PREVIEW / futures_5min / 2021-06-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-06.parquet
  size:    64 KB
  rows:    3,267

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
2021-06-06 18:00:00	ES	Futures	4756.53	4756.81	4750.35	4751.47	2742.0
2021-06-06 18:05:00	ES	Futures	4751.75	4754.84	4751.47	4752.03	1081.0
2021-06-06 18:10:00	ES	Futures	4751.75	4753.16	4751.75	4752.88	289.0
2021-06-06 18:15:00	ES	Futures	4753.16	4753.44	4752.32	4752.88	178.0
2021-06-06 18:20:00	ES	Futures	4753.16	4755.12	4752.88	4754.56	377.0
2021-06-06 18:25:00	ES	Futures	4754.56	4754.56	4752.6	4753.16	658.0
2021-06-06 18:30:00	ES	Futures	4753.16	4753.44	4752.88	4752.88	136.0
2021-06-06 18:35:00	ES	Futures	4752.88	4753.16	4750.91	4751.75	334.0
2021-06-06 18:40:00	ES	Futures	4751.75	4752.32	4750.91	4751.47	250.0
2021-06-06 18:45:00	ES	Futures	4751.75	4752.88	4751.75	4752.03	159.0
2021-06-06 18:50:00	ES	Futures	4752.03	4752.88	4752.03	4752.32	170.0
2021-06-06 18:55:00	ES	Futures	4752.6	4752.88	4752.32	4752.32	49.0
2021-06-06 19:00:00	ES	Futures	4752.6	4752.88	4751.47	4752.03	181.0
2021-06-06 19:05:00	ES	Futures	4752.32	4752.6	4752.03	4752.32	122.0
2021-06-06 19:10:00	ES	Futures	4752.6	4753.72	4751.47	4751.47	407.0
2021-06-06 19:15:00	ES	Futures	4751.75	4753.72	4751.47	4753.72	373.0
2021-06-06 19:20:00	ES	Futures	4753.72	4754.0	4753.44	4753.44	310.0
2021-06-06 19:25:00	ES	Futures	4753.44	4754.0	4753.16	4753.44	210.0
2021-06-06 19:30:00	ES	Futures	4753.72	4753.72	4752.88	4753.44	310.0
2021-06-06 19:35:00	ES	Futures	4753.72	4754.0	4753.16	4753.16	122.0
2021-06-06 19:40:00	ES	Futures	4753.44	4754.0	4752.88	4752.88	400.0
2021-06-06 19:45:00	ES	Futures	4752.88	4753.16	4751.75	4752.88	445.0
2021-06-06 19:50:00	ES	Futures	4752.88	4754.28	4752.88	4753.44	499.0
2021-06-06 19:55:00	ES	Futures	4753.72	4754.28	4752.88	4752.88	451.0
2021-06-06 20:00:00	ES	Futures	4752.88	4753.44	4746.7	4748.66	3516.0
2021-06-06 20:05:00	ES	Futures	4748.94	4752.32	4748.66	4751.47	1246.0
2021-06-06 20:10:00	ES	Futures	4751.47	4751.75	4749.22	4749.22	864.0
2021-06-06 20:15:00	ES	Futures	4749.51	4750.07	4747.26	4747.82	958.0
2021-06-06 20:20:00	ES	Futures	4747.54	4747.54	4745.29	4746.41	1327.0
2021-06-06 20:25:00	ES	Futures	4746.41	4747.54	4745.57	4746.7	883.0
2021-06-06 20:30:00	ES	Futures	4746.7	4747.82	4745.57	4747.82	1135.0
2021-06-06 20:35:00	ES	Futures	4747.82	4748.1	4746.41	4746.7	604.0
2021-06-06 20:40:00	ES	Futures	4746.98	4748.94	4746.7	4748.1	765.0
2021-06-06 20:45:00	ES	Futures	4748.1	4748.38	4746.7	4747.26	298.0
2021-06-06 20:50:00	ES	Futures	4746.98	4747.26	4746.13	4746.13	500.0
2021-06-06 20:55:00	ES	Futures	4746.41	4746.98	4745.01	4746.7	662.0
2021-06-06 21:00:00	ES	Futures	4746.7	4746.98	4745.29	4746.13	512.0
2021-06-06 21:05:00	ES	Futures	4746.13	4746.41	4743.89	4744.17	966.0
2021-06-06 21:10:00	ES	Futures	4744.45	4745.85	4743.89	4744.73	872.0
2021-06-06 21:15:00	ES	Futures	4744.73	4746.7	4744.73	4746.13	550.0
2021-06-06 21:20:00	ES	Futures	4746.13	4747.82	4745.85	4747.54	690.0
2021-06-06 21:25:00	ES	Futures	4747.54	4747.54	4746.98	4746.98	359.0
2021-06-06 21:30:00	ES	Futures	4747.26	4747.26	4744.45	4745.57	908.0
2021-06-06 21:35:00	ES	Futures	4745.57	4745.85	4744.45	4744.45	511.0
2021-06-06 21:40:00	ES	Futures	4744.17	4744.45	4743.04	4744.17	983.0
2021-06-06 21:45:00	ES	Futures	4744.17	4744.45	4742.76	4744.45	573.0
2021-06-06 21:50:00	ES	Futures	4744.45	4745.01	4743.89	4744.45	548.0
2021-06-06 21:55:00	ES	Futures	4744.17	4744.45	4742.76	4743.04	909.0
2021-06-06 22:00:00	ES	Futures	4743.32	4743.61	4742.2	4742.48	913.0
2021-06-06 22:05:00	ES	Futures	4742.2	4743.61	4742.2	4743.32	741.0

> showing 50 of 3,267 rows — these rows as CSV

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