PREVIEW / futures_5min / 2021-08-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-11.parquet
  size:    301 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
2021-08-11 00:00:00	ES	Futures	4985.69	4985.98	4985.69	4985.98	80.0
2021-08-11 00:05:00	ES	Futures	4985.98	4985.98	4984.85	4985.13	182.0
2021-08-11 00:10:00	ES	Futures	4985.13	4985.98	4985.13	4985.98	231.0
2021-08-11 00:15:00	ES	Futures	4985.69	4985.98	4985.41	4985.69	87.0
2021-08-11 00:20:00	ES	Futures	4985.69	4985.69	4985.13	4985.13	135.0
2021-08-11 00:25:00	ES	Futures	4985.13	4985.41	4984.85	4985.13	112.0
2021-08-11 00:30:00	ES	Futures	4985.41	4985.69	4985.13	4985.13	239.0
2021-08-11 00:35:00	ES	Futures	4985.13	4985.41	4984.85	4985.41	252.0
2021-08-11 00:40:00	ES	Futures	4985.13	4985.98	4984.85	4985.69	229.0
2021-08-11 00:45:00	ES	Futures	4985.69	4985.98	4985.13	4985.13	176.0
2021-08-11 00:50:00	ES	Futures	4985.13	4985.41	4985.13	4985.13	124.0
2021-08-11 00:55:00	ES	Futures	4985.13	4985.41	4984.85	4985.13	171.0
2021-08-11 01:00:00	ES	Futures	4985.13	4985.69	4984.85	4985.41	470.0
2021-08-11 01:05:00	ES	Futures	4985.69	4987.1	4985.41	4986.54	778.0
2021-08-11 01:10:00	ES	Futures	4986.54	4986.82	4985.98	4986.26	306.0
2021-08-11 01:15:00	ES	Futures	4986.54	4986.82	4985.98	4985.98	379.0
2021-08-11 01:20:00	ES	Futures	4985.98	4986.82	4985.98	4986.82	204.0
2021-08-11 01:25:00	ES	Futures	4986.54	4986.82	4986.26	4986.82	242.0
2021-08-11 01:30:00	ES	Futures	4986.82	4986.82	4986.26	4986.54	322.0
2021-08-11 01:35:00	ES	Futures	4986.54	4986.54	4985.41	4985.41	283.0
2021-08-11 01:40:00	ES	Futures	4985.41	4985.98	4985.13	4985.41	258.0
2021-08-11 01:45:00	ES	Futures	4985.41	4985.98	4984.85	4985.13	262.0
2021-08-11 01:50:00	ES	Futures	4985.41	4985.69	4985.13	4985.41	325.0
2021-08-11 01:55:00	ES	Futures	4985.13	4985.69	4984.85	4985.69	362.0
2021-08-11 02:00:00	ES	Futures	4985.69	4985.69	4984.85	4985.13	431.0
2021-08-11 02:05:00	ES	Futures	4984.85	4985.41	4984.57	4984.57	300.0
2021-08-11 02:10:00	ES	Futures	4984.57	4985.13	4984.57	4984.85	260.0
2021-08-11 02:15:00	ES	Futures	4984.85	4985.98	4984.29	4985.41	494.0
2021-08-11 02:20:00	ES	Futures	4985.41	4986.26	4985.41	4985.41	292.0
2021-08-11 02:25:00	ES	Futures	4985.41	4986.26	4985.41	4985.69	349.0
2021-08-11 02:30:00	ES	Futures	4985.69	4985.69	4984.57	4985.13	396.0
2021-08-11 02:35:00	ES	Futures	4985.13	4985.41	4984.85	4985.41	192.0
2021-08-11 02:40:00	ES	Futures	4985.13	4985.69	4985.13	4985.13	202.0
2021-08-11 02:45:00	ES	Futures	4985.41	4986.26	4985.13	4985.69	225.0
2021-08-11 02:50:00	ES	Futures	4985.98	4986.26	4985.69	4985.98	165.0
2021-08-11 02:55:00	ES	Futures	4985.98	4986.26	4985.41	4986.26	292.0
2021-08-11 03:00:00	ES	Futures	4986.54	4989.07	4986.26	4987.95	2461.0
2021-08-11 03:05:00	ES	Futures	4987.95	4988.79	4986.26	4987.95	1326.0
2021-08-11 03:10:00	ES	Futures	4987.95	4989.07	4987.38	4987.67	1060.0
2021-08-11 03:15:00	ES	Futures	4987.38	4987.67	4986.26	4986.54	727.0
2021-08-11 03:20:00	ES	Futures	4986.26	4986.26	4983.72	4984.01	1168.0
2021-08-11 03:25:00	ES	Futures	4983.72	4984.01	4980.06	4982.88	2621.0
2021-08-11 03:30:00	ES	Futures	4982.6	4982.88	4979.22	4980.91	1936.0
2021-08-11 03:35:00	ES	Futures	4980.63	4980.91	4979.22	4979.78	1341.0
2021-08-11 03:40:00	ES	Futures	4979.78	4981.75	4979.78	4980.91	1440.0
2021-08-11 03:45:00	ES	Futures	4980.91	4982.03	4980.63	4980.91	1468.0
2021-08-11 03:50:00	ES	Futures	4980.91	4983.16	4980.63	4982.88	1693.0
2021-08-11 03:55:00	ES	Futures	4983.16	4983.16	4981.19	4981.19	609.0
2021-08-11 04:00:00	ES	Futures	4981.19	4984.29	4981.19	4984.29	1005.0
2021-08-11 04:05:00	ES	Futures	4984.01	4984.57	4983.16	4983.44	1062.0

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

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