PREVIEW / futures_5min / 2022-08-19

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-19.parquet
  size:    302 KB
  rows:    15,763

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
2022-08-19 00:00:00	ES	Futures	4848.19	4848.76	4847.34	4847.63	547.0
2022-08-19 00:05:00	ES	Futures	4847.34	4848.19	4847.06	4847.34	264.0
2022-08-19 00:10:00	ES	Futures	4847.34	4848.19	4847.06	4847.63	230.0
2022-08-19 00:15:00	ES	Futures	4847.63	4848.76	4847.63	4848.47	249.0
2022-08-19 00:20:00	ES	Futures	4848.47	4849.32	4848.19	4848.76	235.0
2022-08-19 00:25:00	ES	Futures	4848.76	4849.04	4848.47	4848.47	208.0
2022-08-19 00:30:00	ES	Futures	4848.76	4849.61	4848.76	4849.61	166.0
2022-08-19 00:35:00	ES	Futures	4849.61	4849.61	4846.21	4847.06	414.0
2022-08-19 00:40:00	ES	Futures	4847.06	4847.91	4846.49	4847.34	305.0
2022-08-19 00:45:00	ES	Futures	4847.34	4847.34	4846.21	4846.49	183.0
2022-08-19 00:50:00	ES	Futures	4846.78	4847.63	4846.49	4847.34	123.0
2022-08-19 00:55:00	ES	Futures	4847.34	4847.91	4846.49	4847.06	147.0
2022-08-19 01:00:00	ES	Futures	4847.06	4847.63	4845.36	4845.36	466.0
2022-08-19 01:05:00	ES	Futures	4845.08	4846.21	4844.51	4846.21	640.0
2022-08-19 01:10:00	ES	Futures	4846.21	4846.49	4844.79	4845.64	304.0
2022-08-19 01:15:00	ES	Futures	4845.36	4846.78	4845.36	4845.64	348.0
2022-08-19 01:20:00	ES	Futures	4845.64	4846.49	4843.94	4844.79	638.0
2022-08-19 01:25:00	ES	Futures	4844.79	4845.36	4843.09	4844.51	689.0
2022-08-19 01:30:00	ES	Futures	4844.51	4845.08	4843.09	4843.09	337.0
2022-08-19 01:35:00	ES	Futures	4842.81	4843.09	4840.83	4841.96	893.0
2022-08-19 01:40:00	ES	Futures	4842.24	4842.81	4840.83	4841.96	778.0
2022-08-19 01:45:00	ES	Futures	4841.96	4844.23	4841.96	4843.94	415.0
2022-08-19 01:50:00	ES	Futures	4844.23	4846.49	4844.23	4845.64	656.0
2022-08-19 01:55:00	ES	Futures	4845.64	4845.93	4844.51	4844.51	375.0
2022-08-19 02:00:00	ES	Futures	4844.51	4844.79	4842.24	4843.66	968.0
2022-08-19 02:05:00	ES	Futures	4843.66	4844.51	4842.24	4842.53	286.0
2022-08-19 02:10:00	ES	Futures	4842.53	4843.94	4840.54	4840.83	608.0
2022-08-19 02:15:00	ES	Futures	4841.11	4841.68	4839.98	4840.54	957.0
2022-08-19 02:20:00	ES	Futures	4840.54	4841.39	4839.69	4840.26	658.0
2022-08-19 02:25:00	ES	Futures	4839.98	4841.11	4838.56	4839.41	871.0
2022-08-19 02:30:00	ES	Futures	4839.41	4839.98	4836.01	4837.71	1424.0
2022-08-19 02:35:00	ES	Futures	4837.71	4838.56	4832.61	4834.03	2006.0
2022-08-19 02:40:00	ES	Futures	4834.03	4834.59	4830.91	4833.74	2215.0
2022-08-19 02:45:00	ES	Futures	4833.46	4833.46	4830.63	4831.2	1032.0
2022-08-19 02:50:00	ES	Futures	4831.2	4833.18	4830.63	4831.48	1140.0
2022-08-19 02:55:00	ES	Futures	4831.2	4831.76	4828.08	4829.5	1300.0
2022-08-19 03:00:00	ES	Futures	4829.5	4831.2	4827.51	4830.63	2903.0
2022-08-19 03:05:00	ES	Futures	4830.63	4833.74	4830.35	4832.05	2226.0
2022-08-19 03:10:00	ES	Futures	4832.05	4835.44	4831.76	4833.18	2231.0
2022-08-19 03:15:00	ES	Futures	4833.18	4835.73	4831.76	4834.88	1603.0
2022-08-19 03:20:00	ES	Futures	4834.88	4836.01	4833.18	4835.44	878.0
2022-08-19 03:25:00	ES	Futures	4835.16	4835.44	4832.89	4835.16	668.0
2022-08-19 03:30:00	ES	Futures	4834.88	4837.43	4834.88	4836.01	1065.0
2022-08-19 03:35:00	ES	Futures	4836.01	4836.58	4834.03	4834.59	798.0
2022-08-19 03:40:00	ES	Futures	4834.88	4837.14	4834.59	4836.29	586.0
2022-08-19 03:45:00	ES	Futures	4836.01	4837.14	4833.46	4834.03	769.0
2022-08-19 03:50:00	ES	Futures	4834.03	4834.31	4831.76	4833.74	724.0
2022-08-19 03:55:00	ES	Futures	4833.74	4836.58	4833.46	4834.03	551.0
2022-08-19 04:00:00	ES	Futures	4833.74	4836.58	4832.89	4833.18	950.0
2022-08-19 04:05:00	ES	Futures	4833.18	4833.74	4829.78	4830.06	1228.0

> showing 50 of 15,763 rows — these rows as CSV

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