PREVIEW / futures_5min / 2022-08-31

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-08-31.parquet
  size:    386 KB
  rows:    19,475

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
2022-08-31 00:00:00	ES	Futures	4543.67	4545.37	4543.67	4544.81	748.0
2022-08-31 00:05:00	ES	Futures	4544.81	4545.37	4543.67	4544.24	473.0
2022-08-31 00:10:00	ES	Futures	4544.24	4545.37	4543.67	4545.37	394.0
2022-08-31 00:15:00	ES	Futures	4545.37	4545.66	4545.09	4545.09	353.0
2022-08-31 00:20:00	ES	Futures	4545.09	4545.66	4544.81	4545.37	527.0
2022-08-31 00:25:00	ES	Futures	4545.37	4545.37	4543.67	4543.96	736.0
2022-08-31 00:30:00	ES	Futures	4543.96	4547.36	4543.11	4547.36	809.0
2022-08-31 00:35:00	ES	Futures	4547.36	4553.02	4547.07	4549.62	3300.0
2022-08-31 00:40:00	ES	Futures	4549.62	4550.76	4549.34	4549.62	755.0
2022-08-31 00:45:00	ES	Futures	4549.62	4549.62	4547.64	4547.92	593.0
2022-08-31 00:50:00	ES	Futures	4547.92	4548.49	4547.07	4547.64	562.0
2022-08-31 00:55:00	ES	Futures	4547.64	4548.21	4546.51	4547.64	457.0
2022-08-31 01:00:00	ES	Futures	4547.64	4547.92	4545.94	4546.22	434.0
2022-08-31 01:05:00	ES	Futures	4545.94	4546.79	4544.24	4545.94	539.0
2022-08-31 01:10:00	ES	Futures	4545.94	4548.77	4545.66	4547.92	579.0
2022-08-31 01:15:00	ES	Futures	4548.21	4549.34	4547.36	4548.21	486.0
2022-08-31 01:20:00	ES	Futures	4548.21	4550.76	4546.79	4550.19	729.0
2022-08-31 01:25:00	ES	Futures	4549.91	4552.46	4547.92	4547.92	961.0
2022-08-31 01:30:00	ES	Futures	4547.92	4548.49	4546.79	4547.64	637.0
2022-08-31 01:35:00	ES	Futures	4547.64	4547.64	4546.79	4547.07	398.0
2022-08-31 01:40:00	ES	Futures	4546.79	4547.07	4543.11	4543.39	880.0
2022-08-31 01:45:00	ES	Futures	4543.39	4543.96	4540.84	4541.69	1465.0
2022-08-31 01:50:00	ES	Futures	4541.69	4544.81	4541.69	4543.39	927.0
2022-08-31 01:55:00	ES	Futures	4543.67	4546.51	4543.11	4546.22	822.0
2022-08-31 02:00:00	ES	Futures	4546.22	4549.62	4544.24	4545.37	1930.0
2022-08-31 02:05:00	ES	Futures	4545.09	4549.34	4545.09	4548.77	1114.0
2022-08-31 02:10:00	ES	Futures	4549.06	4550.19	4547.36	4549.06	809.0
2022-08-31 02:15:00	ES	Futures	4548.77	4548.77	4541.98	4542.54	1367.0
2022-08-31 02:20:00	ES	Futures	4542.82	4544.24	4541.41	4542.54	805.0
2022-08-31 02:25:00	ES	Futures	4542.26	4543.67	4541.69	4542.54	960.0
2022-08-31 02:30:00	ES	Futures	4542.54	4542.54	4539.14	4541.41	1453.0
2022-08-31 02:35:00	ES	Futures	4541.41	4542.54	4539.99	4542.54	637.0
2022-08-31 02:40:00	ES	Futures	4542.54	4542.54	4539.14	4540.84	807.0
2022-08-31 02:45:00	ES	Futures	4540.84	4543.67	4540.56	4542.26	841.0
2022-08-31 02:50:00	ES	Futures	4541.98	4543.67	4540.84	4541.41	606.0
2022-08-31 02:55:00	ES	Futures	4541.69	4543.11	4540.84	4542.82	609.0
2022-08-31 03:00:00	ES	Futures	4542.82	4546.51	4541.69	4543.11	2985.0
2022-08-31 03:05:00	ES	Futures	4543.11	4544.52	4536.31	4539.71	2252.0
2022-08-31 03:10:00	ES	Futures	4539.43	4541.69	4535.74	4540.84	1928.0
2022-08-31 03:15:00	ES	Futures	4540.84	4544.52	4540.56	4543.96	1530.0
2022-08-31 03:20:00	ES	Futures	4543.96	4543.96	4539.43	4543.11	1143.0
2022-08-31 03:25:00	ES	Futures	4543.11	4543.39	4536.31	4538.58	1817.0
2022-08-31 03:30:00	ES	Futures	4538.29	4538.29	4534.04	4534.04	2091.0
2022-08-31 03:35:00	ES	Futures	4534.33	4536.31	4529.51	4533.48	2625.0
2022-08-31 03:40:00	ES	Futures	4533.48	4534.89	4528.09	4528.94	1731.0
2022-08-31 03:45:00	ES	Futures	4528.94	4528.94	4524.41	4526.4	2557.0
2022-08-31 03:50:00	ES	Futures	4526.4	4528.94	4524.7	4526.68	2275.0
2022-08-31 03:55:00	ES	Futures	4526.68	4530.64	4526.11	4526.4	2110.0
2022-08-31 04:00:00	ES	Futures	4526.11	4531.78	4524.13	4528.38	2549.0
2022-08-31 04:05:00	ES	Futures	4528.66	4529.51	4524.41	4525.26	2199.0

> showing 50 of 19,475 rows — these rows as CSV

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