PREVIEW / futures_5min / 2022-08-28

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-28.parquet
  size:    94 KB
  rows:    4,013

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
2022-08-28 18:00:00	ES	Futures	4559.54	4568.32	4555.86	4560.67	7023.0
2022-08-28 18:05:00	ES	Futures	4560.67	4562.37	4554.16	4558.69	3419.0
2022-08-28 18:10:00	ES	Futures	4558.69	4564.07	4558.4	4562.65	2359.0
2022-08-28 18:15:00	ES	Futures	4562.94	4565.49	4559.54	4559.82	1803.0
2022-08-28 18:20:00	ES	Futures	4560.1	4562.37	4557.56	4557.84	2323.0
2022-08-28 18:25:00	ES	Futures	4557.84	4563.5	4557.84	4560.39	1537.0
2022-08-28 18:30:00	ES	Futures	4560.39	4562.94	4560.39	4562.37	1149.0
2022-08-28 18:35:00	ES	Futures	4562.65	4564.07	4558.4	4560.67	1467.0
2022-08-28 18:40:00	ES	Futures	4560.67	4563.22	4559.82	4562.94	1081.0
2022-08-28 18:45:00	ES	Futures	4563.22	4566.34	4561.24	4564.92	1386.0
2022-08-28 18:50:00	ES	Futures	4564.92	4566.62	4562.65	4563.22	1073.0
2022-08-28 18:55:00	ES	Futures	4562.94	4564.07	4560.67	4561.52	613.0
2022-08-28 19:00:00	ES	Futures	4561.52	4563.22	4560.67	4560.95	522.0
2022-08-28 19:05:00	ES	Futures	4560.95	4561.8	4560.1	4560.67	332.0
2022-08-28 19:10:00	ES	Futures	4560.95	4561.24	4557.84	4558.4	733.0
2022-08-28 19:15:00	ES	Futures	4558.69	4559.82	4556.14	4557.56	867.0
2022-08-28 19:20:00	ES	Futures	4557.56	4558.97	4555.86	4556.42	688.0
2022-08-28 19:25:00	ES	Futures	4556.42	4556.42	4551.32	4553.02	2020.0
2022-08-28 19:30:00	ES	Futures	4553.02	4553.31	4547.64	4548.21	2362.0
2022-08-28 19:35:00	ES	Futures	4548.21	4549.91	4546.51	4547.36	1436.0
2022-08-28 19:40:00	ES	Futures	4547.36	4549.91	4546.22	4546.79	2172.0
2022-08-28 19:45:00	ES	Futures	4547.07	4547.36	4543.96	4544.24	2551.0
2022-08-28 19:50:00	ES	Futures	4544.24	4547.92	4543.96	4544.24	2043.0
2022-08-28 19:55:00	ES	Futures	4544.52	4547.64	4544.24	4547.36	1598.0
2022-08-28 20:00:00	ES	Futures	4547.36	4551.04	4545.09	4550.47	3190.0
2022-08-28 20:05:00	ES	Futures	4550.19	4550.76	4546.22	4547.92	1678.0
2022-08-28 20:10:00	ES	Futures	4548.21	4552.46	4546.22	4551.61	2793.0
2022-08-28 20:15:00	ES	Futures	4551.89	4557.56	4550.47	4551.61	3877.0
2022-08-28 20:20:00	ES	Futures	4551.61	4556.42	4551.61	4554.72	1828.0
2022-08-28 20:25:00	ES	Futures	4554.72	4555.57	4553.31	4554.44	1324.0
2022-08-28 20:30:00	ES	Futures	4554.44	4558.4	4552.46	4553.02	2443.0
2022-08-28 20:35:00	ES	Futures	4552.74	4555.01	4552.17	4554.16	1238.0
2022-08-28 20:40:00	ES	Futures	4554.16	4554.44	4549.62	4551.32	1533.0
2022-08-28 20:45:00	ES	Futures	4551.32	4551.32	4545.66	4547.64	2464.0
2022-08-28 20:50:00	ES	Futures	4547.64	4549.91	4547.07	4548.49	1214.0
2022-08-28 20:55:00	ES	Futures	4548.21	4548.49	4543.11	4545.66	2794.0
2022-08-28 21:00:00	ES	Futures	4545.37	4547.64	4544.24	4545.66	1587.0
2022-08-28 21:05:00	ES	Futures	4545.66	4550.47	4545.09	4550.19	1495.0
2022-08-28 21:10:00	ES	Futures	4550.47	4550.47	4544.52	4545.09	1257.0
2022-08-28 21:15:00	ES	Futures	4545.37	4546.79	4543.67	4544.52	1534.0
2022-08-28 21:20:00	ES	Futures	4544.81	4545.94	4542.26	4544.24	1557.0
2022-08-28 21:25:00	ES	Futures	4544.24	4545.09	4539.99	4542.54	1902.0
2022-08-28 21:30:00	ES	Futures	4542.54	4547.07	4542.26	4546.22	1753.0
2022-08-28 21:35:00	ES	Futures	4546.22	4547.07	4543.11	4546.79	1447.0
2022-08-28 21:40:00	ES	Futures	4546.51	4550.19	4545.66	4549.34	1601.0
2022-08-28 21:45:00	ES	Futures	4549.62	4549.91	4547.07	4548.49	915.0
2022-08-28 21:50:00	ES	Futures	4548.49	4551.61	4547.92	4551.61	1181.0
2022-08-28 21:55:00	ES	Futures	4551.61	4551.89	4549.62	4551.32	1129.0
2022-08-28 22:00:00	ES	Futures	4551.32	4551.89	4549.91	4551.32	688.0
2022-08-28 22:05:00	ES	Futures	4551.32	4555.86	4551.32	4553.87	1787.0

> showing 50 of 4,013 rows — these rows as CSV

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