PREVIEW / futures_5min / 2021-08-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-01.parquet
  size:    75 KB
  rows:    3,795

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
2021-08-01 18:00:00	ES	Futures	4951.9	4956.97	4950.5	4955.85	3687.0
2021-08-01 18:05:00	ES	Futures	4955.57	4958.1	4955.28	4957.54	714.0
2021-08-01 18:10:00	ES	Futures	4957.82	4959.23	4957.25	4957.82	939.0
2021-08-01 18:15:00	ES	Futures	4958.1	4958.66	4956.97	4958.1	638.0
2021-08-01 18:20:00	ES	Futures	4957.82	4960.35	4957.82	4960.07	1119.0
2021-08-01 18:25:00	ES	Futures	4960.07	4960.07	4959.23	4959.79	461.0
2021-08-01 18:30:00	ES	Futures	4959.79	4960.92	4959.51	4960.35	635.0
2021-08-01 18:35:00	ES	Futures	4960.35	4965.98	4959.79	4965.14	2508.0
2021-08-01 18:40:00	ES	Futures	4965.42	4965.7	4963.73	4964.86	1138.0
2021-08-01 18:45:00	ES	Futures	4964.86	4965.14	4962.89	4964.01	676.0
2021-08-01 18:50:00	ES	Futures	4963.73	4964.01	4963.17	4963.17	306.0
2021-08-01 18:55:00	ES	Futures	4962.89	4964.01	4962.89	4963.45	271.0
2021-08-01 19:00:00	ES	Futures	4963.45	4964.29	4963.17	4963.45	442.0
2021-08-01 19:05:00	ES	Futures	4963.45	4965.14	4963.45	4964.86	586.0
2021-08-01 19:10:00	ES	Futures	4964.58	4964.58	4962.32	4963.73	785.0
2021-08-01 19:15:00	ES	Futures	4963.45	4964.29	4962.61	4962.61	374.0
2021-08-01 19:20:00	ES	Futures	4962.61	4962.89	4961.76	4962.89	650.0
2021-08-01 19:25:00	ES	Futures	4963.17	4963.45	4962.04	4962.32	450.0
2021-08-01 19:30:00	ES	Futures	4962.32	4962.32	4959.51	4961.76	1285.0
2021-08-01 19:35:00	ES	Futures	4961.76	4963.45	4961.48	4962.89	598.0
2021-08-01 19:40:00	ES	Futures	4962.89	4963.45	4961.2	4961.48	584.0
2021-08-01 19:45:00	ES	Futures	4961.48	4962.61	4961.2	4962.61	582.0
2021-08-01 19:50:00	ES	Futures	4962.61	4963.45	4962.32	4963.45	590.0
2021-08-01 19:55:00	ES	Futures	4963.45	4964.86	4962.89	4963.73	1209.0
2021-08-01 20:00:00	ES	Futures	4963.73	4964.58	4960.63	4961.48	1426.0
2021-08-01 20:05:00	ES	Futures	4961.48	4962.04	4960.35	4961.48	1016.0
2021-08-01 20:10:00	ES	Futures	4961.48	4964.01	4961.48	4963.73	913.0
2021-08-01 20:15:00	ES	Futures	4963.73	4964.58	4962.32	4962.89	1187.0
2021-08-01 20:20:00	ES	Futures	4962.89	4964.58	4962.61	4964.01	692.0
2021-08-01 20:25:00	ES	Futures	4964.29	4964.86	4963.73	4964.58	771.0
2021-08-01 20:30:00	ES	Futures	4964.86	4965.98	4964.29	4965.7	786.0
2021-08-01 20:35:00	ES	Futures	4965.7	4967.96	4965.14	4967.67	1461.0
2021-08-01 20:40:00	ES	Futures	4967.67	4967.96	4966.55	4967.11	678.0
2021-08-01 20:45:00	ES	Futures	4967.39	4969.64	4967.39	4968.24	1764.0
2021-08-01 20:50:00	ES	Futures	4968.52	4970.21	4968.24	4969.93	1192.0
2021-08-01 20:55:00	ES	Futures	4969.93	4970.77	4967.96	4968.8	1247.0
2021-08-01 21:00:00	ES	Futures	4968.8	4970.49	4968.52	4969.64	902.0
2021-08-01 21:05:00	ES	Futures	4969.93	4969.93	4968.8	4969.08	447.0
2021-08-01 21:10:00	ES	Futures	4969.36	4969.93	4968.24	4969.64	735.0
2021-08-01 21:15:00	ES	Futures	4969.64	4970.21	4968.24	4969.36	851.0
2021-08-01 21:20:00	ES	Futures	4969.36	4969.36	4968.24	4969.08	513.0
2021-08-01 21:25:00	ES	Futures	4968.8	4971.33	4968.52	4970.49	1619.0
2021-08-01 21:30:00	ES	Futures	4970.21	4971.05	4969.36	4969.64	1010.0
2021-08-01 21:35:00	ES	Futures	4969.64	4970.49	4969.08	4970.21	908.0
2021-08-01 21:40:00	ES	Futures	4970.21	4970.49	4969.36	4969.36	991.0
2021-08-01 21:45:00	ES	Futures	4969.08	4969.36	4966.83	4967.96	1586.0
2021-08-01 21:50:00	ES	Futures	4967.67	4968.24	4966.83	4966.83	981.0
2021-08-01 21:55:00	ES	Futures	4966.83	4967.96	4966.55	4967.39	765.0
2021-08-01 22:00:00	ES	Futures	4967.39	4967.39	4962.04	4963.73	2424.0
2021-08-01 22:05:00	ES	Futures	4963.45	4964.29	4962.04	4962.32	1418.0

> showing 50 of 3,795 rows — these rows as CSV

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