PREVIEW / futures_5min / 2021-05-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-14.parquet
  size:    282 KB
  rows:    15,190

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
2021-05-14 00:00:00	ES	Futures	4636.56	4637.96	4636.27	4636.56	916.0
2021-05-14 00:05:00	ES	Futures	4636.56	4637.68	4636.56	4637.12	319.0
2021-05-14 00:10:00	ES	Futures	4637.12	4639.08	4637.12	4638.24	639.0
2021-05-14 00:15:00	ES	Futures	4638.52	4638.8	4637.4	4637.68	535.0
2021-05-14 00:20:00	ES	Futures	4637.68	4637.96	4636.84	4637.4	499.0
2021-05-14 00:25:00	ES	Futures	4637.4	4637.4	4635.71	4636.27	361.0
2021-05-14 00:30:00	ES	Futures	4636.27	4637.68	4635.43	4636.27	534.0
2021-05-14 00:35:00	ES	Futures	4636.27	4636.84	4635.43	4635.99	349.0
2021-05-14 00:40:00	ES	Futures	4635.99	4636.27	4633.75	4634.31	676.0
2021-05-14 00:45:00	ES	Futures	4634.59	4635.99	4634.31	4635.99	264.0
2021-05-14 00:50:00	ES	Futures	4635.99	4636.84	4635.43	4635.43	363.0
2021-05-14 00:55:00	ES	Futures	4635.71	4636.84	4635.15	4635.71	249.0
2021-05-14 01:00:00	ES	Futures	4635.71	4637.4	4635.71	4637.12	756.0
2021-05-14 01:05:00	ES	Futures	4637.12	4637.96	4636.27	4636.84	497.0
2021-05-14 01:10:00	ES	Futures	4636.84	4641.61	4636.27	4641.33	1864.0
2021-05-14 01:15:00	ES	Futures	4641.33	4643.3	4639.37	4639.65	2055.0
2021-05-14 01:20:00	ES	Futures	4639.37	4639.65	4638.24	4638.52	584.0
2021-05-14 01:25:00	ES	Futures	4638.8	4642.18	4638.52	4640.21	1021.0
2021-05-14 01:30:00	ES	Futures	4640.21	4641.33	4638.52	4638.8	1011.0
2021-05-14 01:35:00	ES	Futures	4638.8	4639.93	4637.96	4638.52	808.0
2021-05-14 01:40:00	ES	Futures	4638.52	4639.65	4637.4	4638.24	692.0
2021-05-14 01:45:00	ES	Futures	4638.24	4641.05	4637.96	4640.77	706.0
2021-05-14 01:50:00	ES	Futures	4640.77	4641.89	4640.21	4640.77	648.0
2021-05-14 01:55:00	ES	Futures	4641.05	4643.02	4640.21	4641.89	1265.0
2021-05-14 02:00:00	ES	Futures	4641.89	4642.18	4634.31	4636.84	2298.0
2021-05-14 02:05:00	ES	Futures	4636.56	4637.96	4635.71	4636.27	1439.0
2021-05-14 02:10:00	ES	Futures	4635.99	4637.12	4634.59	4636.84	805.0
2021-05-14 02:15:00	ES	Futures	4636.56	4637.12	4634.87	4636.27	686.0
2021-05-14 02:20:00	ES	Futures	4636.27	4636.56	4634.31	4634.59	667.0
2021-05-14 02:25:00	ES	Futures	4634.59	4637.12	4634.03	4636.27	748.0
2021-05-14 02:30:00	ES	Futures	4635.99	4637.12	4635.15	4637.12	724.0
2021-05-14 02:35:00	ES	Futures	4636.84	4639.08	4635.99	4638.52	815.0
2021-05-14 02:40:00	ES	Futures	4638.8	4640.49	4638.52	4640.49	1313.0
2021-05-14 02:45:00	ES	Futures	4640.49	4645.83	4640.49	4644.7	2936.0
2021-05-14 02:50:00	ES	Futures	4644.7	4645.83	4643.86	4644.7	1462.0
2021-05-14 02:55:00	ES	Futures	4644.7	4645.83	4644.14	4644.7	1107.0
2021-05-14 03:00:00	ES	Futures	4644.42	4645.27	4641.05	4642.18	3430.0
2021-05-14 03:05:00	ES	Futures	4642.18	4643.86	4640.77	4641.05	1659.0
2021-05-14 03:10:00	ES	Futures	4640.77	4643.02	4640.49	4641.61	1503.0
2021-05-14 03:15:00	ES	Futures	4641.61	4641.89	4635.99	4638.8	3063.0
2021-05-14 03:20:00	ES	Futures	4638.52	4639.93	4637.12	4637.68	2269.0
2021-05-14 03:25:00	ES	Futures	4637.68	4638.24	4634.59	4635.15	1647.0
2021-05-14 03:30:00	ES	Futures	4635.15	4636.56	4632.9	4636.27	2037.0
2021-05-14 03:35:00	ES	Futures	4636.27	4637.68	4633.47	4637.4	1286.0
2021-05-14 03:40:00	ES	Futures	4637.4	4637.68	4635.43	4635.43	1324.0
2021-05-14 03:45:00	ES	Futures	4635.71	4638.24	4634.59	4637.4	1501.0
2021-05-14 03:50:00	ES	Futures	4637.12	4637.96	4634.87	4635.71	1487.0
2021-05-14 03:55:00	ES	Futures	4635.43	4637.12	4634.87	4636.84	1139.0
2021-05-14 04:00:00	ES	Futures	4636.56	4639.08	4634.87	4638.8	1405.0
2021-05-14 04:05:00	ES	Futures	4639.08	4639.37	4634.87	4635.15	1594.0

> showing 50 of 15,190 rows — these rows as CSV

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