PREVIEW / futures_5min / 2022-08-16

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-16.parquet
  size:    337 KB
  rows:    19,263

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
2022-08-16 00:00:00	ES	Futures	4865.19	4865.75	4865.19	4865.75	121.0
2022-08-16 00:05:00	ES	Futures	4865.75	4867.17	4864.62	4864.62	582.0
2022-08-16 00:10:00	ES	Futures	4864.62	4865.47	4864.62	4865.19	123.0
2022-08-16 00:15:00	ES	Futures	4864.9	4865.75	4864.9	4865.19	230.0
2022-08-16 00:20:00	ES	Futures	4865.19	4865.19	4864.34	4864.9	122.0
2022-08-16 00:25:00	ES	Futures	4864.62	4865.47	4864.62	4864.9	159.0
2022-08-16 00:30:00	ES	Futures	4865.19	4865.75	4864.62	4865.75	146.0
2022-08-16 00:35:00	ES	Futures	4865.47	4866.32	4865.19	4866.04	102.0
2022-08-16 00:40:00	ES	Futures	4866.32	4866.6	4865.75	4866.32	63.0
2022-08-16 00:45:00	ES	Futures	4866.6	4867.17	4865.75	4866.6	304.0
2022-08-16 00:50:00	ES	Futures	4866.6	4867.17	4866.32	4867.17	128.0
2022-08-16 00:55:00	ES	Futures	4866.89	4867.45	4866.6	4866.6	253.0
2022-08-16 01:00:00	ES	Futures	4866.89	4867.17	4865.75	4865.75	193.0
2022-08-16 01:05:00	ES	Futures	4865.75	4866.04	4863.77	4864.62	408.0
2022-08-16 01:10:00	ES	Futures	4864.62	4864.62	4862.92	4863.49	463.0
2022-08-16 01:15:00	ES	Futures	4863.2	4863.77	4862.64	4863.77	351.0
2022-08-16 01:20:00	ES	Futures	4863.77	4864.05	4862.36	4862.64	213.0
2022-08-16 01:25:00	ES	Futures	4862.64	4863.49	4862.07	4862.64	281.0
2022-08-16 01:30:00	ES	Futures	4862.64	4863.49	4862.36	4863.49	213.0
2022-08-16 01:35:00	ES	Futures	4863.49	4864.34	4863.2	4864.05	184.0
2022-08-16 01:40:00	ES	Futures	4864.34	4865.47	4864.34	4865.47	186.0
2022-08-16 01:45:00	ES	Futures	4865.19	4865.47	4864.9	4865.19	134.0
2022-08-16 01:50:00	ES	Futures	4865.19	4866.32	4865.19	4865.75	216.0
2022-08-16 01:55:00	ES	Futures	4866.04	4868.59	4865.75	4867.45	848.0
2022-08-16 02:00:00	ES	Futures	4867.45	4867.45	4864.9	4866.04	722.0
2022-08-16 02:05:00	ES	Futures	4866.32	4866.32	4863.77	4864.62	529.0
2022-08-16 02:10:00	ES	Futures	4864.62	4864.62	4862.36	4863.2	652.0
2022-08-16 02:15:00	ES	Futures	4863.49	4863.77	4862.92	4863.49	204.0
2022-08-16 02:20:00	ES	Futures	4863.2	4863.49	4861.79	4862.92	443.0
2022-08-16 02:25:00	ES	Futures	4862.92	4862.92	4861.79	4862.36	866.0
2022-08-16 02:30:00	ES	Futures	4862.36	4862.36	4860.09	4860.94	1009.0
2022-08-16 02:35:00	ES	Futures	4861.22	4861.51	4860.37	4861.51	292.0
2022-08-16 02:40:00	ES	Futures	4861.51	4862.07	4860.37	4861.79	458.0
2022-08-16 02:45:00	ES	Futures	4861.79	4862.36	4860.94	4862.36	477.0
2022-08-16 02:50:00	ES	Futures	4862.07	4862.92	4861.79	4862.07	532.0
2022-08-16 02:55:00	ES	Futures	4861.79	4862.36	4859.52	4859.81	648.0
2022-08-16 03:00:00	ES	Futures	4859.52	4860.09	4856.41	4858.96	2697.0
2022-08-16 03:05:00	ES	Futures	4858.67	4859.81	4855.27	4855.84	1883.0
2022-08-16 03:10:00	ES	Futures	4855.56	4857.26	4855.27	4856.41	2165.0
2022-08-16 03:15:00	ES	Futures	4856.69	4857.26	4855.27	4856.41	1734.0
2022-08-16 03:20:00	ES	Futures	4856.41	4858.96	4856.12	4857.54	1072.0
2022-08-16 03:25:00	ES	Futures	4857.54	4858.67	4857.26	4857.82	907.0
2022-08-16 03:30:00	ES	Futures	4858.11	4860.66	4857.82	4860.37	1348.0
2022-08-16 03:35:00	ES	Futures	4860.37	4860.37	4858.11	4858.67	570.0
2022-08-16 03:40:00	ES	Futures	4858.39	4858.39	4856.12	4856.69	568.0
2022-08-16 03:45:00	ES	Futures	4856.69	4860.94	4856.69	4860.66	694.0
2022-08-16 03:50:00	ES	Futures	4860.66	4862.64	4860.37	4862.07	583.0
2022-08-16 03:55:00	ES	Futures	4862.07	4864.9	4861.51	4864.34	805.0
2022-08-16 04:00:00	ES	Futures	4864.34	4865.19	4862.92	4863.77	979.0
2022-08-16 04:05:00	ES	Futures	4863.77	4866.6	4861.79	4866.32	943.0

> showing 50 of 19,263 rows — these rows as CSV

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