PREVIEW / futures_5min / 2022-08-11

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-11.parquet
  size:    359 KB
  rows:    19,547

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
2022-08-11 00:00:00	ES	Futures	4784.17	4784.74	4783.61	4784.17	416.0
2022-08-11 00:05:00	ES	Futures	4783.89	4785.31	4783.61	4784.17	426.0
2022-08-11 00:10:00	ES	Futures	4784.46	4784.46	4783.32	4783.61	339.0
2022-08-11 00:15:00	ES	Futures	4783.61	4783.89	4783.32	4783.61	200.0
2022-08-11 00:20:00	ES	Futures	4783.32	4783.61	4783.04	4783.32	118.0
2022-08-11 00:25:00	ES	Futures	4783.04	4783.61	4782.47	4783.32	202.0
2022-08-11 00:30:00	ES	Futures	4783.61	4784.74	4783.32	4784.17	245.0
2022-08-11 00:35:00	ES	Futures	4784.17	4784.46	4783.04	4783.04	271.0
2022-08-11 00:40:00	ES	Futures	4783.04	4783.04	4781.91	4781.91	216.0
2022-08-11 00:45:00	ES	Futures	4781.91	4782.47	4781.06	4781.34	314.0
2022-08-11 00:50:00	ES	Futures	4781.34	4781.91	4780.77	4781.91	169.0
2022-08-11 00:55:00	ES	Futures	4781.91	4781.91	4780.77	4781.06	131.0
2022-08-11 01:00:00	ES	Futures	4780.77	4781.62	4780.21	4781.34	380.0
2022-08-11 01:05:00	ES	Futures	4781.34	4782.76	4781.34	4781.62	242.0
2022-08-11 01:10:00	ES	Futures	4781.91	4782.19	4780.49	4780.77	239.0
2022-08-11 01:15:00	ES	Futures	4780.77	4781.34	4780.49	4781.06	173.0
2022-08-11 01:20:00	ES	Futures	4781.06	4782.19	4780.49	4782.19	247.0
2022-08-11 01:25:00	ES	Futures	4782.19	4782.76	4780.77	4782.19	295.0
2022-08-11 01:30:00	ES	Futures	4782.19	4783.04	4782.19	4782.76	151.0
2022-08-11 01:35:00	ES	Futures	4782.76	4783.61	4782.19	4783.61	147.0
2022-08-11 01:40:00	ES	Futures	4783.61	4783.89	4782.76	4783.32	235.0
2022-08-11 01:45:00	ES	Futures	4783.61	4784.46	4783.04	4783.61	233.0
2022-08-11 01:50:00	ES	Futures	4783.61	4783.89	4781.62	4781.62	335.0
2022-08-11 01:55:00	ES	Futures	4781.62	4783.32	4781.34	4783.32	470.0
2022-08-11 02:00:00	ES	Futures	4783.32	4784.74	4779.07	4779.92	1362.0
2022-08-11 02:05:00	ES	Futures	4779.92	4781.34	4778.51	4781.06	605.0
2022-08-11 02:10:00	ES	Futures	4781.06	4782.19	4780.77	4781.34	599.0
2022-08-11 02:15:00	ES	Futures	4781.34	4785.02	4780.77	4784.46	1046.0
2022-08-11 02:20:00	ES	Futures	4784.17	4788.14	4783.61	4786.72	1311.0
2022-08-11 02:25:00	ES	Futures	4786.72	4787.29	4784.46	4785.31	756.0
2022-08-11 02:30:00	ES	Futures	4785.31	4787.0	4785.02	4785.59	823.0
2022-08-11 02:35:00	ES	Futures	4785.87	4792.39	4785.59	4791.82	2683.0
2022-08-11 02:40:00	ES	Futures	4791.82	4792.39	4789.84	4790.97	1485.0
2022-08-11 02:45:00	ES	Futures	4790.97	4792.39	4790.12	4791.25	884.0
2022-08-11 02:50:00	ES	Futures	4791.25	4795.5	4791.25	4793.24	2931.0
2022-08-11 02:55:00	ES	Futures	4792.95	4793.24	4789.55	4789.55	1710.0
2022-08-11 03:00:00	ES	Futures	4789.55	4790.69	4784.74	4785.31	2928.0
2022-08-11 03:05:00	ES	Futures	4785.02	4786.72	4784.17	4785.31	1734.0
2022-08-11 03:10:00	ES	Futures	4785.31	4788.99	4784.17	4788.99	1644.0
2022-08-11 03:15:00	ES	Futures	4788.99	4789.84	4787.29	4787.57	1427.0
2022-08-11 03:20:00	ES	Futures	4787.57	4789.84	4787.57	4788.42	2735.0
2022-08-11 03:25:00	ES	Futures	4788.14	4788.42	4782.76	4783.04	1860.0
2022-08-11 03:30:00	ES	Futures	4783.04	4785.31	4781.91	4783.89	1592.0
2022-08-11 03:35:00	ES	Futures	4784.17	4784.17	4781.62	4783.04	1156.0
2022-08-11 03:40:00	ES	Futures	4782.76	4783.32	4779.92	4781.91	1236.0
2022-08-11 03:45:00	ES	Futures	4781.62	4782.47	4779.92	4780.77	1116.0
2022-08-11 03:50:00	ES	Futures	4780.49	4781.34	4778.51	4781.34	1027.0
2022-08-11 03:55:00	ES	Futures	4781.06	4783.04	4780.77	4782.19	857.0
2022-08-11 04:00:00	ES	Futures	4782.19	4782.47	4778.79	4778.79	1569.0
2022-08-11 04:05:00	ES	Futures	4778.79	4779.64	4777.37	4778.51	1388.0

> showing 50 of 19,547 rows — these rows as CSV

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