PREVIEW / futures_5min / 2021-05-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-31.parquet
  size:    190 KB
  rows:    11,940

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
2021-05-31 00:00:00	ES	Futures	4727.59	4727.59	4727.03	4727.59	145.0
2021-05-31 00:05:00	ES	Futures	4727.59	4727.87	4727.59	4727.87	90.0
2021-05-31 00:10:00	ES	Futures	4727.87	4727.87	4727.59	4727.59	84.0
2021-05-31 00:15:00	ES	Futures	4727.59	4727.87	4727.31	4727.59	78.0
2021-05-31 00:20:00	ES	Futures	4727.59	4728.15	4727.59	4728.15	118.0
2021-05-31 00:25:00	ES	Futures	4727.87	4728.15	4727.59	4727.87	84.0
2021-05-31 00:30:00	ES	Futures	4727.87	4728.15	4727.31	4727.59	148.0
2021-05-31 00:35:00	ES	Futures	4727.59	4727.59	4727.31	4727.31	87.0
2021-05-31 00:40:00	ES	Futures	4727.31	4727.31	4726.75	4727.03	113.0
2021-05-31 00:45:00	ES	Futures	4727.03	4727.03	4726.75	4727.03	129.0
2021-05-31 00:50:00	ES	Futures	4726.75	4727.03	4726.47	4726.75	72.0
2021-05-31 00:55:00	ES	Futures	4726.75	4727.03	4726.19	4726.47	262.0
2021-05-31 01:00:00	ES	Futures	4726.47	4726.75	4726.19	4726.75	229.0
2021-05-31 01:05:00	ES	Futures	4726.47	4727.31	4726.47	4727.03	190.0
2021-05-31 01:10:00	ES	Futures	4727.31	4727.31	4726.19	4726.75	182.0
2021-05-31 01:15:00	ES	Futures	4726.75	4727.03	4726.47	4727.03	139.0
2021-05-31 01:20:00	ES	Futures	4726.75	4727.31	4726.47	4727.31	183.0
2021-05-31 01:25:00	ES	Futures	4727.31	4727.59	4726.19	4726.47	361.0
2021-05-31 01:30:00	ES	Futures	4726.47	4726.47	4725.9	4726.19	177.0
2021-05-31 01:35:00	ES	Futures	4726.19	4726.75	4725.9	4726.19	198.0
2021-05-31 01:40:00	ES	Futures	4726.19	4726.47	4725.9	4726.19	213.0
2021-05-31 01:45:00	ES	Futures	4726.19	4727.03	4726.19	4726.47	329.0
2021-05-31 01:50:00	ES	Futures	4726.47	4726.47	4725.34	4725.9	715.0
2021-05-31 01:55:00	ES	Futures	4725.9	4726.47	4725.06	4726.47	250.0
2021-05-31 02:00:00	ES	Futures	4726.47	4727.31	4725.9	4726.47	481.0
2021-05-31 02:05:00	ES	Futures	4726.47	4727.31	4726.47	4726.47	431.0
2021-05-31 02:10:00	ES	Futures	4726.47	4727.87	4725.9	4727.87	361.0
2021-05-31 02:15:00	ES	Futures	4727.87	4728.15	4727.59	4728.15	288.0
2021-05-31 02:20:00	ES	Futures	4727.87	4728.15	4727.03	4727.31	278.0
2021-05-31 02:25:00	ES	Futures	4727.03	4727.03	4726.47	4726.75	165.0
2021-05-31 02:30:00	ES	Futures	4726.75	4727.31	4726.47	4727.03	235.0
2021-05-31 02:35:00	ES	Futures	4727.03	4727.59	4726.75	4726.75	213.0
2021-05-31 02:40:00	ES	Futures	4726.75	4726.75	4725.9	4726.19	290.0
2021-05-31 02:45:00	ES	Futures	4726.19	4726.75	4725.9	4726.47	501.0
2021-05-31 02:50:00	ES	Futures	4726.75	4727.31	4726.47	4727.03	118.0
2021-05-31 02:55:00	ES	Futures	4727.03	4727.87	4727.03	4727.59	284.0
2021-05-31 03:00:00	ES	Futures	4727.59	4728.15	4727.31	4727.87	515.0
2021-05-31 03:05:00	ES	Futures	4727.87	4728.15	4727.03	4727.87	516.0
2021-05-31 03:10:00	ES	Futures	4727.87	4728.43	4727.59	4728.43	417.0
2021-05-31 03:15:00	ES	Futures	4728.43	4728.43	4727.87	4728.43	512.0
2021-05-31 03:20:00	ES	Futures	4728.43	4730.4	4728.15	4730.12	1266.0
2021-05-31 03:25:00	ES	Futures	4730.4	4730.68	4727.87	4728.43	1211.0
2021-05-31 03:30:00	ES	Futures	4728.15	4728.71	4727.31	4728.71	548.0
2021-05-31 03:35:00	ES	Futures	4728.71	4728.99	4728.15	4728.71	409.0
2021-05-31 03:40:00	ES	Futures	4728.71	4728.99	4728.15	4728.43	611.0
2021-05-31 03:45:00	ES	Futures	4728.43	4728.43	4727.87	4728.15	479.0
2021-05-31 03:50:00	ES	Futures	4728.43	4728.43	4727.59	4727.59	463.0
2021-05-31 03:55:00	ES	Futures	4727.59	4728.15	4727.03	4727.87	326.0
2021-05-31 04:00:00	ES	Futures	4727.87	4727.87	4726.19	4726.47	722.0
2021-05-31 04:05:00	ES	Futures	4726.47	4727.03	4725.9	4726.75	465.0

> showing 50 of 11,940 rows — these rows as CSV

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