PREVIEW / futures_5min / 2021-06-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-04.parquet
  size:    259 KB
  rows:    14,617

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
2021-06-04 00:00:00	ES	Futures	4712.42	4712.7	4711.86	4712.42	267.0
2021-06-04 00:05:00	ES	Futures	4712.42	4712.42	4711.57	4711.86	409.0
2021-06-04 00:10:00	ES	Futures	4711.86	4712.14	4711.57	4711.86	209.0
2021-06-04 00:15:00	ES	Futures	4711.86	4712.42	4711.29	4711.57	463.0
2021-06-04 00:20:00	ES	Futures	4711.86	4712.98	4711.86	4712.42	342.0
2021-06-04 00:25:00	ES	Futures	4712.42	4712.42	4711.86	4711.86	181.0
2021-06-04 00:30:00	ES	Futures	4712.14	4712.7	4711.86	4712.42	448.0
2021-06-04 00:35:00	ES	Futures	4712.7	4713.26	4710.73	4711.01	1873.0
2021-06-04 00:40:00	ES	Futures	4711.01	4711.29	4709.61	4710.45	736.0
2021-06-04 00:45:00	ES	Futures	4710.45	4710.73	4709.61	4710.45	257.0
2021-06-04 00:50:00	ES	Futures	4710.45	4711.29	4710.17	4711.01	249.0
2021-06-04 00:55:00	ES	Futures	4711.01	4711.29	4710.45	4711.01	182.0
2021-06-04 01:00:00	ES	Futures	4711.01	4711.01	4708.76	4709.05	659.0
2021-06-04 01:05:00	ES	Futures	4709.05	4709.05	4704.27	4704.55	1240.0
2021-06-04 01:10:00	ES	Futures	4704.27	4707.36	4704.27	4707.08	773.0
2021-06-04 01:15:00	ES	Futures	4707.36	4712.14	4707.36	4711.86	1175.0
2021-06-04 01:20:00	ES	Futures	4712.14	4712.7	4711.57	4711.86	475.0
2021-06-04 01:25:00	ES	Futures	4712.14	4712.14	4710.17	4711.29	537.0
2021-06-04 01:30:00	ES	Futures	4711.57	4712.42	4711.29	4711.86	620.0
2021-06-04 01:35:00	ES	Futures	4711.86	4712.7	4710.45	4710.73	340.0
2021-06-04 01:40:00	ES	Futures	4711.01	4711.86	4708.48	4708.76	699.0
2021-06-04 01:45:00	ES	Futures	4708.76	4708.76	4706.24	4707.08	758.0
2021-06-04 01:50:00	ES	Futures	4706.8	4707.08	4704.55	4704.83	634.0
2021-06-04 01:55:00	ES	Futures	4705.11	4705.67	4704.83	4705.11	443.0
2021-06-04 02:00:00	ES	Futures	4705.11	4707.92	4704.83	4705.96	844.0
2021-06-04 02:05:00	ES	Futures	4706.24	4707.64	4706.24	4706.24	776.0
2021-06-04 02:10:00	ES	Futures	4706.24	4709.05	4706.24	4708.76	733.0
2021-06-04 02:15:00	ES	Futures	4708.76	4709.33	4707.08	4707.36	504.0
2021-06-04 02:20:00	ES	Futures	4707.64	4707.64	4704.55	4705.11	790.0
2021-06-04 02:25:00	ES	Futures	4705.39	4705.96	4703.71	4704.83	897.0
2021-06-04 02:30:00	ES	Futures	4704.83	4707.08	4704.83	4705.67	640.0
2021-06-04 02:35:00	ES	Futures	4705.67	4708.48	4705.67	4707.92	667.0
2021-06-04 02:40:00	ES	Futures	4707.92	4709.61	4707.92	4709.33	814.0
2021-06-04 02:45:00	ES	Futures	4709.05	4713.54	4709.05	4711.29	1901.0
2021-06-04 02:50:00	ES	Futures	4711.29	4712.42	4711.01	4711.86	519.0
2021-06-04 02:55:00	ES	Futures	4711.86	4712.14	4710.73	4711.01	1014.0
2021-06-04 03:00:00	ES	Futures	4711.01	4713.26	4708.76	4712.7	2835.0
2021-06-04 03:05:00	ES	Futures	4712.7	4715.51	4711.29	4712.7	2194.0
2021-06-04 03:10:00	ES	Futures	4712.42	4714.95	4711.86	4712.7	1422.0
2021-06-04 03:15:00	ES	Futures	4712.7	4713.26	4711.29	4711.86	1175.0
2021-06-04 03:20:00	ES	Futures	4711.57	4712.98	4711.01	4712.42	1208.0
2021-06-04 03:25:00	ES	Futures	4712.42	4712.7	4710.45	4712.14	1015.0
2021-06-04 03:30:00	ES	Futures	4712.14	4715.79	4711.57	4713.82	1773.0
2021-06-04 03:35:00	ES	Futures	4713.82	4714.67	4712.7	4714.1	959.0
2021-06-04 03:40:00	ES	Futures	4713.82	4715.51	4712.7	4712.98	895.0
2021-06-04 03:45:00	ES	Futures	4713.26	4713.54	4712.42	4712.7	720.0
2021-06-04 03:50:00	ES	Futures	4712.42	4713.26	4711.29	4711.57	854.0
2021-06-04 03:55:00	ES	Futures	4711.57	4712.14	4710.17	4710.73	664.0
2021-06-04 04:00:00	ES	Futures	4710.45	4711.86	4710.17	4710.17	815.0
2021-06-04 04:05:00	ES	Futures	4710.17	4711.86	4709.33	4711.01	987.0

> showing 50 of 14,617 rows — these rows as CSV

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