PREVIEW / futures_5min / 2022-08-21

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-21.parquet
  size:    77 KB
  rows:    3,671

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
2022-08-21 18:00:00	ES	Futures	4782.76	4783.32	4771.71	4777.09	5495.0
2022-08-21 18:05:00	ES	Futures	4777.09	4777.66	4773.97	4776.52	792.0
2022-08-21 18:10:00	ES	Futures	4776.24	4778.22	4775.67	4777.37	697.0
2022-08-21 18:15:00	ES	Futures	4777.66	4778.79	4775.39	4777.09	1026.0
2022-08-21 18:20:00	ES	Futures	4777.09	4777.66	4776.24	4776.81	333.0
2022-08-21 18:25:00	ES	Futures	4776.81	4780.21	4776.81	4779.36	633.0
2022-08-21 18:30:00	ES	Futures	4779.36	4781.06	4779.07	4779.07	566.0
2022-08-21 18:35:00	ES	Futures	4779.07	4779.64	4777.37	4778.22	375.0
2022-08-21 18:40:00	ES	Futures	4777.94	4779.64	4777.94	4779.07	187.0
2022-08-21 18:45:00	ES	Futures	4779.07	4779.92	4778.79	4779.36	241.0
2022-08-21 18:50:00	ES	Futures	4779.64	4780.49	4779.64	4779.92	218.0
2022-08-21 18:55:00	ES	Futures	4780.21	4780.77	4777.94	4778.22	247.0
2022-08-21 19:00:00	ES	Futures	4778.22	4779.36	4777.66	4778.79	349.0
2022-08-21 19:05:00	ES	Futures	4778.79	4779.92	4778.79	4778.79	298.0
2022-08-21 19:10:00	ES	Futures	4779.07	4779.92	4777.37	4777.94	470.0
2022-08-21 19:15:00	ES	Futures	4777.94	4779.07	4777.66	4778.79	237.0
2022-08-21 19:20:00	ES	Futures	4778.51	4778.79	4776.52	4776.52	386.0
2022-08-21 19:25:00	ES	Futures	4776.52	4776.52	4773.69	4775.11	971.0
2022-08-21 19:30:00	ES	Futures	4774.82	4776.24	4773.41	4775.67	577.0
2022-08-21 19:35:00	ES	Futures	4775.67	4775.96	4773.12	4773.97	377.0
2022-08-21 19:40:00	ES	Futures	4773.97	4775.67	4772.56	4773.69	838.0
2022-08-21 19:45:00	ES	Futures	4773.69	4773.97	4770.58	4770.86	785.0
2022-08-21 19:50:00	ES	Futures	4770.86	4771.71	4768.88	4769.16	1394.0
2022-08-21 19:55:00	ES	Futures	4769.16	4770.01	4766.89	4769.73	1602.0
2022-08-21 20:00:00	ES	Futures	4769.73	4770.58	4766.04	4768.59	1813.0
2022-08-21 20:05:00	ES	Futures	4768.59	4770.29	4768.31	4769.44	1012.0
2022-08-21 20:10:00	ES	Futures	4769.73	4770.01	4768.31	4768.88	771.0
2022-08-21 20:15:00	ES	Futures	4768.88	4771.99	4768.88	4770.58	1476.0
2022-08-21 20:20:00	ES	Futures	4770.58	4771.14	4769.73	4770.01	544.0
2022-08-21 20:25:00	ES	Futures	4770.01	4770.01	4767.18	4768.59	849.0
2022-08-21 20:30:00	ES	Futures	4768.31	4770.86	4767.74	4770.29	584.0
2022-08-21 20:35:00	ES	Futures	4770.58	4773.12	4770.58	4771.14	744.0
2022-08-21 20:40:00	ES	Futures	4770.86	4771.42	4770.01	4771.14	401.0
2022-08-21 20:45:00	ES	Futures	4770.86	4771.71	4770.01	4771.71	353.0
2022-08-21 20:50:00	ES	Futures	4771.42	4771.71	4770.58	4770.58	190.0
2022-08-21 20:55:00	ES	Futures	4770.58	4771.14	4767.46	4768.59	694.0
2022-08-21 21:00:00	ES	Futures	4768.59	4770.01	4768.03	4769.16	466.0
2022-08-21 21:05:00	ES	Futures	4769.16	4769.73	4767.46	4768.59	581.0
2022-08-21 21:10:00	ES	Futures	4768.59	4770.29	4768.03	4770.29	515.0
2022-08-21 21:15:00	ES	Futures	4770.01	4771.14	4769.16	4770.29	834.0
2022-08-21 21:20:00	ES	Futures	4770.29	4774.54	4770.29	4772.84	1286.0
2022-08-21 21:25:00	ES	Futures	4773.12	4775.67	4772.56	4774.54	881.0
2022-08-21 21:30:00	ES	Futures	4774.26	4775.96	4773.97	4775.67	870.0
2022-08-21 21:35:00	ES	Futures	4775.67	4776.52	4774.26	4775.11	662.0
2022-08-21 21:40:00	ES	Futures	4775.39	4776.52	4774.54	4774.82	850.0
2022-08-21 21:45:00	ES	Futures	4774.54	4775.96	4773.97	4774.26	583.0
2022-08-21 21:50:00	ES	Futures	4774.26	4775.11	4773.41	4773.69	446.0
2022-08-21 21:55:00	ES	Futures	4773.69	4775.11	4773.41	4774.26	409.0
2022-08-21 22:00:00	ES	Futures	4774.54	4775.39	4773.97	4775.11	349.0
2022-08-21 22:05:00	ES	Futures	4775.39	4776.81	4775.11	4775.96	528.0

> showing 50 of 3,671 rows — these rows as CSV

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