PREVIEW / futures_5min / 2021-05-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-26.parquet
  size:    301 KB
  rows:    18,484

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
2021-05-26 00:00:00	ES	Futures	4717.76	4718.04	4716.91	4717.76	298.0
2021-05-26 00:05:00	ES	Futures	4717.76	4717.76	4717.19	4717.19	80.0
2021-05-26 00:10:00	ES	Futures	4717.47	4717.47	4716.91	4716.91	313.0
2021-05-26 00:15:00	ES	Futures	4716.91	4717.76	4716.63	4717.47	184.0
2021-05-26 00:20:00	ES	Futures	4717.76	4718.32	4717.47	4718.32	168.0
2021-05-26 00:25:00	ES	Futures	4718.04	4718.32	4717.76	4718.32	166.0
2021-05-26 00:30:00	ES	Futures	4718.32	4718.6	4716.91	4717.19	392.0
2021-05-26 00:35:00	ES	Futures	4717.19	4717.19	4716.63	4717.19	109.0
2021-05-26 00:40:00	ES	Futures	4717.19	4717.76	4716.91	4716.91	166.0
2021-05-26 00:45:00	ES	Futures	4717.19	4717.47	4716.91	4717.19	100.0
2021-05-26 00:50:00	ES	Futures	4717.47	4717.76	4717.19	4717.76	109.0
2021-05-26 00:55:00	ES	Futures	4717.76	4717.76	4717.19	4717.47	117.0
2021-05-26 01:00:00	ES	Futures	4717.47	4717.76	4716.91	4717.47	370.0
2021-05-26 01:05:00	ES	Futures	4717.47	4719.44	4717.47	4719.16	711.0
2021-05-26 01:10:00	ES	Futures	4719.16	4719.44	4718.6	4719.16	447.0
2021-05-26 01:15:00	ES	Futures	4719.44	4719.44	4718.32	4718.6	357.0
2021-05-26 01:20:00	ES	Futures	4718.6	4720.0	4718.32	4718.32	618.0
2021-05-26 01:25:00	ES	Futures	4718.6	4719.16	4718.32	4718.88	442.0
2021-05-26 01:30:00	ES	Futures	4719.16	4719.44	4718.88	4718.88	279.0
2021-05-26 01:35:00	ES	Futures	4719.16	4719.44	4718.6	4719.16	268.0
2021-05-26 01:40:00	ES	Futures	4719.16	4719.72	4718.88	4719.72	441.0
2021-05-26 01:45:00	ES	Futures	4719.72	4719.72	4719.16	4719.44	490.0
2021-05-26 01:50:00	ES	Futures	4719.44	4720.0	4719.16	4719.72	226.0
2021-05-26 01:55:00	ES	Futures	4719.72	4719.72	4718.6	4718.88	391.0
2021-05-26 02:00:00	ES	Futures	4719.16	4719.44	4715.51	4715.79	1440.0
2021-05-26 02:05:00	ES	Futures	4715.79	4715.79	4710.45	4713.26	3269.0
2021-05-26 02:10:00	ES	Futures	4713.26	4714.1	4712.7	4713.82	850.0
2021-05-26 02:15:00	ES	Futures	4713.82	4714.95	4713.26	4714.1	670.0
2021-05-26 02:20:00	ES	Futures	4714.1	4714.1	4711.86	4712.42	738.0
2021-05-26 02:25:00	ES	Futures	4712.42	4713.82	4712.42	4713.54	654.0
2021-05-26 02:30:00	ES	Futures	4713.54	4715.51	4713.26	4714.38	764.0
2021-05-26 02:35:00	ES	Futures	4714.38	4716.91	4714.38	4716.35	1171.0
2021-05-26 02:40:00	ES	Futures	4716.35	4719.44	4716.35	4719.16	1880.0
2021-05-26 02:45:00	ES	Futures	4719.16	4723.09	4719.16	4721.41	2901.0
2021-05-26 02:50:00	ES	Futures	4721.69	4721.69	4720.28	4720.85	536.0
2021-05-26 02:55:00	ES	Futures	4720.85	4722.25	4720.85	4721.13	641.0
2021-05-26 03:00:00	ES	Futures	4720.85	4723.09	4719.44	4722.25	2414.0
2021-05-26 03:05:00	ES	Futures	4722.25	4723.38	4720.85	4720.85	1839.0
2021-05-26 03:10:00	ES	Futures	4721.13	4721.13	4718.6	4718.88	2353.0
2021-05-26 03:15:00	ES	Futures	4718.88	4719.44	4715.79	4716.63	1434.0
2021-05-26 03:20:00	ES	Futures	4716.63	4717.76	4714.38	4717.47	1284.0
2021-05-26 03:25:00	ES	Futures	4717.47	4717.47	4715.23	4715.79	941.0
2021-05-26 03:30:00	ES	Futures	4716.07	4718.88	4715.79	4718.6	1364.0
2021-05-26 03:35:00	ES	Futures	4718.32	4718.6	4716.91	4718.04	908.0
2021-05-26 03:40:00	ES	Futures	4718.04	4718.32	4716.35	4716.63	762.0
2021-05-26 03:45:00	ES	Futures	4716.63	4718.04	4716.07	4717.19	849.0
2021-05-26 03:50:00	ES	Futures	4717.19	4717.19	4714.38	4716.35	1233.0
2021-05-26 03:55:00	ES	Futures	4716.63	4717.47	4716.07	4717.47	927.0
2021-05-26 04:00:00	ES	Futures	4717.47	4718.32	4715.79	4716.63	1081.0
2021-05-26 04:05:00	ES	Futures	4716.63	4719.44	4716.35	4719.44	1066.0

> showing 50 of 18,484 rows — these rows as CSV

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