PREVIEW / futures_5min / 2022-08-25

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-25.parquet
  size:    330 KB
  rows:    19,025

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
2022-08-25 00:00:00	ES	Futures	4707.12	4707.41	4706.27	4707.41	203.0
2022-08-25 00:05:00	ES	Futures	4707.41	4707.97	4707.41	4707.69	211.0
2022-08-25 00:10:00	ES	Futures	4707.69	4708.82	4707.69	4708.82	315.0
2022-08-25 00:15:00	ES	Futures	4708.82	4709.11	4707.41	4707.69	297.0
2022-08-25 00:20:00	ES	Futures	4707.69	4708.54	4707.41	4707.97	145.0
2022-08-25 00:25:00	ES	Futures	4708.26	4709.11	4707.97	4709.11	203.0
2022-08-25 00:30:00	ES	Futures	4709.11	4712.79	4709.11	4712.5	1213.0
2022-08-25 00:35:00	ES	Futures	4712.5	4712.79	4711.65	4711.65	324.0
2022-08-25 00:40:00	ES	Futures	4711.65	4712.22	4711.37	4711.37	335.0
2022-08-25 00:45:00	ES	Futures	4711.65	4712.22	4711.65	4712.22	268.0
2022-08-25 00:50:00	ES	Futures	4712.22	4714.2	4711.94	4714.2	928.0
2022-08-25 00:55:00	ES	Futures	4714.2	4714.77	4713.07	4713.64	559.0
2022-08-25 01:00:00	ES	Futures	4713.64	4717.32	4713.64	4715.9	1566.0
2022-08-25 01:05:00	ES	Futures	4715.62	4717.6	4715.34	4715.62	988.0
2022-08-25 01:10:00	ES	Futures	4715.9	4715.9	4714.49	4715.05	549.0
2022-08-25 01:15:00	ES	Futures	4714.77	4716.19	4714.2	4714.2	596.0
2022-08-25 01:20:00	ES	Futures	4714.2	4715.05	4712.79	4713.07	638.0
2022-08-25 01:25:00	ES	Futures	4712.79	4713.92	4712.5	4713.35	446.0
2022-08-25 01:30:00	ES	Futures	4713.35	4713.35	4712.22	4712.5	451.0
2022-08-25 01:35:00	ES	Futures	4712.5	4712.5	4711.37	4711.94	609.0
2022-08-25 01:40:00	ES	Futures	4711.94	4712.22	4711.37	4711.94	449.0
2022-08-25 01:45:00	ES	Futures	4711.94	4712.79	4711.37	4711.94	593.0
2022-08-25 01:50:00	ES	Futures	4711.94	4712.79	4711.37	4711.65	599.0
2022-08-25 01:55:00	ES	Futures	4711.65	4712.5	4711.37	4712.22	468.0
2022-08-25 02:00:00	ES	Futures	4712.22	4713.64	4711.65	4713.35	1041.0
2022-08-25 02:05:00	ES	Futures	4713.35	4713.64	4711.37	4712.5	575.0
2022-08-25 02:10:00	ES	Futures	4712.79	4715.9	4712.79	4715.05	646.0
2022-08-25 02:15:00	ES	Futures	4715.05	4743.38	4715.05	4739.7	14780.0
2022-08-25 02:20:00	ES	Futures	4739.98	4739.98	4730.92	4731.2	4273.0
2022-08-25 02:25:00	ES	Futures	4731.48	4734.88	4731.2	4733.75	1592.0
2022-08-25 02:30:00	ES	Futures	4734.03	4738.85	4732.62	4738.85	1596.0
2022-08-25 02:35:00	ES	Futures	4738.85	4739.13	4735.45	4737.43	1312.0
2022-08-25 02:40:00	ES	Futures	4737.15	4740.27	4736.3	4740.27	1484.0
2022-08-25 02:45:00	ES	Futures	4740.55	4745.08	4739.42	4740.27	3228.0
2022-08-25 02:50:00	ES	Futures	4740.27	4741.11	4736.3	4740.27	1877.0
2022-08-25 02:55:00	ES	Futures	4740.27	4740.27	4737.72	4737.72	1206.0
2022-08-25 03:00:00	ES	Futures	4738.28	4739.7	4735.45	4738.28	2861.0
2022-08-25 03:05:00	ES	Futures	4738.28	4738.85	4736.02	4737.15	1258.0
2022-08-25 03:10:00	ES	Futures	4737.15	4737.43	4733.75	4735.17	1808.0
2022-08-25 03:15:00	ES	Futures	4735.17	4740.27	4734.6	4739.42	1680.0
2022-08-25 03:20:00	ES	Futures	4739.7	4740.27	4736.02	4737.72	1473.0
2022-08-25 03:25:00	ES	Futures	4737.72	4738.85	4735.73	4738.28	1132.0
2022-08-25 03:30:00	ES	Futures	4738.28	4738.28	4733.47	4734.6	1537.0
2022-08-25 03:35:00	ES	Futures	4734.6	4736.02	4734.03	4735.17	1575.0
2022-08-25 03:40:00	ES	Futures	4735.17	4737.15	4734.32	4736.3	1608.0
2022-08-25 03:45:00	ES	Futures	4736.3	4737.15	4735.17	4735.73	1395.0
2022-08-25 03:50:00	ES	Futures	4735.45	4739.98	4735.45	4738.28	1575.0
2022-08-25 03:55:00	ES	Futures	4738.28	4741.11	4738.28	4740.83	1167.0
2022-08-25 04:00:00	ES	Futures	4740.83	4742.81	4737.72	4738.0	2511.0
2022-08-25 04:05:00	ES	Futures	4737.72	4739.98	4735.73	4736.02	1532.0

> showing 50 of 19,025 rows — these rows as CSV

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