PREVIEW / futures_5min / 2022-08-12

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-12.parquet
  size:    300 KB
  rows:    15,854

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
2022-08-12 00:00:00	ES	Futures	4777.37	4778.51	4777.37	4777.66	341.0
2022-08-12 00:05:00	ES	Futures	4777.66	4777.94	4777.09	4777.94	191.0
2022-08-12 00:10:00	ES	Futures	4777.94	4778.51	4777.66	4777.66	148.0
2022-08-12 00:15:00	ES	Futures	4777.94	4777.94	4776.81	4777.37	272.0
2022-08-12 00:20:00	ES	Futures	4777.37	4777.66	4776.81	4776.81	253.0
2022-08-12 00:25:00	ES	Futures	4777.09	4778.22	4776.81	4777.37	301.0
2022-08-12 00:30:00	ES	Futures	4777.37	4777.37	4775.96	4776.52	281.0
2022-08-12 00:35:00	ES	Futures	4776.52	4778.22	4776.52	4777.94	385.0
2022-08-12 00:40:00	ES	Futures	4777.94	4778.79	4777.66	4778.79	515.0
2022-08-12 00:45:00	ES	Futures	4778.79	4778.79	4777.09	4777.37	368.0
2022-08-12 00:50:00	ES	Futures	4777.37	4777.66	4776.81	4777.37	449.0
2022-08-12 00:55:00	ES	Futures	4777.09	4777.37	4775.96	4776.24	354.0
2022-08-12 01:00:00	ES	Futures	4776.24	4779.36	4775.96	4778.51	578.0
2022-08-12 01:05:00	ES	Futures	4778.22	4779.07	4777.37	4777.66	302.0
2022-08-12 01:10:00	ES	Futures	4777.94	4778.79	4777.37	4778.22	269.0
2022-08-12 01:15:00	ES	Futures	4778.79	4778.79	4776.52	4777.37	747.0
2022-08-12 01:20:00	ES	Futures	4777.37	4778.51	4777.09	4778.22	189.0
2022-08-12 01:25:00	ES	Futures	4778.22	4779.64	4777.94	4778.51	263.0
2022-08-12 01:30:00	ES	Futures	4778.51	4780.21	4778.51	4778.79	314.0
2022-08-12 01:35:00	ES	Futures	4778.79	4779.64	4777.37	4778.51	553.0
2022-08-12 01:40:00	ES	Futures	4778.51	4779.07	4777.37	4777.66	229.0
2022-08-12 01:45:00	ES	Futures	4777.94	4777.94	4777.09	4777.66	291.0
2022-08-12 01:50:00	ES	Futures	4777.94	4779.07	4777.94	4778.79	287.0
2022-08-12 01:55:00	ES	Futures	4779.07	4780.77	4779.07	4780.77	724.0
2022-08-12 02:00:00	ES	Futures	4780.77	4781.91	4779.64	4781.34	1083.0
2022-08-12 02:05:00	ES	Futures	4781.34	4784.74	4781.34	4783.89	1308.0
2022-08-12 02:10:00	ES	Futures	4783.89	4783.89	4781.62	4781.91	577.0
2022-08-12 02:15:00	ES	Futures	4781.91	4782.47	4781.34	4781.34	352.0
2022-08-12 02:20:00	ES	Futures	4781.34	4781.91	4779.36	4780.21	569.0
2022-08-12 02:25:00	ES	Futures	4780.21	4781.34	4779.92	4780.77	359.0
2022-08-12 02:30:00	ES	Futures	4780.77	4781.91	4780.49	4781.62	351.0
2022-08-12 02:35:00	ES	Futures	4781.91	4782.19	4780.49	4781.06	384.0
2022-08-12 02:40:00	ES	Futures	4781.06	4781.62	4781.06	4781.06	227.0
2022-08-12 02:45:00	ES	Futures	4781.34	4781.62	4779.36	4779.92	381.0
2022-08-12 02:50:00	ES	Futures	4779.92	4781.06	4779.64	4780.77	171.0
2022-08-12 02:55:00	ES	Futures	4781.06	4783.32	4780.49	4783.04	705.0
2022-08-12 03:00:00	ES	Futures	4783.32	4783.89	4778.79	4780.49	1508.0
2022-08-12 03:05:00	ES	Futures	4780.49	4782.76	4779.92	4780.21	803.0
2022-08-12 03:10:00	ES	Futures	4780.21	4783.32	4780.21	4781.06	888.0
2022-08-12 03:15:00	ES	Futures	4781.34	4783.04	4779.64	4783.04	755.0
2022-08-12 03:20:00	ES	Futures	4783.04	4786.72	4783.04	4785.31	1481.0
2022-08-12 03:25:00	ES	Futures	4785.31	4791.25	4784.17	4790.97	3186.0
2022-08-12 03:30:00	ES	Futures	4790.69	4791.82	4789.27	4791.54	2330.0
2022-08-12 03:35:00	ES	Futures	4791.54	4794.09	4790.4	4793.8	2721.0
2022-08-12 03:40:00	ES	Futures	4793.8	4795.79	4792.1	4794.94	1438.0
2022-08-12 03:45:00	ES	Futures	4794.65	4798.05	4794.65	4796.64	1700.0
2022-08-12 03:50:00	ES	Futures	4796.64	4799.47	4796.64	4799.19	1460.0
2022-08-12 03:55:00	ES	Futures	4799.19	4799.75	4796.64	4797.2	1393.0
2022-08-12 04:00:00	ES	Futures	4797.2	4797.77	4795.5	4795.79	1593.0
2022-08-12 04:05:00	ES	Futures	4795.79	4795.79	4794.09	4794.65	1021.0

> showing 50 of 15,854 rows — these rows as CSV

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