PREVIEW / futures_5min / 2022-08-05

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-05.parquet
  size:    313 KB
  rows:    16,151

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
2022-08-05 00:00:00	ES	Futures	4717.32	4717.32	4716.75	4717.04	168.0
2022-08-05 00:05:00	ES	Futures	4717.04	4717.89	4717.04	4717.32	155.0
2022-08-05 00:10:00	ES	Futures	4717.32	4718.45	4717.32	4717.6	146.0
2022-08-05 00:15:00	ES	Futures	4717.6	4717.6	4717.04	4717.32	148.0
2022-08-05 00:20:00	ES	Futures	4717.32	4717.32	4716.47	4716.75	120.0
2022-08-05 00:25:00	ES	Futures	4716.75	4716.75	4715.62	4715.62	221.0
2022-08-05 00:30:00	ES	Futures	4715.9	4716.75	4715.62	4716.75	144.0
2022-08-05 00:35:00	ES	Futures	4716.75	4717.32	4716.19	4716.75	151.0
2022-08-05 00:40:00	ES	Futures	4716.75	4717.6	4716.75	4717.6	125.0
2022-08-05 00:45:00	ES	Futures	4717.6	4718.17	4717.04	4717.04	165.0
2022-08-05 00:50:00	ES	Futures	4717.04	4717.89	4716.75	4717.6	119.0
2022-08-05 00:55:00	ES	Futures	4717.6	4718.17	4717.32	4717.6	116.0
2022-08-05 01:00:00	ES	Futures	4717.6	4717.89	4716.19	4717.04	265.0
2022-08-05 01:05:00	ES	Futures	4716.75	4717.04	4715.05	4715.9	160.0
2022-08-05 01:10:00	ES	Futures	4715.62	4716.47	4714.77	4716.19	155.0
2022-08-05 01:15:00	ES	Futures	4716.19	4716.19	4715.05	4715.34	171.0
2022-08-05 01:20:00	ES	Futures	4715.05	4716.19	4715.05	4715.9	56.0
2022-08-05 01:25:00	ES	Futures	4716.19	4716.47	4715.05	4715.05	157.0
2022-08-05 01:30:00	ES	Futures	4715.05	4715.9	4714.77	4715.62	162.0
2022-08-05 01:35:00	ES	Futures	4715.34	4715.9	4715.34	4715.9	159.0
2022-08-05 01:40:00	ES	Futures	4716.19	4716.47	4715.34	4716.19	189.0
2022-08-05 01:45:00	ES	Futures	4716.47	4717.32	4714.49	4714.49	372.0
2022-08-05 01:50:00	ES	Futures	4714.77	4715.05	4713.92	4714.77	507.0
2022-08-05 01:55:00	ES	Futures	4714.77	4717.32	4714.77	4717.32	581.0
2022-08-05 02:00:00	ES	Futures	4717.32	4717.32	4714.77	4716.75	564.0
2022-08-05 02:05:00	ES	Futures	4716.75	4716.75	4714.49	4715.05	320.0
2022-08-05 02:10:00	ES	Futures	4715.05	4716.47	4714.77	4714.77	283.0
2022-08-05 02:15:00	ES	Futures	4714.77	4715.9	4714.49	4715.05	301.0
2022-08-05 02:20:00	ES	Futures	4715.05	4715.05	4713.07	4714.49	403.0
2022-08-05 02:25:00	ES	Futures	4714.49	4714.77	4713.64	4714.77	701.0
2022-08-05 02:30:00	ES	Futures	4714.77	4715.34	4713.92	4715.05	545.0
2022-08-05 02:35:00	ES	Futures	4714.77	4715.05	4713.07	4713.64	517.0
2022-08-05 02:40:00	ES	Futures	4713.64	4713.92	4712.79	4713.35	562.0
2022-08-05 02:45:00	ES	Futures	4713.35	4715.05	4712.79	4713.07	394.0
2022-08-05 02:50:00	ES	Futures	4713.07	4714.49	4713.07	4713.92	332.0
2022-08-05 02:55:00	ES	Futures	4713.92	4713.92	4711.09	4711.09	936.0
2022-08-05 03:00:00	ES	Futures	4711.37	4713.07	4709.67	4710.52	1675.0
2022-08-05 03:05:00	ES	Futures	4710.24	4712.79	4709.96	4712.22	964.0
2022-08-05 03:10:00	ES	Futures	4712.5	4713.64	4711.94	4713.07	639.0
2022-08-05 03:15:00	ES	Futures	4712.79	4713.35	4710.8	4711.65	1018.0
2022-08-05 03:20:00	ES	Futures	4711.94	4713.92	4711.94	4712.5	700.0
2022-08-05 03:25:00	ES	Futures	4713.07	4713.92	4712.22	4713.07	1125.0
2022-08-05 03:30:00	ES	Futures	4712.79	4715.05	4712.22	4712.79	1344.0
2022-08-05 03:35:00	ES	Futures	4713.07	4714.2	4711.94	4713.07	1152.0
2022-08-05 03:40:00	ES	Futures	4712.79	4713.92	4712.22	4713.07	644.0
2022-08-05 03:45:00	ES	Futures	4713.35	4713.64	4709.67	4709.67	1142.0
2022-08-05 03:50:00	ES	Futures	4709.67	4711.37	4708.54	4711.37	715.0
2022-08-05 03:55:00	ES	Futures	4711.65	4712.79	4710.8	4712.5	319.0
2022-08-05 04:00:00	ES	Futures	4712.5	4712.5	4710.52	4712.22	772.0
2022-08-05 04:05:00	ES	Futures	4712.22	4713.35	4711.65	4712.5	573.0

> showing 50 of 16,151 rows — these rows as CSV

> unlock the full archive -- $79 one-time