PREVIEW / futures_5min / 2022-08-26

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-26.parquet
  size:    325 KB
  rows:    15,958

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
2022-08-26 00:00:00	ES	Futures	4756.98	4757.26	4755.85	4756.41	701.0
2022-08-26 00:05:00	ES	Futures	4756.41	4756.41	4755.28	4755.28	379.0
2022-08-26 00:10:00	ES	Futures	4755.56	4755.56	4755.0	4755.56	305.0
2022-08-26 00:15:00	ES	Futures	4755.56	4755.56	4753.86	4754.15	319.0
2022-08-26 00:20:00	ES	Futures	4754.15	4754.71	4753.86	4754.71	277.0
2022-08-26 00:25:00	ES	Futures	4755.0	4755.85	4754.71	4755.0	245.0
2022-08-26 00:30:00	ES	Futures	4755.28	4755.56	4755.0	4755.56	138.0
2022-08-26 00:35:00	ES	Futures	4755.28	4755.56	4755.0	4755.28	146.0
2022-08-26 00:40:00	ES	Futures	4755.28	4755.85	4754.71	4755.0	246.0
2022-08-26 00:45:00	ES	Futures	4755.0	4755.56	4755.0	4755.56	204.0
2022-08-26 00:50:00	ES	Futures	4755.56	4755.56	4753.58	4753.58	242.0
2022-08-26 00:55:00	ES	Futures	4753.86	4754.15	4753.01	4753.58	401.0
2022-08-26 01:00:00	ES	Futures	4753.86	4753.86	4752.45	4752.73	484.0
2022-08-26 01:05:00	ES	Futures	4752.45	4754.15	4752.16	4753.01	415.0
2022-08-26 01:10:00	ES	Futures	4753.3	4753.58	4752.16	4753.58	426.0
2022-08-26 01:15:00	ES	Futures	4753.3	4755.0	4753.3	4753.86	342.0
2022-08-26 01:20:00	ES	Futures	4754.15	4754.71	4753.58	4753.86	219.0
2022-08-26 01:25:00	ES	Futures	4753.86	4754.15	4753.3	4753.86	202.0
2022-08-26 01:30:00	ES	Futures	4753.58	4753.58	4751.31	4752.45	602.0
2022-08-26 01:35:00	ES	Futures	4752.45	4752.73	4750.75	4751.03	566.0
2022-08-26 01:40:00	ES	Futures	4750.75	4752.73	4750.75	4752.16	463.0
2022-08-26 01:45:00	ES	Futures	4752.16	4752.45	4750.18	4751.03	693.0
2022-08-26 01:50:00	ES	Futures	4751.03	4752.45	4750.75	4751.88	552.0
2022-08-26 01:55:00	ES	Futures	4751.6	4751.88	4749.9	4751.31	790.0
2022-08-26 02:00:00	ES	Futures	4751.31	4751.6	4749.05	4751.31	1162.0
2022-08-26 02:05:00	ES	Futures	4751.31	4751.31	4749.05	4749.9	746.0
2022-08-26 02:10:00	ES	Futures	4750.18	4750.75	4748.48	4749.61	833.0
2022-08-26 02:15:00	ES	Futures	4749.61	4750.75	4748.2	4750.75	696.0
2022-08-26 02:20:00	ES	Futures	4751.03	4751.6	4749.9	4749.9	505.0
2022-08-26 02:25:00	ES	Futures	4749.9	4751.6	4749.61	4751.03	592.0
2022-08-26 02:30:00	ES	Futures	4751.31	4753.58	4751.03	4752.73	940.0
2022-08-26 02:35:00	ES	Futures	4752.73	4754.15	4751.88	4753.3	675.0
2022-08-26 02:40:00	ES	Futures	4753.3	4753.86	4751.88	4752.73	862.0
2022-08-26 02:45:00	ES	Futures	4752.45	4753.58	4752.16	4752.45	410.0
2022-08-26 02:50:00	ES	Futures	4752.45	4752.73	4751.03	4751.88	422.0
2022-08-26 02:55:00	ES	Futures	4751.88	4753.86	4751.88	4753.01	563.0
2022-08-26 03:00:00	ES	Futures	4753.01	4753.86	4749.05	4749.33	2472.0
2022-08-26 03:05:00	ES	Futures	4749.33	4753.01	4749.33	4751.6	2187.0
2022-08-26 03:10:00	ES	Futures	4751.88	4753.3	4749.33	4752.16	1275.0
2022-08-26 03:15:00	ES	Futures	4752.45	4752.73	4750.18	4751.31	1002.0
2022-08-26 03:20:00	ES	Futures	4751.31	4755.56	4751.31	4754.71	1223.0
2022-08-26 03:25:00	ES	Futures	4755.0	4757.83	4754.71	4756.41	1677.0
2022-08-26 03:30:00	ES	Futures	4756.41	4756.98	4751.31	4752.45	1486.0
2022-08-26 03:35:00	ES	Futures	4752.45	4752.45	4750.18	4751.31	862.0
2022-08-26 03:40:00	ES	Futures	4751.03	4751.31	4745.65	4747.63	1862.0
2022-08-26 03:45:00	ES	Futures	4747.35	4748.76	4746.78	4748.76	761.0
2022-08-26 03:50:00	ES	Futures	4748.76	4749.61	4747.06	4748.2	1273.0
2022-08-26 03:55:00	ES	Futures	4747.91	4749.61	4746.78	4747.91	1345.0
2022-08-26 04:00:00	ES	Futures	4747.91	4748.2	4743.95	4745.36	2450.0
2022-08-26 04:05:00	ES	Futures	4745.36	4746.21	4743.66	4745.65	1554.0

> showing 50 of 15,958 rows — these rows as CSV

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