PREVIEW / futures_5min / 2022-08-23

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-23.parquet
  size:    356 KB
  rows:    19,303

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
2022-08-23 00:00:00	ES	Futures	4698.62	4700.32	4698.62	4699.19	686.0
2022-08-23 00:05:00	ES	Futures	4699.47	4699.47	4697.77	4697.77	257.0
2022-08-23 00:10:00	ES	Futures	4697.77	4698.34	4697.21	4697.49	309.0
2022-08-23 00:15:00	ES	Futures	4697.49	4698.34	4696.64	4696.64	363.0
2022-08-23 00:20:00	ES	Futures	4696.92	4697.49	4696.64	4697.21	313.0
2022-08-23 00:25:00	ES	Futures	4697.49	4697.77	4697.21	4697.21	196.0
2022-08-23 00:30:00	ES	Futures	4697.21	4698.34	4696.92	4698.06	296.0
2022-08-23 00:35:00	ES	Futures	4698.06	4698.06	4696.92	4697.21	210.0
2022-08-23 00:40:00	ES	Futures	4697.21	4697.21	4696.07	4696.64	266.0
2022-08-23 00:45:00	ES	Futures	4696.64	4696.64	4695.79	4695.79	369.0
2022-08-23 00:50:00	ES	Futures	4696.07	4696.07	4694.66	4695.22	779.0
2022-08-23 00:55:00	ES	Futures	4695.51	4695.51	4691.54	4693.81	1191.0
2022-08-23 01:00:00	ES	Futures	4693.53	4694.66	4691.83	4692.39	1468.0
2022-08-23 01:05:00	ES	Futures	4692.39	4692.96	4687.01	4687.58	1546.0
2022-08-23 01:10:00	ES	Futures	4687.86	4689.28	4687.01	4687.86	753.0
2022-08-23 01:15:00	ES	Futures	4687.86	4687.86	4684.74	4686.44	1276.0
2022-08-23 01:20:00	ES	Futures	4686.44	4687.01	4684.74	4685.88	897.0
2022-08-23 01:25:00	ES	Futures	4686.16	4686.44	4684.18	4685.31	722.0
2022-08-23 01:30:00	ES	Futures	4685.31	4685.88	4681.91	4682.19	1079.0
2022-08-23 01:35:00	ES	Futures	4682.19	4684.46	4681.34	4683.33	1329.0
2022-08-23 01:40:00	ES	Futures	4683.61	4687.58	4683.33	4686.73	923.0
2022-08-23 01:45:00	ES	Futures	4686.73	4687.01	4685.31	4685.59	682.0
2022-08-23 01:50:00	ES	Futures	4685.31	4687.01	4684.74	4686.16	410.0
2022-08-23 01:55:00	ES	Futures	4686.16	4687.58	4685.59	4685.59	698.0
2022-08-23 02:00:00	ES	Futures	4685.31	4689.84	4685.31	4689.28	1412.0
2022-08-23 02:05:00	ES	Futures	4688.99	4689.84	4682.76	4682.76	1232.0
2022-08-23 02:10:00	ES	Futures	4683.04	4683.89	4673.98	4674.83	4139.0
2022-08-23 02:15:00	ES	Futures	4674.55	4676.53	4674.26	4674.83	1525.0
2022-08-23 02:20:00	ES	Futures	4674.83	4675.11	4671.43	4673.13	2391.0
2022-08-23 02:25:00	ES	Futures	4673.13	4675.68	4672.28	4672.56	1451.0
2022-08-23 02:30:00	ES	Futures	4672.28	4674.55	4670.58	4671.43	1725.0
2022-08-23 02:35:00	ES	Futures	4671.71	4672.0	4666.05	4666.33	2242.0
2022-08-23 02:40:00	ES	Futures	4666.61	4672.56	4666.61	4672.28	2691.0
2022-08-23 02:45:00	ES	Futures	4672.28	4672.56	4669.45	4671.71	1182.0
2022-08-23 02:50:00	ES	Futures	4672.0	4675.11	4672.0	4673.98	1289.0
2022-08-23 02:55:00	ES	Futures	4674.26	4675.96	4673.7	4673.98	1097.0
2022-08-23 03:00:00	ES	Futures	4674.26	4681.34	4673.7	4680.49	2893.0
2022-08-23 03:05:00	ES	Futures	4680.78	4687.01	4680.78	4686.73	2767.0
2022-08-23 03:10:00	ES	Futures	4686.73	4688.71	4683.61	4684.74	2234.0
2022-08-23 03:15:00	ES	Futures	4684.46	4691.83	4681.63	4687.29	3490.0
2022-08-23 03:20:00	ES	Futures	4687.29	4694.94	4687.01	4694.38	2159.0
2022-08-23 03:25:00	ES	Futures	4694.09	4696.92	4692.11	4693.24	2328.0
2022-08-23 03:30:00	ES	Futures	4693.24	4696.07	4688.99	4689.28	2879.0
2022-08-23 03:35:00	ES	Futures	4689.28	4693.53	4687.86	4691.83	1991.0
2022-08-23 03:40:00	ES	Futures	4692.11	4700.04	4692.11	4698.62	3070.0
2022-08-23 03:45:00	ES	Futures	4698.62	4702.31	4698.06	4700.32	3365.0
2022-08-23 03:50:00	ES	Futures	4700.32	4701.17	4697.77	4700.61	1424.0
2022-08-23 03:55:00	ES	Futures	4700.61	4702.87	4700.04	4700.61	1202.0
2022-08-23 04:00:00	ES	Futures	4700.32	4706.27	4700.32	4705.42	2526.0
2022-08-23 04:05:00	ES	Futures	4705.14	4707.97	4703.16	4705.42	2032.0

> showing 50 of 19,303 rows — these rows as CSV

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