PREVIEW / futures_5min / 2021-08-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-10.parquet
  size:    288 KB
  rows:    18,151

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
2021-08-10 00:00:00	ES	Futures	4976.97	4977.25	4976.4	4976.97	228.0
2021-08-10 00:05:00	ES	Futures	4976.97	4976.97	4976.4	4976.97	116.0
2021-08-10 00:10:00	ES	Futures	4976.97	4977.25	4976.68	4976.97	141.0
2021-08-10 00:15:00	ES	Futures	4976.97	4978.09	4976.4	4977.53	403.0
2021-08-10 00:20:00	ES	Futures	4977.53	4977.81	4977.25	4977.81	151.0
2021-08-10 00:25:00	ES	Futures	4977.81	4977.81	4976.97	4977.25	165.0
2021-08-10 00:30:00	ES	Futures	4977.25	4977.81	4976.97	4977.25	213.0
2021-08-10 00:35:00	ES	Futures	4977.53	4978.37	4977.25	4978.37	335.0
2021-08-10 00:40:00	ES	Futures	4978.37	4978.94	4978.09	4978.37	235.0
2021-08-10 00:45:00	ES	Futures	4978.37	4978.66	4978.09	4978.37	107.0
2021-08-10 00:50:00	ES	Futures	4978.09	4979.5	4978.09	4979.22	276.0
2021-08-10 00:55:00	ES	Futures	4979.22	4979.5	4978.94	4979.22	205.0
2021-08-10 01:00:00	ES	Futures	4978.94	4979.78	4978.66	4978.66	348.0
2021-08-10 01:05:00	ES	Futures	4978.94	4979.5	4978.66	4978.94	275.0
2021-08-10 01:10:00	ES	Futures	4978.94	4979.22	4978.37	4979.22	241.0
2021-08-10 01:15:00	ES	Futures	4979.22	4979.22	4978.37	4978.94	153.0
2021-08-10 01:20:00	ES	Futures	4978.94	4979.22	4978.37	4978.66	318.0
2021-08-10 01:25:00	ES	Futures	4978.94	4979.78	4978.66	4979.22	560.0
2021-08-10 01:30:00	ES	Futures	4979.5	4980.06	4979.22	4979.5	512.0
2021-08-10 01:35:00	ES	Futures	4979.78	4980.63	4979.5	4980.06	463.0
2021-08-10 01:40:00	ES	Futures	4980.06	4982.03	4980.06	4981.75	778.0
2021-08-10 01:45:00	ES	Futures	4981.75	4982.03	4980.91	4981.19	570.0
2021-08-10 01:50:00	ES	Futures	4980.91	4981.19	4979.78	4980.06	339.0
2021-08-10 01:55:00	ES	Futures	4980.06	4980.91	4979.78	4979.78	474.0
2021-08-10 02:00:00	ES	Futures	4980.06	4980.34	4978.37	4979.5	587.0
2021-08-10 02:05:00	ES	Futures	4979.5	4979.5	4978.94	4979.22	475.0
2021-08-10 02:10:00	ES	Futures	4979.22	4979.5	4978.94	4979.5	236.0
2021-08-10 02:15:00	ES	Futures	4979.22	4980.34	4979.22	4979.78	360.0
2021-08-10 02:20:00	ES	Futures	4979.5	4979.78	4979.5	4979.5	437.0
2021-08-10 02:25:00	ES	Futures	4979.5	4979.78	4979.22	4979.5	219.0
2021-08-10 02:30:00	ES	Futures	4979.78	4980.91	4979.5	4980.91	364.0
2021-08-10 02:35:00	ES	Futures	4980.91	4981.19	4980.63	4981.19	528.0
2021-08-10 02:40:00	ES	Futures	4981.19	4981.75	4980.91	4981.47	475.0
2021-08-10 02:45:00	ES	Futures	4981.47	4981.47	4980.34	4980.63	352.0
2021-08-10 02:50:00	ES	Futures	4980.91	4981.19	4980.06	4980.91	422.0
2021-08-10 02:55:00	ES	Futures	4980.91	4981.19	4980.34	4980.63	313.0
2021-08-10 03:00:00	ES	Futures	4980.91	4983.44	4979.5	4982.88	2411.0
2021-08-10 03:05:00	ES	Futures	4982.88	4983.72	4982.6	4982.88	1196.0
2021-08-10 03:10:00	ES	Futures	4982.88	4983.72	4982.32	4982.6	1023.0
2021-08-10 03:15:00	ES	Futures	4982.6	4984.29	4982.03	4984.01	956.0
2021-08-10 03:20:00	ES	Futures	4984.01	4986.82	4983.72	4985.69	1854.0
2021-08-10 03:25:00	ES	Futures	4985.69	4986.26	4984.85	4985.41	1044.0
2021-08-10 03:30:00	ES	Futures	4985.41	4986.26	4985.41	4985.41	844.0
2021-08-10 03:35:00	ES	Futures	4985.41	4985.98	4984.57	4984.85	652.0
2021-08-10 03:40:00	ES	Futures	4985.13	4985.98	4985.13	4985.13	679.0
2021-08-10 03:45:00	ES	Futures	4985.41	4985.41	4984.85	4984.85	566.0
2021-08-10 03:50:00	ES	Futures	4984.85	4985.13	4984.01	4984.29	831.0
2021-08-10 03:55:00	ES	Futures	4984.29	4985.41	4984.01	4984.57	670.0
2021-08-10 04:00:00	ES	Futures	4984.85	4986.54	4983.72	4985.98	1698.0
2021-08-10 04:05:00	ES	Futures	4985.98	4985.98	4983.44	4984.57	1209.0

> showing 50 of 18,151 rows — these rows as CSV

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