PREVIEW / futures_5min / 2021-05-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-18.parquet
  size:    323 KB
  rows:    18,622

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
2021-05-18 00:00:00	ES	Futures	4685.44	4685.73	4684.6	4684.6	269.0
2021-05-18 00:05:00	ES	Futures	4684.88	4684.88	4682.92	4683.48	668.0
2021-05-18 00:10:00	ES	Futures	4683.2	4684.6	4683.2	4683.48	293.0
2021-05-18 00:15:00	ES	Futures	4683.76	4683.76	4682.92	4682.92	451.0
2021-05-18 00:20:00	ES	Futures	4682.63	4682.92	4681.51	4681.51	479.0
2021-05-18 00:25:00	ES	Futures	4681.79	4683.76	4681.51	4682.92	411.0
2021-05-18 00:30:00	ES	Futures	4682.92	4684.32	4682.92	4683.76	378.0
2021-05-18 00:35:00	ES	Futures	4683.76	4685.16	4683.48	4684.6	373.0
2021-05-18 00:40:00	ES	Futures	4684.6	4685.16	4684.04	4684.32	303.0
2021-05-18 00:45:00	ES	Futures	4684.32	4684.6	4683.2	4684.04	239.0
2021-05-18 00:50:00	ES	Futures	4684.32	4684.32	4683.48	4683.76	256.0
2021-05-18 00:55:00	ES	Futures	4683.76	4684.88	4683.76	4684.6	294.0
2021-05-18 01:00:00	ES	Futures	4684.6	4684.6	4683.48	4684.32	409.0
2021-05-18 01:05:00	ES	Futures	4684.32	4684.6	4683.48	4684.32	344.0
2021-05-18 01:10:00	ES	Futures	4684.6	4686.01	4684.6	4685.16	666.0
2021-05-18 01:15:00	ES	Futures	4685.16	4686.57	4685.16	4686.01	635.0
2021-05-18 01:20:00	ES	Futures	4686.01	4687.69	4686.01	4687.41	1436.0
2021-05-18 01:25:00	ES	Futures	4687.69	4688.25	4687.41	4687.97	917.0
2021-05-18 01:30:00	ES	Futures	4688.25	4688.82	4687.69	4688.54	1102.0
2021-05-18 01:35:00	ES	Futures	4688.54	4688.82	4687.97	4688.25	619.0
2021-05-18 01:40:00	ES	Futures	4688.54	4688.82	4687.69	4688.25	466.0
2021-05-18 01:45:00	ES	Futures	4687.97	4688.25	4687.41	4687.69	480.0
2021-05-18 01:50:00	ES	Futures	4687.41	4687.97	4686.85	4687.69	347.0
2021-05-18 01:55:00	ES	Futures	4687.69	4688.25	4687.41	4687.69	354.0
2021-05-18 02:00:00	ES	Futures	4687.97	4689.38	4687.13	4689.1	1285.0
2021-05-18 02:05:00	ES	Futures	4689.1	4689.66	4688.82	4689.38	959.0
2021-05-18 02:10:00	ES	Futures	4689.66	4690.78	4689.1	4690.22	1297.0
2021-05-18 02:15:00	ES	Futures	4690.22	4691.91	4690.22	4691.63	1564.0
2021-05-18 02:20:00	ES	Futures	4691.91	4692.75	4690.78	4692.75	1781.0
2021-05-18 02:25:00	ES	Futures	4692.75	4692.75	4691.91	4692.19	823.0
2021-05-18 02:30:00	ES	Futures	4692.19	4693.59	4691.91	4692.19	2138.0
2021-05-18 02:35:00	ES	Futures	4692.19	4694.15	4692.19	4693.87	1114.0
2021-05-18 02:40:00	ES	Futures	4693.87	4694.44	4693.31	4693.87	1302.0
2021-05-18 02:45:00	ES	Futures	4693.59	4695.56	4693.59	4695.28	1316.0
2021-05-18 02:50:00	ES	Futures	4695.56	4697.25	4695.0	4695.56	1728.0
2021-05-18 02:55:00	ES	Futures	4695.56	4695.56	4693.59	4693.59	1069.0
2021-05-18 03:00:00	ES	Futures	4693.87	4695.0	4693.03	4694.72	2715.0
2021-05-18 03:05:00	ES	Futures	4694.44	4696.12	4694.15	4695.56	1821.0
2021-05-18 03:10:00	ES	Futures	4695.56	4695.84	4693.03	4693.59	1684.0
2021-05-18 03:15:00	ES	Futures	4693.87	4695.56	4693.31	4695.0	1420.0
2021-05-18 03:20:00	ES	Futures	4695.0	4695.28	4694.15	4694.15	984.0
2021-05-18 03:25:00	ES	Futures	4693.87	4694.44	4693.59	4693.87	944.0
2021-05-18 03:30:00	ES	Futures	4693.87	4694.15	4691.91	4693.03	2092.0
2021-05-18 03:35:00	ES	Futures	4693.03	4693.31	4691.91	4692.47	1096.0
2021-05-18 03:40:00	ES	Futures	4692.47	4692.47	4690.78	4691.06	1400.0
2021-05-18 03:45:00	ES	Futures	4691.06	4691.34	4689.66	4689.94	1468.0
2021-05-18 03:50:00	ES	Futures	4690.22	4691.34	4689.66	4690.5	1032.0
2021-05-18 03:55:00	ES	Futures	4690.22	4692.47	4690.22	4691.63	1193.0
2021-05-18 04:00:00	ES	Futures	4691.63	4691.91	4690.22	4691.63	1544.0
2021-05-18 04:05:00	ES	Futures	4691.63	4691.63	4688.54	4688.54	1389.0

> showing 50 of 18,622 rows — these rows as CSV

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