PREVIEW / futures_5min / 2021-05-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-23.parquet
  size:    68 KB
  rows:    3,433

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
2021-05-23 18:00:00	ES	Futures	4665.78	4666.34	4660.16	4662.12	3621.0
2021-05-23 18:05:00	ES	Futures	4661.84	4661.84	4655.66	4658.47	3197.0
2021-05-23 18:10:00	ES	Futures	4658.47	4660.72	4658.19	4660.44	853.0
2021-05-23 18:15:00	ES	Futures	4660.44	4661.0	4658.19	4660.72	811.0
2021-05-23 18:20:00	ES	Futures	4660.72	4663.53	4660.16	4663.25	1008.0
2021-05-23 18:25:00	ES	Futures	4663.25	4663.25	4661.84	4662.41	279.0
2021-05-23 18:30:00	ES	Futures	4662.69	4663.25	4659.6	4659.6	1001.0
2021-05-23 18:35:00	ES	Futures	4659.6	4662.69	4659.6	4661.84	468.0
2021-05-23 18:40:00	ES	Futures	4661.84	4664.09	4661.28	4662.12	506.0
2021-05-23 18:45:00	ES	Futures	4662.12	4664.09	4662.12	4662.97	526.0
2021-05-23 18:50:00	ES	Futures	4662.97	4663.53	4661.0	4661.56	415.0
2021-05-23 18:55:00	ES	Futures	4661.56	4663.53	4661.28	4662.97	158.0
2021-05-23 19:00:00	ES	Futures	4663.25	4664.09	4662.97	4663.81	677.0
2021-05-23 19:05:00	ES	Futures	4664.09	4668.31	4663.81	4666.9	2089.0
2021-05-23 19:10:00	ES	Futures	4666.9	4667.46	4666.06	4667.18	633.0
2021-05-23 19:15:00	ES	Futures	4667.46	4669.43	4667.46	4668.02	617.0
2021-05-23 19:20:00	ES	Futures	4668.31	4669.43	4667.74	4668.02	429.0
2021-05-23 19:25:00	ES	Futures	4668.02	4668.59	4666.9	4668.02	438.0
2021-05-23 19:30:00	ES	Futures	4668.02	4668.02	4666.34	4666.34	466.0
2021-05-23 19:35:00	ES	Futures	4666.62	4669.15	4666.34	4669.15	387.0
2021-05-23 19:40:00	ES	Futures	4668.87	4670.27	4667.46	4667.74	836.0
2021-05-23 19:45:00	ES	Futures	4667.46	4667.46	4664.93	4666.9	826.0
2021-05-23 19:50:00	ES	Futures	4666.9	4666.9	4663.81	4664.09	1351.0
2021-05-23 19:55:00	ES	Futures	4663.81	4665.21	4663.53	4663.53	660.0
2021-05-23 20:00:00	ES	Futures	4663.53	4670.27	4663.53	4668.31	2520.0
2021-05-23 20:05:00	ES	Futures	4668.59	4674.21	4668.31	4673.36	2299.0
2021-05-23 20:10:00	ES	Futures	4673.08	4675.33	4673.08	4674.49	2061.0
2021-05-23 20:15:00	ES	Futures	4674.49	4677.86	4673.92	4677.02	1647.0
2021-05-23 20:20:00	ES	Futures	4677.3	4677.86	4675.61	4675.61	834.0
2021-05-23 20:25:00	ES	Futures	4675.89	4676.17	4674.77	4675.33	756.0
2021-05-23 20:30:00	ES	Futures	4675.33	4677.02	4673.64	4673.64	1103.0
2021-05-23 20:35:00	ES	Futures	4673.64	4674.77	4673.08	4674.49	769.0
2021-05-23 20:40:00	ES	Futures	4674.49	4675.05	4673.92	4674.49	441.0
2021-05-23 20:45:00	ES	Futures	4674.49	4676.45	4674.21	4676.45	840.0
2021-05-23 20:50:00	ES	Futures	4676.45	4677.58	4676.17	4677.3	1063.0
2021-05-23 20:55:00	ES	Futures	4677.3	4677.86	4676.45	4677.02	560.0
2021-05-23 21:00:00	ES	Futures	4677.02	4680.95	4677.02	4679.54	2445.0
2021-05-23 21:05:00	ES	Futures	4679.83	4681.23	4679.54	4680.11	816.0
2021-05-23 21:10:00	ES	Futures	4680.39	4680.67	4678.98	4680.39	715.0
2021-05-23 21:15:00	ES	Futures	4680.67	4681.23	4679.26	4680.39	941.0
2021-05-23 21:20:00	ES	Futures	4680.39	4680.67	4677.58	4678.14	1198.0
2021-05-23 21:25:00	ES	Futures	4678.14	4679.54	4677.86	4679.26	726.0
2021-05-23 21:30:00	ES	Futures	4679.54	4683.76	4678.7	4680.39	2131.0
2021-05-23 21:35:00	ES	Futures	4680.39	4681.79	4679.83	4680.67	876.0
2021-05-23 21:40:00	ES	Futures	4680.67	4682.63	4679.26	4682.07	1050.0
2021-05-23 21:45:00	ES	Futures	4682.07	4682.92	4680.95	4681.23	910.0
2021-05-23 21:50:00	ES	Futures	4681.23	4682.35	4680.67	4682.35	618.0
2021-05-23 21:55:00	ES	Futures	4682.35	4682.63	4681.23	4682.07	547.0
2021-05-23 22:00:00	ES	Futures	4681.79	4682.63	4680.67	4680.67	704.0
2021-05-23 22:05:00	ES	Futures	4680.67	4681.23	4678.98	4679.54	1005.0

> showing 50 of 3,433 rows — these rows as CSV

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