PREVIEW / futures_5min / 2021-08-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-30.parquet
  size:    264 KB
  rows:    16,772

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
2021-08-30 00:00:00	ES	Futures	5078.9	5078.9	5078.05	5078.34	273.0
2021-08-30 00:05:00	ES	Futures	5078.34	5079.18	5078.05	5078.9	217.0
2021-08-30 00:10:00	ES	Futures	5078.9	5079.18	5078.62	5079.18	194.0
2021-08-30 00:15:00	ES	Futures	5079.18	5079.18	5078.34	5078.34	205.0
2021-08-30 00:20:00	ES	Futures	5078.34	5078.62	5077.77	5078.34	231.0
2021-08-30 00:25:00	ES	Futures	5078.34	5078.34	5078.05	5078.05	122.0
2021-08-30 00:30:00	ES	Futures	5078.05	5078.9	5078.05	5078.05	197.0
2021-08-30 00:35:00	ES	Futures	5078.05	5078.34	5077.77	5077.77	188.0
2021-08-30 00:40:00	ES	Futures	5077.77	5078.34	5077.49	5078.34	88.0
2021-08-30 00:45:00	ES	Futures	5078.05	5078.05	5077.21	5077.21	217.0
2021-08-30 00:50:00	ES	Futures	5077.21	5077.77	5077.21	5077.77	119.0
2021-08-30 00:55:00	ES	Futures	5077.77	5078.05	5077.21	5077.49	200.0
2021-08-30 01:00:00	ES	Futures	5077.21	5077.77	5076.93	5077.49	473.0
2021-08-30 01:05:00	ES	Futures	5077.49	5078.05	5076.36	5077.21	386.0
2021-08-30 01:10:00	ES	Futures	5077.21	5077.49	5076.36	5077.21	271.0
2021-08-30 01:15:00	ES	Futures	5076.93	5077.49	5076.93	5077.49	173.0
2021-08-30 01:20:00	ES	Futures	5077.21	5078.05	5077.21	5078.05	303.0
2021-08-30 01:25:00	ES	Futures	5078.05	5079.18	5078.05	5078.62	409.0
2021-08-30 01:30:00	ES	Futures	5078.9	5079.18	5078.05	5079.18	673.0
2021-08-30 01:35:00	ES	Futures	5078.9	5079.46	5078.62	5078.62	321.0
2021-08-30 01:40:00	ES	Futures	5078.62	5078.9	5078.34	5078.9	511.0
2021-08-30 01:45:00	ES	Futures	5078.9	5079.18	5078.62	5078.9	462.0
2021-08-30 01:50:00	ES	Futures	5078.62	5078.9	5077.49	5078.05	509.0
2021-08-30 01:55:00	ES	Futures	5078.05	5078.05	5077.49	5077.49	259.0
2021-08-30 02:00:00	ES	Futures	5077.77	5078.62	5077.49	5078.05	621.0
2021-08-30 02:05:00	ES	Futures	5077.77	5078.05	5077.21	5077.77	1118.0
2021-08-30 02:10:00	ES	Futures	5077.77	5078.34	5076.93	5077.77	813.0
2021-08-30 02:15:00	ES	Futures	5077.77	5077.77	5076.36	5076.93	445.0
2021-08-30 02:20:00	ES	Futures	5076.65	5077.49	5076.65	5076.93	258.0
2021-08-30 02:25:00	ES	Futures	5077.21	5077.49	5076.93	5077.21	200.0
2021-08-30 02:30:00	ES	Futures	5077.49	5077.77	5077.21	5077.49	300.0
2021-08-30 02:35:00	ES	Futures	5077.49	5077.49	5076.65	5077.21	202.0
2021-08-30 02:40:00	ES	Futures	5077.21	5077.21	5076.65	5076.65	287.0
2021-08-30 02:45:00	ES	Futures	5076.93	5077.49	5076.36	5077.49	288.0
2021-08-30 02:50:00	ES	Futures	5077.77	5077.77	5077.21	5077.77	361.0
2021-08-30 02:55:00	ES	Futures	5077.77	5077.77	5076.65	5077.21	583.0
2021-08-30 03:00:00	ES	Futures	5077.21	5077.77	5076.36	5076.65	1953.0
2021-08-30 03:05:00	ES	Futures	5076.65	5078.34	5076.36	5076.65	1416.0
2021-08-30 03:10:00	ES	Futures	5076.65	5076.93	5075.8	5076.08	1008.0
2021-08-30 03:15:00	ES	Futures	5076.36	5077.21	5075.52	5076.36	1146.0
2021-08-30 03:20:00	ES	Futures	5076.36	5078.34	5075.8	5077.77	1377.0
2021-08-30 03:25:00	ES	Futures	5077.77	5078.34	5075.52	5076.08	757.0
2021-08-30 03:30:00	ES	Futures	5076.08	5076.93	5076.08	5076.65	523.0
2021-08-30 03:35:00	ES	Futures	5076.36	5076.65	5075.52	5076.36	582.0
2021-08-30 03:40:00	ES	Futures	5076.36	5076.93	5075.52	5076.93	368.0
2021-08-30 03:45:00	ES	Futures	5077.21	5078.05	5076.93	5077.21	750.0
2021-08-30 03:50:00	ES	Futures	5077.21	5077.49	5076.65	5077.21	352.0
2021-08-30 03:55:00	ES	Futures	5077.49	5077.77	5076.65	5077.77	387.0
2021-08-30 04:00:00	ES	Futures	5077.77	5078.05	5076.93	5076.93	726.0
2021-08-30 04:05:00	ES	Futures	5076.93	5078.05	5076.65	5078.05	857.0

> showing 50 of 16,772 rows — these rows as CSV

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