PREVIEW / futures_5min / 2021-05-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-19.parquet
  size:    355 KB
  rows:    19,122

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
2021-05-19 00:00:00	ES	Futures	4618.85	4620.82	4618.01	4619.98	575.0
2021-05-19 00:05:00	ES	Futures	4619.98	4620.54	4619.14	4619.98	443.0
2021-05-19 00:10:00	ES	Futures	4620.26	4620.82	4619.98	4620.26	274.0
2021-05-19 00:15:00	ES	Futures	4619.98	4620.82	4618.01	4618.29	441.0
2021-05-19 00:20:00	ES	Futures	4618.01	4618.85	4617.45	4618.29	501.0
2021-05-19 00:25:00	ES	Futures	4618.01	4618.57	4617.17	4618.29	451.0
2021-05-19 00:30:00	ES	Futures	4618.29	4618.85	4617.17	4617.73	410.0
2021-05-19 00:35:00	ES	Futures	4617.73	4618.57	4615.76	4616.05	767.0
2021-05-19 00:40:00	ES	Futures	4616.05	4616.33	4612.39	4613.24	958.0
2021-05-19 00:45:00	ES	Futures	4612.95	4613.8	4609.02	4610.43	2023.0
2021-05-19 00:50:00	ES	Futures	4610.43	4611.83	4608.46	4610.99	1150.0
2021-05-19 00:55:00	ES	Futures	4610.99	4613.24	4610.99	4612.39	603.0
2021-05-19 01:00:00	ES	Futures	4612.67	4613.52	4611.83	4613.52	540.0
2021-05-19 01:05:00	ES	Futures	4613.24	4613.8	4612.11	4612.67	1006.0
2021-05-19 01:10:00	ES	Futures	4612.95	4613.24	4609.86	4610.71	990.0
2021-05-19 01:15:00	ES	Futures	4610.71	4613.24	4610.43	4613.24	515.0
2021-05-19 01:20:00	ES	Futures	4613.52	4614.92	4613.52	4614.36	897.0
2021-05-19 01:25:00	ES	Futures	4614.36	4614.36	4611.83	4612.11	572.0
2021-05-19 01:30:00	ES	Futures	4612.39	4614.64	4611.55	4612.95	1056.0
2021-05-19 01:35:00	ES	Futures	4612.67	4615.48	4612.39	4615.48	571.0
2021-05-19 01:40:00	ES	Futures	4615.76	4616.61	4614.08	4615.48	995.0
2021-05-19 01:45:00	ES	Futures	4615.76	4616.61	4614.92	4615.76	485.0
2021-05-19 01:50:00	ES	Futures	4615.76	4615.76	4614.64	4615.2	405.0
2021-05-19 01:55:00	ES	Futures	4615.2	4617.73	4615.2	4617.45	772.0
2021-05-19 02:00:00	ES	Futures	4617.45	4618.85	4616.33	4618.29	1461.0
2021-05-19 02:05:00	ES	Futures	4618.29	4618.85	4614.92	4616.61	1005.0
2021-05-19 02:10:00	ES	Futures	4616.61	4616.89	4614.64	4615.48	682.0
2021-05-19 02:15:00	ES	Futures	4615.48	4617.17	4615.48	4616.05	714.0
2021-05-19 02:20:00	ES	Futures	4616.05	4618.57	4616.05	4617.45	700.0
2021-05-19 02:25:00	ES	Futures	4617.17	4617.17	4615.48	4615.48	542.0
2021-05-19 02:30:00	ES	Futures	4615.2	4616.89	4614.92	4615.2	703.0
2021-05-19 02:35:00	ES	Futures	4615.2	4617.73	4611.83	4616.89	4525.0
2021-05-19 02:40:00	ES	Futures	4617.17	4622.79	4616.89	4621.38	2408.0
2021-05-19 02:45:00	ES	Futures	4621.66	4622.79	4619.98	4621.66	1580.0
2021-05-19 02:50:00	ES	Futures	4621.38	4621.38	4620.26	4620.82	1164.0
2021-05-19 02:55:00	ES	Futures	4620.82	4620.82	4616.89	4616.89	1578.0
2021-05-19 03:00:00	ES	Futures	4617.17	4618.29	4611.55	4611.83	5732.0
2021-05-19 03:05:00	ES	Futures	4611.83	4614.92	4609.58	4610.99	5010.0
2021-05-19 03:10:00	ES	Futures	4610.99	4613.8	4609.3	4612.95	3547.0
2021-05-19 03:15:00	ES	Futures	4612.95	4615.48	4602.0	4615.48	8192.0
2021-05-19 03:20:00	ES	Futures	4615.2	4615.48	4609.02	4612.67	2835.0
2021-05-19 03:25:00	ES	Futures	4612.67	4613.52	4606.77	4610.14	2762.0
2021-05-19 03:30:00	ES	Futures	4609.86	4610.99	4606.49	4609.3	2507.0
2021-05-19 03:35:00	ES	Futures	4609.3	4610.14	4604.53	4609.02	2708.0
2021-05-19 03:40:00	ES	Futures	4609.02	4611.55	4605.93	4610.43	2106.0
2021-05-19 03:45:00	ES	Futures	4610.43	4611.27	4607.62	4610.99	2381.0
2021-05-19 03:50:00	ES	Futures	4611.27	4612.11	4605.09	4605.65	2709.0
2021-05-19 03:55:00	ES	Futures	4605.37	4606.77	4602.56	4606.21	2493.0
2021-05-19 04:00:00	ES	Futures	4606.21	4606.77	4601.43	4605.93	3809.0
2021-05-19 04:05:00	ES	Futures	4605.65	4607.62	4603.96	4604.81	2138.0

> showing 50 of 19,122 rows — these rows as CSV

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