PREVIEW / futures_5min / 2021-08-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-22.parquet
  size:    76 KB
  rows:    3,521

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
2021-08-22 18:00:00	ES	Futures	4995.27	4999.77	4993.58	4999.21	2458.0
2021-08-22 18:05:00	ES	Futures	4999.21	4999.77	4997.8	4998.65	1216.0
2021-08-22 18:10:00	ES	Futures	4998.65	4999.77	4997.24	4998.65	842.0
2021-08-22 18:15:00	ES	Futures	4998.65	4999.49	4998.37	4999.21	363.0
2021-08-22 18:20:00	ES	Futures	4999.21	4999.49	4998.37	4998.37	193.0
2021-08-22 18:25:00	ES	Futures	4998.37	4999.77	4998.37	4999.77	201.0
2021-08-22 18:30:00	ES	Futures	4999.77	5000.9	4999.49	5000.62	535.0
2021-08-22 18:35:00	ES	Futures	5000.9	5000.9	5000.06	5000.34	174.0
2021-08-22 18:40:00	ES	Futures	5000.34	5001.46	5000.34	5001.46	441.0
2021-08-22 18:45:00	ES	Futures	5001.18	5003.43	5001.18	5002.59	788.0
2021-08-22 18:50:00	ES	Futures	5002.87	5002.87	5001.46	5002.03	496.0
2021-08-22 18:55:00	ES	Futures	5002.03	5002.59	5000.62	5000.62	426.0
2021-08-22 19:00:00	ES	Futures	5000.62	5002.03	5000.34	5001.74	380.0
2021-08-22 19:05:00	ES	Futures	5001.74	5002.87	5001.74	5002.31	458.0
2021-08-22 19:10:00	ES	Futures	5002.31	5003.15	5001.74	5002.87	277.0
2021-08-22 19:15:00	ES	Futures	5002.59	5003.43	5002.31	5003.15	303.0
2021-08-22 19:20:00	ES	Futures	5003.15	5003.15	5002.59	5002.87	148.0
2021-08-22 19:25:00	ES	Futures	5002.87	5003.72	5002.59	5003.15	344.0
2021-08-22 19:30:00	ES	Futures	5003.15	5003.15	5000.9	5000.9	429.0
2021-08-22 19:35:00	ES	Futures	5000.9	5002.03	5000.9	5001.18	334.0
2021-08-22 19:40:00	ES	Futures	5001.18	5001.46	5000.34	5000.34	485.0
2021-08-22 19:45:00	ES	Futures	5000.62	5001.46	4999.49	5000.9	570.0
2021-08-22 19:50:00	ES	Futures	5000.62	5002.31	5000.62	5001.74	460.0
2021-08-22 19:55:00	ES	Futures	5001.74	5002.03	5000.34	5000.9	575.0
2021-08-22 20:00:00	ES	Futures	5001.18	5003.15	5000.62	5001.18	1331.0
2021-08-22 20:05:00	ES	Futures	5001.18	5004.28	5000.9	5002.31	1531.0
2021-08-22 20:10:00	ES	Futures	5002.31	5003.43	5001.46	5002.87	788.0
2021-08-22 20:15:00	ES	Futures	5002.87	5004.0	5001.46	5001.74	1067.0
2021-08-22 20:20:00	ES	Futures	5001.46	5002.59	5000.9	5001.18	442.0
2021-08-22 20:25:00	ES	Futures	5001.18	5002.87	5000.62	5002.87	506.0
2021-08-22 20:30:00	ES	Futures	5002.59	5003.43	5000.62	5000.9	1109.0
2021-08-22 20:35:00	ES	Futures	5000.9	5002.59	5000.06	5001.74	700.0
2021-08-22 20:40:00	ES	Futures	5001.74	5003.72	5001.74	5002.87	868.0
2021-08-22 20:45:00	ES	Futures	5003.15	5004.28	5002.59	5002.59	605.0
2021-08-22 20:50:00	ES	Futures	5002.87	5004.0	5002.31	5002.87	531.0
2021-08-22 20:55:00	ES	Futures	5002.59	5004.84	5002.59	5004.0	828.0
2021-08-22 21:00:00	ES	Futures	5004.28	5004.84	5003.43	5004.28	771.0
2021-08-22 21:05:00	ES	Futures	5004.56	5007.66	5004.28	5007.1	2164.0
2021-08-22 21:10:00	ES	Futures	5007.1	5007.38	5006.25	5006.53	804.0
2021-08-22 21:15:00	ES	Futures	5006.25	5008.5	5004.84	5006.53	1826.0
2021-08-22 21:20:00	ES	Futures	5006.81	5007.66	5006.25	5007.66	586.0
2021-08-22 21:25:00	ES	Futures	5007.66	5008.78	5007.66	5007.94	772.0
2021-08-22 21:30:00	ES	Futures	5008.22	5008.22	5006.53	5007.38	1050.0
2021-08-22 21:35:00	ES	Futures	5007.38	5008.22	5005.97	5006.53	727.0
2021-08-22 21:40:00	ES	Futures	5006.53	5009.63	5006.53	5008.78	1070.0
2021-08-22 21:45:00	ES	Futures	5009.07	5010.76	5009.07	5010.76	1327.0
2021-08-22 21:50:00	ES	Futures	5010.76	5012.45	5010.76	5011.32	2030.0
2021-08-22 21:55:00	ES	Futures	5011.32	5011.88	5010.19	5010.76	865.0
2021-08-22 22:00:00	ES	Futures	5010.76	5011.88	5010.19	5011.6	736.0
2021-08-22 22:05:00	ES	Futures	5011.32	5014.13	5011.32	5013.01	1458.0

> showing 50 of 3,521 rows — these rows as CSV

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