PREVIEW / futures_5min / 2021-06-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-02.parquet
  size:    287 KB
  rows:    17,455

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
2021-06-02 00:00:00	ES	Futures	4719.16	4719.44	4718.32	4718.88	245.0
2021-06-02 00:05:00	ES	Futures	4718.6	4719.16	4717.47	4717.76	316.0
2021-06-02 00:10:00	ES	Futures	4717.76	4718.32	4717.47	4718.32	162.0
2021-06-02 00:15:00	ES	Futures	4718.32	4718.88	4717.76	4718.32	155.0
2021-06-02 00:20:00	ES	Futures	4718.04	4718.6	4717.47	4717.47	207.0
2021-06-02 00:25:00	ES	Futures	4717.47	4717.76	4717.19	4717.47	153.0
2021-06-02 00:30:00	ES	Futures	4717.19	4717.76	4716.91	4717.19	206.0
2021-06-02 00:35:00	ES	Futures	4716.91	4717.19	4716.35	4716.91	257.0
2021-06-02 00:40:00	ES	Futures	4716.63	4718.88	4716.63	4718.32	315.0
2021-06-02 00:45:00	ES	Futures	4718.6	4718.6	4717.47	4717.76	161.0
2021-06-02 00:50:00	ES	Futures	4717.76	4717.76	4716.91	4717.47	192.0
2021-06-02 00:55:00	ES	Futures	4717.47	4717.76	4717.19	4717.19	125.0
2021-06-02 01:00:00	ES	Futures	4717.19	4718.32	4716.63	4717.76	532.0
2021-06-02 01:05:00	ES	Futures	4717.76	4719.72	4717.76	4719.72	472.0
2021-06-02 01:10:00	ES	Futures	4720.0	4720.0	4718.88	4718.88	214.0
2021-06-02 01:15:00	ES	Futures	4718.88	4720.28	4718.6	4719.44	259.0
2021-06-02 01:20:00	ES	Futures	4719.44	4719.72	4718.6	4718.88	193.0
2021-06-02 01:25:00	ES	Futures	4718.88	4719.44	4718.6	4718.6	166.0
2021-06-02 01:30:00	ES	Futures	4718.6	4719.72	4718.32	4719.44	256.0
2021-06-02 01:35:00	ES	Futures	4719.44	4720.85	4719.44	4720.85	366.0
2021-06-02 01:40:00	ES	Futures	4720.85	4720.85	4720.28	4720.57	266.0
2021-06-02 01:45:00	ES	Futures	4720.57	4721.41	4720.57	4720.85	254.0
2021-06-02 01:50:00	ES	Futures	4720.85	4720.85	4720.0	4720.28	252.0
2021-06-02 01:55:00	ES	Futures	4720.28	4720.28	4718.6	4718.6	225.0
2021-06-02 02:00:00	ES	Futures	4718.6	4718.88	4716.63	4717.47	927.0
2021-06-02 02:05:00	ES	Futures	4717.47	4718.6	4716.91	4717.19	626.0
2021-06-02 02:10:00	ES	Futures	4717.19	4718.04	4716.35	4717.19	496.0
2021-06-02 02:15:00	ES	Futures	4717.19	4717.76	4716.91	4717.19	414.0
2021-06-02 02:20:00	ES	Futures	4717.19	4718.04	4717.19	4717.76	278.0
2021-06-02 02:25:00	ES	Futures	4717.76	4717.76	4715.23	4715.79	612.0
2021-06-02 02:30:00	ES	Futures	4715.79	4716.91	4715.51	4716.07	470.0
2021-06-02 02:35:00	ES	Futures	4716.35	4716.91	4715.23	4715.51	324.0
2021-06-02 02:40:00	ES	Futures	4715.51	4716.07	4714.67	4715.51	458.0
2021-06-02 02:45:00	ES	Futures	4715.23	4716.91	4714.67	4716.35	384.0
2021-06-02 02:50:00	ES	Futures	4716.63	4718.04	4716.07	4718.04	687.0
2021-06-02 02:55:00	ES	Futures	4717.76	4718.04	4717.19	4717.76	496.0
2021-06-02 03:00:00	ES	Futures	4717.76	4720.57	4715.23	4719.72	2647.0
2021-06-02 03:05:00	ES	Futures	4720.0	4723.66	4719.44	4723.09	2522.0
2021-06-02 03:10:00	ES	Futures	4723.09	4723.66	4721.41	4721.69	1555.0
2021-06-02 03:15:00	ES	Futures	4721.97	4721.97	4718.04	4718.32	1545.0
2021-06-02 03:20:00	ES	Futures	4718.32	4719.72	4716.63	4718.32	1486.0
2021-06-02 03:25:00	ES	Futures	4718.32	4718.32	4712.14	4713.54	2654.0
2021-06-02 03:30:00	ES	Futures	4713.26	4714.38	4710.73	4714.1	2269.0
2021-06-02 03:35:00	ES	Futures	4714.1	4715.79	4712.98	4715.79	1493.0
2021-06-02 03:40:00	ES	Futures	4715.51	4716.07	4714.67	4715.51	822.0
2021-06-02 03:45:00	ES	Futures	4715.23	4715.79	4713.54	4715.79	1024.0
2021-06-02 03:50:00	ES	Futures	4715.79	4716.35	4713.82	4716.07	1023.0
2021-06-02 03:55:00	ES	Futures	4715.79	4716.07	4714.95	4715.51	687.0
2021-06-02 04:00:00	ES	Futures	4715.51	4718.04	4715.23	4717.19	1223.0
2021-06-02 04:05:00	ES	Futures	4717.47	4718.04	4716.63	4717.76	797.0

> showing 50 of 17,455 rows — these rows as CSV

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