PREVIEW / futures_5min / 2021-08-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-05.parquet
  size:    300 KB
  rows:    18,434

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
2021-08-05 00:00:00	ES	Futures	4958.38	4958.66	4957.82	4957.82	107.0
2021-08-05 00:05:00	ES	Futures	4957.82	4958.38	4957.82	4958.1	146.0
2021-08-05 00:10:00	ES	Futures	4958.1	4958.66	4958.1	4958.1	174.0
2021-08-05 00:15:00	ES	Futures	4957.82	4958.38	4957.82	4958.1	135.0
2021-08-05 00:20:00	ES	Futures	4957.82	4958.38	4957.82	4958.38	131.0
2021-08-05 00:25:00	ES	Futures	4958.38	4958.66	4958.1	4958.38	137.0
2021-08-05 00:30:00	ES	Futures	4958.1	4958.38	4957.82	4958.1	223.0
2021-08-05 00:35:00	ES	Futures	4958.1	4958.66	4957.82	4958.38	111.0
2021-08-05 00:40:00	ES	Futures	4958.1	4958.1	4957.82	4957.82	33.0
2021-08-05 00:45:00	ES	Futures	4958.1	4958.38	4958.1	4958.1	125.0
2021-08-05 00:50:00	ES	Futures	4958.1	4958.1	4957.82	4957.82	130.0
2021-08-05 00:55:00	ES	Futures	4957.82	4958.38	4957.54	4958.38	148.0
2021-08-05 01:00:00	ES	Futures	4958.38	4959.79	4958.1	4959.23	689.0
2021-08-05 01:05:00	ES	Futures	4959.23	4959.79	4959.23	4959.51	391.0
2021-08-05 01:10:00	ES	Futures	4959.51	4960.07	4959.23	4959.51	297.0
2021-08-05 01:15:00	ES	Futures	4959.51	4959.79	4958.66	4958.94	199.0
2021-08-05 01:20:00	ES	Futures	4958.66	4958.94	4958.1	4958.1	175.0
2021-08-05 01:25:00	ES	Futures	4958.1	4958.38	4957.82	4958.38	230.0
2021-08-05 01:30:00	ES	Futures	4958.38	4958.38	4956.97	4957.54	527.0
2021-08-05 01:35:00	ES	Futures	4957.54	4957.82	4956.13	4956.41	390.0
2021-08-05 01:40:00	ES	Futures	4956.13	4957.25	4956.13	4956.69	311.0
2021-08-05 01:45:00	ES	Futures	4956.69	4956.97	4956.41	4956.97	231.0
2021-08-05 01:50:00	ES	Futures	4956.69	4957.82	4956.41	4956.97	469.0
2021-08-05 01:55:00	ES	Futures	4956.69	4957.25	4956.41	4956.97	271.0
2021-08-05 02:00:00	ES	Futures	4956.97	4957.25	4955.28	4955.57	807.0
2021-08-05 02:05:00	ES	Futures	4955.57	4955.85	4953.59	4954.16	937.0
2021-08-05 02:10:00	ES	Futures	4954.16	4954.44	4953.03	4953.88	575.0
2021-08-05 02:15:00	ES	Futures	4953.88	4955.0	4953.59	4954.16	311.0
2021-08-05 02:20:00	ES	Futures	4954.16	4954.72	4953.59	4954.72	409.0
2021-08-05 02:25:00	ES	Futures	4954.44	4954.72	4952.75	4953.59	945.0
2021-08-05 02:30:00	ES	Futures	4953.59	4953.88	4949.93	4950.22	2247.0
2021-08-05 02:35:00	ES	Futures	4949.93	4951.34	4949.65	4951.34	1048.0
2021-08-05 02:40:00	ES	Futures	4951.06	4951.34	4950.22	4950.22	436.0
2021-08-05 02:45:00	ES	Futures	4950.22	4951.62	4949.93	4951.06	733.0
2021-08-05 02:50:00	ES	Futures	4950.78	4951.06	4948.81	4949.65	756.0
2021-08-05 02:55:00	ES	Futures	4949.37	4950.22	4949.09	4949.93	649.0
2021-08-05 03:00:00	ES	Futures	4949.93	4955.0	4949.93	4953.59	3179.0
2021-08-05 03:05:00	ES	Futures	4953.59	4958.94	4952.75	4958.1	2883.0
2021-08-05 03:10:00	ES	Futures	4957.82	4958.66	4956.69	4958.38	1507.0
2021-08-05 03:15:00	ES	Futures	4958.38	4960.63	4957.82	4958.94	1941.0
2021-08-05 03:20:00	ES	Futures	4958.94	4960.35	4957.82	4958.66	1550.0
2021-08-05 03:25:00	ES	Futures	4958.66	4959.51	4957.82	4958.66	1177.0
2021-08-05 03:30:00	ES	Futures	4958.94	4959.23	4957.54	4957.82	2004.0
2021-08-05 03:35:00	ES	Futures	4957.82	4958.94	4957.54	4958.66	1152.0
2021-08-05 03:40:00	ES	Futures	4958.38	4958.94	4957.82	4958.66	917.0
2021-08-05 03:45:00	ES	Futures	4958.66	4958.94	4957.82	4958.1	407.0
2021-08-05 03:50:00	ES	Futures	4958.1	4958.1	4956.41	4957.54	1050.0
2021-08-05 03:55:00	ES	Futures	4957.54	4959.79	4957.54	4959.23	1183.0
2021-08-05 04:00:00	ES	Futures	4959.23	4959.51	4957.54	4957.82	1016.0
2021-08-05 04:05:00	ES	Futures	4957.54	4957.82	4956.69	4957.54	953.0

> showing 50 of 18,434 rows — these rows as CSV

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