PREVIEW / futures_5min / 2021-08-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-12.parquet
  size:    287 KB
  rows:    18,087

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
2021-08-12 00:00:00	ES	Futures	5003.15	5003.15	5002.31	5002.31	309.0
2021-08-12 00:05:00	ES	Futures	5002.59	5002.59	5002.03	5002.31	210.0
2021-08-12 00:10:00	ES	Futures	5002.31	5002.31	5002.03	5002.31	82.0
2021-08-12 00:15:00	ES	Futures	5002.03	5002.59	5001.74	5002.31	217.0
2021-08-12 00:20:00	ES	Futures	5002.31	5002.59	5001.74	5002.03	183.0
2021-08-12 00:25:00	ES	Futures	5002.03	5002.03	5001.46	5002.03	206.0
2021-08-12 00:30:00	ES	Futures	5002.03	5002.31	5001.74	5001.74	188.0
2021-08-12 00:35:00	ES	Futures	5001.74	5002.59	5001.74	5002.31	303.0
2021-08-12 00:40:00	ES	Futures	5002.03	5002.03	5001.46	5001.46	138.0
2021-08-12 00:45:00	ES	Futures	5001.74	5001.74	5001.18	5001.18	215.0
2021-08-12 00:50:00	ES	Futures	5001.18	5001.18	5000.62	5000.9	289.0
2021-08-12 00:55:00	ES	Futures	5000.9	5001.46	5000.62	5001.18	194.0
2021-08-12 01:00:00	ES	Futures	5001.18	5001.46	5000.06	5000.34	1020.0
2021-08-12 01:05:00	ES	Futures	5000.34	5000.9	5000.06	5000.62	384.0
2021-08-12 01:10:00	ES	Futures	5000.9	5000.9	5000.06	5000.34	409.0
2021-08-12 01:15:00	ES	Futures	5000.34	5000.62	5000.06	5000.34	199.0
2021-08-12 01:20:00	ES	Futures	5000.34	5000.9	5000.06	5000.34	308.0
2021-08-12 01:25:00	ES	Futures	5000.34	5000.9	4999.77	4999.77	208.0
2021-08-12 01:30:00	ES	Futures	4999.77	5000.62	4999.49	4999.77	543.0
2021-08-12 01:35:00	ES	Futures	4999.77	4999.77	4998.93	4999.21	525.0
2021-08-12 01:40:00	ES	Futures	4999.21	4999.49	4998.37	4998.37	461.0
2021-08-12 01:45:00	ES	Futures	4998.37	4998.93	4998.08	4998.65	488.0
2021-08-12 01:50:00	ES	Futures	4998.65	4999.49	4998.08	4999.49	446.0
2021-08-12 01:55:00	ES	Futures	4999.49	5000.06	4998.37	4998.93	572.0
2021-08-12 02:00:00	ES	Futures	4998.65	5000.06	4998.65	5000.06	556.0
2021-08-12 02:05:00	ES	Futures	5000.06	5000.06	4999.49	4999.77	389.0
2021-08-12 02:10:00	ES	Futures	4999.77	5000.34	4999.49	4999.77	296.0
2021-08-12 02:15:00	ES	Futures	5000.06	5000.06	4999.49	5000.06	252.0
2021-08-12 02:20:00	ES	Futures	5000.06	5000.06	4998.93	4999.21	422.0
2021-08-12 02:25:00	ES	Futures	4999.49	4999.49	4998.65	4999.21	330.0
2021-08-12 02:30:00	ES	Futures	4999.21	4999.21	4998.37	4998.65	602.0
2021-08-12 02:35:00	ES	Futures	4998.65	4998.65	4996.39	4996.96	1021.0
2021-08-12 02:40:00	ES	Futures	4996.68	4997.52	4996.39	4996.39	676.0
2021-08-12 02:45:00	ES	Futures	4996.68	4996.68	4996.11	4996.39	621.0
2021-08-12 02:50:00	ES	Futures	4996.39	4996.96	4996.39	4996.96	230.0
2021-08-12 02:55:00	ES	Futures	4996.68	4998.08	4996.39	4997.24	952.0
2021-08-12 03:00:00	ES	Futures	4997.52	4999.21	4996.68	4997.52	2957.0
2021-08-12 03:05:00	ES	Futures	4997.52	4998.65	4996.68	4997.8	1278.0
2021-08-12 03:10:00	ES	Futures	4997.8	4998.37	4996.68	4997.52	1005.0
2021-08-12 03:15:00	ES	Futures	4997.52	4998.37	4997.24	4998.37	1457.0
2021-08-12 03:20:00	ES	Futures	4998.65	5000.34	4998.37	4998.37	2951.0
2021-08-12 03:25:00	ES	Futures	4998.37	4999.21	4997.52	4998.65	1047.0
2021-08-12 03:30:00	ES	Futures	4998.93	5000.06	4998.93	4999.49	754.0
2021-08-12 03:35:00	ES	Futures	4999.21	5000.06	4999.21	5000.06	835.0
2021-08-12 03:40:00	ES	Futures	5000.34	5000.34	4999.21	4999.49	568.0
2021-08-12 03:45:00	ES	Futures	4999.49	5000.9	4999.49	5000.9	788.0
2021-08-12 03:50:00	ES	Futures	5000.62	5000.9	5000.06	5000.62	486.0
2021-08-12 03:55:00	ES	Futures	5000.62	5001.18	5000.34	5000.9	466.0
2021-08-12 04:00:00	ES	Futures	5000.62	5000.9	4999.77	5000.9	939.0
2021-08-12 04:05:00	ES	Futures	5000.9	5001.46	5000.06	5000.34	669.0

> showing 50 of 18,087 rows — these rows as CSV

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