PREVIEW / futures_5min / 2021-05-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-24.parquet
  size:    297 KB
  rows:    18,101

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
2021-05-24 00:00:00	ES	Futures	4678.98	4679.54	4678.7	4678.98	134.0
2021-05-24 00:05:00	ES	Futures	4678.7	4678.7	4676.45	4677.86	818.0
2021-05-24 00:10:00	ES	Futures	4678.14	4678.7	4677.58	4678.14	237.0
2021-05-24 00:15:00	ES	Futures	4677.86	4679.26	4677.58	4678.14	188.0
2021-05-24 00:20:00	ES	Futures	4677.86	4678.42	4677.58	4677.86	195.0
2021-05-24 00:25:00	ES	Futures	4677.86	4678.98	4677.3	4677.3	367.0
2021-05-24 00:30:00	ES	Futures	4677.3	4677.58	4674.49	4675.05	736.0
2021-05-24 00:35:00	ES	Futures	4674.77	4676.45	4674.49	4675.33	476.0
2021-05-24 00:40:00	ES	Futures	4675.33	4677.02	4675.33	4676.73	163.0
2021-05-24 00:45:00	ES	Futures	4676.45	4676.73	4675.61	4676.45	174.0
2021-05-24 00:50:00	ES	Futures	4676.45	4677.86	4676.45	4676.73	170.0
2021-05-24 00:55:00	ES	Futures	4677.02	4677.3	4676.17	4677.02	176.0
2021-05-24 01:00:00	ES	Futures	4676.73	4678.98	4675.89	4678.98	472.0
2021-05-24 01:05:00	ES	Futures	4678.98	4680.39	4678.42	4679.83	668.0
2021-05-24 01:10:00	ES	Futures	4679.54	4680.11	4678.98	4679.26	370.0
2021-05-24 01:15:00	ES	Futures	4679.54	4679.54	4678.14	4678.42	244.0
2021-05-24 01:20:00	ES	Futures	4678.7	4678.7	4677.3	4677.86	371.0
2021-05-24 01:25:00	ES	Futures	4677.86	4680.67	4677.58	4680.39	470.0
2021-05-24 01:30:00	ES	Futures	4680.11	4680.67	4679.26	4679.83	332.0
2021-05-24 01:35:00	ES	Futures	4680.11	4680.39	4679.26	4679.26	474.0
2021-05-24 01:40:00	ES	Futures	4679.26	4679.26	4677.58	4678.14	345.0
2021-05-24 01:45:00	ES	Futures	4678.42	4679.83	4677.3	4677.58	485.0
2021-05-24 01:50:00	ES	Futures	4677.86	4677.86	4676.45	4677.02	408.0
2021-05-24 01:55:00	ES	Futures	4677.02	4677.58	4676.45	4677.3	348.0
2021-05-24 02:00:00	ES	Futures	4677.3	4678.98	4676.45	4678.14	498.0
2021-05-24 02:05:00	ES	Futures	4678.14	4678.98	4677.3	4678.7	431.0
2021-05-24 02:10:00	ES	Futures	4678.7	4681.23	4678.14	4680.67	516.0
2021-05-24 02:15:00	ES	Futures	4680.67	4680.95	4679.54	4680.11	378.0
2021-05-24 02:20:00	ES	Futures	4680.11	4680.95	4679.83	4680.39	336.0
2021-05-24 02:25:00	ES	Futures	4680.39	4680.67	4680.11	4680.11	299.0
2021-05-24 02:30:00	ES	Futures	4680.11	4680.67	4679.54	4679.83	351.0
2021-05-24 02:35:00	ES	Futures	4679.83	4680.67	4679.54	4680.11	247.0
2021-05-24 02:40:00	ES	Futures	4680.39	4680.39	4679.26	4679.83	217.0
2021-05-24 02:45:00	ES	Futures	4679.83	4680.95	4679.54	4680.67	270.0
2021-05-24 02:50:00	ES	Futures	4680.67	4681.51	4680.11	4680.39	388.0
2021-05-24 02:55:00	ES	Futures	4680.11	4680.95	4680.11	4680.11	245.0
2021-05-24 03:00:00	ES	Futures	4680.11	4683.2	4679.54	4682.07	1914.0
2021-05-24 03:05:00	ES	Futures	4681.79	4683.2	4680.95	4680.95	1067.0
2021-05-24 03:10:00	ES	Futures	4680.95	4682.35	4680.95	4681.79	665.0
2021-05-24 03:15:00	ES	Futures	4681.79	4686.85	4681.51	4685.73	1791.0
2021-05-24 03:20:00	ES	Futures	4686.01	4686.29	4683.2	4684.32	1313.0
2021-05-24 03:25:00	ES	Futures	4684.32	4687.41	4684.04	4687.13	1661.0
2021-05-24 03:30:00	ES	Futures	4687.13	4691.06	4686.29	4689.38	3839.0
2021-05-24 03:35:00	ES	Futures	4689.38	4689.94	4687.97	4688.54	1374.0
2021-05-24 03:40:00	ES	Futures	4688.54	4690.22	4688.25	4689.1	862.0
2021-05-24 03:45:00	ES	Futures	4689.1	4689.94	4687.97	4688.82	968.0
2021-05-24 03:50:00	ES	Futures	4688.82	4689.1	4687.97	4688.82	659.0
2021-05-24 03:55:00	ES	Futures	4688.82	4690.22	4688.82	4689.66	760.0
2021-05-24 04:00:00	ES	Futures	4689.66	4689.66	4686.85	4687.97	1083.0
2021-05-24 04:05:00	ES	Futures	4687.69	4689.38	4686.85	4689.38	735.0

> showing 50 of 18,101 rows — these rows as CSV

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