PREVIEW / futures_5min / 2021-06-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-03.parquet
  size:    310 KB
  rows:    17,807

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
2021-06-03 00:00:00	ES	Futures	4730.4	4731.24	4730.12	4730.68	132.0
2021-06-03 00:05:00	ES	Futures	4730.68	4730.96	4730.68	4730.96	147.0
2021-06-03 00:10:00	ES	Futures	4730.68	4731.24	4730.68	4731.24	219.0
2021-06-03 00:15:00	ES	Futures	4730.96	4731.24	4730.4	4730.96	120.0
2021-06-03 00:20:00	ES	Futures	4731.24	4731.8	4731.24	4731.24	113.0
2021-06-03 00:25:00	ES	Futures	4731.24	4731.52	4730.68	4730.96	124.0
2021-06-03 00:30:00	ES	Futures	4730.96	4730.96	4730.4	4730.4	160.0
2021-06-03 00:35:00	ES	Futures	4730.4	4730.96	4730.4	4730.68	105.0
2021-06-03 00:40:00	ES	Futures	4730.68	4730.96	4730.12	4730.12	155.0
2021-06-03 00:45:00	ES	Futures	4730.12	4730.12	4729.56	4729.84	99.0
2021-06-03 00:50:00	ES	Futures	4730.12	4730.4	4730.12	4730.4	119.0
2021-06-03 00:55:00	ES	Futures	4730.12	4730.4	4729.28	4729.28	174.0
2021-06-03 01:00:00	ES	Futures	4729.28	4730.68	4728.71	4730.4	486.0
2021-06-03 01:05:00	ES	Futures	4730.12	4730.4	4729.28	4729.84	312.0
2021-06-03 01:10:00	ES	Futures	4729.84	4730.68	4729.56	4730.68	204.0
2021-06-03 01:15:00	ES	Futures	4730.68	4730.96	4729.84	4730.96	340.0
2021-06-03 01:20:00	ES	Futures	4730.96	4731.24	4730.12	4730.4	274.0
2021-06-03 01:25:00	ES	Futures	4730.4	4730.68	4730.12	4730.12	242.0
2021-06-03 01:30:00	ES	Futures	4730.12	4730.12	4728.71	4729.84	602.0
2021-06-03 01:35:00	ES	Futures	4729.84	4730.12	4728.99	4729.28	244.0
2021-06-03 01:40:00	ES	Futures	4729.28	4729.56	4728.43	4728.99	282.0
2021-06-03 01:45:00	ES	Futures	4728.99	4729.56	4728.71	4729.28	174.0
2021-06-03 01:50:00	ES	Futures	4729.28	4730.12	4729.28	4729.56	312.0
2021-06-03 01:55:00	ES	Futures	4729.56	4730.4	4729.56	4730.12	196.0
2021-06-03 02:00:00	ES	Futures	4729.84	4730.96	4729.56	4730.4	458.0
2021-06-03 02:05:00	ES	Futures	4730.12	4730.4	4728.99	4729.28	380.0
2021-06-03 02:10:00	ES	Futures	4729.28	4729.56	4728.71	4728.71	353.0
2021-06-03 02:15:00	ES	Futures	4728.71	4728.71	4727.03	4727.31	985.0
2021-06-03 02:20:00	ES	Futures	4727.59	4727.87	4727.03	4727.31	221.0
2021-06-03 02:25:00	ES	Futures	4727.31	4727.87	4727.03	4727.31	365.0
2021-06-03 02:30:00	ES	Futures	4727.31	4727.59	4726.19	4726.19	806.0
2021-06-03 02:35:00	ES	Futures	4726.19	4727.03	4725.34	4725.62	1025.0
2021-06-03 02:40:00	ES	Futures	4725.34	4725.62	4722.81	4723.94	1647.0
2021-06-03 02:45:00	ES	Futures	4723.94	4723.94	4721.69	4722.25	1299.0
2021-06-03 02:50:00	ES	Futures	4721.97	4723.94	4721.97	4723.09	651.0
2021-06-03 02:55:00	ES	Futures	4723.38	4725.9	4723.09	4725.9	1915.0
2021-06-03 03:00:00	ES	Futures	4725.62	4726.19	4723.09	4724.22	2533.0
2021-06-03 03:05:00	ES	Futures	4724.5	4724.5	4721.13	4721.69	1483.0
2021-06-03 03:10:00	ES	Futures	4721.69	4723.09	4721.13	4722.81	1233.0
2021-06-03 03:15:00	ES	Futures	4722.53	4723.38	4720.85	4722.81	1831.0
2021-06-03 03:20:00	ES	Futures	4722.53	4722.81	4721.13	4721.13	1047.0
2021-06-03 03:25:00	ES	Futures	4721.41	4723.09	4721.13	4722.53	850.0
2021-06-03 03:30:00	ES	Futures	4722.53	4723.09	4721.97	4722.53	733.0
2021-06-03 03:35:00	ES	Futures	4722.53	4723.38	4721.97	4722.25	683.0
2021-06-03 03:40:00	ES	Futures	4722.25	4722.25	4721.13	4721.69	595.0
2021-06-03 03:45:00	ES	Futures	4721.69	4722.53	4720.28	4720.57	929.0
2021-06-03 03:50:00	ES	Futures	4720.28	4720.57	4718.04	4718.88	1719.0
2021-06-03 03:55:00	ES	Futures	4718.88	4719.72	4718.88	4719.44	742.0
2021-06-03 04:00:00	ES	Futures	4719.16	4719.44	4717.47	4718.04	1301.0
2021-06-03 04:05:00	ES	Futures	4718.04	4719.44	4717.47	4718.88	1245.0

> showing 50 of 17,807 rows — these rows as CSV

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