PREVIEW / futures_5min / 2021-05-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-21.parquet
  size:    273 KB
  rows:    15,257

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
2021-05-21 00:00:00	ES	Futures	4673.64	4673.92	4671.96	4672.8	272.0
2021-05-21 00:05:00	ES	Futures	4672.8	4673.36	4672.52	4673.08	159.0
2021-05-21 00:10:00	ES	Futures	4673.08	4675.05	4673.08	4675.05	386.0
2021-05-21 00:15:00	ES	Futures	4675.33	4675.33	4674.49	4674.77	220.0
2021-05-21 00:20:00	ES	Futures	4674.77	4677.58	4674.77	4677.3	633.0
2021-05-21 00:25:00	ES	Futures	4677.3	4678.98	4677.3	4678.14	827.0
2021-05-21 00:30:00	ES	Futures	4678.14	4679.83	4678.14	4678.98	766.0
2021-05-21 00:35:00	ES	Futures	4678.98	4678.98	4677.86	4678.42	264.0
2021-05-21 00:40:00	ES	Futures	4678.42	4679.26	4677.86	4678.14	252.0
2021-05-21 00:45:00	ES	Futures	4678.14	4678.98	4677.58	4678.98	222.0
2021-05-21 00:50:00	ES	Futures	4679.26	4679.54	4677.3	4678.14	383.0
2021-05-21 00:55:00	ES	Futures	4678.42	4678.98	4678.14	4678.42	145.0
2021-05-21 01:00:00	ES	Futures	4678.42	4680.11	4678.42	4680.11	372.0
2021-05-21 01:05:00	ES	Futures	4680.11	4681.51	4678.98	4681.23	675.0
2021-05-21 01:10:00	ES	Futures	4681.23	4681.23	4679.54	4681.23	334.0
2021-05-21 01:15:00	ES	Futures	4681.23	4681.23	4680.67	4681.23	266.0
2021-05-21 01:20:00	ES	Futures	4680.95	4682.07	4680.39	4680.67	451.0
2021-05-21 01:25:00	ES	Futures	4680.67	4681.79	4679.83	4679.83	356.0
2021-05-21 01:30:00	ES	Futures	4679.83	4681.79	4679.54	4681.23	351.0
2021-05-21 01:35:00	ES	Futures	4681.23	4681.51	4677.58	4677.86	699.0
2021-05-21 01:40:00	ES	Futures	4677.86	4678.98	4675.89	4675.89	763.0
2021-05-21 01:45:00	ES	Futures	4675.61	4677.02	4675.33	4676.73	583.0
2021-05-21 01:50:00	ES	Futures	4676.73	4677.02	4674.49	4675.05	539.0
2021-05-21 01:55:00	ES	Futures	4675.05	4677.02	4674.77	4676.73	511.0
2021-05-21 02:00:00	ES	Futures	4677.02	4680.67	4676.73	4679.83	989.0
2021-05-21 02:05:00	ES	Futures	4679.54	4681.51	4678.7	4679.54	626.0
2021-05-21 02:10:00	ES	Futures	4679.26	4680.11	4678.14	4678.98	316.0
2021-05-21 02:15:00	ES	Futures	4679.26	4680.95	4678.7	4679.26	346.0
2021-05-21 02:20:00	ES	Futures	4678.98	4680.11	4678.42	4678.98	290.0
2021-05-21 02:25:00	ES	Futures	4678.98	4679.54	4678.42	4678.98	439.0
2021-05-21 02:30:00	ES	Futures	4679.26	4680.39	4678.98	4679.54	380.0
2021-05-21 02:35:00	ES	Futures	4679.54	4680.11	4678.98	4680.11	263.0
2021-05-21 02:40:00	ES	Futures	4680.11	4680.39	4678.7	4679.26	475.0
2021-05-21 02:45:00	ES	Futures	4679.26	4680.11	4678.7	4680.11	322.0
2021-05-21 02:50:00	ES	Futures	4680.39	4681.23	4679.54	4680.39	388.0
2021-05-21 02:55:00	ES	Futures	4680.11	4680.67	4678.98	4678.98	259.0
2021-05-21 03:00:00	ES	Futures	4678.7	4681.51	4678.42	4678.98	1823.0
2021-05-21 03:05:00	ES	Futures	4678.7	4680.11	4675.89	4678.42	1515.0
2021-05-21 03:10:00	ES	Futures	4678.42	4679.83	4677.86	4679.26	863.0
2021-05-21 03:15:00	ES	Futures	4679.54	4685.16	4679.54	4683.48	3243.0
2021-05-21 03:20:00	ES	Futures	4683.48	4684.32	4682.63	4682.92	1000.0
2021-05-21 03:25:00	ES	Futures	4682.92	4684.04	4682.35	4683.2	747.0
2021-05-21 03:30:00	ES	Futures	4682.92	4683.48	4678.42	4679.54	2415.0
2021-05-21 03:35:00	ES	Futures	4679.26	4681.79	4678.42	4680.95	1458.0
2021-05-21 03:40:00	ES	Futures	4680.95	4682.35	4678.7	4680.39	1036.0
2021-05-21 03:45:00	ES	Futures	4680.11	4680.67	4677.58	4678.14	1131.0
2021-05-21 03:50:00	ES	Futures	4677.86	4678.7	4676.73	4677.3	902.0
2021-05-21 03:55:00	ES	Futures	4677.3	4677.86	4676.17	4677.3	872.0
2021-05-21 04:00:00	ES	Futures	4677.02	4679.26	4676.45	4677.58	1114.0
2021-05-21 04:05:00	ES	Futures	4677.58	4677.58	4673.36	4674.21	2053.0

> showing 50 of 15,257 rows — these rows as CSV

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