PREVIEW / futures_5min / 2022-08-07

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-07.parquet
  size:    80 KB
  rows:    3,851

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
2022-08-07 18:00:00	ES	Futures	4702.02	4703.16	4686.73	4689.28	2949.0
2022-08-07 18:05:00	ES	Futures	4689.56	4691.26	4688.14	4690.69	628.0
2022-08-07 18:10:00	ES	Futures	4690.98	4692.11	4689.84	4691.26	467.0
2022-08-07 18:15:00	ES	Futures	4691.26	4691.83	4687.58	4688.71	671.0
2022-08-07 18:20:00	ES	Futures	4688.71	4688.71	4686.16	4688.43	656.0
2022-08-07 18:25:00	ES	Futures	4688.43	4688.43	4685.88	4687.58	346.0
2022-08-07 18:30:00	ES	Futures	4687.58	4689.56	4683.61	4685.31	1060.0
2022-08-07 18:35:00	ES	Futures	4685.31	4685.31	4683.61	4685.03	542.0
2022-08-07 18:40:00	ES	Futures	4684.46	4684.74	4680.49	4680.49	883.0
2022-08-07 18:45:00	ES	Futures	4680.78	4683.33	4680.78	4682.48	504.0
2022-08-07 18:50:00	ES	Futures	4682.48	4683.04	4681.91	4682.76	171.0
2022-08-07 18:55:00	ES	Futures	4682.76	4684.18	4682.48	4683.89	255.0
2022-08-07 19:00:00	ES	Futures	4683.89	4685.03	4683.04	4684.74	410.0
2022-08-07 19:05:00	ES	Futures	4684.74	4685.88	4683.89	4684.74	418.0
2022-08-07 19:10:00	ES	Futures	4684.46	4685.03	4683.33	4683.61	266.0
2022-08-07 19:15:00	ES	Futures	4683.89	4685.03	4682.48	4683.89	423.0
2022-08-07 19:20:00	ES	Futures	4683.61	4685.03	4683.33	4684.74	350.0
2022-08-07 19:25:00	ES	Futures	4684.46	4685.03	4684.18	4684.46	227.0
2022-08-07 19:30:00	ES	Futures	4684.46	4684.46	4682.19	4683.89	437.0
2022-08-07 19:35:00	ES	Futures	4683.61	4684.74	4683.04	4683.61	302.0
2022-08-07 19:40:00	ES	Futures	4683.33	4684.46	4683.04	4684.18	134.0
2022-08-07 19:45:00	ES	Futures	4684.18	4685.88	4683.89	4684.46	584.0
2022-08-07 19:50:00	ES	Futures	4684.46	4685.88	4683.61	4684.74	264.0
2022-08-07 19:55:00	ES	Futures	4684.74	4685.03	4682.76	4683.33	792.0
2022-08-07 20:00:00	ES	Futures	4683.33	4687.01	4682.48	4686.44	922.0
2022-08-07 20:05:00	ES	Futures	4686.44	4686.73	4685.03	4686.16	772.0
2022-08-07 20:10:00	ES	Futures	4686.16	4688.71	4686.16	4688.43	998.0
2022-08-07 20:15:00	ES	Futures	4688.14	4691.54	4687.29	4689.84	1325.0
2022-08-07 20:20:00	ES	Futures	4689.84	4690.98	4688.99	4689.28	655.0
2022-08-07 20:25:00	ES	Futures	4689.56	4690.13	4688.43	4688.43	349.0
2022-08-07 20:30:00	ES	Futures	4688.43	4689.28	4687.01	4687.86	548.0
2022-08-07 20:35:00	ES	Futures	4687.58	4688.14	4685.31	4685.59	607.0
2022-08-07 20:40:00	ES	Futures	4685.59	4687.29	4685.59	4687.29	476.0
2022-08-07 20:45:00	ES	Futures	4687.58	4688.14	4686.73	4687.29	336.0
2022-08-07 20:50:00	ES	Futures	4687.58	4689.28	4686.73	4688.43	725.0
2022-08-07 20:55:00	ES	Futures	4688.43	4688.99	4686.44	4687.58	636.0
2022-08-07 21:00:00	ES	Futures	4687.29	4687.58	4685.88	4686.16	323.0
2022-08-07 21:05:00	ES	Futures	4686.16	4686.44	4685.59	4686.16	361.0
2022-08-07 21:10:00	ES	Futures	4686.16	4687.29	4685.88	4686.73	458.0
2022-08-07 21:15:00	ES	Futures	4686.73	4687.58	4683.33	4684.46	1069.0
2022-08-07 21:20:00	ES	Futures	4684.46	4684.46	4682.19	4683.89	568.0
2022-08-07 21:25:00	ES	Futures	4683.89	4685.88	4683.61	4685.88	479.0
2022-08-07 21:30:00	ES	Futures	4685.88	4687.58	4684.18	4685.31	1214.0
2022-08-07 21:35:00	ES	Futures	4685.59	4686.16	4684.18	4684.74	361.0
2022-08-07 21:40:00	ES	Futures	4684.74	4686.16	4684.74	4686.16	400.0
2022-08-07 21:45:00	ES	Futures	4686.16	4687.86	4685.31	4687.29	563.0
2022-08-07 21:50:00	ES	Futures	4687.01	4687.29	4685.59	4685.88	444.0
2022-08-07 21:55:00	ES	Futures	4685.88	4687.86	4685.88	4687.58	354.0
2022-08-07 22:00:00	ES	Futures	4687.58	4688.71	4687.01	4687.58	427.0
2022-08-07 22:05:00	ES	Futures	4687.58	4687.86	4686.73	4686.73	356.0

> showing 50 of 3,851 rows — these rows as CSV

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