PREVIEW / futures_5min / 2021-05-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-20.parquet
  size:    330 KB
  rows:    18,524

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
2021-05-20 00:00:00	ES	Futures	4617.73	4618.29	4617.17	4617.45	218.0
2021-05-20 00:05:00	ES	Futures	4617.45	4618.29	4616.89	4618.29	296.0
2021-05-20 00:10:00	ES	Futures	4618.01	4619.98	4618.01	4619.42	398.0
2021-05-20 00:15:00	ES	Futures	4619.42	4620.26	4618.85	4619.42	224.0
2021-05-20 00:20:00	ES	Futures	4619.7	4621.38	4619.7	4621.38	395.0
2021-05-20 00:25:00	ES	Futures	4621.38	4622.79	4621.1	4622.23	481.0
2021-05-20 00:30:00	ES	Futures	4622.23	4623.07	4622.23	4622.51	748.0
2021-05-20 00:35:00	ES	Futures	4622.51	4623.07	4622.23	4622.79	294.0
2021-05-20 00:40:00	ES	Futures	4622.79	4623.07	4621.38	4622.51	318.0
2021-05-20 00:45:00	ES	Futures	4622.23	4623.35	4621.38	4623.07	589.0
2021-05-20 00:50:00	ES	Futures	4623.07	4623.35	4622.51	4623.35	333.0
2021-05-20 00:55:00	ES	Futures	4623.35	4623.63	4622.51	4623.35	501.0
2021-05-20 01:00:00	ES	Futures	4623.07	4623.91	4621.66	4622.23	849.0
2021-05-20 01:05:00	ES	Futures	4622.23	4622.23	4621.38	4621.66	419.0
2021-05-20 01:10:00	ES	Futures	4621.95	4621.95	4619.7	4619.98	778.0
2021-05-20 01:15:00	ES	Futures	4619.98	4620.26	4619.42	4619.7	581.0
2021-05-20 01:20:00	ES	Futures	4619.7	4621.1	4619.7	4620.54	726.0
2021-05-20 01:25:00	ES	Futures	4620.82	4621.95	4620.54	4621.66	914.0
2021-05-20 01:30:00	ES	Futures	4621.66	4622.79	4621.38	4621.66	1218.0
2021-05-20 01:35:00	ES	Futures	4621.95	4622.23	4620.82	4620.82	566.0
2021-05-20 01:40:00	ES	Futures	4620.82	4621.38	4619.98	4621.38	489.0
2021-05-20 01:45:00	ES	Futures	4621.38	4621.38	4619.42	4620.54	579.0
2021-05-20 01:50:00	ES	Futures	4620.54	4620.54	4619.42	4619.98	313.0
2021-05-20 01:55:00	ES	Futures	4619.98	4620.82	4619.98	4620.26	606.0
2021-05-20 02:00:00	ES	Futures	4619.98	4619.98	4615.48	4617.17	1565.0
2021-05-20 02:05:00	ES	Futures	4617.17	4619.98	4617.17	4619.7	1335.0
2021-05-20 02:10:00	ES	Futures	4619.7	4621.1	4619.7	4621.1	1006.0
2021-05-20 02:15:00	ES	Futures	4621.1	4621.1	4620.26	4620.26	464.0
2021-05-20 02:20:00	ES	Futures	4620.54	4620.82	4617.17	4617.17	870.0
2021-05-20 02:25:00	ES	Futures	4617.45	4618.57	4616.61	4617.17	838.0
2021-05-20 02:30:00	ES	Futures	4617.17	4618.57	4615.76	4618.29	793.0
2021-05-20 02:35:00	ES	Futures	4618.57	4619.14	4617.45	4618.85	788.0
2021-05-20 02:40:00	ES	Futures	4618.85	4618.85	4617.45	4617.73	555.0
2021-05-20 02:45:00	ES	Futures	4618.01	4618.01	4616.61	4616.89	453.0
2021-05-20 02:50:00	ES	Futures	4617.17	4618.01	4616.05	4616.33	824.0
2021-05-20 02:55:00	ES	Futures	4616.05	4616.89	4614.08	4614.92	1448.0
2021-05-20 03:00:00	ES	Futures	4614.92	4617.73	4614.92	4617.45	3623.0
2021-05-20 03:05:00	ES	Futures	4617.17	4618.57	4613.52	4614.36	3084.0
2021-05-20 03:10:00	ES	Futures	4614.08	4617.17	4613.8	4616.61	2921.0
2021-05-20 03:15:00	ES	Futures	4616.61	4617.45	4614.64	4616.61	2010.0
2021-05-20 03:20:00	ES	Futures	4616.89	4617.73	4615.48	4616.33	1489.0
2021-05-20 03:25:00	ES	Futures	4616.61	4617.45	4614.08	4616.33	1128.0
2021-05-20 03:30:00	ES	Futures	4616.33	4617.73	4615.76	4617.45	1700.0
2021-05-20 03:35:00	ES	Futures	4617.45	4619.42	4616.89	4618.01	2498.0
2021-05-20 03:40:00	ES	Futures	4618.01	4618.29	4615.48	4616.33	1140.0
2021-05-20 03:45:00	ES	Futures	4616.33	4618.57	4616.05	4616.61	650.0
2021-05-20 03:50:00	ES	Futures	4616.61	4618.01	4614.64	4617.45	852.0
2021-05-20 03:55:00	ES	Futures	4617.17	4617.17	4616.05	4616.61	1590.0
2021-05-20 04:00:00	ES	Futures	4616.33	4616.61	4614.36	4614.92	1871.0
2021-05-20 04:05:00	ES	Futures	4614.92	4615.76	4613.8	4614.64	1433.0

> showing 50 of 18,524 rows — these rows as CSV

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