PREVIEW / futures_5min / 2021-08-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-25.parquet
  size:    291 KB
  rows:    17,766

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
2021-08-25 00:00:00	ES	Futures	5043.98	5044.26	5043.42	5043.98	289.0
2021-08-25 00:05:00	ES	Futures	5043.98	5044.55	5043.42	5043.7	267.0
2021-08-25 00:10:00	ES	Futures	5043.42	5043.98	5043.42	5043.7	152.0
2021-08-25 00:15:00	ES	Futures	5043.98	5044.55	5043.98	5044.26	155.0
2021-08-25 00:20:00	ES	Futures	5044.26	5044.55	5043.98	5044.26	118.0
2021-08-25 00:25:00	ES	Futures	5044.26	5044.83	5044.26	5044.26	90.0
2021-08-25 00:30:00	ES	Futures	5044.26	5044.83	5043.98	5044.26	82.0
2021-08-25 00:35:00	ES	Futures	5044.26	5044.83	5044.26	5044.55	71.0
2021-08-25 00:40:00	ES	Futures	5044.55	5044.83	5043.42	5043.7	430.0
2021-08-25 00:45:00	ES	Futures	5043.7	5044.26	5043.42	5043.42	407.0
2021-08-25 00:50:00	ES	Futures	5043.7	5043.7	5043.42	5043.7	143.0
2021-08-25 00:55:00	ES	Futures	5043.42	5043.7	5042.29	5042.29	424.0
2021-08-25 01:00:00	ES	Futures	5042.29	5044.83	5042.29	5044.26	636.0
2021-08-25 01:05:00	ES	Futures	5044.26	5044.83	5043.98	5044.83	272.0
2021-08-25 01:10:00	ES	Futures	5044.83	5045.11	5044.26	5045.11	214.0
2021-08-25 01:15:00	ES	Futures	5045.11	5045.39	5044.55	5045.39	425.0
2021-08-25 01:20:00	ES	Futures	5045.39	5045.95	5045.11	5045.67	324.0
2021-08-25 01:25:00	ES	Futures	5045.95	5046.23	5045.39	5046.23	334.0
2021-08-25 01:30:00	ES	Futures	5046.23	5047.36	5045.67	5047.08	502.0
2021-08-25 01:35:00	ES	Futures	5047.36	5047.92	5046.8	5047.36	254.0
2021-08-25 01:40:00	ES	Futures	5047.36	5048.49	5047.36	5047.92	378.0
2021-08-25 01:45:00	ES	Futures	5047.92	5048.21	5047.08	5047.36	362.0
2021-08-25 01:50:00	ES	Futures	5047.36	5047.92	5046.8	5047.92	243.0
2021-08-25 01:55:00	ES	Futures	5047.92	5048.21	5047.64	5047.92	326.0
2021-08-25 02:00:00	ES	Futures	5048.21	5048.21	5047.08	5047.92	474.0
2021-08-25 02:05:00	ES	Futures	5047.92	5049.05	5047.36	5047.36	577.0
2021-08-25 02:10:00	ES	Futures	5047.36	5048.77	5047.36	5048.49	322.0
2021-08-25 02:15:00	ES	Futures	5048.49	5048.49	5047.36	5047.64	286.0
2021-08-25 02:20:00	ES	Futures	5047.92	5048.21	5047.64	5047.64	284.0
2021-08-25 02:25:00	ES	Futures	5047.64	5048.49	5047.64	5048.21	142.0
2021-08-25 02:30:00	ES	Futures	5047.92	5048.21	5046.52	5046.8	297.0
2021-08-25 02:35:00	ES	Futures	5046.8	5047.36	5046.52	5046.8	286.0
2021-08-25 02:40:00	ES	Futures	5046.8	5047.64	5046.8	5047.64	221.0
2021-08-25 02:45:00	ES	Futures	5047.64	5048.77	5047.36	5048.21	573.0
2021-08-25 02:50:00	ES	Futures	5048.21	5049.9	5048.21	5049.05	548.0
2021-08-25 02:55:00	ES	Futures	5048.77	5049.9	5047.64	5048.49	686.0
2021-08-25 03:00:00	ES	Futures	5048.49	5051.59	5047.64	5051.3	2302.0
2021-08-25 03:05:00	ES	Futures	5051.02	5051.3	5049.05	5049.9	1086.0
2021-08-25 03:10:00	ES	Futures	5050.18	5050.18	5047.64	5048.49	1402.0
2021-08-25 03:15:00	ES	Futures	5048.77	5050.46	5048.49	5049.05	938.0
2021-08-25 03:20:00	ES	Futures	5049.05	5049.9	5047.64	5047.64	694.0
2021-08-25 03:25:00	ES	Futures	5047.92	5049.61	5047.92	5049.33	786.0
2021-08-25 03:30:00	ES	Futures	5049.05	5049.9	5048.49	5049.33	422.0
2021-08-25 03:35:00	ES	Futures	5049.05	5050.18	5048.77	5049.9	523.0
2021-08-25 03:40:00	ES	Futures	5049.9	5050.18	5049.05	5049.33	531.0
2021-08-25 03:45:00	ES	Futures	5049.33	5050.74	5048.77	5049.9	553.0
2021-08-25 03:50:00	ES	Futures	5049.9	5050.74	5049.61	5050.18	596.0
2021-08-25 03:55:00	ES	Futures	5050.18	5050.18	5049.05	5049.05	431.0
2021-08-25 04:00:00	ES	Futures	5049.05	5049.9	5047.36	5047.92	1025.0
2021-08-25 04:05:00	ES	Futures	5047.92	5048.77	5047.36	5048.21	591.0

> showing 50 of 17,766 rows — these rows as CSV

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