PREVIEW / futures_5min / 2021-05-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-06.parquet
  size:    327 KB
  rows:    18,919

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
2021-05-06 00:00:00	ES	Futures	4671.68	4673.08	4671.12	4671.12	693.0
2021-05-06 00:05:00	ES	Futures	4671.12	4671.96	4670.27	4670.55	566.0
2021-05-06 00:10:00	ES	Futures	4670.55	4671.12	4669.71	4669.99	283.0
2021-05-06 00:15:00	ES	Futures	4669.99	4671.4	4669.43	4670.83	475.0
2021-05-06 00:20:00	ES	Futures	4670.83	4671.4	4669.43	4670.27	284.0
2021-05-06 00:25:00	ES	Futures	4669.99	4671.96	4669.99	4671.68	390.0
2021-05-06 00:30:00	ES	Futures	4671.68	4672.52	4671.4	4672.52	349.0
2021-05-06 00:35:00	ES	Futures	4672.52	4672.52	4671.96	4671.96	172.0
2021-05-06 00:40:00	ES	Futures	4671.96	4673.08	4671.96	4672.52	467.0
2021-05-06 00:45:00	ES	Futures	4672.8	4673.08	4671.4	4671.4	407.0
2021-05-06 00:50:00	ES	Futures	4671.68	4673.36	4671.12	4673.08	416.0
2021-05-06 00:55:00	ES	Futures	4673.08	4673.08	4671.96	4671.96	345.0
2021-05-06 01:00:00	ES	Futures	4671.68	4674.77	4671.68	4674.49	1074.0
2021-05-06 01:05:00	ES	Futures	4674.49	4676.45	4674.21	4675.05	1027.0
2021-05-06 01:10:00	ES	Futures	4675.05	4675.05	4673.92	4674.49	665.0
2021-05-06 01:15:00	ES	Futures	4674.77	4675.33	4674.21	4674.77	503.0
2021-05-06 01:20:00	ES	Futures	4674.49	4675.33	4673.92	4674.21	335.0
2021-05-06 01:25:00	ES	Futures	4674.21	4676.73	4673.92	4675.89	523.0
2021-05-06 01:30:00	ES	Futures	4676.17	4677.58	4675.89	4677.02	655.0
2021-05-06 01:35:00	ES	Futures	4677.02	4678.14	4675.89	4677.86	541.0
2021-05-06 01:40:00	ES	Futures	4678.14	4678.42	4677.3	4677.86	546.0
2021-05-06 01:45:00	ES	Futures	4677.86	4678.98	4677.02	4677.86	558.0
2021-05-06 01:50:00	ES	Futures	4677.86	4678.14	4676.73	4677.3	378.0
2021-05-06 01:55:00	ES	Futures	4677.02	4680.11	4677.02	4679.26	920.0
2021-05-06 02:00:00	ES	Futures	4679.26	4679.26	4677.02	4679.26	1059.0
2021-05-06 02:05:00	ES	Futures	4679.26	4679.54	4677.86	4678.42	683.0
2021-05-06 02:10:00	ES	Futures	4678.14	4678.42	4677.3	4677.58	457.0
2021-05-06 02:15:00	ES	Futures	4677.86	4678.7	4677.3	4677.58	458.0
2021-05-06 02:20:00	ES	Futures	4677.58	4678.42	4676.73	4676.73	558.0
2021-05-06 02:25:00	ES	Futures	4677.02	4678.14	4676.73	4677.58	330.0
2021-05-06 02:30:00	ES	Futures	4677.58	4678.14	4677.02	4678.14	505.0
2021-05-06 02:35:00	ES	Futures	4678.14	4678.98	4677.58	4677.86	354.0
2021-05-06 02:40:00	ES	Futures	4677.58	4680.11	4676.45	4679.83	1388.0
2021-05-06 02:45:00	ES	Futures	4679.83	4682.63	4679.26	4681.51	1612.0
2021-05-06 02:50:00	ES	Futures	4681.51	4681.79	4680.39	4681.23	778.0
2021-05-06 02:55:00	ES	Futures	4681.23	4681.79	4680.67	4681.23	759.0
2021-05-06 03:00:00	ES	Futures	4681.23	4687.41	4680.39	4686.57	4265.0
2021-05-06 03:05:00	ES	Futures	4686.57	4688.82	4685.73	4688.25	2738.0
2021-05-06 03:10:00	ES	Futures	4688.25	4688.54	4686.85	4688.25	1699.0
2021-05-06 03:15:00	ES	Futures	4688.25	4689.94	4687.69	4688.25	2344.0
2021-05-06 03:20:00	ES	Futures	4687.97	4688.82	4686.85	4687.41	1632.0
2021-05-06 03:25:00	ES	Futures	4687.13	4691.63	4687.13	4690.22	2781.0
2021-05-06 03:30:00	ES	Futures	4690.22	4691.34	4689.38	4689.94	1765.0
2021-05-06 03:35:00	ES	Futures	4689.94	4690.22	4688.25	4688.82	1293.0
2021-05-06 03:40:00	ES	Futures	4688.82	4690.5	4688.54	4689.66	1080.0
2021-05-06 03:45:00	ES	Futures	4689.66	4690.22	4686.57	4687.97	1374.0
2021-05-06 03:50:00	ES	Futures	4687.69	4688.25	4684.32	4685.16	1880.0
2021-05-06 03:55:00	ES	Futures	4685.16	4685.73	4683.2	4684.32	1385.0
2021-05-06 04:00:00	ES	Futures	4684.32	4685.44	4682.35	4683.76	1708.0
2021-05-06 04:05:00	ES	Futures	4683.76	4685.44	4682.63	4685.16	1311.0

> showing 50 of 18,919 rows — these rows as CSV

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