PREVIEW / futures_5min / 2021-05-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-17.parquet
  size:    324 KB
  rows:    18,788

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
2021-05-17 00:00:00	ES	Futures	4672.52	4673.08	4670.55	4670.83	838.0
2021-05-17 00:05:00	ES	Futures	4671.12	4673.08	4671.12	4672.52	429.0
2021-05-17 00:10:00	ES	Futures	4672.24	4673.92	4672.24	4673.08	554.0
2021-05-17 00:15:00	ES	Futures	4673.36	4675.61	4673.08	4675.05	640.0
2021-05-17 00:20:00	ES	Futures	4675.05	4675.61	4674.49	4675.05	323.0
2021-05-17 00:25:00	ES	Futures	4675.05	4675.05	4673.92	4673.92	362.0
2021-05-17 00:30:00	ES	Futures	4673.92	4676.73	4673.36	4676.17	728.0
2021-05-17 00:35:00	ES	Futures	4676.45	4677.58	4675.33	4677.02	488.0
2021-05-17 00:40:00	ES	Futures	4676.73	4679.83	4676.73	4678.98	1098.0
2021-05-17 00:45:00	ES	Futures	4678.98	4679.54	4676.45	4677.02	519.0
2021-05-17 00:50:00	ES	Futures	4677.02	4679.83	4677.02	4678.42	762.0
2021-05-17 00:55:00	ES	Futures	4678.14	4678.7	4677.02	4677.86	383.0
2021-05-17 01:00:00	ES	Futures	4677.86	4679.26	4675.33	4677.86	1036.0
2021-05-17 01:05:00	ES	Futures	4678.14	4682.63	4678.14	4682.63	1535.0
2021-05-17 01:10:00	ES	Futures	4682.35	4684.32	4681.51	4682.35	1347.0
2021-05-17 01:15:00	ES	Futures	4682.35	4683.48	4680.11	4680.67	550.0
2021-05-17 01:20:00	ES	Futures	4680.39	4682.92	4680.39	4681.23	621.0
2021-05-17 01:25:00	ES	Futures	4681.23	4681.51	4680.11	4680.39	522.0
2021-05-17 01:30:00	ES	Futures	4680.11	4681.79	4679.26	4679.26	1274.0
2021-05-17 01:35:00	ES	Futures	4679.54	4681.51	4679.54	4680.67	610.0
2021-05-17 01:40:00	ES	Futures	4680.95	4682.92	4680.39	4680.67	641.0
2021-05-17 01:45:00	ES	Futures	4680.67	4680.95	4678.42	4678.7	633.0
2021-05-17 01:50:00	ES	Futures	4678.42	4680.95	4677.86	4679.54	850.0
2021-05-17 01:55:00	ES	Futures	4679.83	4680.11	4676.17	4676.73	902.0
2021-05-17 02:00:00	ES	Futures	4676.73	4677.86	4675.89	4676.73	1005.0
2021-05-17 02:05:00	ES	Futures	4676.73	4679.83	4676.45	4678.7	1332.0
2021-05-17 02:10:00	ES	Futures	4678.42	4680.95	4678.42	4680.11	795.0
2021-05-17 02:15:00	ES	Futures	4680.11	4680.95	4678.7	4680.67	738.0
2021-05-17 02:20:00	ES	Futures	4680.67	4683.2	4680.39	4681.79	1106.0
2021-05-17 02:25:00	ES	Futures	4681.79	4682.07	4678.98	4679.54	855.0
2021-05-17 02:30:00	ES	Futures	4679.54	4681.23	4678.14	4678.14	922.0
2021-05-17 02:35:00	ES	Futures	4678.42	4679.54	4677.3	4678.42	1001.0
2021-05-17 02:40:00	ES	Futures	4678.14	4678.98	4677.3	4677.58	619.0
2021-05-17 02:45:00	ES	Futures	4677.3	4678.7	4676.45	4677.3	1104.0
2021-05-17 02:50:00	ES	Futures	4677.3	4679.83	4677.3	4679.83	1358.0
2021-05-17 02:55:00	ES	Futures	4679.83	4680.95	4679.83	4680.67	839.0
2021-05-17 03:00:00	ES	Futures	4680.67	4684.04	4678.98	4683.76	3221.0
2021-05-17 03:05:00	ES	Futures	4683.48	4684.88	4683.2	4684.04	1966.0
2021-05-17 03:10:00	ES	Futures	4684.32	4686.85	4683.76	4684.6	1664.0
2021-05-17 03:15:00	ES	Futures	4684.32	4684.32	4677.86	4678.42	2834.0
2021-05-17 03:20:00	ES	Futures	4678.42	4678.98	4674.77	4675.05	3257.0
2021-05-17 03:25:00	ES	Futures	4675.05	4677.02	4674.77	4675.61	1442.0
2021-05-17 03:30:00	ES	Futures	4675.61	4677.02	4673.64	4674.21	1943.0
2021-05-17 03:35:00	ES	Futures	4674.49	4676.17	4672.8	4673.36	1414.0
2021-05-17 03:40:00	ES	Futures	4673.36	4674.21	4669.43	4670.55	2495.0
2021-05-17 03:45:00	ES	Futures	4670.55	4670.83	4667.46	4669.15	2612.0
2021-05-17 03:50:00	ES	Futures	4669.15	4671.4	4668.87	4669.71	1470.0
2021-05-17 03:55:00	ES	Futures	4669.71	4671.96	4669.15	4670.83	1216.0
2021-05-17 04:00:00	ES	Futures	4670.83	4676.73	4670.55	4675.61	2517.0
2021-05-17 04:05:00	ES	Futures	4675.61	4676.73	4674.21	4675.33	984.0

> showing 50 of 18,788 rows — these rows as CSV

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