PREVIEW / futures_5min / 2021-05-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-05.parquet
  size:    320 KB
  rows:    18,800

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
2021-05-05 00:00:00	ES	Futures	4687.13	4687.69	4686.01	4686.29	268.0
2021-05-05 00:05:00	ES	Futures	4686.29	4687.13	4686.29	4686.85	178.0
2021-05-05 00:10:00	ES	Futures	4686.85	4687.41	4686.57	4687.13	288.0
2021-05-05 00:15:00	ES	Futures	4686.85	4687.13	4686.57	4686.85	170.0
2021-05-05 00:20:00	ES	Futures	4686.57	4686.57	4686.01	4686.29	98.0
2021-05-05 00:25:00	ES	Futures	4686.57	4686.85	4686.29	4686.85	170.0
2021-05-05 00:30:00	ES	Futures	4686.57	4687.41	4686.29	4687.41	276.0
2021-05-05 00:35:00	ES	Futures	4687.41	4687.69	4686.85	4686.85	152.0
2021-05-05 00:40:00	ES	Futures	4686.85	4687.69	4686.85	4687.13	166.0
2021-05-05 00:45:00	ES	Futures	4687.41	4687.97	4686.57	4686.57	375.0
2021-05-05 00:50:00	ES	Futures	4686.29	4687.41	4686.01	4687.41	133.0
2021-05-05 00:55:00	ES	Futures	4687.41	4687.41	4687.13	4687.41	87.0
2021-05-05 01:00:00	ES	Futures	4687.41	4687.69	4686.57	4686.85	345.0
2021-05-05 01:05:00	ES	Futures	4686.57	4686.57	4683.76	4683.76	1009.0
2021-05-05 01:10:00	ES	Futures	4684.04	4684.88	4681.51	4682.07	1475.0
2021-05-05 01:15:00	ES	Futures	4682.07	4682.35	4679.26	4679.54	1276.0
2021-05-05 01:20:00	ES	Futures	4679.54	4679.83	4677.58	4678.14	1627.0
2021-05-05 01:25:00	ES	Futures	4678.14	4678.98	4677.3	4678.98	856.0
2021-05-05 01:30:00	ES	Futures	4678.98	4680.39	4678.14	4680.11	1013.0
2021-05-05 01:35:00	ES	Futures	4680.11	4680.67	4679.83	4680.67	423.0
2021-05-05 01:40:00	ES	Futures	4680.67	4680.95	4679.26	4680.67	450.0
2021-05-05 01:45:00	ES	Futures	4680.67	4680.95	4680.11	4680.67	261.0
2021-05-05 01:50:00	ES	Futures	4680.67	4681.51	4680.67	4680.95	356.0
2021-05-05 01:55:00	ES	Futures	4681.23	4683.48	4680.95	4683.2	710.0
2021-05-05 02:00:00	ES	Futures	4683.2	4686.01	4683.2	4684.6	1313.0
2021-05-05 02:05:00	ES	Futures	4684.88	4685.73	4683.76	4684.04	757.0
2021-05-05 02:10:00	ES	Futures	4684.04	4684.88	4682.63	4682.63	759.0
2021-05-05 02:15:00	ES	Futures	4682.92	4682.92	4680.95	4681.23	1162.0
2021-05-05 02:20:00	ES	Futures	4681.23	4682.07	4680.39	4681.79	707.0
2021-05-05 02:25:00	ES	Futures	4681.79	4682.35	4679.83	4679.83	693.0
2021-05-05 02:30:00	ES	Futures	4680.11	4682.07	4678.7	4681.79	1020.0
2021-05-05 02:35:00	ES	Futures	4681.79	4682.07	4680.67	4681.79	664.0
2021-05-05 02:40:00	ES	Futures	4681.79	4682.63	4680.95	4682.07	564.0
2021-05-05 02:45:00	ES	Futures	4682.35	4683.2	4680.39	4680.67	1090.0
2021-05-05 02:50:00	ES	Futures	4680.67	4681.79	4680.11	4681.51	951.0
2021-05-05 02:55:00	ES	Futures	4681.51	4682.63	4679.26	4680.39	1057.0
2021-05-05 03:00:00	ES	Futures	4680.39	4683.2	4679.83	4680.39	2983.0
2021-05-05 03:05:00	ES	Futures	4680.67	4682.63	4678.98	4682.35	2338.0
2021-05-05 03:10:00	ES	Futures	4682.63	4684.04	4681.79	4683.2	1811.0
2021-05-05 03:15:00	ES	Futures	4682.92	4684.32	4680.67	4681.23	1627.0
2021-05-05 03:20:00	ES	Futures	4680.95	4684.6	4680.67	4684.32	1096.0
2021-05-05 03:25:00	ES	Futures	4684.32	4685.73	4683.48	4684.32	1411.0
2021-05-05 03:30:00	ES	Futures	4684.04	4687.41	4684.04	4686.85	2163.0
2021-05-05 03:35:00	ES	Futures	4686.57	4687.69	4685.73	4687.41	1273.0
2021-05-05 03:40:00	ES	Futures	4687.13	4687.97	4686.57	4686.57	1651.0
2021-05-05 03:45:00	ES	Futures	4686.85	4687.41	4686.01	4687.13	1189.0
2021-05-05 03:50:00	ES	Futures	4687.13	4689.66	4687.13	4688.54	1791.0
2021-05-05 03:55:00	ES	Futures	4688.54	4689.38	4686.57	4686.85	1412.0
2021-05-05 04:00:00	ES	Futures	4687.13	4688.54	4685.16	4685.44	2178.0
2021-05-05 04:05:00	ES	Futures	4685.44	4686.29	4684.6	4685.44	1869.0

> showing 50 of 18,800 rows — these rows as CSV

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