PREVIEW / futures_5min / 2022-08-17

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-17.parquet
  size:    365 KB
  rows:    19,607

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
2022-08-17 00:00:00	ES	Futures	4880.48	4881.9	4880.48	4881.9	334.0
2022-08-17 00:05:00	ES	Futures	4881.62	4882.47	4881.33	4881.62	208.0
2022-08-17 00:10:00	ES	Futures	4881.33	4881.9	4881.33	4881.62	61.0
2022-08-17 00:15:00	ES	Futures	4881.62	4881.9	4881.33	4881.62	86.0
2022-08-17 00:20:00	ES	Futures	4881.33	4881.62	4880.77	4881.33	198.0
2022-08-17 00:25:00	ES	Futures	4881.62	4882.47	4881.62	4882.18	107.0
2022-08-17 00:30:00	ES	Futures	4882.18	4883.6	4882.18	4883.6	264.0
2022-08-17 00:35:00	ES	Futures	4883.32	4884.17	4883.03	4883.03	242.0
2022-08-17 00:40:00	ES	Futures	4883.32	4884.73	4883.03	4884.73	191.0
2022-08-17 00:45:00	ES	Futures	4884.73	4884.73	4883.6	4883.88	92.0
2022-08-17 00:50:00	ES	Futures	4883.88	4884.17	4883.6	4884.17	132.0
2022-08-17 00:55:00	ES	Futures	4884.17	4885.02	4884.17	4884.17	193.0
2022-08-17 01:00:00	ES	Futures	4884.17	4887.0	4884.17	4887.0	607.0
2022-08-17 01:05:00	ES	Futures	4887.0	4887.85	4885.58	4885.58	582.0
2022-08-17 01:10:00	ES	Futures	4885.87	4887.57	4885.87	4886.72	373.0
2022-08-17 01:15:00	ES	Futures	4886.72	4887.0	4885.87	4886.72	257.0
2022-08-17 01:20:00	ES	Futures	4886.72	4887.57	4886.15	4886.15	414.0
2022-08-17 01:25:00	ES	Futures	4886.15	4887.0	4885.02	4885.58	225.0
2022-08-17 01:30:00	ES	Futures	4885.58	4886.15	4884.73	4886.15	212.0
2022-08-17 01:35:00	ES	Futures	4885.87	4886.43	4885.3	4885.3	313.0
2022-08-17 01:40:00	ES	Futures	4885.3	4885.3	4884.45	4884.73	233.0
2022-08-17 01:45:00	ES	Futures	4885.02	4885.3	4883.03	4884.17	476.0
2022-08-17 01:50:00	ES	Futures	4884.17	4885.87	4883.88	4885.3	217.0
2022-08-17 01:55:00	ES	Futures	4885.58	4889.27	4885.58	4888.42	839.0
2022-08-17 02:00:00	ES	Futures	4888.42	4888.42	4885.87	4886.15	1005.0
2022-08-17 02:05:00	ES	Futures	4886.43	4886.43	4883.6	4883.6	1007.0
2022-08-17 02:10:00	ES	Futures	4883.6	4883.88	4881.33	4881.9	763.0
2022-08-17 02:15:00	ES	Futures	4882.18	4882.75	4879.35	4879.92	1073.0
2022-08-17 02:20:00	ES	Futures	4879.92	4881.05	4879.63	4880.48	504.0
2022-08-17 02:25:00	ES	Futures	4880.77	4882.75	4880.48	4881.33	628.0
2022-08-17 02:30:00	ES	Futures	4881.33	4881.62	4879.63	4879.92	373.0
2022-08-17 02:35:00	ES	Futures	4880.2	4880.2	4876.8	4877.09	1023.0
2022-08-17 02:40:00	ES	Futures	4877.09	4878.78	4876.8	4878.78	980.0
2022-08-17 02:45:00	ES	Futures	4878.78	4879.07	4876.8	4877.65	631.0
2022-08-17 02:50:00	ES	Futures	4877.65	4879.07	4877.37	4878.22	460.0
2022-08-17 02:55:00	ES	Futures	4878.22	4878.22	4877.37	4877.37	347.0
2022-08-17 03:00:00	ES	Futures	4877.65	4878.5	4875.67	4876.52	1346.0
2022-08-17 03:05:00	ES	Futures	4876.24	4876.52	4873.69	4875.67	1329.0
2022-08-17 03:10:00	ES	Futures	4875.39	4875.67	4873.4	4874.25	1032.0
2022-08-17 03:15:00	ES	Futures	4874.25	4875.1	4872.55	4872.84	1809.0
2022-08-17 03:20:00	ES	Futures	4872.84	4875.95	4872.27	4875.1	1495.0
2022-08-17 03:25:00	ES	Futures	4875.1	4878.22	4873.69	4877.94	1056.0
2022-08-17 03:30:00	ES	Futures	4877.94	4877.94	4874.54	4875.39	1080.0
2022-08-17 03:35:00	ES	Futures	4875.39	4877.09	4873.12	4873.12	878.0
2022-08-17 03:40:00	ES	Futures	4873.12	4873.12	4870.0	4870.29	1493.0
2022-08-17 03:45:00	ES	Futures	4870.29	4872.27	4868.87	4869.15	1385.0
2022-08-17 03:50:00	ES	Futures	4869.44	4871.42	4868.87	4869.44	1371.0
2022-08-17 03:55:00	ES	Futures	4869.44	4870.57	4868.87	4869.44	2007.0
2022-08-17 04:00:00	ES	Futures	4869.44	4869.44	4864.9	4867.74	2414.0
2022-08-17 04:05:00	ES	Futures	4867.74	4868.02	4865.75	4866.89	886.0

> showing 50 of 19,607 rows — these rows as CSV

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