PREVIEW / futures_5min / 2021-05-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-09.parquet
  size:    77 KB
  rows:    3,706

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
2021-05-09 18:00:00	ES	Futures	4750.35	4752.6	4747.54	4752.32	2609.0
2021-05-09 18:05:00	ES	Futures	4752.32	4754.56	4751.75	4754.0	768.0
2021-05-09 18:10:00	ES	Futures	4754.28	4754.56	4752.88	4753.16	329.0
2021-05-09 18:15:00	ES	Futures	4752.88	4754.0	4752.6	4753.16	382.0
2021-05-09 18:20:00	ES	Futures	4753.44	4754.0	4752.88	4753.44	233.0
2021-05-09 18:25:00	ES	Futures	4753.16	4753.16	4750.91	4752.6	493.0
2021-05-09 18:30:00	ES	Futures	4752.32	4753.44	4752.03	4753.16	251.0
2021-05-09 18:35:00	ES	Futures	4753.16	4753.72	4751.47	4752.03	310.0
2021-05-09 18:40:00	ES	Futures	4752.03	4753.16	4752.03	4752.32	193.0
2021-05-09 18:45:00	ES	Futures	4752.32	4752.6	4752.03	4752.32	101.0
2021-05-09 18:50:00	ES	Futures	4752.32	4752.6	4752.32	4752.6	94.0
2021-05-09 18:55:00	ES	Futures	4752.32	4752.6	4751.75	4752.6	227.0
2021-05-09 19:00:00	ES	Futures	4752.6	4752.6	4751.75	4752.32	120.0
2021-05-09 19:05:00	ES	Futures	4752.03	4753.16	4752.03	4752.6	391.0
2021-05-09 19:10:00	ES	Futures	4752.6	4756.53	4752.32	4754.84	1240.0
2021-05-09 19:15:00	ES	Futures	4755.12	4755.41	4754.28	4754.28	272.0
2021-05-09 19:20:00	ES	Futures	4754.56	4755.69	4754.28	4754.84	470.0
2021-05-09 19:25:00	ES	Futures	4754.84	4754.84	4754.28	4754.28	193.0
2021-05-09 19:30:00	ES	Futures	4754.28	4754.56	4753.72	4754.56	422.0
2021-05-09 19:35:00	ES	Futures	4754.56	4754.56	4753.72	4753.72	212.0
2021-05-09 19:40:00	ES	Futures	4753.72	4754.56	4753.72	4754.56	292.0
2021-05-09 19:45:00	ES	Futures	4754.28	4754.84	4754.0	4754.84	432.0
2021-05-09 19:50:00	ES	Futures	4754.56	4757.37	4754.56	4756.53	1370.0
2021-05-09 19:55:00	ES	Futures	4756.53	4756.81	4755.69	4755.97	470.0
2021-05-09 20:00:00	ES	Futures	4755.69	4756.53	4754.56	4756.53	1310.0
2021-05-09 20:05:00	ES	Futures	4756.53	4759.9	4756.25	4759.62	2010.0
2021-05-09 20:10:00	ES	Futures	4759.62	4763.27	4759.34	4762.43	3343.0
2021-05-09 20:15:00	ES	Futures	4762.43	4762.71	4760.18	4761.59	1342.0
2021-05-09 20:20:00	ES	Futures	4761.31	4761.87	4760.74	4760.74	663.0
2021-05-09 20:25:00	ES	Futures	4760.74	4761.03	4760.18	4760.74	656.0
2021-05-09 20:30:00	ES	Futures	4760.46	4761.59	4760.46	4760.74	670.0
2021-05-09 20:35:00	ES	Futures	4760.74	4760.74	4759.9	4760.18	542.0
2021-05-09 20:40:00	ES	Futures	4760.18	4761.03	4759.62	4760.46	438.0
2021-05-09 20:45:00	ES	Futures	4760.46	4760.74	4759.9	4760.18	383.0
2021-05-09 20:50:00	ES	Futures	4760.18	4761.03	4759.9	4760.74	464.0
2021-05-09 20:55:00	ES	Futures	4760.74	4761.03	4759.9	4759.9	411.0
2021-05-09 21:00:00	ES	Futures	4759.9	4760.74	4758.78	4760.74	852.0
2021-05-09 21:05:00	ES	Futures	4760.46	4761.31	4759.9	4760.74	691.0
2021-05-09 21:10:00	ES	Futures	4760.74	4761.31	4760.74	4761.31	568.0
2021-05-09 21:15:00	ES	Futures	4761.31	4762.15	4760.74	4761.87	952.0
2021-05-09 21:20:00	ES	Futures	4761.87	4762.43	4761.03	4761.03	847.0
2021-05-09 21:25:00	ES	Futures	4761.03	4761.31	4760.18	4760.46	592.0
2021-05-09 21:30:00	ES	Futures	4760.46	4760.74	4759.62	4760.18	923.0
2021-05-09 21:35:00	ES	Futures	4760.18	4761.03	4759.62	4760.74	964.0
2021-05-09 21:40:00	ES	Futures	4760.74	4762.71	4760.74	4762.71	1054.0
2021-05-09 21:45:00	ES	Futures	4762.71	4762.99	4761.59	4761.59	1018.0
2021-05-09 21:50:00	ES	Futures	4761.59	4762.15	4761.03	4761.87	758.0
2021-05-09 21:55:00	ES	Futures	4761.59	4762.15	4761.03	4761.03	410.0
2021-05-09 22:00:00	ES	Futures	4761.03	4761.59	4760.46	4761.03	752.0
2021-05-09 22:05:00	ES	Futures	4761.03	4761.87	4760.74	4761.31	351.0

> showing 50 of 3,706 rows — these rows as CSV

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