PREVIEW / futures_5min / 2021-06-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-01.parquet
  size:    307 KB
  rows:    18,167

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
2021-06-01 00:00:00	ES	Futures	4722.53	4723.09	4722.53	4722.81	200.0
2021-06-01 00:05:00	ES	Futures	4722.81	4723.66	4722.81	4723.66	123.0
2021-06-01 00:10:00	ES	Futures	4723.66	4723.94	4723.38	4723.38	200.0
2021-06-01 00:15:00	ES	Futures	4723.38	4723.38	4722.25	4722.53	175.0
2021-06-01 00:20:00	ES	Futures	4722.53	4723.09	4722.25	4722.53	142.0
2021-06-01 00:25:00	ES	Futures	4722.53	4722.81	4722.53	4722.53	135.0
2021-06-01 00:30:00	ES	Futures	4722.81	4723.09	4721.69	4722.53	363.0
2021-06-01 00:35:00	ES	Futures	4722.53	4723.09	4722.53	4723.09	110.0
2021-06-01 00:40:00	ES	Futures	4722.81	4723.38	4722.53	4723.38	196.0
2021-06-01 00:45:00	ES	Futures	4723.38	4726.19	4723.09	4726.19	906.0
2021-06-01 00:50:00	ES	Futures	4726.19	4726.19	4725.06	4725.34	450.0
2021-06-01 00:55:00	ES	Futures	4725.34	4726.19	4725.34	4725.9	617.0
2021-06-01 01:00:00	ES	Futures	4725.62	4726.19	4725.34	4725.62	349.0
2021-06-01 01:05:00	ES	Futures	4725.34	4725.62	4724.5	4725.06	543.0
2021-06-01 01:10:00	ES	Futures	4725.34	4725.9	4725.06	4725.34	255.0
2021-06-01 01:15:00	ES	Futures	4725.06	4725.62	4724.5	4725.62	199.0
2021-06-01 01:20:00	ES	Futures	4725.34	4726.19	4725.34	4725.9	295.0
2021-06-01 01:25:00	ES	Futures	4725.9	4726.47	4724.5	4724.5	575.0
2021-06-01 01:30:00	ES	Futures	4724.5	4726.75	4724.22	4726.19	845.0
2021-06-01 01:35:00	ES	Futures	4726.19	4726.47	4725.34	4725.9	319.0
2021-06-01 01:40:00	ES	Futures	4725.9	4726.47	4725.62	4726.47	420.0
2021-06-01 01:45:00	ES	Futures	4726.47	4727.03	4725.9	4725.9	489.0
2021-06-01 01:50:00	ES	Futures	4725.9	4726.19	4724.5	4724.5	526.0
2021-06-01 01:55:00	ES	Futures	4724.5	4725.34	4723.94	4725.34	840.0
2021-06-01 02:00:00	ES	Futures	4725.06	4727.03	4723.66	4725.9	1714.0
2021-06-01 02:05:00	ES	Futures	4725.9	4726.19	4722.81	4723.09	939.0
2021-06-01 02:10:00	ES	Futures	4723.09	4724.22	4722.53	4724.22	876.0
2021-06-01 02:15:00	ES	Futures	4724.5	4726.47	4724.5	4726.19	899.0
2021-06-01 02:20:00	ES	Futures	4725.9	4726.19	4725.34	4725.62	493.0
2021-06-01 02:25:00	ES	Futures	4725.34	4725.9	4723.66	4723.94	901.0
2021-06-01 02:30:00	ES	Futures	4724.22	4725.9	4723.38	4725.34	721.0
2021-06-01 02:35:00	ES	Futures	4725.34	4727.87	4725.34	4727.59	870.0
2021-06-01 02:40:00	ES	Futures	4727.59	4728.15	4726.75	4728.15	835.0
2021-06-01 02:45:00	ES	Futures	4728.15	4729.56	4727.87	4728.99	1094.0
2021-06-01 02:50:00	ES	Futures	4728.99	4728.99	4727.59	4728.43	841.0
2021-06-01 02:55:00	ES	Futures	4728.43	4728.43	4727.31	4727.87	820.0
2021-06-01 03:00:00	ES	Futures	4727.87	4731.24	4727.87	4730.96	4328.0
2021-06-01 03:05:00	ES	Futures	4730.68	4731.8	4728.99	4731.24	2123.0
2021-06-01 03:10:00	ES	Futures	4731.24	4731.24	4728.99	4730.12	1771.0
2021-06-01 03:15:00	ES	Futures	4730.12	4731.24	4729.56	4731.24	1147.0
2021-06-01 03:20:00	ES	Futures	4731.24	4732.65	4731.24	4731.52	1450.0
2021-06-01 03:25:00	ES	Futures	4731.52	4733.77	4731.24	4733.21	1888.0
2021-06-01 03:30:00	ES	Futures	4733.49	4736.86	4733.21	4736.86	3401.0
2021-06-01 03:35:00	ES	Futures	4736.86	4736.86	4735.74	4736.58	1887.0
2021-06-01 03:40:00	ES	Futures	4736.86	4738.27	4736.3	4737.99	2254.0
2021-06-01 03:45:00	ES	Futures	4737.99	4739.39	4737.42	4738.55	2630.0
2021-06-01 03:50:00	ES	Futures	4738.83	4739.67	4738.27	4738.55	1413.0
2021-06-01 03:55:00	ES	Futures	4738.55	4741.08	4737.99	4740.51	1685.0
2021-06-01 04:00:00	ES	Futures	4740.51	4742.76	4740.23	4741.92	3438.0
2021-06-01 04:05:00	ES	Futures	4742.2	4742.48	4739.39	4739.95	3118.0

> showing 50 of 18,167 rows — these rows as CSV

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