PREVIEW / futures_5min / 2021-05-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-25.parquet
  size:    306 KB
  rows:    18,516

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
2021-05-25 00:00:00	ES	Futures	4722.81	4722.81	4721.41	4722.25	598.0
2021-05-25 00:05:00	ES	Futures	4722.25	4722.53	4721.97	4722.25	189.0
2021-05-25 00:10:00	ES	Futures	4721.97	4721.97	4721.41	4721.41	103.0
2021-05-25 00:15:00	ES	Futures	4721.41	4722.25	4721.41	4722.25	183.0
2021-05-25 00:20:00	ES	Futures	4722.25	4722.53	4721.97	4721.97	195.0
2021-05-25 00:25:00	ES	Futures	4721.97	4721.97	4721.69	4721.97	151.0
2021-05-25 00:30:00	ES	Futures	4721.97	4722.81	4721.97	4722.53	147.0
2021-05-25 00:35:00	ES	Futures	4722.25	4722.53	4721.97	4721.97	104.0
2021-05-25 00:40:00	ES	Futures	4721.97	4722.53	4721.97	4722.25	82.0
2021-05-25 00:45:00	ES	Futures	4722.25	4722.25	4721.69	4721.69	88.0
2021-05-25 00:50:00	ES	Futures	4721.97	4722.81	4721.69	4722.53	179.0
2021-05-25 00:55:00	ES	Futures	4722.25	4722.25	4721.97	4722.25	73.0
2021-05-25 01:00:00	ES	Futures	4721.97	4723.38	4721.97	4723.09	331.0
2021-05-25 01:05:00	ES	Futures	4723.38	4724.5	4723.38	4723.38	453.0
2021-05-25 01:10:00	ES	Futures	4723.38	4723.66	4721.97	4722.81	423.0
2021-05-25 01:15:00	ES	Futures	4722.81	4723.38	4722.81	4723.09	174.0
2021-05-25 01:20:00	ES	Futures	4723.09	4725.06	4722.81	4724.78	664.0
2021-05-25 01:25:00	ES	Futures	4724.78	4725.06	4723.66	4724.5	452.0
2021-05-25 01:30:00	ES	Futures	4724.78	4726.19	4724.5	4726.19	646.0
2021-05-25 01:35:00	ES	Futures	4726.19	4726.75	4725.06	4726.47	560.0
2021-05-25 01:40:00	ES	Futures	4726.47	4727.03	4725.9	4726.19	502.0
2021-05-25 01:45:00	ES	Futures	4726.19	4726.47	4725.34	4726.19	304.0
2021-05-25 01:50:00	ES	Futures	4726.19	4726.75	4725.62	4725.9	401.0
2021-05-25 01:55:00	ES	Futures	4725.9	4726.47	4725.34	4726.47	417.0
2021-05-25 02:00:00	ES	Futures	4726.47	4729.28	4725.9	4728.43	1906.0
2021-05-25 02:05:00	ES	Futures	4728.43	4729.28	4727.87	4728.43	861.0
2021-05-25 02:10:00	ES	Futures	4728.71	4731.52	4728.43	4731.52	2003.0
2021-05-25 02:15:00	ES	Futures	4731.52	4734.61	4730.96	4732.37	3623.0
2021-05-25 02:20:00	ES	Futures	4732.37	4732.93	4732.09	4732.09	1128.0
2021-05-25 02:25:00	ES	Futures	4731.8	4731.8	4730.68	4731.24	744.0
2021-05-25 02:30:00	ES	Futures	4731.24	4731.8	4730.68	4730.68	1037.0
2021-05-25 02:35:00	ES	Futures	4730.4	4732.65	4730.12	4732.37	1740.0
2021-05-25 02:40:00	ES	Futures	4732.37	4734.05	4732.37	4732.65	1718.0
2021-05-25 02:45:00	ES	Futures	4732.37	4734.05	4731.8	4732.93	1156.0
2021-05-25 02:50:00	ES	Futures	4732.93	4732.93	4731.52	4732.09	578.0
2021-05-25 02:55:00	ES	Futures	4732.09	4733.49	4731.24	4731.52	1113.0
2021-05-25 03:00:00	ES	Futures	4731.52	4731.8	4728.71	4731.24	2611.0
2021-05-25 03:05:00	ES	Futures	4730.96	4732.09	4728.71	4728.99	1719.0
2021-05-25 03:10:00	ES	Futures	4729.28	4730.12	4728.43	4729.84	1416.0
2021-05-25 03:15:00	ES	Futures	4729.56	4731.24	4728.43	4728.71	1021.0
2021-05-25 03:20:00	ES	Futures	4728.99	4730.4	4728.99	4729.56	819.0
2021-05-25 03:25:00	ES	Futures	4729.56	4730.12	4728.71	4729.56	926.0
2021-05-25 03:30:00	ES	Futures	4729.56	4729.84	4727.31	4727.87	1299.0
2021-05-25 03:35:00	ES	Futures	4727.59	4728.15	4725.34	4728.15	1672.0
2021-05-25 03:40:00	ES	Futures	4728.15	4728.15	4727.03	4727.03	662.0
2021-05-25 03:45:00	ES	Futures	4727.31	4728.71	4726.75	4727.87	905.0
2021-05-25 03:50:00	ES	Futures	4728.15	4728.43	4726.19	4727.31	1631.0
2021-05-25 03:55:00	ES	Futures	4727.31	4727.87	4726.47	4726.75	633.0
2021-05-25 04:00:00	ES	Futures	4726.75	4728.43	4726.19	4727.59	1123.0
2021-05-25 04:05:00	ES	Futures	4727.31	4728.15	4726.19	4727.87	986.0

> showing 50 of 18,516 rows — these rows as CSV

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