PREVIEW / futures_5min / 2021-08-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-13.parquet
  size:    256 KB
  rows:    14,782

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
2021-08-13 00:00:00	ES	Futures	5016.67	5016.95	5016.39	5016.39	222.0
2021-08-13 00:05:00	ES	Futures	5016.67	5016.67	5016.39	5016.67	122.0
2021-08-13 00:10:00	ES	Futures	5016.67	5016.95	5016.39	5016.39	146.0
2021-08-13 00:15:00	ES	Futures	5016.39	5016.95	5016.39	5016.67	58.0
2021-08-13 00:20:00	ES	Futures	5016.39	5016.95	5016.39	5016.67	57.0
2021-08-13 00:25:00	ES	Futures	5016.95	5017.23	5016.67	5017.23	123.0
2021-08-13 00:30:00	ES	Futures	5017.23	5017.8	5016.67	5016.95	421.0
2021-08-13 00:35:00	ES	Futures	5017.23	5017.23	5016.95	5016.95	51.0
2021-08-13 00:40:00	ES	Futures	5016.67	5017.23	5016.67	5017.23	181.0
2021-08-13 00:45:00	ES	Futures	5016.95	5017.23	5016.95	5017.23	80.0
2021-08-13 00:50:00	ES	Futures	5017.23	5017.23	5016.67	5016.95	87.0
2021-08-13 00:55:00	ES	Futures	5016.95	5016.95	5016.39	5016.67	180.0
2021-08-13 01:00:00	ES	Futures	5016.95	5017.51	5016.67	5017.23	434.0
2021-08-13 01:05:00	ES	Futures	5017.23	5017.23	5016.39	5016.95	230.0
2021-08-13 01:10:00	ES	Futures	5016.67	5016.95	5016.39	5016.95	205.0
2021-08-13 01:15:00	ES	Futures	5016.67	5016.67	5016.11	5016.39	247.0
2021-08-13 01:20:00	ES	Futures	5016.39	5016.67	5016.11	5016.67	263.0
2021-08-13 01:25:00	ES	Futures	5016.67	5016.95	5016.39	5016.67	211.0
2021-08-13 01:30:00	ES	Futures	5016.67	5016.95	5015.82	5016.11	208.0
2021-08-13 01:35:00	ES	Futures	5016.11	5016.39	5015.54	5015.82	266.0
2021-08-13 01:40:00	ES	Futures	5015.82	5016.11	5015.54	5015.54	279.0
2021-08-13 01:45:00	ES	Futures	5015.54	5015.82	5015.26	5015.82	388.0
2021-08-13 01:50:00	ES	Futures	5016.11	5016.39	5015.54	5016.39	461.0
2021-08-13 01:55:00	ES	Futures	5016.39	5016.95	5016.11	5016.67	326.0
2021-08-13 02:00:00	ES	Futures	5016.67	5017.23	5016.11	5016.67	442.0
2021-08-13 02:05:00	ES	Futures	5016.67	5016.67	5015.82	5016.11	277.0
2021-08-13 02:10:00	ES	Futures	5016.11	5016.67	5015.82	5015.82	326.0
2021-08-13 02:15:00	ES	Futures	5016.11	5016.67	5015.54	5016.39	413.0
2021-08-13 02:20:00	ES	Futures	5016.39	5016.67	5015.82	5015.82	290.0
2021-08-13 02:25:00	ES	Futures	5016.11	5017.51	5015.82	5017.23	435.0
2021-08-13 02:30:00	ES	Futures	5017.23	5017.51	5017.23	5017.23	181.0
2021-08-13 02:35:00	ES	Futures	5016.95	5016.95	5016.39	5016.67	226.0
2021-08-13 02:40:00	ES	Futures	5016.39	5016.95	5016.39	5016.95	216.0
2021-08-13 02:45:00	ES	Futures	5017.23	5017.8	5016.39	5017.8	685.0
2021-08-13 02:50:00	ES	Futures	5017.8	5018.08	5017.51	5017.8	328.0
2021-08-13 02:55:00	ES	Futures	5017.51	5018.36	5017.51	5017.51	443.0
2021-08-13 03:00:00	ES	Futures	5017.8	5018.92	5017.51	5018.36	1941.0
2021-08-13 03:05:00	ES	Futures	5018.08	5020.05	5018.08	5018.92	1321.0
2021-08-13 03:10:00	ES	Futures	5018.92	5019.2	5018.36	5018.64	712.0
2021-08-13 03:15:00	ES	Futures	5018.64	5018.92	5017.8	5018.08	753.0
2021-08-13 03:20:00	ES	Futures	5018.08	5018.64	5017.51	5017.8	670.0
2021-08-13 03:25:00	ES	Futures	5017.8	5018.64	5017.51	5017.8	496.0
2021-08-13 03:30:00	ES	Futures	5017.8	5018.08	5017.23	5017.51	741.0
2021-08-13 03:35:00	ES	Futures	5017.23	5018.08	5017.23	5017.51	352.0
2021-08-13 03:40:00	ES	Futures	5017.23	5018.64	5017.23	5018.08	749.0
2021-08-13 03:45:00	ES	Futures	5018.36	5018.92	5018.08	5018.36	527.0
2021-08-13 03:50:00	ES	Futures	5018.64	5021.46	5018.64	5021.46	1245.0
2021-08-13 03:55:00	ES	Futures	5021.46	5021.74	5020.05	5020.33	1105.0
2021-08-13 04:00:00	ES	Futures	5020.33	5020.61	5020.05	5020.33	670.0
2021-08-13 04:05:00	ES	Futures	5020.33	5020.89	5019.48	5019.77	699.0

> showing 50 of 14,782 rows — these rows as CSV

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