PREVIEW / futures_5min / 2021-08-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-09.parquet
  size:    299 KB
  rows:    18,439

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
2021-08-09 00:00:00	ES	Futures	4978.94	4979.78	4978.94	4979.22	139.0
2021-08-09 00:05:00	ES	Futures	4978.94	4978.94	4977.81	4978.09	259.0
2021-08-09 00:10:00	ES	Futures	4978.09	4978.66	4977.81	4978.37	171.0
2021-08-09 00:15:00	ES	Futures	4978.37	4979.5	4978.37	4979.22	245.0
2021-08-09 00:20:00	ES	Futures	4979.22	4979.5	4978.94	4979.22	150.0
2021-08-09 00:25:00	ES	Futures	4979.22	4979.22	4978.66	4978.66	71.0
2021-08-09 00:30:00	ES	Futures	4978.66	4979.78	4978.66	4979.5	192.0
2021-08-09 00:35:00	ES	Futures	4979.78	4979.78	4978.94	4978.94	130.0
2021-08-09 00:40:00	ES	Futures	4979.22	4979.5	4978.66	4979.5	168.0
2021-08-09 00:45:00	ES	Futures	4979.22	4979.5	4978.66	4978.66	138.0
2021-08-09 00:50:00	ES	Futures	4978.66	4979.5	4978.66	4978.94	155.0
2021-08-09 00:55:00	ES	Futures	4979.22	4979.22	4978.66	4978.66	144.0
2021-08-09 01:00:00	ES	Futures	4978.94	4979.5	4978.37	4979.5	287.0
2021-08-09 01:05:00	ES	Futures	4979.22	4979.5	4977.53	4978.09	390.0
2021-08-09 01:10:00	ES	Futures	4978.09	4978.66	4977.25	4977.53	475.0
2021-08-09 01:15:00	ES	Futures	4977.53	4977.81	4977.25	4977.81	231.0
2021-08-09 01:20:00	ES	Futures	4977.81	4978.37	4977.25	4977.53	233.0
2021-08-09 01:25:00	ES	Futures	4977.53	4978.37	4977.53	4977.81	282.0
2021-08-09 01:30:00	ES	Futures	4978.09	4978.37	4977.53	4978.09	173.0
2021-08-09 01:35:00	ES	Futures	4978.09	4978.94	4978.09	4978.94	241.0
2021-08-09 01:40:00	ES	Futures	4978.94	4979.5	4978.66	4978.66	276.0
2021-08-09 01:45:00	ES	Futures	4978.66	4979.22	4978.09	4979.22	155.0
2021-08-09 01:50:00	ES	Futures	4978.94	4979.22	4978.37	4978.94	227.0
2021-08-09 01:55:00	ES	Futures	4978.94	4978.94	4976.97	4977.25	732.0
2021-08-09 02:00:00	ES	Futures	4977.25	4977.25	4974.71	4975.84	1290.0
2021-08-09 02:05:00	ES	Futures	4975.84	4977.25	4973.87	4975.56	1267.0
2021-08-09 02:10:00	ES	Futures	4975.28	4975.28	4973.59	4973.87	728.0
2021-08-09 02:15:00	ES	Futures	4973.87	4975.56	4973.31	4974.43	608.0
2021-08-09 02:20:00	ES	Futures	4974.43	4976.12	4974.43	4974.71	718.0
2021-08-09 02:25:00	ES	Futures	4974.71	4974.99	4974.15	4974.71	481.0
2021-08-09 02:30:00	ES	Futures	4974.99	4974.99	4973.87	4974.71	864.0
2021-08-09 02:35:00	ES	Futures	4974.71	4975.28	4974.15	4974.99	457.0
2021-08-09 02:40:00	ES	Futures	4974.99	4974.99	4974.15	4974.71	478.0
2021-08-09 02:45:00	ES	Futures	4974.99	4974.99	4973.59	4974.71	422.0
2021-08-09 02:50:00	ES	Futures	4974.71	4976.4	4974.43	4976.4	467.0
2021-08-09 02:55:00	ES	Futures	4976.12	4976.68	4974.71	4975.56	1011.0
2021-08-09 03:00:00	ES	Futures	4975.56	4981.19	4974.99	4980.06	3822.0
2021-08-09 03:05:00	ES	Futures	4979.78	4984.01	4979.5	4983.44	3246.0
2021-08-09 03:10:00	ES	Futures	4983.44	4987.1	4980.06	4981.19	3763.0
2021-08-09 03:15:00	ES	Futures	4981.19	4982.32	4980.34	4981.47	1072.0
2021-08-09 03:20:00	ES	Futures	4981.47	4982.03	4979.78	4980.34	1340.0
2021-08-09 03:25:00	ES	Futures	4980.63	4981.75	4979.78	4980.91	832.0
2021-08-09 03:30:00	ES	Futures	4981.19	4982.32	4979.78	4981.47	1063.0
2021-08-09 03:35:00	ES	Futures	4981.47	4982.32	4979.78	4979.78	744.0
2021-08-09 03:40:00	ES	Futures	4979.78	4980.06	4977.81	4978.37	953.0
2021-08-09 03:45:00	ES	Futures	4978.37	4979.22	4977.53	4977.81	707.0
2021-08-09 03:50:00	ES	Futures	4978.09	4979.22	4977.81	4978.94	808.0
2021-08-09 03:55:00	ES	Futures	4978.94	4979.22	4978.37	4978.94	459.0
2021-08-09 04:00:00	ES	Futures	4978.66	4980.34	4977.25	4978.37	1312.0
2021-08-09 04:05:00	ES	Futures	4978.37	4978.66	4975.84	4976.4	1085.0

> showing 50 of 18,439 rows — these rows as CSV

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