PREVIEW / futures_5min / 2021-05-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-10.parquet
  size:    332 KB
  rows:    19,039

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
2021-05-10 00:00:00	ES	Futures	4757.65	4757.65	4756.81	4757.09	525.0
2021-05-10 00:05:00	ES	Futures	4757.09	4757.37	4756.81	4757.09	234.0
2021-05-10 00:10:00	ES	Futures	4757.37	4758.22	4757.09	4757.93	397.0
2021-05-10 00:15:00	ES	Futures	4757.93	4758.5	4757.65	4757.93	342.0
2021-05-10 00:20:00	ES	Futures	4757.65	4758.78	4757.37	4758.5	363.0
2021-05-10 00:25:00	ES	Futures	4758.5	4759.06	4758.22	4758.5	425.0
2021-05-10 00:30:00	ES	Futures	4758.78	4758.78	4757.93	4758.78	239.0
2021-05-10 00:35:00	ES	Futures	4758.5	4759.06	4758.5	4758.5	297.0
2021-05-10 00:40:00	ES	Futures	4758.5	4758.78	4758.5	4758.78	119.0
2021-05-10 00:45:00	ES	Futures	4759.06	4759.06	4758.22	4758.22	246.0
2021-05-10 00:50:00	ES	Futures	4758.5	4758.5	4755.69	4756.53	1009.0
2021-05-10 00:55:00	ES	Futures	4756.81	4757.37	4756.53	4756.81	254.0
2021-05-10 01:00:00	ES	Futures	4756.81	4757.09	4755.97	4756.25	448.0
2021-05-10 01:05:00	ES	Futures	4756.25	4756.53	4754.56	4754.84	819.0
2021-05-10 01:10:00	ES	Futures	4754.84	4755.41	4754.56	4754.84	501.0
2021-05-10 01:15:00	ES	Futures	4754.84	4755.69	4754.56	4755.12	554.0
2021-05-10 01:20:00	ES	Futures	4754.84	4756.25	4754.84	4755.41	656.0
2021-05-10 01:25:00	ES	Futures	4755.41	4755.69	4754.84	4755.41	790.0
2021-05-10 01:30:00	ES	Futures	4755.69	4756.81	4755.12	4756.25	660.0
2021-05-10 01:35:00	ES	Futures	4756.53	4757.65	4756.25	4756.81	756.0
2021-05-10 01:40:00	ES	Futures	4756.81	4756.81	4755.69	4756.81	432.0
2021-05-10 01:45:00	ES	Futures	4756.81	4757.65	4756.81	4757.37	299.0
2021-05-10 01:50:00	ES	Futures	4757.37	4757.37	4756.53	4757.09	307.0
2021-05-10 01:55:00	ES	Futures	4756.81	4758.5	4756.25	4757.93	662.0
2021-05-10 02:00:00	ES	Futures	4758.22	4758.78	4757.09	4757.65	986.0
2021-05-10 02:05:00	ES	Futures	4757.65	4758.22	4756.81	4757.37	666.0
2021-05-10 02:10:00	ES	Futures	4757.37	4757.65	4756.25	4757.09	606.0
2021-05-10 02:15:00	ES	Futures	4756.81	4757.09	4754.56	4755.69	987.0
2021-05-10 02:20:00	ES	Futures	4755.69	4755.97	4754.84	4755.97	502.0
2021-05-10 02:25:00	ES	Futures	4755.69	4755.69	4754.28	4755.41	673.0
2021-05-10 02:30:00	ES	Futures	4755.41	4755.69	4753.44	4753.44	1208.0
2021-05-10 02:35:00	ES	Futures	4753.72	4754.28	4752.6	4752.88	900.0
2021-05-10 02:40:00	ES	Futures	4752.88	4753.16	4750.91	4751.47	1419.0
2021-05-10 02:45:00	ES	Futures	4751.75	4751.75	4749.51	4750.07	1534.0
2021-05-10 02:50:00	ES	Futures	4749.79	4752.6	4749.79	4752.03	1261.0
2021-05-10 02:55:00	ES	Futures	4752.03	4752.88	4751.47	4752.88	972.0
2021-05-10 03:00:00	ES	Futures	4752.88	4753.16	4750.91	4751.47	2293.0
2021-05-10 03:05:00	ES	Futures	4751.47	4751.75	4749.51	4750.91	2006.0
2021-05-10 03:10:00	ES	Futures	4750.91	4751.47	4748.94	4749.79	2137.0
2021-05-10 03:15:00	ES	Futures	4749.79	4750.63	4748.66	4750.35	1468.0
2021-05-10 03:20:00	ES	Futures	4750.35	4750.35	4747.54	4748.66	1547.0
2021-05-10 03:25:00	ES	Futures	4748.38	4748.66	4746.13	4747.26	1996.0
2021-05-10 03:30:00	ES	Futures	4747.26	4748.66	4745.29	4748.66	3437.0
2021-05-10 03:35:00	ES	Futures	4748.38	4750.35	4747.26	4750.07	1728.0
2021-05-10 03:40:00	ES	Futures	4749.79	4750.35	4748.1	4748.94	1276.0
2021-05-10 03:45:00	ES	Futures	4748.94	4750.35	4748.38	4749.22	1779.0
2021-05-10 03:50:00	ES	Futures	4748.94	4751.47	4748.1	4751.19	1352.0
2021-05-10 03:55:00	ES	Futures	4750.91	4751.19	4749.51	4750.07	980.0
2021-05-10 04:00:00	ES	Futures	4750.35	4751.19	4749.51	4750.35	1323.0
2021-05-10 04:05:00	ES	Futures	4750.63	4751.75	4750.63	4750.91	879.0

> showing 50 of 19,039 rows — these rows as CSV

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