PREVIEW / futures_5min / 2021-05-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-27.parquet
  size:    315 KB
  rows:    18,509

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
2021-05-27 00:00:00	ES	Futures	4707.36	4707.92	4705.96	4706.24	455.0
2021-05-27 00:05:00	ES	Futures	4706.24	4706.52	4705.11	4705.67	560.0
2021-05-27 00:10:00	ES	Futures	4705.39	4706.24	4704.55	4704.55	425.0
2021-05-27 00:15:00	ES	Futures	4704.55	4705.39	4704.55	4704.83	350.0
2021-05-27 00:20:00	ES	Futures	4705.11	4705.96	4704.83	4705.67	218.0
2021-05-27 00:25:00	ES	Futures	4705.67	4705.67	4704.83	4705.11	173.0
2021-05-27 00:30:00	ES	Futures	4705.39	4705.39	4703.71	4704.27	391.0
2021-05-27 00:35:00	ES	Futures	4704.27	4705.11	4703.71	4704.27	288.0
2021-05-27 00:40:00	ES	Futures	4704.27	4704.83	4704.27	4704.55	150.0
2021-05-27 00:45:00	ES	Futures	4704.55	4705.39	4704.27	4704.83	198.0
2021-05-27 00:50:00	ES	Futures	4704.83	4706.52	4704.55	4705.96	423.0
2021-05-27 00:55:00	ES	Futures	4706.24	4706.24	4705.67	4706.24	236.0
2021-05-27 01:00:00	ES	Futures	4706.24	4706.24	4705.11	4705.67	455.0
2021-05-27 01:05:00	ES	Futures	4705.96	4705.96	4703.15	4703.71	719.0
2021-05-27 01:10:00	ES	Futures	4703.43	4703.99	4702.02	4702.86	694.0
2021-05-27 01:15:00	ES	Futures	4702.86	4703.15	4702.3	4703.15	405.0
2021-05-27 01:20:00	ES	Futures	4703.15	4703.15	4702.02	4702.02	462.0
2021-05-27 01:25:00	ES	Futures	4702.3	4703.43	4702.02	4702.58	460.0
2021-05-27 01:30:00	ES	Futures	4702.58	4704.27	4702.3	4703.99	375.0
2021-05-27 01:35:00	ES	Futures	4703.99	4703.99	4702.58	4702.86	329.0
2021-05-27 01:40:00	ES	Futures	4702.86	4705.96	4702.86	4705.96	860.0
2021-05-27 01:45:00	ES	Futures	4705.67	4706.52	4705.11	4705.96	361.0
2021-05-27 01:50:00	ES	Futures	4706.24	4708.76	4705.96	4707.92	1181.0
2021-05-27 01:55:00	ES	Futures	4707.92	4708.48	4707.08	4707.92	773.0
2021-05-27 02:00:00	ES	Futures	4707.92	4708.76	4706.52	4707.08	911.0
2021-05-27 02:05:00	ES	Futures	4707.36	4708.48	4706.24	4706.8	862.0
2021-05-27 02:10:00	ES	Futures	4706.8	4706.8	4705.96	4706.24	322.0
2021-05-27 02:15:00	ES	Futures	4705.96	4707.36	4705.67	4706.8	361.0
2021-05-27 02:20:00	ES	Futures	4706.8	4707.36	4705.96	4706.24	349.0
2021-05-27 02:25:00	ES	Futures	4706.24	4706.24	4705.11	4705.67	499.0
2021-05-27 02:30:00	ES	Futures	4705.67	4705.96	4704.55	4704.83	662.0
2021-05-27 02:35:00	ES	Futures	4704.83	4705.11	4704.27	4704.55	268.0
2021-05-27 02:40:00	ES	Futures	4704.55	4704.55	4700.62	4701.74	1469.0
2021-05-27 02:45:00	ES	Futures	4701.46	4702.3	4695.28	4698.37	4099.0
2021-05-27 02:50:00	ES	Futures	4698.37	4699.77	4696.4	4698.37	1451.0
2021-05-27 02:55:00	ES	Futures	4698.37	4700.05	4698.09	4699.21	1277.0
2021-05-27 03:00:00	ES	Futures	4699.21	4703.71	4698.09	4703.43	4074.0
2021-05-27 03:05:00	ES	Futures	4703.43	4704.27	4702.02	4702.02	2046.0
2021-05-27 03:10:00	ES	Futures	4702.3	4703.71	4701.18	4702.02	1570.0
2021-05-27 03:15:00	ES	Futures	4702.02	4702.86	4700.05	4701.46	1744.0
2021-05-27 03:20:00	ES	Futures	4701.18	4703.71	4700.62	4702.58	1221.0
2021-05-27 03:25:00	ES	Futures	4702.3	4703.99	4702.3	4703.71	994.0
2021-05-27 03:30:00	ES	Futures	4703.71	4704.27	4700.05	4700.34	1428.0
2021-05-27 03:35:00	ES	Futures	4700.05	4700.9	4698.37	4698.65	1886.0
2021-05-27 03:40:00	ES	Futures	4698.65	4700.9	4697.53	4700.62	1573.0
2021-05-27 03:45:00	ES	Futures	4700.62	4700.9	4699.77	4700.62	786.0
2021-05-27 03:50:00	ES	Futures	4700.62	4700.9	4698.93	4700.05	942.0
2021-05-27 03:55:00	ES	Futures	4700.05	4702.02	4699.21	4701.18	771.0
2021-05-27 04:00:00	ES	Futures	4701.18	4705.39	4701.18	4705.11	2512.0
2021-05-27 04:05:00	ES	Futures	4705.39	4705.67	4703.99	4704.55	1226.0

> showing 50 of 18,509 rows — these rows as CSV

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