PREVIEW / futures_5min / 2021-06-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-07.parquet
  size:    284 KB
  rows:    17,336

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
2021-06-07 00:00:00	ES	Futures	4745.85	4745.85	4744.17	4744.73	422.0
2021-06-07 00:05:00	ES	Futures	4744.73	4745.29	4744.73	4745.01	185.0
2021-06-07 00:10:00	ES	Futures	4745.01	4745.29	4744.73	4745.01	136.0
2021-06-07 00:15:00	ES	Futures	4745.29	4746.98	4745.29	4746.41	374.0
2021-06-07 00:20:00	ES	Futures	4746.41	4748.1	4746.13	4747.54	429.0
2021-06-07 00:25:00	ES	Futures	4747.54	4747.82	4746.7	4747.26	576.0
2021-06-07 00:30:00	ES	Futures	4747.26	4747.26	4746.13	4746.7	188.0
2021-06-07 00:35:00	ES	Futures	4746.7	4747.54	4746.7	4747.54	193.0
2021-06-07 00:40:00	ES	Futures	4747.54	4747.54	4746.98	4747.54	142.0
2021-06-07 00:45:00	ES	Futures	4747.54	4747.82	4746.7	4746.98	286.0
2021-06-07 00:50:00	ES	Futures	4746.98	4747.26	4746.41	4746.98	181.0
2021-06-07 00:55:00	ES	Futures	4746.98	4747.26	4745.85	4746.13	150.0
2021-06-07 01:00:00	ES	Futures	4746.41	4747.26	4746.41	4746.41	352.0
2021-06-07 01:05:00	ES	Futures	4746.7	4746.7	4744.45	4745.29	466.0
2021-06-07 01:10:00	ES	Futures	4745.57	4745.57	4744.73	4745.01	329.0
2021-06-07 01:15:00	ES	Futures	4745.01	4746.13	4744.73	4745.85	230.0
2021-06-07 01:20:00	ES	Futures	4745.85	4746.98	4745.85	4746.41	351.0
2021-06-07 01:25:00	ES	Futures	4746.41	4746.98	4745.85	4745.85	257.0
2021-06-07 01:30:00	ES	Futures	4746.13	4746.41	4745.57	4745.57	219.0
2021-06-07 01:35:00	ES	Futures	4745.85	4746.13	4744.73	4745.57	248.0
2021-06-07 01:40:00	ES	Futures	4745.29	4745.29	4744.45	4744.73	269.0
2021-06-07 01:45:00	ES	Futures	4744.73	4745.01	4743.32	4743.61	617.0
2021-06-07 01:50:00	ES	Futures	4743.61	4744.17	4743.32	4743.61	311.0
2021-06-07 01:55:00	ES	Futures	4743.89	4744.45	4743.61	4743.89	326.0
2021-06-07 02:00:00	ES	Futures	4744.17	4744.73	4742.76	4744.45	678.0
2021-06-07 02:05:00	ES	Futures	4744.45	4744.73	4742.76	4743.04	676.0
2021-06-07 02:10:00	ES	Futures	4743.04	4744.73	4743.04	4744.73	505.0
2021-06-07 02:15:00	ES	Futures	4745.01	4745.29	4743.89	4743.89	397.0
2021-06-07 02:20:00	ES	Futures	4743.89	4744.17	4743.32	4743.61	336.0
2021-06-07 02:25:00	ES	Futures	4743.32	4744.45	4742.76	4744.17	438.0
2021-06-07 02:30:00	ES	Futures	4744.17	4744.73	4743.89	4744.45	234.0
2021-06-07 02:35:00	ES	Futures	4744.73	4744.73	4743.32	4743.32	373.0
2021-06-07 02:40:00	ES	Futures	4743.32	4743.32	4742.76	4743.04	489.0
2021-06-07 02:45:00	ES	Futures	4743.04	4743.32	4742.48	4743.32	479.0
2021-06-07 02:50:00	ES	Futures	4743.32	4744.73	4743.32	4744.45	535.0
2021-06-07 02:55:00	ES	Futures	4744.45	4745.85	4743.89	4745.85	677.0
2021-06-07 03:00:00	ES	Futures	4745.85	4745.85	4742.76	4743.89	1854.0
2021-06-07 03:05:00	ES	Futures	4743.61	4743.89	4738.83	4739.11	2670.0
2021-06-07 03:10:00	ES	Futures	4739.11	4739.39	4736.02	4737.14	3409.0
2021-06-07 03:15:00	ES	Futures	4737.14	4738.55	4736.3	4738.27	1701.0
2021-06-07 03:20:00	ES	Futures	4738.27	4740.8	4737.99	4740.8	2364.0
2021-06-07 03:25:00	ES	Futures	4740.8	4745.85	4739.95	4744.73	2374.0
2021-06-07 03:30:00	ES	Futures	4744.73	4745.85	4743.61	4745.01	1461.0
2021-06-07 03:35:00	ES	Futures	4745.01	4745.29	4744.17	4745.01	1006.0
2021-06-07 03:40:00	ES	Futures	4744.73	4745.01	4743.61	4744.17	789.0
2021-06-07 03:45:00	ES	Futures	4744.17	4744.73	4743.04	4744.17	594.0
2021-06-07 03:50:00	ES	Futures	4744.17	4744.45	4742.76	4743.89	676.0
2021-06-07 03:55:00	ES	Futures	4743.89	4744.17	4743.32	4744.17	473.0
2021-06-07 04:00:00	ES	Futures	4743.89	4744.45	4743.04	4743.32	751.0
2021-06-07 04:05:00	ES	Futures	4743.32	4743.32	4740.23	4742.76	1738.0

> showing 50 of 17,336 rows — these rows as CSV

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