PREVIEW / futures_5min / 2021-05-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-03.parquet
  size:    315 KB
  rows:    17,954

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
2021-05-03 00:00:00	ES	Futures	4707.08	4707.08	4706.52	4706.52	133.0
2021-05-03 00:05:00	ES	Futures	4706.52	4706.52	4705.67	4705.96	226.0
2021-05-03 00:10:00	ES	Futures	4706.24	4706.24	4705.39	4705.67	174.0
2021-05-03 00:15:00	ES	Futures	4705.96	4706.24	4705.67	4706.24	89.0
2021-05-03 00:20:00	ES	Futures	4706.24	4706.24	4705.11	4705.39	117.0
2021-05-03 00:25:00	ES	Futures	4705.39	4705.39	4704.55	4705.11	314.0
2021-05-03 00:30:00	ES	Futures	4705.11	4705.67	4704.55	4704.55	123.0
2021-05-03 00:35:00	ES	Futures	4704.55	4705.11	4704.55	4704.83	111.0
2021-05-03 00:40:00	ES	Futures	4705.11	4705.39	4704.55	4705.11	109.0
2021-05-03 00:45:00	ES	Futures	4704.83	4705.39	4704.83	4705.11	75.0
2021-05-03 00:50:00	ES	Futures	4704.83	4706.24	4704.83	4705.96	155.0
2021-05-03 00:55:00	ES	Futures	4705.96	4706.8	4705.67	4706.24	160.0
2021-05-03 01:00:00	ES	Futures	4706.52	4706.52	4705.11	4705.11	268.0
2021-05-03 01:05:00	ES	Futures	4704.83	4705.11	4704.55	4704.83	202.0
2021-05-03 01:10:00	ES	Futures	4704.83	4705.11	4704.27	4704.27	212.0
2021-05-03 01:15:00	ES	Futures	4704.55	4704.55	4703.71	4703.99	272.0
2021-05-03 01:20:00	ES	Futures	4704.27	4705.11	4703.99	4704.27	237.0
2021-05-03 01:25:00	ES	Futures	4704.27	4704.27	4703.71	4703.71	191.0
2021-05-03 01:30:00	ES	Futures	4703.99	4703.99	4702.02	4702.58	666.0
2021-05-03 01:35:00	ES	Futures	4702.58	4702.86	4701.18	4701.74	415.0
2021-05-03 01:40:00	ES	Futures	4702.02	4702.3	4701.74	4702.3	252.0
2021-05-03 01:45:00	ES	Futures	4702.02	4702.86	4702.02	4702.3	222.0
2021-05-03 01:50:00	ES	Futures	4702.3	4702.3	4701.74	4702.02	245.0
2021-05-03 01:55:00	ES	Futures	4701.74	4702.3	4701.46	4702.02	161.0
2021-05-03 02:00:00	ES	Futures	4702.02	4702.3	4700.62	4700.62	485.0
2021-05-03 02:05:00	ES	Futures	4700.9	4703.15	4700.62	4702.3	584.0
2021-05-03 02:10:00	ES	Futures	4702.58	4702.86	4702.3	4702.58	226.0
2021-05-03 02:15:00	ES	Futures	4702.58	4702.58	4701.74	4702.3	333.0
2021-05-03 02:20:00	ES	Futures	4702.58	4703.99	4702.58	4703.71	418.0
2021-05-03 02:25:00	ES	Futures	4703.71	4705.39	4703.43	4705.39	683.0
2021-05-03 02:30:00	ES	Futures	4705.39	4705.96	4704.83	4705.67	784.0
2021-05-03 02:35:00	ES	Futures	4705.67	4705.67	4704.55	4704.83	290.0
2021-05-03 02:40:00	ES	Futures	4704.83	4706.8	4704.83	4706.8	449.0
2021-05-03 02:45:00	ES	Futures	4706.52	4707.36	4705.67	4705.67	564.0
2021-05-03 02:50:00	ES	Futures	4705.67	4706.52	4705.67	4706.24	147.0
2021-05-03 02:55:00	ES	Futures	4706.24	4707.08	4705.96	4707.08	366.0
2021-05-03 03:00:00	ES	Futures	4706.8	4709.05	4706.8	4708.2	1818.0
2021-05-03 03:05:00	ES	Futures	4708.2	4709.89	4706.8	4709.33	1594.0
2021-05-03 03:10:00	ES	Futures	4709.61	4709.89	4708.76	4709.33	967.0
2021-05-03 03:15:00	ES	Futures	4709.33	4712.14	4709.05	4711.57	1512.0
2021-05-03 03:20:00	ES	Futures	4711.57	4717.19	4711.57	4716.91	2472.0
2021-05-03 03:25:00	ES	Futures	4716.91	4719.72	4714.67	4716.07	3716.0
2021-05-03 03:30:00	ES	Futures	4715.79	4718.04	4714.95	4715.23	2018.0
2021-05-03 03:35:00	ES	Futures	4715.51	4716.63	4714.95	4715.79	895.0
2021-05-03 03:40:00	ES	Futures	4716.07	4717.19	4715.79	4716.07	641.0
2021-05-03 03:45:00	ES	Futures	4716.35	4718.04	4716.35	4717.19	1008.0
2021-05-03 03:50:00	ES	Futures	4717.19	4717.76	4716.35	4716.91	790.0
2021-05-03 03:55:00	ES	Futures	4716.91	4717.47	4716.07	4716.07	608.0
2021-05-03 04:00:00	ES	Futures	4716.35	4716.63	4714.38	4714.95	1267.0
2021-05-03 04:05:00	ES	Futures	4714.95	4715.79	4714.67	4715.23	760.0

> showing 50 of 17,954 rows — these rows as CSV

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