PREVIEW / futures_5min / 2021-08-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-29.parquet
  size:    69 KB
  rows:    3,436

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
2021-08-29 18:00:00	ES	Futures	5078.34	5078.34	5074.96	5075.52	1440.0
2021-08-29 18:05:00	ES	Futures	5075.52	5077.49	5075.24	5077.21	481.0
2021-08-29 18:10:00	ES	Futures	5076.93	5079.46	5076.93	5079.46	875.0
2021-08-29 18:15:00	ES	Futures	5079.46	5079.74	5078.05	5078.34	997.0
2021-08-29 18:20:00	ES	Futures	5078.34	5078.34	5076.93	5077.49	438.0
2021-08-29 18:25:00	ES	Futures	5077.77	5078.62	5077.77	5078.62	251.0
2021-08-29 18:30:00	ES	Futures	5078.62	5078.9	5078.34	5078.62	179.0
2021-08-29 18:35:00	ES	Futures	5078.34	5078.62	5077.77	5077.77	284.0
2021-08-29 18:40:00	ES	Futures	5078.05	5078.05	5077.21	5078.05	282.0
2021-08-29 18:45:00	ES	Futures	5077.77	5078.62	5077.49	5077.49	311.0
2021-08-29 18:50:00	ES	Futures	5077.49	5077.77	5076.93	5076.93	158.0
2021-08-29 18:55:00	ES	Futures	5076.93	5077.49	5076.65	5077.21	170.0
2021-08-29 19:00:00	ES	Futures	5077.49	5077.49	5076.93	5077.21	166.0
2021-08-29 19:05:00	ES	Futures	5077.21	5077.77	5076.65	5076.93	232.0
2021-08-29 19:10:00	ES	Futures	5077.21	5077.77	5076.36	5077.49	329.0
2021-08-29 19:15:00	ES	Futures	5077.49	5077.77	5076.93	5077.49	149.0
2021-08-29 19:20:00	ES	Futures	5077.21	5078.62	5077.21	5078.62	418.0
2021-08-29 19:25:00	ES	Futures	5078.62	5078.62	5078.05	5078.05	113.0
2021-08-29 19:30:00	ES	Futures	5078.34	5080.59	5078.05	5079.46	883.0
2021-08-29 19:35:00	ES	Futures	5079.74	5082.28	5079.46	5081.71	1397.0
2021-08-29 19:40:00	ES	Futures	5081.71	5083.4	5081.43	5083.12	793.0
2021-08-29 19:45:00	ES	Futures	5083.12	5083.12	5080.87	5081.43	733.0
2021-08-29 19:50:00	ES	Futures	5081.43	5081.43	5080.02	5080.87	918.0
2021-08-29 19:55:00	ES	Futures	5080.59	5081.15	5080.31	5080.59	440.0
2021-08-29 20:00:00	ES	Futures	5080.59	5082.0	5079.18	5079.46	2109.0
2021-08-29 20:05:00	ES	Futures	5079.46	5079.74	5077.77	5078.62	855.0
2021-08-29 20:10:00	ES	Futures	5078.62	5078.62	5076.08	5076.65	897.0
2021-08-29 20:15:00	ES	Futures	5076.65	5076.93	5075.52	5076.93	983.0
2021-08-29 20:20:00	ES	Futures	5076.93	5076.93	5074.39	5074.96	1231.0
2021-08-29 20:25:00	ES	Futures	5075.24	5075.52	5074.11	5074.96	744.0
2021-08-29 20:30:00	ES	Futures	5074.67	5074.67	5071.58	5071.58	1521.0
2021-08-29 20:35:00	ES	Futures	5071.86	5072.42	5071.01	5072.42	1065.0
2021-08-29 20:40:00	ES	Futures	5072.14	5073.27	5071.86	5072.42	621.0
2021-08-29 20:45:00	ES	Futures	5072.42	5072.99	5071.86	5072.99	551.0
2021-08-29 20:50:00	ES	Futures	5072.99	5072.99	5071.58	5072.14	536.0
2021-08-29 20:55:00	ES	Futures	5071.86	5072.99	5071.58	5072.42	391.0
2021-08-29 21:00:00	ES	Futures	5072.42	5072.7	5071.86	5071.86	494.0
2021-08-29 21:05:00	ES	Futures	5071.86	5072.42	5071.01	5072.14	662.0
2021-08-29 21:10:00	ES	Futures	5071.86	5074.11	5071.86	5073.27	938.0
2021-08-29 21:15:00	ES	Futures	5073.27	5074.11	5071.86	5073.55	874.0
2021-08-29 21:20:00	ES	Futures	5073.83	5073.83	5073.27	5073.27	307.0
2021-08-29 21:25:00	ES	Futures	5073.27	5074.39	5073.27	5074.39	372.0
2021-08-29 21:30:00	ES	Futures	5074.39	5074.96	5072.14	5072.42	902.0
2021-08-29 21:35:00	ES	Futures	5072.42	5072.7	5069.89	5070.17	1112.0
2021-08-29 21:40:00	ES	Futures	5070.17	5071.58	5069.32	5071.01	1120.0
2021-08-29 21:45:00	ES	Futures	5071.01	5071.86	5070.73	5071.58	656.0
2021-08-29 21:50:00	ES	Futures	5071.58	5073.27	5071.3	5072.99	780.0
2021-08-29 21:55:00	ES	Futures	5072.99	5073.27	5072.42	5073.27	380.0
2021-08-29 22:00:00	ES	Futures	5073.55	5074.67	5073.27	5073.83	987.0
2021-08-29 22:05:00	ES	Futures	5074.11	5074.39	5072.99	5073.55	374.0

> showing 50 of 3,436 rows — these rows as CSV

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