PREVIEW / futures_5min / 2022-08-15

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-15.parquet
  size:    353 KB
  rows:    19,511

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
2022-08-15 00:00:00	ES	Futures	4839.69	4840.83	4839.69	4840.54	295.0
2022-08-15 00:05:00	ES	Futures	4840.26	4840.54	4839.69	4839.98	80.0
2022-08-15 00:10:00	ES	Futures	4839.98	4840.26	4839.41	4840.26	184.0
2022-08-15 00:15:00	ES	Futures	4839.98	4840.54	4839.98	4840.54	131.0
2022-08-15 00:20:00	ES	Futures	4840.54	4840.83	4840.26	4840.26	119.0
2022-08-15 00:25:00	ES	Futures	4840.54	4840.83	4840.26	4840.54	187.0
2022-08-15 00:30:00	ES	Futures	4840.83	4841.11	4839.98	4840.83	133.0
2022-08-15 00:35:00	ES	Futures	4840.83	4840.83	4840.26	4840.83	211.0
2022-08-15 00:40:00	ES	Futures	4840.83	4841.68	4840.54	4841.11	325.0
2022-08-15 00:45:00	ES	Futures	4840.83	4841.11	4839.98	4839.98	106.0
2022-08-15 00:50:00	ES	Futures	4839.98	4840.54	4839.98	4840.26	173.0
2022-08-15 00:55:00	ES	Futures	4840.26	4840.54	4839.98	4840.26	94.0
2022-08-15 01:00:00	ES	Futures	4840.26	4841.68	4839.98	4841.68	327.0
2022-08-15 01:05:00	ES	Futures	4841.68	4842.53	4839.98	4840.26	507.0
2022-08-15 01:10:00	ES	Futures	4839.98	4840.54	4839.41	4839.41	460.0
2022-08-15 01:15:00	ES	Futures	4839.69	4839.98	4839.13	4839.13	245.0
2022-08-15 01:20:00	ES	Futures	4839.13	4839.98	4839.13	4839.13	223.0
2022-08-15 01:25:00	ES	Futures	4839.13	4839.41	4837.99	4838.56	484.0
2022-08-15 01:30:00	ES	Futures	4838.56	4838.84	4836.58	4836.86	685.0
2022-08-15 01:35:00	ES	Futures	4836.86	4837.71	4836.58	4837.43	240.0
2022-08-15 01:40:00	ES	Futures	4837.71	4838.56	4837.71	4837.99	290.0
2022-08-15 01:45:00	ES	Futures	4838.28	4838.28	4837.14	4837.71	218.0
2022-08-15 01:50:00	ES	Futures	4837.99	4839.69	4837.99	4839.13	368.0
2022-08-15 01:55:00	ES	Futures	4838.84	4840.54	4838.56	4840.54	923.0
2022-08-15 02:00:00	ES	Futures	4840.26	4842.81	4838.84	4841.39	1535.0
2022-08-15 02:05:00	ES	Futures	4841.39	4841.68	4839.69	4839.69	377.0
2022-08-15 02:10:00	ES	Futures	4839.69	4841.68	4839.69	4840.26	388.0
2022-08-15 02:15:00	ES	Futures	4840.26	4842.24	4840.26	4841.11	366.0
2022-08-15 02:20:00	ES	Futures	4841.11	4841.39	4839.98	4841.11	282.0
2022-08-15 02:25:00	ES	Futures	4841.11	4841.39	4840.26	4840.26	219.0
2022-08-15 02:30:00	ES	Futures	4839.98	4840.54	4839.13	4840.26	253.0
2022-08-15 02:35:00	ES	Futures	4839.98	4839.98	4838.84	4839.13	258.0
2022-08-15 02:40:00	ES	Futures	4839.13	4839.98	4838.84	4839.69	209.0
2022-08-15 02:45:00	ES	Futures	4839.69	4840.54	4838.84	4839.41	239.0
2022-08-15 02:50:00	ES	Futures	4839.13	4839.69	4838.56	4838.84	463.0
2022-08-15 02:55:00	ES	Futures	4838.84	4839.69	4838.56	4838.84	484.0
2022-08-15 03:00:00	ES	Futures	4838.84	4839.41	4836.86	4839.13	1442.0
2022-08-15 03:05:00	ES	Futures	4839.13	4839.98	4836.01	4836.29	1068.0
2022-08-15 03:10:00	ES	Futures	4836.29	4836.86	4833.46	4833.46	2153.0
2022-08-15 03:15:00	ES	Futures	4833.18	4833.74	4830.91	4832.33	2035.0
2022-08-15 03:20:00	ES	Futures	4832.05	4832.05	4829.78	4829.78	1769.0
2022-08-15 03:25:00	ES	Futures	4830.06	4830.91	4828.36	4830.63	1722.0
2022-08-15 03:30:00	ES	Futures	4830.35	4832.05	4830.06	4830.06	1003.0
2022-08-15 03:35:00	ES	Futures	4830.35	4830.35	4826.66	4826.66	1531.0
2022-08-15 03:40:00	ES	Futures	4826.66	4829.21	4825.53	4828.93	1641.0
2022-08-15 03:45:00	ES	Futures	4828.93	4829.5	4828.36	4828.93	1227.0
2022-08-15 03:50:00	ES	Futures	4828.65	4830.06	4827.23	4829.21	856.0
2022-08-15 03:55:00	ES	Futures	4828.93	4828.93	4825.81	4826.38	1190.0
2022-08-15 04:00:00	ES	Futures	4826.66	4829.21	4826.38	4829.21	1124.0
2022-08-15 04:05:00	ES	Futures	4828.93	4832.05	4828.93	4830.63	1434.0

> showing 50 of 19,511 rows — these rows as CSV

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