PREVIEW / futures_5min / 2022-08-14

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-14.parquet
  size:    77 KB
  rows:    3,788

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
2022-08-14 18:00:00	ES	Futures	4846.21	4847.91	4843.94	4844.51	2323.0
2022-08-14 18:05:00	ES	Futures	4844.51	4844.79	4840.54	4843.38	1406.0
2022-08-14 18:10:00	ES	Futures	4843.38	4844.23	4841.39	4843.38	593.0
2022-08-14 18:15:00	ES	Futures	4843.66	4844.79	4842.53	4844.79	254.0
2022-08-14 18:20:00	ES	Futures	4844.79	4844.79	4843.09	4843.38	203.0
2022-08-14 18:25:00	ES	Futures	4843.38	4843.94	4842.81	4843.38	166.0
2022-08-14 18:30:00	ES	Futures	4843.09	4843.09	4840.83	4841.96	475.0
2022-08-14 18:35:00	ES	Futures	4841.96	4843.09	4840.83	4842.24	420.0
2022-08-14 18:40:00	ES	Futures	4842.24	4842.53	4840.54	4841.11	533.0
2022-08-14 18:45:00	ES	Futures	4841.11	4842.81	4840.83	4842.81	276.0
2022-08-14 18:50:00	ES	Futures	4842.81	4842.81	4841.39	4842.53	217.0
2022-08-14 18:55:00	ES	Futures	4842.53	4842.53	4840.83	4841.96	311.0
2022-08-14 19:00:00	ES	Futures	4841.96	4844.23	4841.96	4843.94	606.0
2022-08-14 19:05:00	ES	Futures	4843.66	4843.94	4842.81	4843.94	347.0
2022-08-14 19:10:00	ES	Futures	4843.66	4844.79	4842.81	4843.94	495.0
2022-08-14 19:15:00	ES	Futures	4844.23	4845.08	4842.53	4842.53	200.0
2022-08-14 19:20:00	ES	Futures	4842.53	4843.09	4842.24	4842.53	101.0
2022-08-14 19:25:00	ES	Futures	4842.81	4843.38	4841.68	4841.68	220.0
2022-08-14 19:30:00	ES	Futures	4841.96	4842.81	4840.83	4842.81	359.0
2022-08-14 19:35:00	ES	Futures	4842.53	4842.81	4841.68	4841.96	115.0
2022-08-14 19:40:00	ES	Futures	4841.96	4842.81	4841.11	4841.39	354.0
2022-08-14 19:45:00	ES	Futures	4841.39	4841.68	4840.26	4840.26	915.0
2022-08-14 19:50:00	ES	Futures	4840.26	4840.83	4839.41	4839.98	540.0
2022-08-14 19:55:00	ES	Futures	4839.69	4840.26	4836.58	4837.14	1147.0
2022-08-14 20:00:00	ES	Futures	4837.14	4839.41	4837.14	4839.13	781.0
2022-08-14 20:05:00	ES	Futures	4839.13	4839.98	4838.56	4839.13	641.0
2022-08-14 20:10:00	ES	Futures	4838.84	4840.83	4838.28	4840.54	550.0
2022-08-14 20:15:00	ES	Futures	4840.26	4843.38	4840.26	4842.53	954.0
2022-08-14 20:20:00	ES	Futures	4842.24	4842.53	4840.26	4840.83	765.0
2022-08-14 20:25:00	ES	Futures	4840.54	4840.83	4839.41	4839.98	469.0
2022-08-14 20:30:00	ES	Futures	4839.98	4840.26	4838.84	4839.41	402.0
2022-08-14 20:35:00	ES	Futures	4839.41	4840.54	4839.41	4839.41	346.0
2022-08-14 20:40:00	ES	Futures	4839.13	4839.41	4838.28	4839.41	325.0
2022-08-14 20:45:00	ES	Futures	4839.69	4840.83	4839.13	4840.54	552.0
2022-08-14 20:50:00	ES	Futures	4840.83	4841.68	4839.98	4841.39	255.0
2022-08-14 20:55:00	ES	Futures	4841.39	4841.96	4839.98	4839.98	392.0
2022-08-14 21:00:00	ES	Futures	4839.98	4840.83	4838.56	4838.84	637.0
2022-08-14 21:05:00	ES	Futures	4838.56	4839.13	4837.14	4837.14	779.0
2022-08-14 21:10:00	ES	Futures	4837.43	4837.43	4836.01	4836.86	980.0
2022-08-14 21:15:00	ES	Futures	4836.29	4837.99	4836.29	4837.71	630.0
2022-08-14 21:20:00	ES	Futures	4837.71	4839.41	4836.58	4839.41	725.0
2022-08-14 21:25:00	ES	Futures	4839.13	4840.26	4838.84	4839.98	626.0
2022-08-14 21:30:00	ES	Futures	4839.69	4841.39	4839.41	4841.11	949.0
2022-08-14 21:35:00	ES	Futures	4841.11	4842.81	4841.11	4841.11	1035.0
2022-08-14 21:40:00	ES	Futures	4841.11	4843.38	4841.11	4843.38	652.0
2022-08-14 21:45:00	ES	Futures	4843.38	4845.08	4842.53	4844.51	1322.0
2022-08-14 21:50:00	ES	Futures	4844.23	4845.08	4843.94	4844.23	711.0
2022-08-14 21:55:00	ES	Futures	4843.94	4844.79	4843.38	4844.79	567.0
2022-08-14 22:00:00	ES	Futures	4844.79	4845.08	4842.24	4842.53	598.0
2022-08-14 22:05:00	ES	Futures	4842.24	4842.53	4841.11	4841.39	850.0

> showing 50 of 3,788 rows — these rows as CSV

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