PREVIEW / futures_5min / 2021-08-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-26.parquet
  size:    294 KB
  rows:    18,130

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
2021-08-26 00:00:00	ES	Futures	5052.43	5052.71	5052.15	5052.43	178.0
2021-08-26 00:05:00	ES	Futures	5052.71	5052.71	5052.15	5052.71	268.0
2021-08-26 00:10:00	ES	Futures	5052.43	5053.27	5052.43	5052.71	176.0
2021-08-26 00:15:00	ES	Futures	5052.99	5053.27	5052.71	5052.99	126.0
2021-08-26 00:20:00	ES	Futures	5052.99	5053.56	5052.99	5053.56	264.0
2021-08-26 00:25:00	ES	Futures	5053.27	5053.56	5052.99	5053.56	121.0
2021-08-26 00:30:00	ES	Futures	5053.56	5054.4	5053.27	5053.84	301.0
2021-08-26 00:35:00	ES	Futures	5054.12	5054.12	5053.84	5054.12	144.0
2021-08-26 00:40:00	ES	Futures	5054.12	5054.12	5053.56	5053.84	107.0
2021-08-26 00:45:00	ES	Futures	5053.56	5053.84	5052.99	5053.27	260.0
2021-08-26 00:50:00	ES	Futures	5053.56	5053.56	5052.99	5053.56	123.0
2021-08-26 00:55:00	ES	Futures	5053.27	5053.56	5052.43	5053.27	213.0
2021-08-26 01:00:00	ES	Futures	5052.99	5053.84	5052.71	5052.99	377.0
2021-08-26 01:05:00	ES	Futures	5052.99	5053.84	5052.71	5053.56	223.0
2021-08-26 01:10:00	ES	Futures	5053.56	5053.56	5052.71	5052.99	222.0
2021-08-26 01:15:00	ES	Futures	5053.27	5054.12	5052.99	5053.84	293.0
2021-08-26 01:20:00	ES	Futures	5053.84	5054.68	5053.84	5054.4	415.0
2021-08-26 01:25:00	ES	Futures	5054.4	5054.4	5053.56	5054.12	185.0
2021-08-26 01:30:00	ES	Futures	5054.4	5054.4	5053.27	5053.84	153.0
2021-08-26 01:35:00	ES	Futures	5053.84	5054.12	5053.27	5053.84	122.0
2021-08-26 01:40:00	ES	Futures	5053.84	5054.96	5053.84	5054.96	257.0
2021-08-26 01:45:00	ES	Futures	5054.96	5055.25	5054.4	5054.68	365.0
2021-08-26 01:50:00	ES	Futures	5054.96	5055.53	5054.4	5054.96	717.0
2021-08-26 01:55:00	ES	Futures	5055.25	5055.53	5054.68	5054.96	269.0
2021-08-26 02:00:00	ES	Futures	5055.25	5055.53	5054.4	5055.53	497.0
2021-08-26 02:05:00	ES	Futures	5055.53	5055.81	5053.84	5054.12	484.0
2021-08-26 02:10:00	ES	Futures	5054.12	5054.12	5052.15	5052.15	1140.0
2021-08-26 02:15:00	ES	Futures	5052.15	5054.12	5051.87	5054.12	503.0
2021-08-26 02:20:00	ES	Futures	5053.84	5053.84	5052.43	5052.43	433.0
2021-08-26 02:25:00	ES	Futures	5052.43	5053.56	5051.87	5052.43	1092.0
2021-08-26 02:30:00	ES	Futures	5052.43	5053.27	5052.43	5052.71	1045.0
2021-08-26 02:35:00	ES	Futures	5052.71	5053.27	5051.87	5052.15	508.0
2021-08-26 02:40:00	ES	Futures	5051.87	5052.15	5050.46	5051.02	1525.0
2021-08-26 02:45:00	ES	Futures	5051.02	5051.59	5050.46	5050.74	787.0
2021-08-26 02:50:00	ES	Futures	5051.02	5051.87	5050.18	5051.3	663.0
2021-08-26 02:55:00	ES	Futures	5051.3	5052.15	5051.02	5051.3	705.0
2021-08-26 03:00:00	ES	Futures	5051.3	5054.12	5050.46	5050.46	2715.0
2021-08-26 03:05:00	ES	Futures	5050.18	5052.15	5046.52	5047.08	4526.0
2021-08-26 03:10:00	ES	Futures	5047.08	5049.9	5046.23	5049.33	3025.0
2021-08-26 03:15:00	ES	Futures	5049.33	5050.18	5047.92	5049.9	1628.0
2021-08-26 03:20:00	ES	Futures	5049.9	5050.46	5047.36	5049.33	1680.0
2021-08-26 03:25:00	ES	Futures	5049.61	5054.12	5049.33	5053.56	2568.0
2021-08-26 03:30:00	ES	Futures	5053.56	5056.94	5053.27	5054.96	3231.0
2021-08-26 03:35:00	ES	Futures	5054.96	5058.62	5054.96	5055.53	3667.0
2021-08-26 03:40:00	ES	Futures	5055.53	5057.22	5054.4	5055.25	1550.0
2021-08-26 03:45:00	ES	Futures	5055.25	5056.09	5054.4	5055.53	791.0
2021-08-26 03:50:00	ES	Futures	5055.53	5056.37	5054.12	5054.12	1162.0
2021-08-26 03:55:00	ES	Futures	5054.12	5057.22	5054.12	5056.37	1162.0
2021-08-26 04:00:00	ES	Futures	5056.65	5058.06	5056.09	5056.94	1173.0
2021-08-26 04:05:00	ES	Futures	5056.94	5057.5	5054.96	5056.09	1005.0

> showing 50 of 18,130 rows — these rows as CSV

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