PREVIEW / futures_5min / 2021-08-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-31.parquet
  size:    308 KB
  rows:    17,811

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
2021-08-31 00:00:00	ES	Futures	5103.11	5103.4	5102.55	5102.83	325.0
2021-08-31 00:05:00	ES	Futures	5102.83	5103.4	5102.55	5103.11	207.0
2021-08-31 00:10:00	ES	Futures	5103.11	5103.96	5102.83	5103.68	373.0
2021-08-31 00:15:00	ES	Futures	5103.68	5103.96	5103.11	5103.96	408.0
2021-08-31 00:20:00	ES	Futures	5103.96	5104.24	5103.68	5103.68	428.0
2021-08-31 00:25:00	ES	Futures	5103.68	5103.96	5103.4	5103.96	286.0
2021-08-31 00:30:00	ES	Futures	5103.96	5104.24	5103.68	5103.96	242.0
2021-08-31 00:35:00	ES	Futures	5103.96	5104.24	5103.4	5103.68	181.0
2021-08-31 00:40:00	ES	Futures	5103.68	5105.37	5103.68	5104.8	722.0
2021-08-31 00:45:00	ES	Futures	5104.8	5105.93	5104.52	5105.65	577.0
2021-08-31 00:50:00	ES	Futures	5105.65	5107.34	5105.65	5107.34	1204.0
2021-08-31 00:55:00	ES	Futures	5107.34	5111.0	5107.06	5110.44	2078.0
2021-08-31 01:00:00	ES	Futures	5110.44	5113.53	5110.44	5111.0	2952.0
2021-08-31 01:05:00	ES	Futures	5111.0	5111.56	5109.31	5110.15	1056.0
2021-08-31 01:10:00	ES	Futures	5109.87	5110.44	5109.59	5110.44	598.0
2021-08-31 01:15:00	ES	Futures	5110.44	5112.69	5110.44	5112.69	1222.0
2021-08-31 01:20:00	ES	Futures	5112.69	5113.53	5111.28	5111.56	1183.0
2021-08-31 01:25:00	ES	Futures	5111.56	5112.13	5111.28	5111.84	309.0
2021-08-31 01:30:00	ES	Futures	5111.84	5111.84	5111.0	5111.84	451.0
2021-08-31 01:35:00	ES	Futures	5112.13	5113.25	5111.84	5112.97	899.0
2021-08-31 01:40:00	ES	Futures	5112.69	5113.53	5112.13	5112.41	881.0
2021-08-31 01:45:00	ES	Futures	5112.13	5113.81	5112.13	5113.53	612.0
2021-08-31 01:50:00	ES	Futures	5113.25	5113.53	5112.69	5113.53	707.0
2021-08-31 01:55:00	ES	Futures	5113.53	5113.53	5112.41	5113.25	810.0
2021-08-31 02:00:00	ES	Futures	5113.25	5115.5	5112.41	5115.5	2346.0
2021-08-31 02:05:00	ES	Futures	5115.5	5116.07	5112.97	5114.1	1781.0
2021-08-31 02:10:00	ES	Futures	5114.1	5116.07	5113.81	5115.5	1411.0
2021-08-31 02:15:00	ES	Futures	5115.5	5115.79	5114.38	5114.94	1298.0
2021-08-31 02:20:00	ES	Futures	5114.66	5115.79	5114.66	5114.94	735.0
2021-08-31 02:25:00	ES	Futures	5114.66	5115.79	5114.38	5114.66	702.0
2021-08-31 02:30:00	ES	Futures	5114.66	5116.07	5114.66	5114.66	719.0
2021-08-31 02:35:00	ES	Futures	5114.66	5114.94	5113.81	5114.1	642.0
2021-08-31 02:40:00	ES	Futures	5114.1	5114.38	5112.69	5113.53	777.0
2021-08-31 02:45:00	ES	Futures	5113.53	5113.53	5112.69	5112.97	471.0
2021-08-31 02:50:00	ES	Futures	5113.25	5114.1	5112.69	5112.97	1044.0
2021-08-31 02:55:00	ES	Futures	5112.97	5113.53	5112.69	5113.25	1071.0
2021-08-31 03:00:00	ES	Futures	5113.25	5113.25	5111.0	5112.97	3451.0
2021-08-31 03:05:00	ES	Futures	5112.69	5113.53	5111.56	5113.25	2251.0
2021-08-31 03:10:00	ES	Futures	5113.25	5113.53	5111.84	5112.41	1156.0
2021-08-31 03:15:00	ES	Futures	5112.41	5112.69	5111.56	5112.41	1184.0
2021-08-31 03:20:00	ES	Futures	5112.41	5112.41	5111.28	5111.84	965.0
2021-08-31 03:25:00	ES	Futures	5111.56	5112.69	5111.0	5112.41	1546.0
2021-08-31 03:30:00	ES	Futures	5112.13	5112.69	5110.15	5111.84	2084.0
2021-08-31 03:35:00	ES	Futures	5111.84	5113.81	5111.84	5112.41	1939.0
2021-08-31 03:40:00	ES	Futures	5112.41	5113.25	5111.84	5112.41	906.0
2021-08-31 03:45:00	ES	Futures	5112.13	5113.25	5111.28	5111.56	833.0
2021-08-31 03:50:00	ES	Futures	5111.56	5112.13	5110.44	5110.44	1049.0
2021-08-31 03:55:00	ES	Futures	5110.44	5111.0	5109.87	5110.15	1178.0
2021-08-31 04:00:00	ES	Futures	5110.15	5110.44	5109.03	5109.31	2083.0
2021-08-31 04:05:00	ES	Futures	5109.31	5110.72	5109.31	5110.15	1120.0

> showing 50 of 17,811 rows — these rows as CSV

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