PREVIEW / futures_5min / 2021-05-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-07.parquet
  size:    288 KB
  rows:    15,485

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
2021-05-07 00:00:00	ES	Futures	4718.6	4718.6	4717.47	4718.04	228.0
2021-05-07 00:05:00	ES	Futures	4717.76	4718.04	4716.91	4717.47	452.0
2021-05-07 00:10:00	ES	Futures	4717.19	4718.6	4717.19	4718.6	242.0
2021-05-07 00:15:00	ES	Futures	4718.32	4718.32	4718.04	4718.32	64.0
2021-05-07 00:20:00	ES	Futures	4718.32	4718.6	4718.04	4718.6	166.0
2021-05-07 00:25:00	ES	Futures	4718.6	4719.16	4718.6	4719.16	260.0
2021-05-07 00:30:00	ES	Futures	4719.16	4720.0	4719.16	4719.72	195.0
2021-05-07 00:35:00	ES	Futures	4719.44	4719.72	4719.16	4719.72	125.0
2021-05-07 00:40:00	ES	Futures	4719.72	4720.28	4719.72	4719.72	245.0
2021-05-07 00:45:00	ES	Futures	4720.0	4720.28	4719.72	4720.0	223.0
2021-05-07 00:50:00	ES	Futures	4720.0	4720.85	4720.0	4720.85	225.0
2021-05-07 00:55:00	ES	Futures	4720.85	4721.13	4720.28	4720.28	242.0
2021-05-07 01:00:00	ES	Futures	4720.28	4720.28	4719.16	4719.16	462.0
2021-05-07 01:05:00	ES	Futures	4719.16	4719.44	4718.04	4719.16	343.0
2021-05-07 01:10:00	ES	Futures	4718.88	4719.44	4717.76	4718.04	375.0
2021-05-07 01:15:00	ES	Futures	4718.04	4720.0	4717.76	4720.0	385.0
2021-05-07 01:20:00	ES	Futures	4720.0	4720.28	4719.44	4719.44	402.0
2021-05-07 01:25:00	ES	Futures	4719.72	4719.72	4718.88	4718.88	290.0
2021-05-07 01:30:00	ES	Futures	4719.16	4719.16	4717.47	4717.76	593.0
2021-05-07 01:35:00	ES	Futures	4717.76	4718.32	4717.76	4718.04	259.0
2021-05-07 01:40:00	ES	Futures	4718.32	4718.6	4718.04	4718.04	258.0
2021-05-07 01:45:00	ES	Futures	4718.32	4718.32	4718.04	4718.32	413.0
2021-05-07 01:50:00	ES	Futures	4718.04	4718.88	4717.47	4718.32	1035.0
2021-05-07 01:55:00	ES	Futures	4718.32	4718.88	4718.04	4718.6	292.0
2021-05-07 02:00:00	ES	Futures	4718.6	4719.72	4716.91	4717.47	859.0
2021-05-07 02:05:00	ES	Futures	4717.47	4719.44	4716.91	4719.44	514.0
2021-05-07 02:10:00	ES	Futures	4719.72	4719.72	4716.91	4717.47	638.0
2021-05-07 02:15:00	ES	Futures	4717.76	4718.6	4717.19	4717.47	626.0
2021-05-07 02:20:00	ES	Futures	4717.47	4718.04	4716.63	4717.76	498.0
2021-05-07 02:25:00	ES	Futures	4717.76	4717.76	4716.07	4716.35	670.0
2021-05-07 02:30:00	ES	Futures	4716.35	4718.04	4716.35	4717.76	494.0
2021-05-07 02:35:00	ES	Futures	4717.76	4718.04	4716.91	4717.47	436.0
2021-05-07 02:40:00	ES	Futures	4717.47	4717.76	4717.19	4717.76	242.0
2021-05-07 02:45:00	ES	Futures	4717.76	4718.32	4717.47	4718.04	415.0
2021-05-07 02:50:00	ES	Futures	4718.04	4718.32	4716.63	4716.91	814.0
2021-05-07 02:55:00	ES	Futures	4716.91	4718.04	4715.51	4717.76	1239.0
2021-05-07 03:00:00	ES	Futures	4717.47	4718.04	4716.07	4717.19	3458.0
2021-05-07 03:05:00	ES	Futures	4717.19	4718.32	4716.35	4716.63	1377.0
2021-05-07 03:10:00	ES	Futures	4716.63	4716.91	4714.1	4714.67	2339.0
2021-05-07 03:15:00	ES	Futures	4714.38	4714.67	4711.86	4713.26	2443.0
2021-05-07 03:20:00	ES	Futures	4713.54	4713.54	4711.01	4712.7	1849.0
2021-05-07 03:25:00	ES	Futures	4712.7	4714.95	4712.42	4714.38	1164.0
2021-05-07 03:30:00	ES	Futures	4714.67	4715.79	4713.82	4715.51	1312.0
2021-05-07 03:35:00	ES	Futures	4715.23	4716.35	4714.38	4716.35	1166.0
2021-05-07 03:40:00	ES	Futures	4716.07	4716.35	4714.1	4714.38	833.0
2021-05-07 03:45:00	ES	Futures	4714.67	4714.95	4713.82	4714.38	860.0
2021-05-07 03:50:00	ES	Futures	4714.38	4716.07	4713.82	4715.79	882.0
2021-05-07 03:55:00	ES	Futures	4715.79	4716.07	4714.67	4714.67	601.0
2021-05-07 04:00:00	ES	Futures	4714.67	4715.23	4713.82	4714.95	950.0
2021-05-07 04:05:00	ES	Futures	4714.95	4716.63	4714.95	4716.07	908.0

> showing 50 of 15,485 rows — these rows as CSV

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