PREVIEW / futures_5min / 2022-08-22

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-22.parquet
  size:    358 KB
  rows:    19,264

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
2022-08-22 00:00:00	ES	Futures	4776.24	4776.81	4775.39	4775.67	405.0
2022-08-22 00:05:00	ES	Futures	4775.67	4776.24	4774.54	4774.54	448.0
2022-08-22 00:10:00	ES	Futures	4774.54	4775.67	4774.26	4774.82	257.0
2022-08-22 00:15:00	ES	Futures	4774.82	4775.39	4773.97	4775.11	362.0
2022-08-22 00:20:00	ES	Futures	4775.39	4775.96	4775.11	4775.67	144.0
2022-08-22 00:25:00	ES	Futures	4775.96	4775.96	4773.97	4774.26	281.0
2022-08-22 00:30:00	ES	Futures	4774.54	4774.82	4773.41	4773.97	241.0
2022-08-22 00:35:00	ES	Futures	4773.97	4774.26	4773.69	4773.97	138.0
2022-08-22 00:40:00	ES	Futures	4773.97	4774.26	4772.84	4773.12	248.0
2022-08-22 00:45:00	ES	Futures	4773.12	4773.41	4771.71	4772.27	471.0
2022-08-22 00:50:00	ES	Futures	4772.27	4772.84	4771.42	4771.71	263.0
2022-08-22 00:55:00	ES	Futures	4771.71	4772.56	4771.42	4771.42	200.0
2022-08-22 01:00:00	ES	Futures	4771.71	4773.12	4771.42	4771.71	456.0
2022-08-22 01:05:00	ES	Futures	4771.71	4772.27	4770.58	4771.71	526.0
2022-08-22 01:10:00	ES	Futures	4771.71	4772.56	4769.73	4770.86	573.0
2022-08-22 01:15:00	ES	Futures	4771.14	4773.97	4770.86	4773.41	366.0
2022-08-22 01:20:00	ES	Futures	4773.41	4775.11	4772.84	4773.41	619.0
2022-08-22 01:25:00	ES	Futures	4773.41	4773.97	4772.84	4773.97	447.0
2022-08-22 01:30:00	ES	Futures	4773.97	4774.54	4772.84	4772.84	383.0
2022-08-22 01:35:00	ES	Futures	4772.84	4772.84	4770.86	4771.14	519.0
2022-08-22 01:40:00	ES	Futures	4771.14	4771.71	4770.58	4771.14	307.0
2022-08-22 01:45:00	ES	Futures	4771.14	4771.42	4769.73	4770.01	406.0
2022-08-22 01:50:00	ES	Futures	4770.01	4770.86	4769.73	4770.29	308.0
2022-08-22 01:55:00	ES	Futures	4770.29	4771.42	4769.73	4770.01	578.0
2022-08-22 02:00:00	ES	Futures	4770.29	4771.42	4766.61	4768.03	1565.0
2022-08-22 02:05:00	ES	Futures	4768.03	4768.31	4764.06	4765.19	1638.0
2022-08-22 02:10:00	ES	Futures	4764.91	4766.61	4763.21	4764.91	949.0
2022-08-22 02:15:00	ES	Futures	4764.91	4769.16	4763.49	4768.31	1067.0
2022-08-22 02:20:00	ES	Futures	4768.31	4770.01	4768.31	4769.44	609.0
2022-08-22 02:25:00	ES	Futures	4769.44	4769.73	4766.61	4767.74	795.0
2022-08-22 02:30:00	ES	Futures	4767.46	4768.03	4763.49	4763.49	1272.0
2022-08-22 02:35:00	ES	Futures	4763.49	4765.48	4762.08	4762.36	1061.0
2022-08-22 02:40:00	ES	Futures	4762.64	4765.48	4762.64	4763.21	815.0
2022-08-22 02:45:00	ES	Futures	4763.21	4765.76	4762.08	4763.78	934.0
2022-08-22 02:50:00	ES	Futures	4763.78	4766.33	4763.78	4765.76	488.0
2022-08-22 02:55:00	ES	Futures	4765.76	4767.46	4764.91	4767.46	700.0
2022-08-22 03:00:00	ES	Futures	4767.46	4770.29	4764.34	4769.16	2296.0
2022-08-22 03:05:00	ES	Futures	4769.16	4773.69	4767.18	4767.18	1962.0
2022-08-22 03:10:00	ES	Futures	4767.46	4769.73	4766.04	4768.03	2068.0
2022-08-22 03:15:00	ES	Futures	4768.03	4769.44	4763.21	4763.21	1879.0
2022-08-22 03:20:00	ES	Futures	4763.21	4766.04	4762.64	4765.19	1317.0
2022-08-22 03:25:00	ES	Futures	4764.91	4765.76	4754.15	4754.71	4490.0
2022-08-22 03:30:00	ES	Futures	4755.0	4755.85	4751.03	4751.6	2819.0
2022-08-22 03:35:00	ES	Futures	4751.6	4755.56	4751.6	4754.43	2068.0
2022-08-22 03:40:00	ES	Futures	4754.71	4755.28	4749.9	4750.46	1970.0
2022-08-22 03:45:00	ES	Futures	4750.46	4751.6	4747.63	4747.63	2440.0
2022-08-22 03:50:00	ES	Futures	4747.63	4748.48	4743.95	4746.5	3733.0
2022-08-22 03:55:00	ES	Futures	4746.5	4748.2	4744.51	4746.5	1905.0
2022-08-22 04:00:00	ES	Futures	4746.5	4747.63	4739.7	4740.83	3837.0
2022-08-22 04:05:00	ES	Futures	4740.83	4744.8	4739.7	4742.25	2602.0

> showing 50 of 19,264 rows — these rows as CSV

> unlock the full archive -- $79 one-time