PREVIEW / futures_5min / 2021-05-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-13.parquet
  size:    350 KB
  rows:    18,975

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
2021-05-13 00:00:00	ES	Futures	4575.87	4578.4	4575.3	4576.99	436.0
2021-05-13 00:05:00	ES	Futures	4576.99	4577.83	4576.43	4576.71	251.0
2021-05-13 00:10:00	ES	Futures	4576.99	4577.27	4574.74	4576.15	498.0
2021-05-13 00:15:00	ES	Futures	4576.15	4577.27	4575.87	4576.99	410.0
2021-05-13 00:20:00	ES	Futures	4576.71	4577.27	4574.46	4575.02	834.0
2021-05-13 00:25:00	ES	Futures	4575.02	4576.15	4574.46	4576.15	462.0
2021-05-13 00:30:00	ES	Futures	4576.15	4577.83	4575.3	4577.83	599.0
2021-05-13 00:35:00	ES	Futures	4577.55	4577.55	4575.87	4576.43	371.0
2021-05-13 00:40:00	ES	Futures	4576.43	4576.43	4574.46	4575.02	489.0
2021-05-13 00:45:00	ES	Futures	4575.02	4576.15	4574.18	4574.46	829.0
2021-05-13 00:50:00	ES	Futures	4574.18	4576.15	4574.18	4576.15	574.0
2021-05-13 00:55:00	ES	Futures	4576.15	4576.99	4575.59	4576.71	378.0
2021-05-13 01:00:00	ES	Futures	4576.71	4577.27	4575.59	4576.71	437.0
2021-05-13 01:05:00	ES	Futures	4576.43	4576.71	4574.46	4575.87	568.0
2021-05-13 01:10:00	ES	Futures	4575.87	4576.43	4574.18	4574.18	564.0
2021-05-13 01:15:00	ES	Futures	4574.18	4574.46	4570.81	4571.93	1907.0
2021-05-13 01:20:00	ES	Futures	4571.65	4571.65	4567.16	4567.72	1560.0
2021-05-13 01:25:00	ES	Futures	4567.44	4568.56	4563.22	4565.75	2079.0
2021-05-13 01:30:00	ES	Futures	4565.75	4571.09	4565.47	4569.4	1509.0
2021-05-13 01:35:00	ES	Futures	4569.69	4571.93	4569.12	4571.37	616.0
2021-05-13 01:40:00	ES	Futures	4571.65	4572.49	4566.88	4567.16	1286.0
2021-05-13 01:45:00	ES	Futures	4567.16	4568.0	4563.5	4563.78	1240.0
2021-05-13 01:50:00	ES	Futures	4564.07	4564.35	4560.13	4561.82	1588.0
2021-05-13 01:55:00	ES	Futures	4561.82	4563.5	4560.41	4561.26	1175.0
2021-05-13 02:00:00	ES	Futures	4561.54	4570.53	4561.26	4568.0	3461.0
2021-05-13 02:05:00	ES	Futures	4568.0	4574.74	4567.16	4573.06	2346.0
2021-05-13 02:10:00	ES	Futures	4573.06	4575.02	4572.21	4574.18	1158.0
2021-05-13 02:15:00	ES	Futures	4574.18	4574.18	4571.65	4571.93	1000.0
2021-05-13 02:20:00	ES	Futures	4571.65	4574.18	4569.97	4570.53	1414.0
2021-05-13 02:25:00	ES	Futures	4570.53	4571.93	4569.4	4570.81	869.0
2021-05-13 02:30:00	ES	Futures	4570.81	4571.65	4569.97	4571.09	577.0
2021-05-13 02:35:00	ES	Futures	4571.37	4571.93	4570.25	4571.93	835.0
2021-05-13 02:40:00	ES	Futures	4571.93	4575.02	4571.93	4572.21	1322.0
2021-05-13 02:45:00	ES	Futures	4572.21	4572.49	4571.09	4571.09	1373.0
2021-05-13 02:50:00	ES	Futures	4571.09	4573.34	4570.81	4570.81	795.0
2021-05-13 02:55:00	ES	Futures	4570.81	4571.09	4565.47	4566.88	1779.0
2021-05-13 03:00:00	ES	Futures	4567.16	4567.72	4556.48	4559.01	5252.0
2021-05-13 03:05:00	ES	Futures	4559.01	4560.41	4556.76	4559.57	3091.0
2021-05-13 03:10:00	ES	Futures	4559.57	4564.91	4557.88	4563.78	3215.0
2021-05-13 03:15:00	ES	Futures	4563.5	4565.47	4560.69	4563.22	2581.0
2021-05-13 03:20:00	ES	Futures	4563.22	4568.0	4559.57	4560.13	3839.0
2021-05-13 03:25:00	ES	Futures	4560.13	4560.98	4557.04	4557.88	3292.0
2021-05-13 03:30:00	ES	Futures	4557.6	4557.6	4550.3	4555.64	7262.0
2021-05-13 03:35:00	ES	Futures	4555.64	4555.92	4547.77	4548.61	3829.0
2021-05-13 03:40:00	ES	Futures	4548.89	4549.17	4544.96	4545.24	5943.0
2021-05-13 03:45:00	ES	Futures	4545.52	4550.02	4543.27	4544.4	4807.0
2021-05-13 03:50:00	ES	Futures	4544.4	4545.24	4541.59	4544.12	6099.0
2021-05-13 03:55:00	ES	Futures	4543.84	4546.65	4541.31	4542.71	4726.0
2021-05-13 04:00:00	ES	Futures	4542.43	4545.8	4538.22	4545.24	7261.0
2021-05-13 04:05:00	ES	Futures	4545.24	4548.89	4541.87	4542.15	4796.0

> showing 50 of 18,975 rows — these rows as CSV

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