PREVIEW / futures_5min / 2021-08-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-19.parquet
  size:    337 KB
  rows:    18,921

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
2021-08-19 00:00:00	ES	Futures	4946.55	4947.68	4945.99	4947.12	437.0
2021-08-19 00:05:00	ES	Futures	4947.12	4947.4	4945.99	4946.27	234.0
2021-08-19 00:10:00	ES	Futures	4945.99	4946.55	4945.71	4945.99	171.0
2021-08-19 00:15:00	ES	Futures	4945.99	4945.99	4944.02	4944.58	514.0
2021-08-19 00:20:00	ES	Futures	4944.87	4945.71	4944.58	4945.43	325.0
2021-08-19 00:25:00	ES	Futures	4945.71	4945.99	4944.87	4944.87	653.0
2021-08-19 00:30:00	ES	Futures	4945.15	4945.99	4944.87	4945.43	539.0
2021-08-19 00:35:00	ES	Futures	4945.43	4945.71	4944.02	4945.15	761.0
2021-08-19 00:40:00	ES	Futures	4945.15	4946.84	4944.87	4946.55	522.0
2021-08-19 00:45:00	ES	Futures	4946.27	4946.84	4945.99	4946.55	367.0
2021-08-19 00:50:00	ES	Futures	4946.27	4946.55	4944.58	4944.87	338.0
2021-08-19 00:55:00	ES	Futures	4944.87	4945.15	4944.3	4945.15	374.0
2021-08-19 01:00:00	ES	Futures	4944.87	4945.15	4940.36	4944.58	2952.0
2021-08-19 01:05:00	ES	Futures	4944.58	4945.71	4942.89	4944.02	773.0
2021-08-19 01:10:00	ES	Futures	4944.02	4944.3	4942.61	4944.02	441.0
2021-08-19 01:15:00	ES	Futures	4944.02	4944.87	4942.33	4942.61	554.0
2021-08-19 01:20:00	ES	Futures	4942.89	4944.87	4941.49	4944.02	799.0
2021-08-19 01:25:00	ES	Futures	4944.02	4944.58	4941.77	4942.05	726.0
2021-08-19 01:30:00	ES	Futures	4942.05	4944.58	4942.05	4944.02	1042.0
2021-08-19 01:35:00	ES	Futures	4944.02	4945.43	4943.46	4943.74	791.0
2021-08-19 01:40:00	ES	Futures	4943.74	4944.3	4939.8	4940.36	758.0
2021-08-19 01:45:00	ES	Futures	4940.36	4940.92	4938.39	4939.8	1553.0
2021-08-19 01:50:00	ES	Futures	4939.8	4940.08	4937.26	4937.54	1410.0
2021-08-19 01:55:00	ES	Futures	4937.54	4937.54	4935.57	4935.57	1982.0
2021-08-19 02:00:00	ES	Futures	4935.57	4938.39	4928.53	4928.82	5214.0
2021-08-19 02:05:00	ES	Futures	4928.53	4931.63	4928.25	4929.94	3266.0
2021-08-19 02:10:00	ES	Futures	4929.94	4930.5	4926.0	4929.1	2877.0
2021-08-19 02:15:00	ES	Futures	4928.82	4930.79	4926.56	4930.79	2686.0
2021-08-19 02:20:00	ES	Futures	4930.79	4930.79	4924.31	4924.59	3297.0
2021-08-19 02:25:00	ES	Futures	4924.87	4925.15	4920.93	4921.49	3666.0
2021-08-19 02:30:00	ES	Futures	4921.78	4926.56	4921.21	4925.72	3492.0
2021-08-19 02:35:00	ES	Futures	4925.72	4925.72	4923.18	4924.31	1516.0
2021-08-19 02:40:00	ES	Futures	4924.31	4924.87	4922.06	4924.59	1710.0
2021-08-19 02:45:00	ES	Futures	4924.31	4924.31	4921.21	4922.06	1521.0
2021-08-19 02:50:00	ES	Futures	4922.34	4924.87	4921.49	4922.9	1578.0
2021-08-19 02:55:00	ES	Futures	4922.62	4922.9	4913.33	4915.3	7091.0
2021-08-19 03:00:00	ES	Futures	4915.58	4916.99	4911.92	4912.76	6893.0
2021-08-19 03:05:00	ES	Futures	4912.76	4916.99	4909.1	4915.02	8051.0
2021-08-19 03:10:00	ES	Futures	4914.74	4920.65	4911.64	4919.8	5099.0
2021-08-19 03:15:00	ES	Futures	4919.8	4921.21	4916.43	4920.93	4207.0
2021-08-19 03:20:00	ES	Futures	4920.93	4922.62	4918.12	4921.78	4636.0
2021-08-19 03:25:00	ES	Futures	4921.49	4922.34	4915.86	4920.09	3212.0
2021-08-19 03:30:00	ES	Futures	4920.09	4920.09	4913.33	4914.17	4448.0
2021-08-19 03:35:00	ES	Futures	4914.45	4916.14	4912.48	4915.86	3245.0
2021-08-19 03:40:00	ES	Futures	4915.58	4915.86	4911.64	4914.74	3369.0
2021-08-19 03:45:00	ES	Futures	4914.74	4919.8	4913.61	4918.4	3326.0
2021-08-19 03:50:00	ES	Futures	4918.4	4919.24	4911.64	4912.48	3406.0
2021-08-19 03:55:00	ES	Futures	4912.48	4914.17	4911.36	4913.89	2041.0
2021-08-19 04:00:00	ES	Futures	4913.61	4914.45	4907.7	4908.26	6069.0
2021-08-19 04:05:00	ES	Futures	4908.54	4910.51	4906.57	4909.95	4965.0

> showing 50 of 18,921 rows — these rows as CSV

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