PREVIEW / futures_5min / 2022-08-10

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-10.parquet
  size:    389 KB
  rows:    19,543

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
2022-08-10 00:00:00	ES	Futures	4670.3	4672.85	4670.3	4672.85	356.0
2022-08-10 00:05:00	ES	Futures	4672.85	4672.85	4671.71	4672.0	100.0
2022-08-10 00:10:00	ES	Futures	4671.71	4672.85	4671.71	4672.56	118.0
2022-08-10 00:15:00	ES	Futures	4672.28	4672.28	4671.71	4672.0	51.0
2022-08-10 00:20:00	ES	Futures	4672.0	4672.56	4671.43	4671.43	110.0
2022-08-10 00:25:00	ES	Futures	4671.43	4671.71	4671.15	4671.43	221.0
2022-08-10 00:30:00	ES	Futures	4671.43	4672.0	4671.43	4672.0	194.0
2022-08-10 00:35:00	ES	Futures	4672.0	4672.56	4672.0	4672.28	90.0
2022-08-10 00:40:00	ES	Futures	4672.56	4672.85	4672.28	4672.85	62.0
2022-08-10 00:45:00	ES	Futures	4672.85	4673.41	4672.56	4672.56	159.0
2022-08-10 00:50:00	ES	Futures	4672.56	4672.85	4672.0	4672.28	128.0
2022-08-10 00:55:00	ES	Futures	4672.28	4672.28	4671.71	4672.28	110.0
2022-08-10 01:00:00	ES	Futures	4672.28	4672.56	4670.86	4671.15	223.0
2022-08-10 01:05:00	ES	Futures	4671.15	4671.71	4670.86	4671.43	206.0
2022-08-10 01:10:00	ES	Futures	4671.15	4671.43	4670.86	4671.15	97.0
2022-08-10 01:15:00	ES	Futures	4671.15	4671.43	4669.45	4670.01	224.0
2022-08-10 01:20:00	ES	Futures	4670.01	4670.3	4669.73	4669.73	192.0
2022-08-10 01:25:00	ES	Futures	4669.73	4670.3	4669.45	4669.73	361.0
2022-08-10 01:30:00	ES	Futures	4670.01	4670.86	4669.73	4670.58	234.0
2022-08-10 01:35:00	ES	Futures	4670.86	4670.86	4668.88	4668.88	225.0
2022-08-10 01:40:00	ES	Futures	4669.16	4669.45	4668.6	4668.88	203.0
2022-08-10 01:45:00	ES	Futures	4668.88	4668.88	4667.18	4668.31	548.0
2022-08-10 01:50:00	ES	Futures	4668.03	4668.03	4666.61	4666.9	474.0
2022-08-10 01:55:00	ES	Futures	4666.9	4667.46	4666.61	4666.9	239.0
2022-08-10 02:00:00	ES	Futures	4666.61	4666.9	4663.5	4663.5	1895.0
2022-08-10 02:05:00	ES	Futures	4663.5	4665.76	4663.5	4664.35	1014.0
2022-08-10 02:10:00	ES	Futures	4664.35	4666.33	4663.5	4665.2	491.0
2022-08-10 02:15:00	ES	Futures	4665.48	4666.33	4664.35	4666.33	794.0
2022-08-10 02:20:00	ES	Futures	4666.33	4667.18	4664.91	4664.91	582.0
2022-08-10 02:25:00	ES	Futures	4664.91	4665.2	4662.93	4663.22	534.0
2022-08-10 02:30:00	ES	Futures	4663.22	4665.48	4663.22	4663.78	808.0
2022-08-10 02:35:00	ES	Futures	4663.5	4667.46	4663.5	4666.61	620.0
2022-08-10 02:40:00	ES	Futures	4666.61	4668.31	4666.61	4667.75	371.0
2022-08-10 02:45:00	ES	Futures	4668.03	4668.88	4667.46	4668.31	346.0
2022-08-10 02:50:00	ES	Futures	4668.31	4668.88	4667.46	4668.6	423.0
2022-08-10 02:55:00	ES	Futures	4668.6	4669.45	4668.03	4668.31	464.0
2022-08-10 03:00:00	ES	Futures	4668.03	4668.88	4665.2	4666.61	2137.0
2022-08-10 03:05:00	ES	Futures	4666.9	4669.16	4661.23	4663.78	1672.0
2022-08-10 03:10:00	ES	Futures	4664.07	4669.73	4662.93	4668.6	1346.0
2022-08-10 03:15:00	ES	Futures	4668.88	4670.86	4668.6	4669.73	1159.0
2022-08-10 03:20:00	ES	Futures	4670.01	4672.28	4670.01	4670.58	1248.0
2022-08-10 03:25:00	ES	Futures	4670.58	4673.98	4669.45	4672.85	1422.0
2022-08-10 03:30:00	ES	Futures	4672.85	4676.25	4672.85	4674.26	1666.0
2022-08-10 03:35:00	ES	Futures	4674.55	4675.96	4673.13	4673.41	828.0
2022-08-10 03:40:00	ES	Futures	4673.41	4674.26	4672.56	4673.13	474.0
2022-08-10 03:45:00	ES	Futures	4673.13	4676.53	4672.56	4676.53	932.0
2022-08-10 03:50:00	ES	Futures	4676.53	4679.08	4675.96	4677.38	1291.0
2022-08-10 03:55:00	ES	Futures	4677.66	4678.23	4674.83	4675.4	651.0
2022-08-10 04:00:00	ES	Futures	4675.4	4677.66	4674.26	4676.53	884.0
2022-08-10 04:05:00	ES	Futures	4676.81	4678.23	4675.68	4677.1	1006.0

> showing 50 of 19,543 rows — these rows as CSV

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