PREVIEW / futures_5min / 2021-08-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-18.parquet
  size:    323 KB
  rows:    18,643

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
2021-08-18 00:00:00	ES	Futures	5008.78	5009.35	5008.5	5008.78	283.0
2021-08-18 00:05:00	ES	Futures	5008.78	5009.35	5008.5	5008.78	192.0
2021-08-18 00:10:00	ES	Futures	5009.07	5009.63	5008.5	5009.63	364.0
2021-08-18 00:15:00	ES	Futures	5009.63	5010.19	5009.07	5009.07	314.0
2021-08-18 00:20:00	ES	Futures	5009.07	5010.76	5008.78	5010.76	449.0
2021-08-18 00:25:00	ES	Futures	5010.47	5010.76	5010.19	5010.47	461.0
2021-08-18 00:30:00	ES	Futures	5010.47	5010.76	5010.19	5010.47	171.0
2021-08-18 00:35:00	ES	Futures	5010.19	5010.47	5009.91	5010.19	117.0
2021-08-18 00:40:00	ES	Futures	5010.19	5010.19	5009.07	5009.35	469.0
2021-08-18 00:45:00	ES	Futures	5009.63	5009.91	5009.35	5009.35	214.0
2021-08-18 00:50:00	ES	Futures	5009.35	5009.91	5008.78	5008.78	394.0
2021-08-18 00:55:00	ES	Futures	5009.07	5009.35	5008.5	5009.07	286.0
2021-08-18 01:00:00	ES	Futures	5008.78	5010.47	5008.78	5010.19	483.0
2021-08-18 01:05:00	ES	Futures	5010.19	5010.47	5009.63	5009.91	193.0
2021-08-18 01:10:00	ES	Futures	5010.19	5010.76	5009.91	5010.76	321.0
2021-08-18 01:15:00	ES	Futures	5010.76	5010.76	5009.63	5010.19	267.0
2021-08-18 01:20:00	ES	Futures	5010.19	5010.47	5009.63	5009.63	278.0
2021-08-18 01:25:00	ES	Futures	5009.91	5009.91	5009.07	5009.07	389.0
2021-08-18 01:30:00	ES	Futures	5009.35	5009.63	5008.78	5009.35	657.0
2021-08-18 01:35:00	ES	Futures	5009.35	5009.91	5009.07	5009.91	179.0
2021-08-18 01:40:00	ES	Futures	5009.63	5009.91	5008.78	5008.78	259.0
2021-08-18 01:45:00	ES	Futures	5008.78	5009.07	5008.78	5009.07	186.0
2021-08-18 01:50:00	ES	Futures	5009.07	5009.07	5008.22	5008.5	406.0
2021-08-18 01:55:00	ES	Futures	5008.78	5009.35	5008.5	5008.78	480.0
2021-08-18 02:00:00	ES	Futures	5009.07	5009.63	5007.38	5007.38	1023.0
2021-08-18 02:05:00	ES	Futures	5007.38	5009.07	5007.1	5007.94	587.0
2021-08-18 02:10:00	ES	Futures	5008.22	5009.63	5007.94	5009.35	602.0
2021-08-18 02:15:00	ES	Futures	5009.35	5009.63	5007.94	5007.94	403.0
2021-08-18 02:20:00	ES	Futures	5007.94	5008.22	5007.38	5007.66	659.0
2021-08-18 02:25:00	ES	Futures	5007.66	5008.22	5006.53	5006.81	528.0
2021-08-18 02:30:00	ES	Futures	5006.81	5007.38	5005.97	5005.97	877.0
2021-08-18 02:35:00	ES	Futures	5006.25	5006.81	5005.97	5005.97	529.0
2021-08-18 02:40:00	ES	Futures	5005.97	5006.53	5005.69	5006.25	393.0
2021-08-18 02:45:00	ES	Futures	5005.97	5007.38	5005.97	5006.81	550.0
2021-08-18 02:50:00	ES	Futures	5006.53	5007.94	5006.25	5007.94	422.0
2021-08-18 02:55:00	ES	Futures	5007.66	5007.94	5005.97	5006.81	551.0
2021-08-18 03:00:00	ES	Futures	5007.1	5009.07	5006.25	5008.78	2441.0
2021-08-18 03:05:00	ES	Futures	5008.78	5009.35	5007.38	5007.94	1325.0
2021-08-18 03:10:00	ES	Futures	5007.94	5008.78	5006.25	5006.81	1620.0
2021-08-18 03:15:00	ES	Futures	5007.1	5007.38	5005.41	5005.69	1307.0
2021-08-18 03:20:00	ES	Futures	5005.69	5006.81	5005.41	5006.25	881.0
2021-08-18 03:25:00	ES	Futures	5006.25	5006.25	5004.28	5005.12	923.0
2021-08-18 03:30:00	ES	Futures	5005.12	5005.41	5000.62	5001.74	2822.0
2021-08-18 03:35:00	ES	Futures	5001.46	5001.46	5000.06	5001.18	1377.0
2021-08-18 03:40:00	ES	Futures	5001.18	5002.03	4999.77	4999.77	1163.0
2021-08-18 03:45:00	ES	Futures	5000.06	5000.06	4998.08	4999.77	2146.0
2021-08-18 03:50:00	ES	Futures	4999.77	5000.9	4998.93	5000.06	959.0
2021-08-18 03:55:00	ES	Futures	5000.34	5000.34	4998.08	4999.21	1123.0
2021-08-18 04:00:00	ES	Futures	4999.21	5002.87	4998.65	5002.31	1500.0
2021-08-18 04:05:00	ES	Futures	5002.31	5004.56	5002.31	5004.0	1550.0

> showing 50 of 18,643 rows — these rows as CSV

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