PREVIEW / futures_5min / 2021-08-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-06.parquet
  size:    263 KB
  rows:    15,053

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
2021-08-06 00:00:00	ES	Futures	4978.37	4978.66	4977.81	4977.81	214.0
2021-08-06 00:05:00	ES	Futures	4978.09	4978.66	4977.81	4978.09	191.0
2021-08-06 00:10:00	ES	Futures	4978.37	4978.37	4978.09	4978.37	160.0
2021-08-06 00:15:00	ES	Futures	4978.37	4978.37	4977.25	4977.25	200.0
2021-08-06 00:20:00	ES	Futures	4977.25	4977.53	4976.68	4977.25	270.0
2021-08-06 00:25:00	ES	Futures	4977.25	4977.81	4977.25	4977.81	138.0
2021-08-06 00:30:00	ES	Futures	4977.81	4978.37	4977.53	4978.09	213.0
2021-08-06 00:35:00	ES	Futures	4978.09	4978.37	4977.81	4977.81	150.0
2021-08-06 00:40:00	ES	Futures	4977.81	4978.09	4977.53	4977.81	101.0
2021-08-06 00:45:00	ES	Futures	4977.81	4978.37	4977.53	4978.37	73.0
2021-08-06 00:50:00	ES	Futures	4978.09	4978.09	4977.53	4977.81	82.0
2021-08-06 00:55:00	ES	Futures	4977.53	4977.81	4977.25	4977.53	95.0
2021-08-06 01:00:00	ES	Futures	4977.53	4978.09	4977.53	4977.81	298.0
2021-08-06 01:05:00	ES	Futures	4977.81	4977.81	4976.68	4976.68	307.0
2021-08-06 01:10:00	ES	Futures	4976.97	4977.25	4976.4	4977.25	433.0
2021-08-06 01:15:00	ES	Futures	4977.25	4978.09	4976.97	4977.53	270.0
2021-08-06 01:20:00	ES	Futures	4977.53	4977.81	4976.97	4977.25	170.0
2021-08-06 01:25:00	ES	Futures	4977.25	4977.53	4976.68	4976.97	258.0
2021-08-06 01:30:00	ES	Futures	4977.25	4978.09	4976.97	4978.09	354.0
2021-08-06 01:35:00	ES	Futures	4978.09	4978.09	4976.97	4977.25	362.0
2021-08-06 01:40:00	ES	Futures	4977.53	4977.81	4977.25	4977.53	209.0
2021-08-06 01:45:00	ES	Futures	4977.53	4978.37	4977.53	4978.09	204.0
2021-08-06 01:50:00	ES	Futures	4978.09	4979.22	4978.09	4978.94	522.0
2021-08-06 01:55:00	ES	Futures	4978.94	4979.22	4978.66	4979.22	264.0
2021-08-06 02:00:00	ES	Futures	4978.94	4978.94	4977.81	4978.94	914.0
2021-08-06 02:05:00	ES	Futures	4978.94	4978.94	4978.37	4978.66	278.0
2021-08-06 02:10:00	ES	Futures	4978.66	4979.22	4978.37	4978.94	279.0
2021-08-06 02:15:00	ES	Futures	4978.94	4978.94	4977.81	4978.66	332.0
2021-08-06 02:20:00	ES	Futures	4978.94	4980.06	4978.37	4980.06	723.0
2021-08-06 02:25:00	ES	Futures	4980.06	4980.34	4979.5	4979.5	520.0
2021-08-06 02:30:00	ES	Futures	4979.78	4980.06	4979.5	4979.5	343.0
2021-08-06 02:35:00	ES	Futures	4979.78	4980.34	4979.22	4979.78	315.0
2021-08-06 02:40:00	ES	Futures	4980.06	4980.06	4977.81	4978.66	928.0
2021-08-06 02:45:00	ES	Futures	4978.66	4978.94	4978.37	4978.66	497.0
2021-08-06 02:50:00	ES	Futures	4978.66	4978.94	4978.09	4978.09	271.0
2021-08-06 02:55:00	ES	Futures	4978.09	4978.66	4977.81	4978.66	378.0
2021-08-06 03:00:00	ES	Futures	4978.37	4979.22	4977.25	4978.66	2261.0
2021-08-06 03:05:00	ES	Futures	4978.37	4978.66	4976.97	4977.53	2452.0
2021-08-06 03:10:00	ES	Futures	4977.25	4977.25	4975.28	4976.12	1533.0
2021-08-06 03:15:00	ES	Futures	4975.84	4976.97	4974.99	4976.68	997.0
2021-08-06 03:20:00	ES	Futures	4976.97	4977.25	4976.12	4976.97	624.0
2021-08-06 03:25:00	ES	Futures	4976.97	4978.09	4976.68	4977.25	754.0
2021-08-06 03:30:00	ES	Futures	4977.25	4977.25	4975.84	4976.12	529.0
2021-08-06 03:35:00	ES	Futures	4975.84	4976.4	4974.99	4975.84	531.0
2021-08-06 03:40:00	ES	Futures	4975.84	4976.97	4975.56	4976.68	695.0
2021-08-06 03:45:00	ES	Futures	4976.4	4976.68	4975.56	4976.4	701.0
2021-08-06 03:50:00	ES	Futures	4976.4	4977.81	4975.84	4976.68	1094.0
2021-08-06 03:55:00	ES	Futures	4976.68	4977.25	4976.4	4977.25	461.0
2021-08-06 04:00:00	ES	Futures	4977.25	4977.25	4975.56	4975.84	675.0
2021-08-06 04:05:00	ES	Futures	4975.84	4976.12	4975.28	4975.56	551.0

> showing 50 of 15,053 rows — these rows as CSV

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