PREVIEW / futures_5min / 2021-05-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-02.parquet
  size:    73 KB
  rows:    3,618

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
2021-05-02 18:00:00	ES	Futures	4699.49	4705.67	4699.49	4704.27	2889.0
2021-05-02 18:05:00	ES	Futures	4704.27	4704.83	4702.02	4703.15	1074.0
2021-05-02 18:10:00	ES	Futures	4703.43	4704.27	4701.74	4702.02	774.0
2021-05-02 18:15:00	ES	Futures	4701.74	4703.15	4701.46	4702.58	455.0
2021-05-02 18:20:00	ES	Futures	4702.86	4704.55	4702.86	4703.71	405.0
2021-05-02 18:25:00	ES	Futures	4703.71	4705.67	4703.15	4705.39	517.0
2021-05-02 18:30:00	ES	Futures	4705.39	4705.96	4705.11	4705.67	484.0
2021-05-02 18:35:00	ES	Futures	4705.67	4706.52	4704.83	4705.11	503.0
2021-05-02 18:40:00	ES	Futures	4705.11	4706.8	4705.11	4705.39	447.0
2021-05-02 18:45:00	ES	Futures	4705.11	4705.67	4704.27	4704.55	346.0
2021-05-02 18:50:00	ES	Futures	4704.55	4705.11	4703.71	4704.83	283.0
2021-05-02 18:55:00	ES	Futures	4704.83	4705.39	4704.55	4705.39	218.0
2021-05-02 19:00:00	ES	Futures	4705.39	4705.67	4705.11	4705.39	375.0
2021-05-02 19:05:00	ES	Futures	4705.11	4705.67	4704.83	4705.67	432.0
2021-05-02 19:10:00	ES	Futures	4705.67	4706.52	4705.39	4705.96	504.0
2021-05-02 19:15:00	ES	Futures	4705.67	4706.8	4705.11	4705.39	705.0
2021-05-02 19:20:00	ES	Futures	4705.67	4706.24	4705.39	4705.96	270.0
2021-05-02 19:25:00	ES	Futures	4706.24	4706.52	4705.11	4705.39	263.0
2021-05-02 19:30:00	ES	Futures	4705.11	4706.24	4705.11	4706.24	327.0
2021-05-02 19:35:00	ES	Futures	4706.24	4706.52	4705.11	4705.67	255.0
2021-05-02 19:40:00	ES	Futures	4706.24	4706.52	4705.96	4706.52	220.0
2021-05-02 19:45:00	ES	Futures	4706.52	4707.36	4706.24	4707.08	547.0
2021-05-02 19:50:00	ES	Futures	4707.08	4707.36	4706.24	4706.24	399.0
2021-05-02 19:55:00	ES	Futures	4706.52	4706.8	4705.96	4706.8	298.0
2021-05-02 20:00:00	ES	Futures	4706.8	4707.08	4705.96	4707.08	524.0
2021-05-02 20:05:00	ES	Futures	4707.08	4707.64	4706.52	4707.08	477.0
2021-05-02 20:10:00	ES	Futures	4707.08	4709.61	4706.8	4709.33	1039.0
2021-05-02 20:15:00	ES	Futures	4709.33	4711.01	4709.05	4710.73	1260.0
2021-05-02 20:20:00	ES	Futures	4710.73	4711.29	4709.89	4710.45	934.0
2021-05-02 20:25:00	ES	Futures	4710.73	4711.01	4709.89	4710.17	563.0
2021-05-02 20:30:00	ES	Futures	4710.45	4711.29	4710.17	4710.73	575.0
2021-05-02 20:35:00	ES	Futures	4711.01	4711.86	4710.17	4711.57	535.0
2021-05-02 20:40:00	ES	Futures	4711.86	4712.98	4711.01	4712.7	634.0
2021-05-02 20:45:00	ES	Futures	4712.42	4713.26	4711.57	4712.7	1097.0
2021-05-02 20:50:00	ES	Futures	4712.98	4713.82	4712.42	4713.26	671.0
2021-05-02 20:55:00	ES	Futures	4713.26	4713.54	4712.7	4712.7	463.0
2021-05-02 21:00:00	ES	Futures	4712.98	4713.26	4711.01	4711.57	746.0
2021-05-02 21:05:00	ES	Futures	4711.57	4711.57	4710.45	4710.45	522.0
2021-05-02 21:10:00	ES	Futures	4710.73	4711.86	4710.73	4711.29	256.0
2021-05-02 21:15:00	ES	Futures	4711.57	4713.54	4711.29	4713.26	1122.0
2021-05-02 21:20:00	ES	Futures	4713.26	4713.26	4711.01	4712.42	1144.0
2021-05-02 21:25:00	ES	Futures	4712.42	4712.42	4710.17	4710.73	897.0
2021-05-02 21:30:00	ES	Futures	4710.73	4711.01	4709.05	4709.33	1051.0
2021-05-02 21:35:00	ES	Futures	4709.33	4710.45	4709.05	4710.17	864.0
2021-05-02 21:40:00	ES	Futures	4710.45	4710.45	4709.05	4710.17	754.0
2021-05-02 21:45:00	ES	Futures	4709.89	4709.89	4707.08	4708.2	993.0
2021-05-02 21:50:00	ES	Futures	4708.2	4708.76	4707.36	4708.48	498.0
2021-05-02 21:55:00	ES	Futures	4708.48	4708.48	4706.24	4707.36	660.0
2021-05-02 22:00:00	ES	Futures	4707.36	4707.36	4704.83	4705.96	963.0
2021-05-02 22:05:00	ES	Futures	4705.96	4705.96	4703.99	4704.83	902.0

> showing 50 of 3,618 rows — these rows as CSV

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