PREVIEW / futures_5min / 2022-08-24

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-24.parquet
  size:    338 KB
  rows:    18,900

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
2022-08-24 00:00:00	ES	Futures	4663.78	4663.78	4662.65	4662.93	353.0
2022-08-24 00:05:00	ES	Futures	4663.22	4663.78	4662.37	4662.93	306.0
2022-08-24 00:10:00	ES	Futures	4662.65	4662.65	4660.95	4662.08	728.0
2022-08-24 00:15:00	ES	Futures	4662.08	4664.07	4662.08	4663.78	267.0
2022-08-24 00:20:00	ES	Futures	4663.78	4665.76	4663.78	4664.91	446.0
2022-08-24 00:25:00	ES	Futures	4664.63	4665.48	4664.35	4664.63	202.0
2022-08-24 00:30:00	ES	Futures	4664.63	4665.2	4664.63	4664.91	136.0
2022-08-24 00:35:00	ES	Futures	4664.91	4666.05	4664.07	4665.48	291.0
2022-08-24 00:40:00	ES	Futures	4665.2	4667.75	4664.91	4667.46	432.0
2022-08-24 00:45:00	ES	Futures	4667.46	4668.88	4666.9	4668.6	576.0
2022-08-24 00:50:00	ES	Futures	4668.6	4673.41	4668.6	4673.13	1271.0
2022-08-24 00:55:00	ES	Futures	4672.85	4675.11	4672.56	4673.98	1073.0
2022-08-24 01:00:00	ES	Futures	4673.7	4674.83	4672.56	4673.41	650.0
2022-08-24 01:05:00	ES	Futures	4673.13	4673.98	4672.28	4672.28	357.0
2022-08-24 01:10:00	ES	Futures	4672.28	4673.7	4671.71	4672.28	342.0
2022-08-24 01:15:00	ES	Futures	4672.28	4672.85	4670.86	4671.15	347.0
2022-08-24 01:20:00	ES	Futures	4671.15	4672.85	4670.86	4671.43	328.0
2022-08-24 01:25:00	ES	Futures	4671.71	4673.41	4671.15	4673.41	289.0
2022-08-24 01:30:00	ES	Futures	4673.13	4675.4	4672.56	4673.98	565.0
2022-08-24 01:35:00	ES	Futures	4674.26	4675.4	4673.7	4674.55	339.0
2022-08-24 01:40:00	ES	Futures	4674.83	4675.11	4673.7	4675.11	317.0
2022-08-24 01:45:00	ES	Futures	4674.83	4676.25	4673.98	4674.55	708.0
2022-08-24 01:50:00	ES	Futures	4674.55	4674.83	4672.56	4673.13	524.0
2022-08-24 01:55:00	ES	Futures	4673.13	4674.55	4672.85	4673.7	500.0
2022-08-24 02:00:00	ES	Futures	4673.98	4676.81	4673.41	4676.25	1156.0
2022-08-24 02:05:00	ES	Futures	4676.25	4679.08	4676.25	4679.08	979.0
2022-08-24 02:10:00	ES	Futures	4678.8	4678.8	4675.68	4675.96	627.0
2022-08-24 02:15:00	ES	Futures	4676.25	4676.25	4673.98	4673.98	344.0
2022-08-24 02:20:00	ES	Futures	4673.98	4674.26	4670.01	4671.43	1140.0
2022-08-24 02:25:00	ES	Futures	4671.71	4672.56	4670.86	4671.15	355.0
2022-08-24 02:30:00	ES	Futures	4671.15	4671.43	4668.6	4670.3	650.0
2022-08-24 02:35:00	ES	Futures	4670.3	4673.98	4670.3	4673.13	539.0
2022-08-24 02:40:00	ES	Futures	4673.41	4673.7	4671.43	4672.85	433.0
2022-08-24 02:45:00	ES	Futures	4672.56	4673.41	4671.15	4671.15	361.0
2022-08-24 02:50:00	ES	Futures	4671.15	4673.7	4670.01	4673.41	426.0
2022-08-24 02:55:00	ES	Futures	4673.41	4675.11	4673.13	4673.7	779.0
2022-08-24 03:00:00	ES	Futures	4673.7	4678.23	4670.3	4676.81	2335.0
2022-08-24 03:05:00	ES	Futures	4676.81	4678.8	4675.11	4675.68	1504.0
2022-08-24 03:10:00	ES	Futures	4675.68	4681.91	4674.26	4677.38	1667.0
2022-08-24 03:15:00	ES	Futures	4677.1	4677.38	4672.0	4672.56	1645.0
2022-08-24 03:20:00	ES	Futures	4672.56	4672.56	4666.9	4668.6	1976.0
2022-08-24 03:25:00	ES	Futures	4668.31	4668.6	4664.07	4665.76	2099.0
2022-08-24 03:30:00	ES	Futures	4665.76	4665.76	4657.83	4659.53	4392.0
2022-08-24 03:35:00	ES	Futures	4659.25	4666.9	4658.68	4666.33	2590.0
2022-08-24 03:40:00	ES	Futures	4666.61	4669.73	4665.76	4667.18	2337.0
2022-08-24 03:45:00	ES	Futures	4666.9	4671.15	4665.76	4670.01	1303.0
2022-08-24 03:50:00	ES	Futures	4669.73	4669.73	4666.33	4668.88	850.0
2022-08-24 03:55:00	ES	Futures	4669.16	4669.45	4664.63	4667.18	1358.0
2022-08-24 04:00:00	ES	Futures	4667.18	4672.28	4665.76	4670.86	2289.0
2022-08-24 04:05:00	ES	Futures	4670.58	4673.7	4670.3	4672.85	1519.0

> showing 50 of 18,900 rows — these rows as CSV

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