PREVIEW / futures_5min / 2021-08-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-27.parquet
  size:    262 KB
  rows:    14,819

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
2021-08-27 00:00:00	ES	Futures	5040.6	5040.88	5040.32	5040.88	92.0
2021-08-27 00:05:00	ES	Futures	5040.88	5040.88	5040.6	5040.6	100.0
2021-08-27 00:10:00	ES	Futures	5040.88	5040.88	5040.6	5040.6	74.0
2021-08-27 00:15:00	ES	Futures	5040.6	5040.88	5040.6	5040.88	82.0
2021-08-27 00:20:00	ES	Futures	5041.17	5042.57	5040.88	5042.01	502.0
2021-08-27 00:25:00	ES	Futures	5042.01	5042.01	5041.45	5041.45	156.0
2021-08-27 00:30:00	ES	Futures	5041.45	5042.01	5040.6	5040.88	158.0
2021-08-27 00:35:00	ES	Futures	5040.88	5040.88	5040.32	5040.6	112.0
2021-08-27 00:40:00	ES	Futures	5040.6	5040.88	5040.32	5040.88	123.0
2021-08-27 00:45:00	ES	Futures	5040.88	5041.73	5040.88	5041.45	118.0
2021-08-27 00:50:00	ES	Futures	5041.45	5041.73	5040.88	5040.88	143.0
2021-08-27 00:55:00	ES	Futures	5040.88	5041.73	5040.88	5041.45	112.0
2021-08-27 01:00:00	ES	Futures	5041.45	5042.01	5041.45	5041.45	187.0
2021-08-27 01:05:00	ES	Futures	5041.45	5041.45	5038.63	5039.2	660.0
2021-08-27 01:10:00	ES	Futures	5039.2	5040.04	5039.2	5039.48	213.0
2021-08-27 01:15:00	ES	Futures	5039.48	5040.04	5039.2	5040.04	178.0
2021-08-27 01:20:00	ES	Futures	5040.04	5040.6	5039.76	5040.32	317.0
2021-08-27 01:25:00	ES	Futures	5040.32	5040.88	5040.32	5040.88	199.0
2021-08-27 01:30:00	ES	Futures	5040.88	5042.86	5040.88	5042.01	528.0
2021-08-27 01:35:00	ES	Futures	5042.01	5042.01	5040.04	5040.04	253.0
2021-08-27 01:40:00	ES	Futures	5040.04	5042.01	5040.04	5042.01	519.0
2021-08-27 01:45:00	ES	Futures	5042.29	5042.57	5041.17	5041.17	399.0
2021-08-27 01:50:00	ES	Futures	5041.45	5042.01	5040.6	5041.45	338.0
2021-08-27 01:55:00	ES	Futures	5041.17	5042.01	5040.6	5041.73	252.0
2021-08-27 02:00:00	ES	Futures	5041.73	5043.98	5040.32	5043.42	1650.0
2021-08-27 02:05:00	ES	Futures	5043.14	5044.55	5042.29	5043.98	736.0
2021-08-27 02:10:00	ES	Futures	5043.98	5044.83	5043.42	5044.55	595.0
2021-08-27 02:15:00	ES	Futures	5044.55	5045.11	5043.7	5044.55	598.0
2021-08-27 02:20:00	ES	Futures	5044.55	5046.23	5043.7	5045.67	1296.0
2021-08-27 02:25:00	ES	Futures	5045.95	5046.52	5044.83	5046.23	742.0
2021-08-27 02:30:00	ES	Futures	5045.95	5047.08	5045.67	5046.23	596.0
2021-08-27 02:35:00	ES	Futures	5046.23	5047.36	5045.95	5046.23	717.0
2021-08-27 02:40:00	ES	Futures	5045.95	5047.08	5045.95	5046.8	507.0
2021-08-27 02:45:00	ES	Futures	5047.08	5047.08	5046.23	5046.23	438.0
2021-08-27 02:50:00	ES	Futures	5046.52	5047.36	5046.23	5046.23	368.0
2021-08-27 02:55:00	ES	Futures	5045.95	5046.52	5044.83	5044.83	626.0
2021-08-27 03:00:00	ES	Futures	5044.55	5044.83	5041.73	5043.42	2663.0
2021-08-27 03:05:00	ES	Futures	5043.14	5044.55	5042.57	5043.7	1036.0
2021-08-27 03:10:00	ES	Futures	5043.7	5045.39	5043.42	5044.26	1205.0
2021-08-27 03:15:00	ES	Futures	5044.26	5045.11	5043.14	5044.26	828.0
2021-08-27 03:20:00	ES	Futures	5044.26	5045.95	5044.26	5045.39	844.0
2021-08-27 03:25:00	ES	Futures	5045.11	5048.49	5045.11	5047.92	1649.0
2021-08-27 03:30:00	ES	Futures	5048.21	5050.74	5047.64	5049.33	1829.0
2021-08-27 03:35:00	ES	Futures	5049.05	5049.33	5048.21	5048.49	1102.0
2021-08-27 03:40:00	ES	Futures	5048.49	5048.77	5047.36	5047.64	802.0
2021-08-27 03:45:00	ES	Futures	5047.92	5048.21	5046.8	5047.36	821.0
2021-08-27 03:50:00	ES	Futures	5047.64	5048.49	5047.36	5047.64	448.0
2021-08-27 03:55:00	ES	Futures	5047.64	5048.21	5047.08	5047.36	334.0
2021-08-27 04:00:00	ES	Futures	5047.36	5047.92	5046.52	5047.08	1138.0
2021-08-27 04:05:00	ES	Futures	5047.08	5047.08	5043.98	5044.26	1358.0

> showing 50 of 14,819 rows — these rows as CSV

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