PREVIEW / futures_5min / 2021-05-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-30.parquet
  size:    55 KB
  rows:    2,744

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
2021-05-30 18:00:00	ES	Futures	4727.59	4728.15	4725.34	4727.31	1278.0
2021-05-30 18:05:00	ES	Futures	4727.03	4728.43	4727.03	4727.87	452.0
2021-05-30 18:10:00	ES	Futures	4727.87	4729.28	4727.03	4727.31	498.0
2021-05-30 18:15:00	ES	Futures	4727.59	4728.71	4727.03	4728.43	338.0
2021-05-30 18:20:00	ES	Futures	4728.71	4729.28	4728.43	4729.28	185.0
2021-05-30 18:25:00	ES	Futures	4728.99	4729.56	4728.15	4729.28	328.0
2021-05-30 18:30:00	ES	Futures	4729.56	4729.84	4728.71	4729.28	205.0
2021-05-30 18:35:00	ES	Futures	4729.28	4729.56	4728.71	4728.71	165.0
2021-05-30 18:40:00	ES	Futures	4728.99	4729.56	4728.71	4728.71	111.0
2021-05-30 18:45:00	ES	Futures	4728.71	4730.96	4728.71	4729.84	439.0
2021-05-30 18:50:00	ES	Futures	4729.84	4730.4	4729.28	4729.84	266.0
2021-05-30 18:55:00	ES	Futures	4729.84	4730.4	4729.56	4729.84	117.0
2021-05-30 19:00:00	ES	Futures	4730.12	4730.68	4729.84	4730.68	399.0
2021-05-30 19:05:00	ES	Futures	4730.96	4731.24	4730.4	4730.68	301.0
2021-05-30 19:10:00	ES	Futures	4730.4	4730.96	4730.12	4730.12	210.0
2021-05-30 19:15:00	ES	Futures	4730.12	4731.8	4730.12	4730.96	556.0
2021-05-30 19:20:00	ES	Futures	4731.24	4731.8	4730.68	4731.24	256.0
2021-05-30 19:25:00	ES	Futures	4731.24	4731.8	4730.96	4731.24	241.0
2021-05-30 19:30:00	ES	Futures	4731.24	4731.52	4730.68	4731.24	207.0
2021-05-30 19:35:00	ES	Futures	4730.96	4731.24	4730.96	4730.96	51.0
2021-05-30 19:40:00	ES	Futures	4730.68	4730.96	4727.87	4727.87	562.0
2021-05-30 19:45:00	ES	Futures	4727.87	4728.71	4726.75	4727.59	658.0
2021-05-30 19:50:00	ES	Futures	4727.59	4728.99	4726.75	4728.71	596.0
2021-05-30 19:55:00	ES	Futures	4728.99	4729.56	4728.43	4728.71	539.0
2021-05-30 20:00:00	ES	Futures	4728.71	4729.56	4726.19	4729.56	901.0
2021-05-30 20:05:00	ES	Futures	4729.28	4731.52	4729.28	4730.4	947.0
2021-05-30 20:10:00	ES	Futures	4730.4	4730.4	4728.99	4729.56	631.0
2021-05-30 20:15:00	ES	Futures	4729.56	4730.68	4727.87	4728.15	718.0
2021-05-30 20:20:00	ES	Futures	4728.15	4728.71	4726.75	4727.87	607.0
2021-05-30 20:25:00	ES	Futures	4727.87	4728.99	4727.59	4728.71	259.0
2021-05-30 20:30:00	ES	Futures	4728.99	4730.4	4728.99	4729.84	474.0
2021-05-30 20:35:00	ES	Futures	4729.56	4729.84	4728.15	4729.28	371.0
2021-05-30 20:40:00	ES	Futures	4729.28	4729.28	4728.43	4728.99	151.0
2021-05-30 20:45:00	ES	Futures	4728.99	4729.28	4728.43	4728.71	203.0
2021-05-30 20:50:00	ES	Futures	4728.71	4729.28	4728.71	4728.71	210.0
2021-05-30 20:55:00	ES	Futures	4728.71	4729.84	4728.43	4729.84	332.0
2021-05-30 21:00:00	ES	Futures	4729.56	4730.68	4729.28	4729.84	463.0
2021-05-30 21:05:00	ES	Futures	4729.84	4729.84	4728.43	4729.28	322.0
2021-05-30 21:10:00	ES	Futures	4728.99	4729.28	4728.43	4729.28	325.0
2021-05-30 21:15:00	ES	Futures	4728.99	4729.56	4728.15	4728.99	581.0
2021-05-30 21:20:00	ES	Futures	4729.28	4729.56	4727.87	4728.43	401.0
2021-05-30 21:25:00	ES	Futures	4728.15	4728.71	4727.59	4727.87	251.0
2021-05-30 21:30:00	ES	Futures	4727.87	4728.15	4725.9	4726.19	1077.0
2021-05-30 21:35:00	ES	Futures	4726.19	4727.03	4725.34	4726.47	675.0
2021-05-30 21:40:00	ES	Futures	4726.47	4727.31	4726.19	4727.31	344.0
2021-05-30 21:45:00	ES	Futures	4727.03	4728.43	4726.47	4728.15	466.0
2021-05-30 21:50:00	ES	Futures	4728.15	4729.28	4727.59	4729.28	422.0
2021-05-30 21:55:00	ES	Futures	4729.28	4729.28	4728.43	4728.71	372.0
2021-05-30 22:00:00	ES	Futures	4728.71	4728.99	4728.43	4728.71	212.0
2021-05-30 22:05:00	ES	Futures	4728.99	4729.84	4728.71	4729.56	418.0

> showing 50 of 2,744 rows — these rows as CSV

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