PREVIEW / futures_5min / 2022-08-18

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-18.parquet
  size:    350 KB
  rows:    19,392

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
2022-08-18 00:00:00	ES	Futures	4841.11	4841.68	4840.54	4840.54	191.0
2022-08-18 00:05:00	ES	Futures	4840.83	4842.24	4840.26	4842.24	201.0
2022-08-18 00:10:00	ES	Futures	4841.96	4842.24	4841.11	4841.11	132.0
2022-08-18 00:15:00	ES	Futures	4840.83	4842.24	4840.83	4842.24	112.0
2022-08-18 00:20:00	ES	Futures	4842.24	4842.53	4841.96	4842.53	133.0
2022-08-18 00:25:00	ES	Futures	4842.24	4843.38	4842.24	4843.09	213.0
2022-08-18 00:30:00	ES	Futures	4843.09	4843.66	4843.09	4843.09	136.0
2022-08-18 00:35:00	ES	Futures	4842.81	4843.09	4841.68	4841.68	196.0
2022-08-18 00:40:00	ES	Futures	4841.96	4841.96	4839.98	4840.54	459.0
2022-08-18 00:45:00	ES	Futures	4840.83	4841.68	4840.54	4841.11	95.0
2022-08-18 00:50:00	ES	Futures	4841.39	4841.39	4839.98	4840.26	190.0
2022-08-18 00:55:00	ES	Futures	4839.98	4839.98	4837.43	4837.71	693.0
2022-08-18 01:00:00	ES	Futures	4837.71	4839.41	4837.43	4839.13	379.0
2022-08-18 01:05:00	ES	Futures	4839.13	4841.11	4838.56	4841.11	261.0
2022-08-18 01:10:00	ES	Futures	4841.11	4842.24	4840.54	4841.68	385.0
2022-08-18 01:15:00	ES	Futures	4841.68	4842.24	4841.39	4841.96	243.0
2022-08-18 01:20:00	ES	Futures	4841.96	4841.96	4840.54	4840.83	193.0
2022-08-18 01:25:00	ES	Futures	4840.83	4842.81	4840.83	4842.81	211.0
2022-08-18 01:30:00	ES	Futures	4842.81	4842.81	4839.69	4840.83	349.0
2022-08-18 01:35:00	ES	Futures	4840.83	4841.39	4839.69	4840.54	299.0
2022-08-18 01:40:00	ES	Futures	4840.54	4841.11	4840.26	4840.26	132.0
2022-08-18 01:45:00	ES	Futures	4839.98	4839.98	4837.71	4838.28	509.0
2022-08-18 01:50:00	ES	Futures	4838.28	4839.69	4836.01	4836.58	791.0
2022-08-18 01:55:00	ES	Futures	4836.58	4836.58	4833.74	4834.03	1079.0
2022-08-18 02:00:00	ES	Futures	4833.74	4835.73	4830.91	4834.59	1718.0
2022-08-18 02:05:00	ES	Futures	4834.88	4837.14	4832.33	4836.86	685.0
2022-08-18 02:10:00	ES	Futures	4837.14	4837.43	4835.16	4836.86	498.0
2022-08-18 02:15:00	ES	Futures	4836.86	4838.28	4836.01	4837.71	654.0
2022-08-18 02:20:00	ES	Futures	4837.71	4838.28	4834.88	4835.73	693.0
2022-08-18 02:25:00	ES	Futures	4835.73	4835.73	4832.61	4833.18	411.0
2022-08-18 02:30:00	ES	Futures	4833.18	4833.18	4828.36	4829.5	1282.0
2022-08-18 02:35:00	ES	Futures	4829.78	4832.05	4828.65	4830.06	907.0
2022-08-18 02:40:00	ES	Futures	4830.06	4831.48	4828.65	4831.2	673.0
2022-08-18 02:45:00	ES	Futures	4831.2	4832.33	4829.78	4830.06	598.0
2022-08-18 02:50:00	ES	Futures	4830.35	4830.91	4827.51	4827.8	742.0
2022-08-18 02:55:00	ES	Futures	4827.51	4828.08	4825.25	4826.66	1395.0
2022-08-18 03:00:00	ES	Futures	4826.66	4830.06	4826.66	4828.36	1915.0
2022-08-18 03:05:00	ES	Futures	4828.08	4833.46	4824.68	4832.61	1916.0
2022-08-18 03:10:00	ES	Futures	4832.61	4833.74	4831.48	4832.89	1001.0
2022-08-18 03:15:00	ES	Futures	4832.61	4832.61	4826.38	4826.38	892.0
2022-08-18 03:20:00	ES	Futures	4826.38	4831.48	4825.81	4830.91	1116.0
2022-08-18 03:25:00	ES	Futures	4830.91	4833.74	4829.78	4832.33	963.0
2022-08-18 03:30:00	ES	Futures	4832.05	4834.03	4831.2	4833.18	843.0
2022-08-18 03:35:00	ES	Futures	4833.18	4834.59	4830.91	4833.74	704.0
2022-08-18 03:40:00	ES	Futures	4833.74	4835.73	4832.33	4832.61	697.0
2022-08-18 03:45:00	ES	Futures	4832.61	4833.18	4830.63	4832.61	611.0
2022-08-18 03:50:00	ES	Futures	4832.61	4833.18	4830.06	4830.91	361.0
2022-08-18 03:55:00	ES	Futures	4830.91	4833.46	4830.06	4832.89	413.0
2022-08-18 04:00:00	ES	Futures	4833.18	4835.73	4832.61	4834.88	816.0
2022-08-18 04:05:00	ES	Futures	4835.16	4837.43	4833.46	4835.73	887.0

> showing 50 of 19,392 rows — these rows as CSV

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