PREVIEW / futures_5min / 2022-08-04

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-04.parquet
  size:    361 KB
  rows:    19,779

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
2022-08-04 00:00:00	ES	Futures	4704.01	4704.57	4703.44	4704.29	428.0
2022-08-04 00:05:00	ES	Futures	4704.01	4705.14	4703.72	4704.57	176.0
2022-08-04 00:10:00	ES	Futures	4704.57	4705.71	4704.57	4704.86	374.0
2022-08-04 00:15:00	ES	Futures	4704.86	4705.14	4704.01	4704.57	175.0
2022-08-04 00:20:00	ES	Futures	4704.57	4704.86	4703.44	4704.01	147.0
2022-08-04 00:25:00	ES	Futures	4703.72	4704.29	4703.44	4704.01	306.0
2022-08-04 00:30:00	ES	Futures	4704.01	4705.71	4704.01	4705.42	190.0
2022-08-04 00:35:00	ES	Futures	4705.71	4706.27	4705.14	4705.14	205.0
2022-08-04 00:40:00	ES	Futures	4705.14	4705.42	4704.86	4705.14	121.0
2022-08-04 00:45:00	ES	Futures	4705.14	4705.99	4704.86	4705.42	171.0
2022-08-04 00:50:00	ES	Futures	4705.71	4706.27	4704.86	4704.86	305.0
2022-08-04 00:55:00	ES	Futures	4704.86	4705.42	4704.29	4704.86	305.0
2022-08-04 01:00:00	ES	Futures	4704.86	4706.84	4704.57	4704.86	569.0
2022-08-04 01:05:00	ES	Futures	4704.57	4704.86	4702.59	4702.87	416.0
2022-08-04 01:10:00	ES	Futures	4702.87	4704.29	4702.02	4702.87	606.0
2022-08-04 01:15:00	ES	Futures	4702.59	4705.71	4702.31	4704.86	370.0
2022-08-04 01:20:00	ES	Futures	4704.86	4705.99	4704.01	4705.99	334.0
2022-08-04 01:25:00	ES	Futures	4705.71	4706.56	4704.86	4704.86	280.0
2022-08-04 01:30:00	ES	Futures	4705.14	4707.12	4703.72	4706.56	451.0
2022-08-04 01:35:00	ES	Futures	4706.56	4707.12	4705.14	4705.42	335.0
2022-08-04 01:40:00	ES	Futures	4705.42	4706.84	4704.86	4705.14	220.0
2022-08-04 01:45:00	ES	Futures	4705.14	4705.42	4703.16	4703.44	411.0
2022-08-04 01:50:00	ES	Futures	4703.72	4705.99	4703.44	4705.14	425.0
2022-08-04 01:55:00	ES	Futures	4705.42	4706.27	4702.31	4702.87	497.0
2022-08-04 02:00:00	ES	Futures	4702.87	4704.01	4701.17	4703.44	1218.0
2022-08-04 02:05:00	ES	Futures	4703.16	4705.42	4702.59	4704.01	852.0
2022-08-04 02:10:00	ES	Futures	4704.29	4704.57	4702.31	4704.01	436.0
2022-08-04 02:15:00	ES	Futures	4703.72	4704.01	4701.74	4702.59	502.0
2022-08-04 02:20:00	ES	Futures	4702.59	4704.01	4702.31	4703.44	235.0
2022-08-04 02:25:00	ES	Futures	4703.72	4704.86	4703.44	4703.44	310.0
2022-08-04 02:30:00	ES	Futures	4703.16	4705.14	4702.31	4705.14	605.0
2022-08-04 02:35:00	ES	Futures	4705.14	4705.14	4703.44	4704.01	293.0
2022-08-04 02:40:00	ES	Futures	4704.01	4704.86	4703.16	4704.01	373.0
2022-08-04 02:45:00	ES	Futures	4704.01	4704.01	4702.87	4703.44	433.0
2022-08-04 02:50:00	ES	Futures	4703.44	4703.44	4701.74	4702.59	552.0
2022-08-04 02:55:00	ES	Futures	4702.59	4703.16	4701.17	4701.74	471.0
2022-08-04 03:00:00	ES	Futures	4701.46	4704.86	4700.04	4704.01	2316.0
2022-08-04 03:05:00	ES	Futures	4704.01	4708.82	4703.44	4707.97	1857.0
2022-08-04 03:10:00	ES	Futures	4707.97	4707.97	4704.29	4706.56	1686.0
2022-08-04 03:15:00	ES	Futures	4706.56	4708.54	4705.14	4708.26	1097.0
2022-08-04 03:20:00	ES	Futures	4708.26	4709.96	4706.27	4709.39	1313.0
2022-08-04 03:25:00	ES	Futures	4709.39	4710.8	4709.11	4710.52	1385.0
2022-08-04 03:30:00	ES	Futures	4710.52	4712.79	4709.67	4709.96	1521.0
2022-08-04 03:35:00	ES	Futures	4709.96	4711.37	4708.54	4708.82	921.0
2022-08-04 03:40:00	ES	Futures	4708.54	4708.82	4707.12	4707.97	878.0
2022-08-04 03:45:00	ES	Futures	4707.69	4708.54	4707.12	4707.97	563.0
2022-08-04 03:50:00	ES	Futures	4707.97	4709.67	4707.12	4707.69	1069.0
2022-08-04 03:55:00	ES	Futures	4707.69	4709.96	4706.27	4708.26	1076.0
2022-08-04 04:00:00	ES	Futures	4708.54	4708.54	4704.29	4704.86	1688.0
2022-08-04 04:05:00	ES	Futures	4705.14	4706.56	4704.01	4706.27	1134.0

> showing 50 of 19,779 rows — these rows as CSV

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