PREVIEW / futures_5min / 2021-08-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-03.parquet
  size:    306 KB
  rows:    18,716

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
2021-08-03 00:00:00	ES	Futures	4941.2	4941.49	4940.36	4940.64	255.0
2021-08-03 00:05:00	ES	Futures	4940.64	4941.77	4940.36	4941.49	180.0
2021-08-03 00:10:00	ES	Futures	4941.49	4941.49	4940.08	4940.64	164.0
2021-08-03 00:15:00	ES	Futures	4940.64	4942.05	4940.64	4941.77	225.0
2021-08-03 00:20:00	ES	Futures	4942.05	4942.05	4940.36	4940.64	221.0
2021-08-03 00:25:00	ES	Futures	4940.64	4941.2	4940.08	4940.08	198.0
2021-08-03 00:30:00	ES	Futures	4940.36	4943.18	4940.36	4942.33	609.0
2021-08-03 00:35:00	ES	Futures	4942.33	4942.61	4942.05	4942.05	186.0
2021-08-03 00:40:00	ES	Futures	4942.33	4943.18	4942.33	4942.33	284.0
2021-08-03 00:45:00	ES	Futures	4942.61	4942.89	4942.05	4942.05	101.0
2021-08-03 00:50:00	ES	Futures	4942.05	4943.18	4941.49	4943.18	237.0
2021-08-03 00:55:00	ES	Futures	4943.18	4943.46	4942.89	4942.89	179.0
2021-08-03 01:00:00	ES	Futures	4942.89	4946.55	4942.89	4945.43	1031.0
2021-08-03 01:05:00	ES	Futures	4945.43	4946.84	4944.87	4945.99	990.0
2021-08-03 01:10:00	ES	Futures	4946.27	4947.12	4945.43	4945.99	740.0
2021-08-03 01:15:00	ES	Futures	4946.27	4946.55	4944.3	4945.15	494.0
2021-08-03 01:20:00	ES	Futures	4945.15	4946.84	4944.87	4945.99	366.0
2021-08-03 01:25:00	ES	Futures	4945.99	4946.55	4945.43	4946.27	305.0
2021-08-03 01:30:00	ES	Futures	4946.55	4946.55	4944.58	4945.15	411.0
2021-08-03 01:35:00	ES	Futures	4945.15	4946.27	4944.87	4945.15	294.0
2021-08-03 01:40:00	ES	Futures	4945.15	4945.71	4944.58	4945.43	421.0
2021-08-03 01:45:00	ES	Futures	4945.43	4946.55	4945.43	4946.55	357.0
2021-08-03 01:50:00	ES	Futures	4946.55	4946.55	4945.43	4945.71	248.0
2021-08-03 01:55:00	ES	Futures	4945.71	4946.27	4945.15	4945.71	300.0
2021-08-03 02:00:00	ES	Futures	4945.99	4948.81	4945.71	4947.68	1279.0
2021-08-03 02:05:00	ES	Futures	4947.4	4948.53	4947.12	4947.68	527.0
2021-08-03 02:10:00	ES	Futures	4947.96	4948.53	4946.84	4947.12	397.0
2021-08-03 02:15:00	ES	Futures	4947.12	4947.4	4945.99	4946.27	658.0
2021-08-03 02:20:00	ES	Futures	4945.99	4946.84	4945.43	4945.99	601.0
2021-08-03 02:25:00	ES	Futures	4945.99	4945.99	4944.58	4945.15	570.0
2021-08-03 02:30:00	ES	Futures	4945.15	4945.99	4944.87	4945.15	474.0
2021-08-03 02:35:00	ES	Futures	4945.43	4945.99	4945.15	4945.43	383.0
2021-08-03 02:40:00	ES	Futures	4945.43	4945.99	4945.15	4945.15	241.0
2021-08-03 02:45:00	ES	Futures	4945.43	4947.68	4945.43	4947.4	593.0
2021-08-03 02:50:00	ES	Futures	4947.4	4947.68	4947.12	4947.4	341.0
2021-08-03 02:55:00	ES	Futures	4947.12	4948.24	4945.99	4946.84	573.0
2021-08-03 03:00:00	ES	Futures	4947.12	4948.24	4944.02	4945.43	3476.0
2021-08-03 03:05:00	ES	Futures	4945.43	4947.4	4944.02	4944.3	2230.0
2021-08-03 03:10:00	ES	Futures	4944.3	4944.87	4941.77	4943.74	2927.0
2021-08-03 03:15:00	ES	Futures	4943.74	4947.68	4943.74	4947.4	2231.0
2021-08-03 03:20:00	ES	Futures	4947.12	4947.4	4945.43	4945.71	1804.0
2021-08-03 03:25:00	ES	Futures	4945.71	4947.68	4944.58	4946.55	1414.0
2021-08-03 03:30:00	ES	Futures	4946.27	4951.34	4946.27	4950.22	3432.0
2021-08-03 03:35:00	ES	Futures	4950.22	4951.9	4949.37	4949.65	2205.0
2021-08-03 03:40:00	ES	Futures	4949.65	4951.9	4948.81	4949.09	1861.0
2021-08-03 03:45:00	ES	Futures	4948.81	4950.78	4948.24	4950.5	1217.0
2021-08-03 03:50:00	ES	Futures	4950.5	4952.75	4950.22	4950.22	1545.0
2021-08-03 03:55:00	ES	Futures	4950.5	4950.78	4949.09	4949.09	793.0
2021-08-03 04:00:00	ES	Futures	4949.09	4950.5	4949.09	4949.65	1186.0
2021-08-03 04:05:00	ES	Futures	4949.37	4950.22	4948.81	4949.37	883.0

> showing 50 of 18,716 rows — these rows as CSV

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