PREVIEW / futures_5min / 2022-08-09

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-09.parquet
  size:    333 KB
  rows:    19,464

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
2022-08-09 00:00:00	ES	Futures	4706.27	4706.84	4704.57	4704.86	314.0
2022-08-09 00:05:00	ES	Futures	4704.57	4705.14	4704.29	4704.57	256.0
2022-08-09 00:10:00	ES	Futures	4704.57	4705.14	4704.01	4704.01	203.0
2022-08-09 00:15:00	ES	Futures	4703.72	4703.72	4703.16	4703.44	206.0
2022-08-09 00:20:00	ES	Futures	4703.72	4703.72	4702.59	4702.59	146.0
2022-08-09 00:25:00	ES	Futures	4702.59	4703.16	4702.31	4702.59	268.0
2022-08-09 00:30:00	ES	Futures	4702.87	4703.44	4702.59	4702.59	127.0
2022-08-09 00:35:00	ES	Futures	4702.59	4703.72	4702.59	4702.87	168.0
2022-08-09 00:40:00	ES	Futures	4702.87	4703.72	4702.87	4703.16	215.0
2022-08-09 00:45:00	ES	Futures	4703.16	4703.16	4702.59	4703.16	78.0
2022-08-09 00:50:00	ES	Futures	4703.44	4704.29	4703.16	4704.01	163.0
2022-08-09 00:55:00	ES	Futures	4704.01	4704.01	4703.44	4704.01	102.0
2022-08-09 01:00:00	ES	Futures	4704.01	4704.29	4700.89	4700.89	695.0
2022-08-09 01:05:00	ES	Futures	4701.17	4702.87	4700.61	4702.87	410.0
2022-08-09 01:10:00	ES	Futures	4702.31	4703.72	4701.74	4702.59	201.0
2022-08-09 01:15:00	ES	Futures	4702.31	4703.16	4701.74	4702.59	140.0
2022-08-09 01:20:00	ES	Futures	4702.59	4703.16	4702.02	4702.87	113.0
2022-08-09 01:25:00	ES	Futures	4702.87	4703.72	4702.59	4703.16	164.0
2022-08-09 01:30:00	ES	Futures	4702.87	4705.14	4702.59	4704.01	766.0
2022-08-09 01:35:00	ES	Futures	4703.72	4704.01	4702.31	4702.59	309.0
2022-08-09 01:40:00	ES	Futures	4702.59	4703.72	4702.31	4703.44	140.0
2022-08-09 01:45:00	ES	Futures	4703.72	4704.57	4703.16	4703.72	194.0
2022-08-09 01:50:00	ES	Futures	4703.72	4704.01	4702.87	4703.16	272.0
2022-08-09 01:55:00	ES	Futures	4702.87	4703.44	4701.46	4702.02	267.0
2022-08-09 02:00:00	ES	Futures	4702.02	4702.31	4699.19	4699.76	670.0
2022-08-09 02:05:00	ES	Futures	4699.76	4700.04	4697.77	4698.34	544.0
2022-08-09 02:10:00	ES	Futures	4698.62	4700.61	4698.62	4700.04	344.0
2022-08-09 02:15:00	ES	Futures	4700.04	4700.89	4699.19	4700.04	266.0
2022-08-09 02:20:00	ES	Futures	4700.32	4700.61	4697.77	4697.77	403.0
2022-08-09 02:25:00	ES	Futures	4698.06	4698.91	4697.21	4697.77	514.0
2022-08-09 02:30:00	ES	Futures	4697.77	4699.47	4696.07	4696.07	674.0
2022-08-09 02:35:00	ES	Futures	4696.07	4697.49	4695.79	4696.92	480.0
2022-08-09 02:40:00	ES	Futures	4696.64	4697.49	4696.36	4696.92	284.0
2022-08-09 02:45:00	ES	Futures	4696.92	4697.21	4695.51	4696.64	385.0
2022-08-09 02:50:00	ES	Futures	4696.92	4699.19	4696.36	4698.62	410.0
2022-08-09 02:55:00	ES	Futures	4698.62	4700.32	4698.62	4699.76	508.0
2022-08-09 03:00:00	ES	Futures	4699.76	4702.59	4699.19	4700.32	1391.0
2022-08-09 03:05:00	ES	Futures	4700.61	4705.14	4700.04	4702.87	1635.0
2022-08-09 03:10:00	ES	Futures	4702.87	4704.01	4700.89	4701.74	897.0
2022-08-09 03:15:00	ES	Futures	4701.74	4701.74	4696.64	4696.92	1221.0
2022-08-09 03:20:00	ES	Futures	4697.21	4697.49	4691.54	4693.53	2142.0
2022-08-09 03:25:00	ES	Futures	4693.24	4695.22	4692.68	4695.22	949.0
2022-08-09 03:30:00	ES	Futures	4695.22	4698.91	4695.22	4698.62	1183.0
2022-08-09 03:35:00	ES	Futures	4698.34	4698.91	4694.94	4696.92	925.0
2022-08-09 03:40:00	ES	Futures	4697.21	4697.21	4694.09	4694.38	436.0
2022-08-09 03:45:00	ES	Futures	4694.38	4696.36	4694.38	4694.94	496.0
2022-08-09 03:50:00	ES	Futures	4694.94	4696.07	4693.53	4694.66	636.0
2022-08-09 03:55:00	ES	Futures	4694.66	4699.47	4694.66	4698.06	895.0
2022-08-09 04:00:00	ES	Futures	4698.06	4699.47	4697.21	4698.34	916.0
2022-08-09 04:05:00	ES	Futures	4698.34	4698.34	4692.68	4692.96	855.0

> showing 50 of 19,464 rows — these rows as CSV

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