PREVIEW / futures_5min / 2021-05-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-11.parquet
  size:    340 KB
  rows:    19,152

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
2021-05-11 00:00:00	ES	Futures	4677.58	4678.98	4677.3	4677.86	839.0
2021-05-11 00:05:00	ES	Futures	4677.86	4678.14	4676.45	4677.02	391.0
2021-05-11 00:10:00	ES	Futures	4677.3	4677.3	4675.61	4675.61	393.0
2021-05-11 00:15:00	ES	Futures	4675.89	4675.89	4674.49	4675.33	618.0
2021-05-11 00:20:00	ES	Futures	4675.33	4676.17	4675.33	4676.17	308.0
2021-05-11 00:25:00	ES	Futures	4676.17	4677.02	4674.49	4677.02	565.0
2021-05-11 00:30:00	ES	Futures	4677.02	4677.58	4676.45	4676.73	408.0
2021-05-11 00:35:00	ES	Futures	4677.02	4677.3	4675.61	4675.89	357.0
2021-05-11 00:40:00	ES	Futures	4675.89	4675.89	4673.64	4673.92	857.0
2021-05-11 00:45:00	ES	Futures	4673.64	4673.92	4670.27	4670.83	1078.0
2021-05-11 00:50:00	ES	Futures	4670.83	4673.08	4669.71	4672.52	731.0
2021-05-11 00:55:00	ES	Futures	4672.8	4673.08	4671.68	4672.24	386.0
2021-05-11 01:00:00	ES	Futures	4672.24	4673.92	4671.4	4673.92	923.0
2021-05-11 01:05:00	ES	Futures	4673.92	4676.73	4673.92	4675.61	1079.0
2021-05-11 01:10:00	ES	Futures	4675.89	4678.42	4675.61	4678.42	978.0
2021-05-11 01:15:00	ES	Futures	4678.42	4679.54	4677.86	4677.86	1057.0
2021-05-11 01:20:00	ES	Futures	4677.86	4679.54	4677.58	4678.14	495.0
2021-05-11 01:25:00	ES	Futures	4678.42	4678.98	4677.3	4677.86	360.0
2021-05-11 01:30:00	ES	Futures	4677.86	4679.26	4677.58	4678.7	922.0
2021-05-11 01:35:00	ES	Futures	4678.7	4678.7	4677.02	4678.42	512.0
2021-05-11 01:40:00	ES	Futures	4678.42	4682.92	4678.42	4682.63	1596.0
2021-05-11 01:45:00	ES	Futures	4682.92	4682.92	4680.39	4681.51	1058.0
2021-05-11 01:50:00	ES	Futures	4681.51	4682.07	4680.95	4681.51	557.0
2021-05-11 01:55:00	ES	Futures	4681.79	4683.76	4681.79	4682.63	1181.0
2021-05-11 02:00:00	ES	Futures	4682.92	4684.04	4680.95	4682.07	1748.0
2021-05-11 02:05:00	ES	Futures	4682.07	4683.2	4681.23	4682.07	1019.0
2021-05-11 02:10:00	ES	Futures	4682.07	4682.63	4679.26	4680.11	1457.0
2021-05-11 02:15:00	ES	Futures	4680.11	4683.48	4680.11	4683.2	1435.0
2021-05-11 02:20:00	ES	Futures	4683.2	4684.04	4681.79	4682.92	1049.0
2021-05-11 02:25:00	ES	Futures	4683.2	4683.2	4680.11	4680.11	1123.0
2021-05-11 02:30:00	ES	Futures	4680.11	4681.51	4678.7	4680.39	1095.0
2021-05-11 02:35:00	ES	Futures	4680.39	4683.48	4680.11	4682.35	1522.0
2021-05-11 02:40:00	ES	Futures	4682.35	4684.04	4682.35	4683.2	933.0
2021-05-11 02:45:00	ES	Futures	4683.48	4684.32	4681.79	4684.04	1339.0
2021-05-11 02:50:00	ES	Futures	4684.04	4686.01	4682.92	4684.32	1252.0
2021-05-11 02:55:00	ES	Futures	4684.04	4684.6	4682.92	4683.2	719.0
2021-05-11 03:00:00	ES	Futures	4683.2	4686.29	4682.35	4684.88	3596.0
2021-05-11 03:05:00	ES	Futures	4685.16	4685.44	4674.77	4675.05	4202.0
2021-05-11 03:10:00	ES	Futures	4675.33	4675.33	4668.87	4671.12	5700.0
2021-05-11 03:15:00	ES	Futures	4671.12	4671.68	4666.62	4671.4	5293.0
2021-05-11 03:20:00	ES	Futures	4671.4	4675.89	4670.55	4673.36	4535.0
2021-05-11 03:25:00	ES	Futures	4673.08	4673.36	4668.87	4669.15	3342.0
2021-05-11 03:30:00	ES	Futures	4669.15	4669.71	4665.78	4667.46	5311.0
2021-05-11 03:35:00	ES	Futures	4667.74	4671.12	4666.62	4669.15	2345.0
2021-05-11 03:40:00	ES	Futures	4669.15	4669.15	4665.21	4666.34	3343.0
2021-05-11 03:45:00	ES	Futures	4666.34	4666.62	4661.84	4663.25	6383.0
2021-05-11 03:50:00	ES	Futures	4663.25	4664.09	4661.84	4663.53	3006.0
2021-05-11 03:55:00	ES	Futures	4663.81	4671.4	4662.69	4670.55	5013.0
2021-05-11 04:00:00	ES	Futures	4670.55	4671.68	4660.72	4661.28	5572.0
2021-05-11 04:05:00	ES	Futures	4661.28	4668.31	4658.19	4668.31	6047.0

> showing 50 of 19,152 rows — these rows as CSV

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