PREVIEW / futures_5min / 2021-08-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-15.parquet
  size:    72 KB
  rows:    3,576

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
2021-08-15 18:00:00	ES	Futures	5019.2	5020.89	5017.8	5020.33	2021.0
2021-08-15 18:05:00	ES	Futures	5020.33	5020.89	5018.08	5019.2	702.0
2021-08-15 18:10:00	ES	Futures	5019.2	5020.61	5019.2	5020.33	460.0
2021-08-15 18:15:00	ES	Futures	5020.61	5021.17	5019.48	5020.05	698.0
2021-08-15 18:20:00	ES	Futures	5020.05	5020.61	5019.48	5020.61	282.0
2021-08-15 18:25:00	ES	Futures	5020.61	5020.61	5020.05	5020.05	267.0
2021-08-15 18:30:00	ES	Futures	5020.33	5021.46	5020.33	5021.17	259.0
2021-08-15 18:35:00	ES	Futures	5021.17	5021.74	5020.89	5021.46	296.0
2021-08-15 18:40:00	ES	Futures	5021.46	5022.02	5021.17	5021.74	650.0
2021-08-15 18:45:00	ES	Futures	5021.74	5022.02	5021.74	5021.74	289.0
2021-08-15 18:50:00	ES	Futures	5022.02	5022.3	5021.74	5022.02	197.0
2021-08-15 18:55:00	ES	Futures	5022.02	5022.02	5021.46	5021.46	262.0
2021-08-15 19:00:00	ES	Futures	5021.46	5021.74	5021.17	5021.17	177.0
2021-08-15 19:05:00	ES	Futures	5021.46	5022.02	5021.46	5021.74	330.0
2021-08-15 19:10:00	ES	Futures	5022.02	5022.02	5021.74	5022.02	413.0
2021-08-15 19:15:00	ES	Futures	5021.74	5022.02	5020.61	5020.89	519.0
2021-08-15 19:20:00	ES	Futures	5020.89	5021.46	5020.89	5021.46	129.0
2021-08-15 19:25:00	ES	Futures	5021.46	5021.74	5020.89	5021.46	263.0
2021-08-15 19:30:00	ES	Futures	5021.17	5021.17	5019.77	5020.33	792.0
2021-08-15 19:35:00	ES	Futures	5020.61	5020.61	5019.77	5020.33	464.0
2021-08-15 19:40:00	ES	Futures	5020.05	5020.33	5020.05	5020.05	221.0
2021-08-15 19:45:00	ES	Futures	5020.33	5020.61	5019.2	5019.77	849.0
2021-08-15 19:50:00	ES	Futures	5019.77	5020.61	5019.48	5020.33	584.0
2021-08-15 19:55:00	ES	Futures	5020.33	5021.17	5020.33	5020.61	383.0
2021-08-15 20:00:00	ES	Futures	5020.61	5021.17	5015.54	5015.82	2897.0
2021-08-15 20:05:00	ES	Futures	5015.82	5016.11	5014.42	5014.98	1631.0
2021-08-15 20:10:00	ES	Futures	5014.98	5015.26	5013.57	5013.85	960.0
2021-08-15 20:15:00	ES	Futures	5013.85	5015.26	5012.16	5014.98	2304.0
2021-08-15 20:20:00	ES	Futures	5014.98	5015.26	5013.85	5014.13	966.0
2021-08-15 20:25:00	ES	Futures	5014.13	5015.26	5013.85	5014.98	702.0
2021-08-15 20:30:00	ES	Futures	5014.7	5014.7	5012.73	5013.29	831.0
2021-08-15 20:35:00	ES	Futures	5013.29	5013.85	5012.45	5013.29	565.0
2021-08-15 20:40:00	ES	Futures	5013.29	5013.57	5012.73	5013.01	314.0
2021-08-15 20:45:00	ES	Futures	5013.29	5013.57	5012.45	5013.57	424.0
2021-08-15 20:50:00	ES	Futures	5013.57	5014.13	5013.01	5014.13	631.0
2021-08-15 20:55:00	ES	Futures	5013.85	5014.7	5013.57	5014.42	330.0
2021-08-15 21:00:00	ES	Futures	5014.42	5014.98	5013.85	5014.7	475.0
2021-08-15 21:05:00	ES	Futures	5014.42	5015.26	5014.42	5014.98	475.0
2021-08-15 21:10:00	ES	Futures	5014.98	5015.54	5014.7	5015.26	453.0
2021-08-15 21:15:00	ES	Futures	5015.54	5016.67	5015.26	5016.67	983.0
2021-08-15 21:20:00	ES	Futures	5016.67	5016.67	5015.26	5015.26	542.0
2021-08-15 21:25:00	ES	Futures	5015.54	5016.11	5015.26	5016.11	277.0
2021-08-15 21:30:00	ES	Futures	5015.82	5016.67	5014.13	5014.7	1116.0
2021-08-15 21:35:00	ES	Futures	5014.42	5014.98	5013.85	5014.42	679.0
2021-08-15 21:40:00	ES	Futures	5014.13	5014.98	5013.85	5014.42	403.0
2021-08-15 21:45:00	ES	Futures	5014.42	5014.42	5013.57	5014.13	460.0
2021-08-15 21:50:00	ES	Futures	5014.42	5014.7	5012.73	5013.29	701.0
2021-08-15 21:55:00	ES	Futures	5013.57	5014.13	5013.29	5013.57	411.0
2021-08-15 22:00:00	ES	Futures	5013.57	5013.57	5012.45	5013.01	803.0
2021-08-15 22:05:00	ES	Futures	5013.01	5013.57	5012.73	5013.01	361.0

> showing 50 of 3,576 rows — these rows as CSV

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