PREVIEW / futures_5min / 2021-08-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-08.parquet
  size:    75 KB
  rows:    3,654

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
2021-08-08 00:00:00	ES	Futures	4978.94	4978.94	4978.94	4978.94	12.0
2021-08-08 18:00:00	ES	Futures	4987.38	4989.07	4986.54	4987.38	1126.0
2021-08-08 18:05:00	ES	Futures	4987.38	4987.38	4985.13	4986.26	860.0
2021-08-08 18:10:00	ES	Futures	4986.26	4987.1	4985.69	4985.98	405.0
2021-08-08 18:15:00	ES	Futures	4985.98	4986.54	4984.85	4985.13	669.0
2021-08-08 18:20:00	ES	Futures	4985.13	4986.54	4984.85	4986.54	481.0
2021-08-08 18:25:00	ES	Futures	4986.54	4986.54	4985.13	4985.41	316.0
2021-08-08 18:30:00	ES	Futures	4985.41	4985.69	4984.01	4984.85	550.0
2021-08-08 18:35:00	ES	Futures	4984.57	4985.69	4984.57	4984.57	346.0
2021-08-08 18:40:00	ES	Futures	4984.57	4984.57	4983.16	4984.01	541.0
2021-08-08 18:45:00	ES	Futures	4984.29	4984.57	4982.03	4982.32	665.0
2021-08-08 18:50:00	ES	Futures	4982.32	4982.88	4981.47	4982.32	619.0
2021-08-08 18:55:00	ES	Futures	4982.32	4983.44	4980.63	4982.03	1108.0
2021-08-08 19:00:00	ES	Futures	4982.03	4982.32	4976.4	4978.09	1915.0
2021-08-08 19:05:00	ES	Futures	4978.37	4978.94	4974.71	4976.68	2049.0
2021-08-08 19:10:00	ES	Futures	4976.68	4977.53	4975.56	4976.68	797.0
2021-08-08 19:15:00	ES	Futures	4976.68	4976.68	4974.43	4974.99	1520.0
2021-08-08 19:20:00	ES	Futures	4974.71	4977.25	4974.71	4976.68	941.0
2021-08-08 19:25:00	ES	Futures	4976.97	4977.25	4974.99	4976.68	751.0
2021-08-08 19:30:00	ES	Futures	4976.97	4976.97	4974.99	4974.99	798.0
2021-08-08 19:35:00	ES	Futures	4974.99	4975.28	4970.77	4971.62	2829.0
2021-08-08 19:40:00	ES	Futures	4971.62	4972.74	4970.21	4972.18	1469.0
2021-08-08 19:45:00	ES	Futures	4972.18	4973.02	4971.62	4972.46	1035.0
2021-08-08 19:50:00	ES	Futures	4972.46	4973.02	4971.33	4971.9	670.0
2021-08-08 19:55:00	ES	Futures	4972.18	4973.31	4972.18	4972.74	473.0
2021-08-08 20:00:00	ES	Futures	4972.74	4973.02	4969.64	4971.05	1653.0
2021-08-08 20:05:00	ES	Futures	4971.05	4971.62	4970.21	4971.62	782.0
2021-08-08 20:10:00	ES	Futures	4971.62	4972.18	4971.05	4971.9	508.0
2021-08-08 20:15:00	ES	Futures	4971.9	4972.74	4970.77	4971.9	1289.0
2021-08-08 20:20:00	ES	Futures	4972.18	4973.31	4971.9	4972.74	563.0
2021-08-08 20:25:00	ES	Futures	4972.74	4973.02	4972.18	4972.18	371.0
2021-08-08 20:30:00	ES	Futures	4972.18	4973.31	4971.9	4973.31	491.0
2021-08-08 20:35:00	ES	Futures	4973.31	4974.99	4973.02	4974.15	887.0
2021-08-08 20:40:00	ES	Futures	4974.43	4974.99	4973.59	4974.15	636.0
2021-08-08 20:45:00	ES	Futures	4974.15	4974.15	4972.46	4972.46	488.0
2021-08-08 20:50:00	ES	Futures	4972.18	4973.31	4971.9	4973.31	337.0
2021-08-08 20:55:00	ES	Futures	4973.31	4974.43	4973.02	4973.87	622.0
2021-08-08 21:00:00	ES	Futures	4974.15	4974.99	4973.87	4974.43	903.0
2021-08-08 21:05:00	ES	Futures	4974.43	4974.71	4973.87	4974.43	431.0
2021-08-08 21:10:00	ES	Futures	4974.43	4975.56	4974.15	4974.99	487.0
2021-08-08 21:15:00	ES	Futures	4974.71	4974.71	4973.31	4973.87	670.0
2021-08-08 21:20:00	ES	Futures	4973.87	4974.43	4972.46	4972.74	748.0
2021-08-08 21:25:00	ES	Futures	4972.74	4974.15	4972.46	4973.87	274.0
2021-08-08 21:30:00	ES	Futures	4973.87	4974.43	4973.02	4974.15	601.0
2021-08-08 21:35:00	ES	Futures	4974.15	4974.99	4973.59	4974.71	657.0
2021-08-08 21:40:00	ES	Futures	4974.71	4976.12	4974.43	4975.84	959.0
2021-08-08 21:45:00	ES	Futures	4976.12	4977.25	4975.56	4976.68	1094.0
2021-08-08 21:50:00	ES	Futures	4976.68	4976.68	4976.12	4976.4	432.0
2021-08-08 21:55:00	ES	Futures	4976.12	4976.4	4974.71	4974.99	505.0
2021-08-08 22:00:00	ES	Futures	4974.99	4977.25	4974.99	4976.97	572.0

> showing 50 of 3,654 rows — these rows as CSV

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