PREVIEW / futures_5min / 2021-05-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-12.parquet
  size:    365 KB
  rows:    19,204

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
2021-05-12 00:00:00	ES	Futures	4628.69	4630.37	4627.56	4628.13	1262.0
2021-05-12 00:05:00	ES	Futures	4628.13	4628.69	4623.91	4625.04	2046.0
2021-05-12 00:10:00	ES	Futures	4624.76	4626.44	4623.35	4625.6	1592.0
2021-05-12 00:15:00	ES	Futures	4625.32	4625.6	4621.66	4621.95	1763.0
2021-05-12 00:20:00	ES	Futures	4622.23	4623.35	4619.42	4622.23	2431.0
2021-05-12 00:25:00	ES	Futures	4622.51	4623.91	4621.66	4623.35	1102.0
2021-05-12 00:30:00	ES	Futures	4623.35	4631.22	4623.07	4630.66	3218.0
2021-05-12 00:35:00	ES	Futures	4630.66	4631.22	4627.56	4628.97	1670.0
2021-05-12 00:40:00	ES	Futures	4629.25	4630.09	4626.72	4628.13	1723.0
2021-05-12 00:45:00	ES	Futures	4628.13	4629.25	4626.16	4628.97	1050.0
2021-05-12 00:50:00	ES	Futures	4628.97	4633.75	4628.69	4632.62	2135.0
2021-05-12 00:55:00	ES	Futures	4632.62	4635.71	4632.62	4635.15	1716.0
2021-05-12 01:00:00	ES	Futures	4635.15	4639.37	4634.87	4639.37	2371.0
2021-05-12 01:05:00	ES	Futures	4639.37	4642.18	4638.8	4642.18	1613.0
2021-05-12 01:10:00	ES	Futures	4642.18	4643.3	4639.65	4641.89	1676.0
2021-05-12 01:15:00	ES	Futures	4641.89	4643.3	4640.49	4640.77	1176.0
2021-05-12 01:20:00	ES	Futures	4640.77	4641.05	4638.8	4639.93	918.0
2021-05-12 01:25:00	ES	Futures	4639.93	4643.58	4639.93	4642.74	1013.0
2021-05-12 01:30:00	ES	Futures	4643.02	4643.3	4640.49	4641.61	1158.0
2021-05-12 01:35:00	ES	Futures	4641.61	4645.27	4641.61	4643.58	1634.0
2021-05-12 01:40:00	ES	Futures	4643.58	4644.42	4637.4	4638.8	1660.0
2021-05-12 01:45:00	ES	Futures	4638.8	4640.49	4636.27	4637.68	1078.0
2021-05-12 01:50:00	ES	Futures	4637.68	4638.8	4635.15	4636.56	1752.0
2021-05-12 01:55:00	ES	Futures	4636.56	4637.12	4633.75	4634.31	1626.0
2021-05-12 02:00:00	ES	Futures	4634.31	4638.24	4632.62	4638.24	1456.0
2021-05-12 02:05:00	ES	Futures	4638.24	4642.18	4636.84	4638.52	1614.0
2021-05-12 02:10:00	ES	Futures	4638.52	4640.49	4637.4	4637.96	849.0
2021-05-12 02:15:00	ES	Futures	4638.24	4643.02	4637.96	4642.46	944.0
2021-05-12 02:20:00	ES	Futures	4642.74	4644.98	4641.61	4643.02	1259.0
2021-05-12 02:25:00	ES	Futures	4643.02	4644.42	4642.46	4643.3	522.0
2021-05-12 02:30:00	ES	Futures	4643.58	4644.98	4641.05	4641.61	915.0
2021-05-12 02:35:00	ES	Futures	4641.61	4645.83	4641.61	4644.42	761.0
2021-05-12 02:40:00	ES	Futures	4644.42	4644.7	4641.61	4642.18	595.0
2021-05-12 02:45:00	ES	Futures	4642.18	4643.58	4639.65	4640.49	1533.0
2021-05-12 02:50:00	ES	Futures	4640.49	4644.42	4640.49	4643.86	1208.0
2021-05-12 02:55:00	ES	Futures	4644.14	4648.08	4644.14	4647.51	2434.0
2021-05-12 03:00:00	ES	Futures	4647.51	4653.41	4645.55	4650.04	4962.0
2021-05-12 03:05:00	ES	Futures	4650.04	4651.73	4648.64	4649.2	2361.0
2021-05-12 03:10:00	ES	Futures	4649.2	4651.17	4643.3	4643.58	2521.0
2021-05-12 03:15:00	ES	Futures	4643.3	4651.45	4643.02	4650.04	2575.0
2021-05-12 03:20:00	ES	Futures	4650.32	4652.85	4650.32	4652.01	1929.0
2021-05-12 03:25:00	ES	Futures	4651.73	4654.54	4650.32	4654.26	2675.0
2021-05-12 03:30:00	ES	Futures	4654.26	4655.38	4651.73	4652.01	2177.0
2021-05-12 03:35:00	ES	Futures	4652.01	4654.82	4650.89	4652.01	1079.0
2021-05-12 03:40:00	ES	Futures	4651.73	4655.94	4651.45	4655.1	1472.0
2021-05-12 03:45:00	ES	Futures	4654.82	4660.16	4653.69	4658.75	2890.0
2021-05-12 03:50:00	ES	Futures	4658.47	4659.88	4656.22	4657.35	1667.0
2021-05-12 03:55:00	ES	Futures	4657.07	4660.72	4656.22	4656.5	2056.0
2021-05-12 04:00:00	ES	Futures	4656.22	4658.19	4654.82	4654.82	1803.0
2021-05-12 04:05:00	ES	Futures	4655.1	4655.38	4651.45	4651.45	2031.0

> showing 50 of 19,204 rows — these rows as CSV

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