PREVIEW / futures_5min / 2021-05-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-28.parquet
  size:    255 KB
  rows:    14,849

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
2021-05-28 00:00:00	ES	Futures	4735.74	4735.74	4735.18	4735.46	231.0
2021-05-28 00:05:00	ES	Futures	4735.46	4735.46	4734.61	4735.46	341.0
2021-05-28 00:10:00	ES	Futures	4735.18	4735.74	4734.61	4734.9	277.0
2021-05-28 00:15:00	ES	Futures	4734.9	4735.18	4734.61	4734.9	199.0
2021-05-28 00:20:00	ES	Futures	4734.9	4735.18	4734.61	4734.9	146.0
2021-05-28 00:25:00	ES	Futures	4734.61	4734.61	4733.21	4733.49	350.0
2021-05-28 00:30:00	ES	Futures	4733.77	4734.33	4733.49	4733.77	151.0
2021-05-28 00:35:00	ES	Futures	4733.77	4734.05	4733.21	4733.49	279.0
2021-05-28 00:40:00	ES	Futures	4733.77	4734.05	4733.49	4734.05	375.0
2021-05-28 00:45:00	ES	Futures	4734.05	4734.33	4733.77	4734.05	147.0
2021-05-28 00:50:00	ES	Futures	4734.05	4734.9	4733.77	4734.9	224.0
2021-05-28 00:55:00	ES	Futures	4734.61	4734.9	4734.61	4734.9	171.0
2021-05-28 01:00:00	ES	Futures	4734.9	4735.74	4734.9	4735.46	334.0
2021-05-28 01:05:00	ES	Futures	4735.46	4736.58	4735.18	4736.02	456.0
2021-05-28 01:10:00	ES	Futures	4736.3	4736.58	4734.9	4735.18	428.0
2021-05-28 01:15:00	ES	Futures	4735.18	4735.18	4733.21	4733.49	452.0
2021-05-28 01:20:00	ES	Futures	4733.21	4733.77	4732.93	4733.21	427.0
2021-05-28 01:25:00	ES	Futures	4733.49	4733.49	4732.09	4732.09	703.0
2021-05-28 01:30:00	ES	Futures	4732.09	4732.09	4730.12	4730.68	1142.0
2021-05-28 01:35:00	ES	Futures	4730.68	4730.96	4729.84	4730.96	729.0
2021-05-28 01:40:00	ES	Futures	4730.96	4732.37	4730.68	4731.24	1018.0
2021-05-28 01:45:00	ES	Futures	4730.96	4731.24	4729.84	4730.68	989.0
2021-05-28 01:50:00	ES	Futures	4730.68	4731.8	4730.4	4730.68	978.0
2021-05-28 01:55:00	ES	Futures	4730.96	4730.96	4729.84	4730.68	1311.0
2021-05-28 02:00:00	ES	Futures	4730.96	4731.24	4729.84	4730.96	1001.0
2021-05-28 02:05:00	ES	Futures	4730.96	4730.96	4729.84	4729.84	706.0
2021-05-28 02:10:00	ES	Futures	4729.84	4730.4	4729.84	4730.4	648.0
2021-05-28 02:15:00	ES	Futures	4730.4	4730.68	4728.99	4729.56	1049.0
2021-05-28 02:20:00	ES	Futures	4729.56	4729.84	4727.87	4728.71	863.0
2021-05-28 02:25:00	ES	Futures	4728.71	4730.4	4728.43	4729.28	979.0
2021-05-28 02:30:00	ES	Futures	4729.28	4730.12	4728.71	4729.56	630.0
2021-05-28 02:35:00	ES	Futures	4729.56	4730.96	4729.56	4730.12	569.0
2021-05-28 02:40:00	ES	Futures	4729.84	4730.12	4729.56	4729.56	421.0
2021-05-28 02:45:00	ES	Futures	4729.56	4730.4	4729.56	4730.12	413.0
2021-05-28 02:50:00	ES	Futures	4730.4	4730.96	4730.12	4730.12	367.0
2021-05-28 02:55:00	ES	Futures	4730.12	4731.52	4729.84	4731.24	775.0
2021-05-28 03:00:00	ES	Futures	4730.96	4731.52	4728.99	4729.56	1960.0
2021-05-28 03:05:00	ES	Futures	4729.56	4731.24	4729.28	4730.12	771.0
2021-05-28 03:10:00	ES	Futures	4730.12	4732.09	4729.56	4732.09	1283.0
2021-05-28 03:15:00	ES	Futures	4732.09	4733.49	4731.24	4732.37	1056.0
2021-05-28 03:20:00	ES	Futures	4732.37	4732.93	4730.96	4732.37	839.0
2021-05-28 03:25:00	ES	Futures	4732.09	4732.65	4730.12	4731.24	1023.0
2021-05-28 03:30:00	ES	Futures	4730.96	4730.96	4729.84	4730.96	890.0
2021-05-28 03:35:00	ES	Futures	4730.96	4732.09	4730.68	4731.24	629.0
2021-05-28 03:40:00	ES	Futures	4731.52	4732.65	4731.24	4732.37	586.0
2021-05-28 03:45:00	ES	Futures	4732.65	4733.21	4731.52	4731.8	568.0
2021-05-28 03:50:00	ES	Futures	4731.8	4732.37	4730.96	4732.37	635.0
2021-05-28 03:55:00	ES	Futures	4732.37	4733.49	4732.37	4733.21	632.0
2021-05-28 04:00:00	ES	Futures	4733.21	4735.18	4733.21	4734.9	1721.0
2021-05-28 04:05:00	ES	Futures	4734.9	4736.02	4734.33	4735.46	1485.0

> showing 50 of 14,849 rows — these rows as CSV

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