PREVIEW / futures_5min / 2021-08-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-23.parquet
  size:    303 KB
  rows:    17,980

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
2021-08-23 00:00:00	ES	Futures	5014.98	5015.26	5014.13	5014.42	319.0
2021-08-23 00:05:00	ES	Futures	5014.7	5014.98	5014.13	5014.7	411.0
2021-08-23 00:10:00	ES	Futures	5014.42	5015.26	5014.42	5015.26	197.0
2021-08-23 00:15:00	ES	Futures	5015.26	5016.39	5015.26	5015.82	334.0
2021-08-23 00:20:00	ES	Futures	5016.11	5016.11	5015.26	5015.26	211.0
2021-08-23 00:25:00	ES	Futures	5015.26	5015.54	5014.7	5014.98	193.0
2021-08-23 00:30:00	ES	Futures	5014.98	5016.11	5014.98	5015.82	237.0
2021-08-23 00:35:00	ES	Futures	5015.82	5016.11	5015.26	5015.26	121.0
2021-08-23 00:40:00	ES	Futures	5015.54	5015.82	5014.98	5014.98	194.0
2021-08-23 00:45:00	ES	Futures	5014.98	5016.11	5014.98	5015.82	179.0
2021-08-23 00:50:00	ES	Futures	5016.11	5016.39	5015.82	5015.82	148.0
2021-08-23 00:55:00	ES	Futures	5015.82	5016.39	5015.82	5016.11	217.0
2021-08-23 01:00:00	ES	Futures	5016.11	5016.11	5015.26	5016.11	376.0
2021-08-23 01:05:00	ES	Futures	5016.11	5016.11	5014.98	5015.82	414.0
2021-08-23 01:10:00	ES	Futures	5015.54	5017.23	5014.7	5015.26	936.0
2021-08-23 01:15:00	ES	Futures	5015.26	5015.82	5014.98	5014.98	319.0
2021-08-23 01:20:00	ES	Futures	5014.98	5015.26	5014.7	5014.98	175.0
2021-08-23 01:25:00	ES	Futures	5015.26	5015.26	5014.7	5014.98	382.0
2021-08-23 01:30:00	ES	Futures	5014.98	5016.95	5014.98	5016.39	793.0
2021-08-23 01:35:00	ES	Futures	5016.39	5017.23	5016.11	5016.11	282.0
2021-08-23 01:40:00	ES	Futures	5016.39	5016.67	5015.54	5015.82	468.0
2021-08-23 01:45:00	ES	Futures	5015.82	5016.39	5015.54	5016.11	259.0
2021-08-23 01:50:00	ES	Futures	5016.11	5016.39	5014.7	5015.26	538.0
2021-08-23 01:55:00	ES	Futures	5015.54	5015.54	5013.01	5013.01	1562.0
2021-08-23 02:00:00	ES	Futures	5013.01	5014.7	5013.01	5013.85	1565.0
2021-08-23 02:05:00	ES	Futures	5013.85	5014.98	5013.85	5013.85	593.0
2021-08-23 02:10:00	ES	Futures	5014.13	5014.7	5013.57	5014.13	390.0
2021-08-23 02:15:00	ES	Futures	5014.42	5015.26	5013.29	5015.26	849.0
2021-08-23 02:20:00	ES	Futures	5015.26	5015.82	5014.7	5014.98	610.0
2021-08-23 02:25:00	ES	Futures	5014.98	5015.54	5013.57	5013.85	883.0
2021-08-23 02:30:00	ES	Futures	5014.13	5015.26	5014.13	5014.42	627.0
2021-08-23 02:35:00	ES	Futures	5014.7	5014.7	5011.6	5013.29	1394.0
2021-08-23 02:40:00	ES	Futures	5013.29	5014.13	5012.16	5012.45	628.0
2021-08-23 02:45:00	ES	Futures	5012.16	5014.13	5012.16	5013.85	1009.0
2021-08-23 02:50:00	ES	Futures	5013.57	5013.85	5012.73	5013.57	666.0
2021-08-23 02:55:00	ES	Futures	5013.57	5016.11	5013.57	5015.26	1124.0
2021-08-23 03:00:00	ES	Futures	5015.26	5016.39	5012.73	5013.01	2859.0
2021-08-23 03:05:00	ES	Futures	5013.01	5013.29	5010.47	5012.45	2675.0
2021-08-23 03:10:00	ES	Futures	5012.73	5013.85	5011.6	5012.16	1123.0
2021-08-23 03:15:00	ES	Futures	5011.88	5013.01	5011.04	5012.73	1207.0
2021-08-23 03:20:00	ES	Futures	5012.73	5014.7	5012.16	5012.45	1507.0
2021-08-23 03:25:00	ES	Futures	5012.16	5012.45	5009.35	5011.32	2702.0
2021-08-23 03:30:00	ES	Futures	5011.04	5011.32	5008.5	5009.63	3611.0
2021-08-23 03:35:00	ES	Futures	5009.63	5010.47	5007.94	5009.63	2181.0
2021-08-23 03:40:00	ES	Futures	5009.35	5010.19	5008.22	5009.35	1401.0
2021-08-23 03:45:00	ES	Futures	5009.63	5009.63	5007.66	5008.22	1479.0
2021-08-23 03:50:00	ES	Futures	5008.22	5008.5	5006.81	5007.66	1810.0
2021-08-23 03:55:00	ES	Futures	5007.66	5009.91	5007.38	5009.63	1497.0
2021-08-23 04:00:00	ES	Futures	5009.63	5011.88	5009.07	5009.91	2287.0
2021-08-23 04:05:00	ES	Futures	5009.91	5010.47	5007.94	5009.07	1628.0

> showing 50 of 17,980 rows — these rows as CSV

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