PREVIEW / futures_5min / 2021-08-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-24.parquet
  size:    288 KB
  rows:    18,012

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
2021-08-24 00:00:00	ES	Futures	5049.05	5049.33	5048.77	5049.33	145.0
2021-08-24 00:05:00	ES	Futures	5049.05	5049.33	5048.77	5049.05	107.0
2021-08-24 00:10:00	ES	Futures	5049.05	5049.05	5049.05	5049.05	86.0
2021-08-24 00:15:00	ES	Futures	5049.05	5049.61	5049.05	5049.61	141.0
2021-08-24 00:20:00	ES	Futures	5049.61	5049.61	5049.05	5049.05	110.0
2021-08-24 00:25:00	ES	Futures	5049.05	5049.33	5049.05	5049.33	46.0
2021-08-24 00:30:00	ES	Futures	5049.33	5049.9	5049.05	5049.9	178.0
2021-08-24 00:35:00	ES	Futures	5049.9	5049.9	5049.33	5049.33	25.0
2021-08-24 00:40:00	ES	Futures	5049.33	5049.61	5049.05	5049.33	151.0
2021-08-24 00:45:00	ES	Futures	5049.33	5049.61	5048.77	5049.05	196.0
2021-08-24 00:50:00	ES	Futures	5049.33	5049.61	5049.05	5049.33	164.0
2021-08-24 00:55:00	ES	Futures	5049.33	5049.61	5049.05	5049.33	170.0
2021-08-24 01:00:00	ES	Futures	5049.05	5049.61	5049.05	5049.05	251.0
2021-08-24 01:05:00	ES	Futures	5049.33	5050.18	5049.05	5050.18	348.0
2021-08-24 01:10:00	ES	Futures	5050.18	5050.18	5049.61	5050.18	328.0
2021-08-24 01:15:00	ES	Futures	5050.18	5050.18	5049.05	5049.33	264.0
2021-08-24 01:20:00	ES	Futures	5049.33	5049.61	5049.05	5049.33	341.0
2021-08-24 01:25:00	ES	Futures	5049.33	5050.46	5049.05	5049.61	236.0
2021-08-24 01:30:00	ES	Futures	5049.9	5050.18	5049.33	5049.9	325.0
2021-08-24 01:35:00	ES	Futures	5049.9	5051.02	5049.9	5050.46	351.0
2021-08-24 01:40:00	ES	Futures	5050.46	5051.3	5050.46	5050.74	410.0
2021-08-24 01:45:00	ES	Futures	5051.02	5052.15	5051.02	5051.87	869.0
2021-08-24 01:50:00	ES	Futures	5051.87	5052.15	5049.9	5050.74	595.0
2021-08-24 01:55:00	ES	Futures	5050.74	5051.3	5050.46	5051.3	363.0
2021-08-24 02:00:00	ES	Futures	5051.3	5051.87	5050.74	5051.02	673.0
2021-08-24 02:05:00	ES	Futures	5050.74	5051.87	5050.46	5051.02	609.0
2021-08-24 02:10:00	ES	Futures	5051.02	5051.02	5050.74	5051.02	433.0
2021-08-24 02:15:00	ES	Futures	5051.02	5051.59	5050.46	5051.3	297.0
2021-08-24 02:20:00	ES	Futures	5051.3	5051.87	5051.3	5051.3	304.0
2021-08-24 02:25:00	ES	Futures	5051.02	5051.87	5050.74	5051.02	443.0
2021-08-24 02:30:00	ES	Futures	5051.02	5054.12	5050.74	5053.56	1834.0
2021-08-24 02:35:00	ES	Futures	5053.84	5059.47	5053.56	5056.65	3597.0
2021-08-24 02:40:00	ES	Futures	5056.65	5056.94	5054.96	5056.37	1185.0
2021-08-24 02:45:00	ES	Futures	5056.37	5057.78	5056.09	5057.78	1059.0
2021-08-24 02:50:00	ES	Futures	5057.5	5059.19	5057.5	5059.19	1312.0
2021-08-24 02:55:00	ES	Futures	5058.91	5059.47	5058.06	5058.91	1162.0
2021-08-24 03:00:00	ES	Futures	5058.91	5059.19	5054.4	5056.09	3309.0
2021-08-24 03:05:00	ES	Futures	5056.09	5057.22	5054.96	5055.53	2047.0
2021-08-24 03:10:00	ES	Futures	5055.53	5056.65	5054.68	5054.68	1210.0
2021-08-24 03:15:00	ES	Futures	5054.68	5055.81	5052.71	5055.25	2310.0
2021-08-24 03:20:00	ES	Futures	5055.25	5056.09	5054.12	5054.68	1191.0
2021-08-24 03:25:00	ES	Futures	5054.4	5056.37	5054.12	5054.96	823.0
2021-08-24 03:30:00	ES	Futures	5054.68	5055.53	5053.56	5054.12	1079.0
2021-08-24 03:35:00	ES	Futures	5053.84	5055.81	5053.27	5054.68	1356.0
2021-08-24 03:40:00	ES	Futures	5054.68	5054.96	5053.56	5053.84	565.0
2021-08-24 03:45:00	ES	Futures	5053.84	5054.68	5053.27	5054.4	846.0
2021-08-24 03:50:00	ES	Futures	5054.4	5054.4	5052.71	5052.99	795.0
2021-08-24 03:55:00	ES	Futures	5052.99	5053.56	5051.87	5052.71	971.0
2021-08-24 04:00:00	ES	Futures	5052.71	5054.12	5051.87	5052.71	1466.0
2021-08-24 04:05:00	ES	Futures	5052.71	5054.68	5052.15	5053.84	1444.0

> showing 50 of 18,012 rows — these rows as CSV

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