PREVIEW / futures_5min / 2022-08-03

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-03.parquet
  size:    384 KB
  rows:    20,033

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
2022-08-03 00:00:00	ES	Futures	4644.8	4647.64	4643.95	4647.07	693.0
2022-08-03 00:05:00	ES	Futures	4647.07	4651.32	4646.22	4649.33	1406.0
2022-08-03 00:10:00	ES	Futures	4649.33	4649.9	4647.35	4647.64	696.0
2022-08-03 00:15:00	ES	Futures	4647.64	4649.05	4647.07	4648.77	434.0
2022-08-03 00:20:00	ES	Futures	4648.77	4649.62	4648.2	4648.49	222.0
2022-08-03 00:25:00	ES	Futures	4648.49	4648.77	4647.35	4648.49	192.0
2022-08-03 00:30:00	ES	Futures	4648.49	4648.77	4646.5	4647.92	372.0
2022-08-03 00:35:00	ES	Futures	4647.92	4647.92	4646.79	4647.92	170.0
2022-08-03 00:40:00	ES	Futures	4647.92	4648.2	4647.35	4648.2	163.0
2022-08-03 00:45:00	ES	Futures	4648.49	4650.47	4648.2	4649.05	368.0
2022-08-03 00:50:00	ES	Futures	4649.33	4649.62	4645.94	4647.64	392.0
2022-08-03 00:55:00	ES	Futures	4647.92	4647.92	4645.37	4646.22	274.0
2022-08-03 01:00:00	ES	Futures	4646.22	4648.2	4646.22	4646.79	476.0
2022-08-03 01:05:00	ES	Futures	4646.79	4648.49	4645.94	4647.35	399.0
2022-08-03 01:10:00	ES	Futures	4647.35	4649.62	4646.79	4649.33	376.0
2022-08-03 01:15:00	ES	Futures	4649.62	4649.9	4648.49	4648.77	369.0
2022-08-03 01:20:00	ES	Futures	4648.77	4650.75	4648.49	4650.47	433.0
2022-08-03 01:25:00	ES	Futures	4650.47	4653.02	4650.18	4650.18	1108.0
2022-08-03 01:30:00	ES	Futures	4650.18	4653.3	4650.18	4652.45	573.0
2022-08-03 01:35:00	ES	Futures	4652.73	4652.73	4651.03	4652.17	271.0
2022-08-03 01:40:00	ES	Futures	4652.17	4653.02	4651.32	4651.32	304.0
2022-08-03 01:45:00	ES	Futures	4651.32	4651.88	4649.62	4650.18	384.0
2022-08-03 01:50:00	ES	Futures	4650.18	4651.88	4650.18	4650.75	720.0
2022-08-03 01:55:00	ES	Futures	4650.75	4651.6	4649.9	4650.47	415.0
2022-08-03 02:00:00	ES	Futures	4650.18	4652.73	4649.62	4650.47	827.0
2022-08-03 02:05:00	ES	Futures	4650.47	4654.43	4650.18	4652.73	595.0
2022-08-03 02:10:00	ES	Futures	4653.02	4653.58	4652.17	4652.45	377.0
2022-08-03 02:15:00	ES	Futures	4652.45	4653.3	4651.6	4652.17	434.0
2022-08-03 02:20:00	ES	Futures	4651.88	4652.17	4649.62	4650.18	414.0
2022-08-03 02:25:00	ES	Futures	4650.18	4651.88	4649.9	4650.47	441.0
2022-08-03 02:30:00	ES	Futures	4650.47	4650.75	4648.77	4649.62	432.0
2022-08-03 02:35:00	ES	Futures	4649.33	4651.03	4648.77	4649.62	382.0
2022-08-03 02:40:00	ES	Futures	4649.9	4650.18	4647.64	4647.92	539.0
2022-08-03 02:45:00	ES	Futures	4648.2	4649.33	4646.22	4647.07	543.0
2022-08-03 02:50:00	ES	Futures	4647.35	4648.77	4647.07	4648.49	556.0
2022-08-03 02:55:00	ES	Futures	4648.77	4649.62	4648.49	4648.77	309.0
2022-08-03 03:00:00	ES	Futures	4648.49	4649.05	4639.42	4640.84	3140.0
2022-08-03 03:05:00	ES	Futures	4640.84	4645.09	4639.42	4643.95	1777.0
2022-08-03 03:10:00	ES	Futures	4643.95	4646.22	4639.99	4640.84	1294.0
2022-08-03 03:15:00	ES	Futures	4640.84	4646.79	4639.14	4646.5	1535.0
2022-08-03 03:20:00	ES	Futures	4646.5	4649.9	4645.94	4648.2	1788.0
2022-08-03 03:25:00	ES	Futures	4648.2	4649.62	4646.79	4648.49	784.0
2022-08-03 03:30:00	ES	Futures	4648.77	4649.9	4645.94	4646.22	1182.0
2022-08-03 03:35:00	ES	Futures	4646.22	4647.92	4645.37	4646.5	1038.0
2022-08-03 03:40:00	ES	Futures	4646.5	4646.5	4642.82	4643.39	1123.0
2022-08-03 03:45:00	ES	Futures	4643.67	4643.95	4639.99	4640.55	1532.0
2022-08-03 03:50:00	ES	Futures	4640.27	4643.39	4640.27	4642.82	833.0
2022-08-03 03:55:00	ES	Futures	4642.54	4643.39	4640.27	4642.54	795.0
2022-08-03 04:00:00	ES	Futures	4642.82	4645.09	4641.69	4642.54	1208.0
2022-08-03 04:05:00	ES	Futures	4642.54	4642.54	4638.29	4639.42	1652.0

> showing 50 of 20,033 rows — these rows as CSV

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