PREVIEW / futures_5min / 2021-08-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-16.parquet
  size:    298 KB
  rows:    18,250

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
2021-08-16 00:00:00	ES	Futures	5013.57	5013.57	5012.73	5013.29	275.0
2021-08-16 00:05:00	ES	Futures	5013.01	5013.29	5012.73	5013.29	173.0
2021-08-16 00:10:00	ES	Futures	5013.29	5013.85	5013.01	5013.85	167.0
2021-08-16 00:15:00	ES	Futures	5013.85	5014.42	5013.57	5014.13	199.0
2021-08-16 00:20:00	ES	Futures	5014.13	5014.13	5013.57	5014.13	78.0
2021-08-16 00:25:00	ES	Futures	5014.13	5015.26	5013.85	5014.98	495.0
2021-08-16 00:30:00	ES	Futures	5014.98	5015.54	5014.7	5014.7	671.0
2021-08-16 00:35:00	ES	Futures	5014.98	5015.26	5014.7	5014.98	197.0
2021-08-16 00:40:00	ES	Futures	5014.98	5015.54	5014.7	5014.98	321.0
2021-08-16 00:45:00	ES	Futures	5015.26	5015.26	5014.7	5014.98	351.0
2021-08-16 00:50:00	ES	Futures	5015.26	5015.54	5014.98	5015.26	384.0
2021-08-16 00:55:00	ES	Futures	5015.26	5015.54	5014.7	5014.98	446.0
2021-08-16 01:00:00	ES	Futures	5014.98	5017.51	5014.7	5016.39	1227.0
2021-08-16 01:05:00	ES	Futures	5016.67	5016.67	5016.11	5016.67	457.0
2021-08-16 01:10:00	ES	Futures	5016.67	5016.95	5016.11	5016.39	382.0
2021-08-16 01:15:00	ES	Futures	5016.39	5016.67	5015.54	5016.11	571.0
2021-08-16 01:20:00	ES	Futures	5015.82	5016.39	5015.82	5015.82	138.0
2021-08-16 01:25:00	ES	Futures	5015.82	5016.11	5015.54	5016.11	186.0
2021-08-16 01:30:00	ES	Futures	5015.82	5015.82	5014.98	5015.26	459.0
2021-08-16 01:35:00	ES	Futures	5015.26	5015.82	5014.98	5015.54	187.0
2021-08-16 01:40:00	ES	Futures	5015.54	5015.82	5014.7	5014.7	218.0
2021-08-16 01:45:00	ES	Futures	5014.98	5014.98	5014.13	5014.42	686.0
2021-08-16 01:50:00	ES	Futures	5014.42	5014.98	5013.85	5014.7	457.0
2021-08-16 01:55:00	ES	Futures	5014.7	5014.7	5013.85	5014.42	660.0
2021-08-16 02:00:00	ES	Futures	5014.42	5014.42	5013.01	5014.13	999.0
2021-08-16 02:05:00	ES	Futures	5014.13	5014.7	5011.6	5011.6	1188.0
2021-08-16 02:10:00	ES	Futures	5011.32	5011.32	5009.07	5009.91	1944.0
2021-08-16 02:15:00	ES	Futures	5009.91	5011.04	5009.07	5010.47	986.0
2021-08-16 02:20:00	ES	Futures	5010.47	5011.6	5010.47	5010.76	748.0
2021-08-16 02:25:00	ES	Futures	5010.76	5011.88	5010.76	5011.6	592.0
2021-08-16 02:30:00	ES	Futures	5011.88	5012.16	5011.32	5011.88	1037.0
2021-08-16 02:35:00	ES	Futures	5011.88	5012.16	5011.32	5011.6	347.0
2021-08-16 02:40:00	ES	Futures	5011.6	5012.16	5011.04	5011.6	664.0
2021-08-16 02:45:00	ES	Futures	5011.6	5011.88	5011.32	5011.6	350.0
2021-08-16 02:50:00	ES	Futures	5011.6	5011.88	5010.19	5011.6	985.0
2021-08-16 02:55:00	ES	Futures	5011.6	5012.16	5010.76	5010.76	681.0
2021-08-16 03:00:00	ES	Futures	5010.76	5011.6	5007.94	5008.5	4370.0
2021-08-16 03:05:00	ES	Futures	5008.78	5009.63	5007.1	5009.63	2553.0
2021-08-16 03:10:00	ES	Futures	5009.35	5011.6	5009.35	5010.76	1709.0
2021-08-16 03:15:00	ES	Futures	5010.76	5015.82	5010.76	5014.98	3506.0
2021-08-16 03:20:00	ES	Futures	5014.98	5019.48	5014.98	5018.08	3605.0
2021-08-16 03:25:00	ES	Futures	5018.08	5018.92	5016.67	5017.51	1551.0
2021-08-16 03:30:00	ES	Futures	5017.23	5019.2	5016.11	5016.39	1598.0
2021-08-16 03:35:00	ES	Futures	5016.39	5018.08	5016.11	5017.8	1030.0
2021-08-16 03:40:00	ES	Futures	5017.8	5018.92	5016.95	5017.23	814.0
2021-08-16 03:45:00	ES	Futures	5017.23	5018.08	5016.39	5016.95	784.0
2021-08-16 03:50:00	ES	Futures	5016.67	5016.95	5014.7	5015.82	2151.0
2021-08-16 03:55:00	ES	Futures	5015.82	5018.36	5015.54	5017.8	1196.0
2021-08-16 04:00:00	ES	Futures	5017.51	5019.48	5017.23	5018.36	1394.0
2021-08-16 04:05:00	ES	Futures	5018.36	5018.64	5017.51	5017.8	849.0

> showing 50 of 18,250 rows — these rows as CSV

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