PREVIEW / futures_5min / 2022-08-02

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-02.parquet
  size:    404 KB
  rows:    20,431

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
2022-08-02 00:00:00	ES	Futures	4650.18	4650.47	4648.77	4649.33	457.0
2022-08-02 00:05:00	ES	Futures	4649.62	4651.32	4649.33	4650.75	205.0
2022-08-02 00:10:00	ES	Futures	4650.75	4651.32	4650.18	4650.75	123.0
2022-08-02 00:15:00	ES	Futures	4650.75	4650.75	4649.62	4649.62	106.0
2022-08-02 00:20:00	ES	Futures	4649.62	4649.62	4648.2	4648.77	302.0
2022-08-02 00:25:00	ES	Futures	4648.77	4649.33	4647.64	4648.77	288.0
2022-08-02 00:30:00	ES	Futures	4648.49	4649.9	4647.64	4648.77	546.0
2022-08-02 00:35:00	ES	Futures	4649.05	4649.05	4647.92	4648.49	372.0
2022-08-02 00:40:00	ES	Futures	4648.2	4648.49	4647.35	4647.92	249.0
2022-08-02 00:45:00	ES	Futures	4647.92	4649.05	4647.64	4648.77	296.0
2022-08-02 00:50:00	ES	Futures	4648.77	4649.33	4647.35	4647.92	175.0
2022-08-02 00:55:00	ES	Futures	4647.92	4649.62	4647.92	4649.62	256.0
2022-08-02 01:00:00	ES	Futures	4649.33	4651.6	4649.33	4650.75	633.0
2022-08-02 01:05:00	ES	Futures	4650.75	4653.02	4650.75	4651.03	777.0
2022-08-02 01:10:00	ES	Futures	4651.32	4651.88	4650.47	4651.88	266.0
2022-08-02 01:15:00	ES	Futures	4651.88	4652.17	4648.2	4648.49	584.0
2022-08-02 01:20:00	ES	Futures	4648.2	4650.18	4647.92	4649.62	354.0
2022-08-02 01:25:00	ES	Futures	4649.33	4650.18	4647.35	4647.35	694.0
2022-08-02 01:30:00	ES	Futures	4647.64	4648.2	4645.09	4645.65	806.0
2022-08-02 01:35:00	ES	Futures	4645.94	4646.22	4643.95	4645.09	575.0
2022-08-02 01:40:00	ES	Futures	4645.09	4646.5	4644.8	4645.65	393.0
2022-08-02 01:45:00	ES	Futures	4645.37	4647.64	4645.37	4647.07	325.0
2022-08-02 01:50:00	ES	Futures	4647.07	4647.07	4645.65	4646.5	505.0
2022-08-02 01:55:00	ES	Futures	4646.5	4647.07	4644.8	4645.94	398.0
2022-08-02 02:00:00	ES	Futures	4645.94	4649.33	4645.94	4649.05	1214.0
2022-08-02 02:05:00	ES	Futures	4649.05	4650.47	4648.2	4648.49	884.0
2022-08-02 02:10:00	ES	Futures	4648.49	4650.47	4647.92	4649.9	460.0
2022-08-02 02:15:00	ES	Futures	4649.9	4651.32	4649.33	4650.75	621.0
2022-08-02 02:20:00	ES	Futures	4650.75	4651.32	4645.94	4648.49	1433.0
2022-08-02 02:25:00	ES	Futures	4648.77	4649.33	4647.35	4649.05	781.0
2022-08-02 02:30:00	ES	Futures	4648.77	4649.9	4645.37	4645.94	886.0
2022-08-02 02:35:00	ES	Futures	4645.94	4646.79	4644.8	4645.65	620.0
2022-08-02 02:40:00	ES	Futures	4645.94	4646.79	4644.52	4646.5	586.0
2022-08-02 02:45:00	ES	Futures	4646.5	4648.2	4646.22	4647.35	364.0
2022-08-02 02:50:00	ES	Futures	4647.35	4647.92	4645.65	4646.5	526.0
2022-08-02 02:55:00	ES	Futures	4646.79	4647.92	4646.22	4647.07	459.0
2022-08-02 03:00:00	ES	Futures	4647.07	4649.33	4644.24	4644.52	2582.0
2022-08-02 03:05:00	ES	Futures	4644.52	4645.09	4635.17	4639.14	3901.0
2022-08-02 03:10:00	ES	Futures	4638.85	4641.12	4637.15	4637.72	2160.0
2022-08-02 03:15:00	ES	Futures	4637.72	4638.29	4632.06	4636.87	2995.0
2022-08-02 03:20:00	ES	Futures	4636.87	4640.55	4634.6	4639.14	2977.0
2022-08-02 03:25:00	ES	Futures	4639.14	4639.99	4636.87	4639.7	1270.0
2022-08-02 03:30:00	ES	Futures	4639.42	4639.7	4634.6	4639.42	1977.0
2022-08-02 03:35:00	ES	Futures	4639.42	4645.37	4638.29	4643.95	3664.0
2022-08-02 03:40:00	ES	Futures	4643.95	4646.22	4643.1	4643.39	1456.0
2022-08-02 03:45:00	ES	Futures	4643.67	4647.64	4643.67	4646.22	1305.0
2022-08-02 03:50:00	ES	Futures	4646.5	4648.49	4645.37	4645.65	1129.0
2022-08-02 03:55:00	ES	Futures	4645.65	4647.35	4643.67	4643.95	1489.0
2022-08-02 04:00:00	ES	Futures	4644.24	4647.07	4643.39	4645.09	1188.0
2022-08-02 04:05:00	ES	Futures	4644.52	4647.35	4643.67	4645.37	1735.0

> showing 50 of 20,431 rows — these rows as CSV

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