PREVIEW / futures_5min / 2021-08-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-02.parquet
  size:    316 KB
  rows:    18,984

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
2021-08-02 00:00:00	ES	Futures	4969.08	4969.08	4968.24	4968.8	197.0
2021-08-02 00:05:00	ES	Futures	4968.8	4969.36	4968.8	4969.36	173.0
2021-08-02 00:10:00	ES	Futures	4969.64	4969.64	4969.08	4969.08	233.0
2021-08-02 00:15:00	ES	Futures	4969.08	4969.64	4968.52	4969.36	308.0
2021-08-02 00:20:00	ES	Futures	4969.36	4969.64	4969.08	4969.08	242.0
2021-08-02 00:25:00	ES	Futures	4969.08	4969.36	4968.8	4968.8	204.0
2021-08-02 00:30:00	ES	Futures	4968.8	4969.36	4968.8	4969.36	169.0
2021-08-02 00:35:00	ES	Futures	4969.64	4970.49	4969.64	4969.93	417.0
2021-08-02 00:40:00	ES	Futures	4969.93	4970.21	4969.64	4970.21	133.0
2021-08-02 00:45:00	ES	Futures	4970.21	4970.21	4969.64	4969.64	254.0
2021-08-02 00:50:00	ES	Futures	4969.93	4969.93	4969.36	4969.93	174.0
2021-08-02 00:55:00	ES	Futures	4969.64	4969.93	4969.64	4969.93	134.0
2021-08-02 01:00:00	ES	Futures	4969.93	4970.21	4969.08	4969.93	749.0
2021-08-02 01:05:00	ES	Futures	4969.93	4969.93	4968.8	4969.08	677.0
2021-08-02 01:10:00	ES	Futures	4969.08	4970.21	4968.24	4970.21	521.0
2021-08-02 01:15:00	ES	Futures	4970.21	4970.21	4969.08	4969.64	353.0
2021-08-02 01:20:00	ES	Futures	4969.36	4970.21	4968.8	4969.93	396.0
2021-08-02 01:25:00	ES	Futures	4970.21	4970.77	4969.64	4969.93	634.0
2021-08-02 01:30:00	ES	Futures	4970.21	4971.62	4970.21	4971.62	858.0
2021-08-02 01:35:00	ES	Futures	4971.62	4973.31	4971.05	4971.62	1242.0
2021-08-02 01:40:00	ES	Futures	4971.62	4972.18	4971.05	4971.33	401.0
2021-08-02 01:45:00	ES	Futures	4971.33	4972.18	4969.93	4970.21	751.0
2021-08-02 01:50:00	ES	Futures	4969.93	4970.49	4969.08	4969.64	476.0
2021-08-02 01:55:00	ES	Futures	4969.36	4969.36	4968.52	4968.52	685.0
2021-08-02 02:00:00	ES	Futures	4968.52	4969.36	4965.98	4968.8	1630.0
2021-08-02 02:05:00	ES	Futures	4968.8	4970.49	4968.24	4969.36	924.0
2021-08-02 02:10:00	ES	Futures	4969.36	4969.64	4968.52	4969.08	495.0
2021-08-02 02:15:00	ES	Futures	4969.36	4970.49	4969.08	4970.21	581.0
2021-08-02 02:20:00	ES	Futures	4970.21	4971.33	4969.64	4969.64	683.0
2021-08-02 02:25:00	ES	Futures	4969.64	4969.64	4968.24	4968.52	706.0
2021-08-02 02:30:00	ES	Futures	4968.52	4970.49	4968.52	4969.93	605.0
2021-08-02 02:35:00	ES	Futures	4969.93	4970.77	4969.08	4970.49	449.0
2021-08-02 02:40:00	ES	Futures	4970.49	4971.05	4970.21	4970.77	569.0
2021-08-02 02:45:00	ES	Futures	4970.77	4971.62	4970.49	4971.62	564.0
2021-08-02 02:50:00	ES	Futures	4971.62	4972.18	4970.77	4971.05	603.0
2021-08-02 02:55:00	ES	Futures	4970.77	4971.33	4969.64	4969.93	633.0
2021-08-02 03:00:00	ES	Futures	4970.21	4976.12	4968.52	4974.99	6519.0
2021-08-02 03:05:00	ES	Futures	4974.99	4977.81	4974.99	4976.68	4437.0
2021-08-02 03:10:00	ES	Futures	4976.4	4976.97	4974.43	4976.12	2420.0
2021-08-02 03:15:00	ES	Futures	4976.12	4977.25	4974.99	4976.4	1865.0
2021-08-02 03:20:00	ES	Futures	4976.4	4976.97	4974.99	4975.84	1650.0
2021-08-02 03:25:00	ES	Futures	4975.84	4976.68	4974.71	4975.84	1520.0
2021-08-02 03:30:00	ES	Futures	4976.12	4976.68	4975.56	4976.4	1165.0
2021-08-02 03:35:00	ES	Futures	4976.4	4977.81	4976.12	4977.25	2713.0
2021-08-02 03:40:00	ES	Futures	4977.25	4978.09	4975.56	4975.56	1423.0
2021-08-02 03:45:00	ES	Futures	4975.84	4976.97	4975.84	4976.4	779.0
2021-08-02 03:50:00	ES	Futures	4976.4	4976.97	4974.71	4974.99	2449.0
2021-08-02 03:55:00	ES	Futures	4974.71	4975.28	4972.46	4973.59	3508.0
2021-08-02 04:00:00	ES	Futures	4973.87	4975.28	4972.74	4974.99	1941.0
2021-08-02 04:05:00	ES	Futures	4974.99	4975.56	4973.02	4974.15	1731.0

> showing 50 of 18,984 rows — these rows as CSV

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