4661.8	4662.93	193.0
2022-08-01 01:30:00	ES	Futures	4663.22	4664.91	4662.65	4662.65	466.0
2022-08-01 01:35:00	ES	Futures	4662.65	4662.93	4660.67	4660.67	395.0
2022-08-01 01:40:00	ES	Futures	4660.38	4660.38	4658.12	4658.97	728.0
2022-08-01 01:45:00	ES	Futures	4658.68	4660.95	4658.68	4660.95	409.0
2022-08-01 01:50:00	ES	Futures	4660.95	4663.5	4660.95	4662.93	473.0
2022-08-01 01:55:00	ES	Futures	4663.22	4664.63	4662.93	4664.35	459.0
2022-08-01 02:00:00	ES	Futures	4664.63	4666.33	4664.63	4665.76	961.0
2022-08-01 02:05:00	ES	Futures	4665.76	4666.05	4664.07	4664.35	522.0
2022-08-01 02:10:00	ES	Futures	4664.63	4666.05	4663.78	4666.05	444.0
2022-08-01 02:15:00	ES	Futures	4665.76	4666.33	4663.5	4664.07	537.0
2022-08-01 02:20:00	ES	Futures	4664.07	4665.2	4662.65	4662.93	632.0
2022-08-01 02:25:00	ES	Futures	4662.93	4664.63	4662.08	4664.63	560.0
2022-08-01 02:30:00	ES	Futures	4664.35	4664.35	4661.8	4662.93	831.0
2022-08-01 02:35:00	ES	Futures	4662.93	4663.78	4661.52	4662.93	657.0
2022-08-01 02:40:00	ES	Futures	4662.65	4664.63	4662.65	4664.35	670.0
2022-08-01 02:45:00	ES	Futures	4664.35	4666.33	4664.35	4665.2	653.0
2022-08-01 02:50:00	ES	Futures	4665.48	4666.05	4664.63	4665.76	449.0
2022-08-01 02:55:00	ES	Futures	4665.48	4666.33	4665.48	4665.76	393.0
2022-08-01 03:00:00	ES	Futures	4665.48	4670.86	4665.48	4670.58	3213.0
2022-08-01 03:05:00	ES	Futures	4670.58	4671.71	4668.88	4670.58	1730.0
2022-08-01 03:10:00	ES	Futures	4670.86	4672.56	4669.73	4670.3	1578.0
2022-08-01 03:15:00	ES	Futures	4670.58	4670.86	4668.31	4669.16	1572.0
2022-08-01 03:20:00	ES	Futures	4669.16	4671.71	4668.6	4671.15	1217.0
2022-08-01 03:25:00	ES	Futures	4671.15	4671.71	4669.16	4670.01	892.0
2022-08-01 03:30:00	ES	Futures	4669.73	4675.11	4669.73	4674.26	2049.0
2022-08-01 03:35:00	ES	Futures	4673.98	4677.66	4673.98	4675.96	1465.0
2022-08-01 03:40:00	ES	Futures	4675.96	4677.1	4674.26	4675.4	1044.0
2022-08-01 03:45:00	ES	Futures	4675.4	4676.25	4674.26	4674.83	1408.0
2022-08-01 03:50:00	ES	Futures	4674.55	4674.83	4672.0	4673.13	1508.0
2022-08-01 03:55:00	ES	Futures	4673.13	4674.26	4672.0	4673.13	562.0
2022-08-01 04:00:00	ES	Futures	4673.41	4674.55	4672.28	4673.41	1103.0
2022-08-01 04:05:00	ES	Futures	4673.41	4674.83	4672.56	4674.83	817.0

> showing 50 of 20,100 rows — these rows as CSV

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