PREVIEW / futures_5min / 2021-06-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-08.parquet
  size:    284 KB
  rows:    17,886

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
2021-06-08 00:00:00	ES	Futures	4750.91	4751.19	4750.35	4750.91	128.0
2021-06-08 00:05:00	ES	Futures	4750.91	4751.19	4750.35	4750.35	191.0
2021-06-08 00:10:00	ES	Futures	4750.63	4750.63	4750.35	4750.63	218.0
2021-06-08 00:15:00	ES	Futures	4750.63	4752.03	4750.63	4751.75	285.0
2021-06-08 00:20:00	ES	Futures	4751.75	4751.75	4751.19	4751.19	133.0
2021-06-08 00:25:00	ES	Futures	4751.47	4751.75	4751.19	4751.75	129.0
2021-06-08 00:30:00	ES	Futures	4751.75	4752.6	4751.47	4752.32	323.0
2021-06-08 00:35:00	ES	Futures	4752.03	4752.32	4751.19	4751.47	243.0
2021-06-08 00:40:00	ES	Futures	4751.47	4752.03	4751.19	4751.75	214.0
2021-06-08 00:45:00	ES	Futures	4751.75	4752.03	4751.19	4752.03	200.0
2021-06-08 00:50:00	ES	Futures	4752.03	4752.6	4751.47	4752.03	529.0
2021-06-08 00:55:00	ES	Futures	4751.75	4752.6	4751.47	4752.32	344.0
2021-06-08 01:00:00	ES	Futures	4752.32	4752.6	4750.91	4751.47	724.0
2021-06-08 01:05:00	ES	Futures	4751.47	4751.75	4750.91	4751.75	319.0
2021-06-08 01:10:00	ES	Futures	4752.03	4752.03	4751.47	4751.75	254.0
2021-06-08 01:15:00	ES	Futures	4752.03	4752.32	4751.47	4751.75	123.0
2021-06-08 01:20:00	ES	Futures	4751.75	4751.75	4749.79	4750.07	581.0
2021-06-08 01:25:00	ES	Futures	4750.07	4750.91	4749.79	4750.07	498.0
2021-06-08 01:30:00	ES	Futures	4750.07	4750.07	4749.22	4749.79	666.0
2021-06-08 01:35:00	ES	Futures	4750.07	4751.19	4749.79	4750.91	323.0
2021-06-08 01:40:00	ES	Futures	4750.91	4751.19	4750.35	4750.35	273.0
2021-06-08 01:45:00	ES	Futures	4750.63	4750.63	4749.51	4749.51	291.0
2021-06-08 01:50:00	ES	Futures	4749.51	4749.79	4749.22	4749.22	293.0
2021-06-08 01:55:00	ES	Futures	4749.51	4750.07	4749.22	4749.51	677.0
2021-06-08 02:00:00	ES	Futures	4749.79	4752.6	4749.22	4752.6	1017.0
2021-06-08 02:05:00	ES	Futures	4752.6	4753.44	4752.03	4752.6	955.0
2021-06-08 02:10:00	ES	Futures	4752.32	4753.16	4752.03	4752.32	368.0
2021-06-08 02:15:00	ES	Futures	4752.32	4752.32	4750.07	4750.35	656.0
2021-06-08 02:20:00	ES	Futures	4750.07	4750.63	4749.51	4749.79	788.0
2021-06-08 02:25:00	ES	Futures	4749.79	4750.35	4749.22	4749.79	588.0
2021-06-08 02:30:00	ES	Futures	4750.07	4750.91	4749.22	4750.63	642.0
2021-06-08 02:35:00	ES	Futures	4750.35	4750.63	4750.07	4750.63	240.0
2021-06-08 02:40:00	ES	Futures	4750.63	4750.91	4750.07	4750.07	545.0
2021-06-08 02:45:00	ES	Futures	4750.07	4750.07	4748.66	4748.94	640.0
2021-06-08 02:50:00	ES	Futures	4748.94	4749.22	4748.66	4748.94	244.0
2021-06-08 02:55:00	ES	Futures	4748.94	4750.07	4748.66	4750.07	544.0
2021-06-08 03:00:00	ES	Futures	4750.07	4751.75	4746.98	4747.54	3177.0
2021-06-08 03:05:00	ES	Futures	4747.54	4750.35	4746.98	4747.82	1841.0
2021-06-08 03:10:00	ES	Futures	4747.82	4748.38	4745.85	4746.98	1664.0
2021-06-08 03:15:00	ES	Futures	4746.98	4748.38	4745.29	4747.26	1630.0
2021-06-08 03:20:00	ES	Futures	4747.26	4748.94	4746.98	4747.82	1122.0
2021-06-08 03:25:00	ES	Futures	4747.54	4748.94	4746.41	4748.66	863.0
2021-06-08 03:30:00	ES	Futures	4748.38	4748.94	4747.82	4748.1	697.0
2021-06-08 03:35:00	ES	Futures	4747.82	4748.1	4745.57	4746.13	860.0
2021-06-08 03:40:00	ES	Futures	4746.13	4746.98	4745.57	4746.7	774.0
2021-06-08 03:45:00	ES	Futures	4746.7	4747.54	4746.13	4746.98	807.0
2021-06-08 03:50:00	ES	Futures	4746.98	4747.54	4745.85	4746.41	789.0
2021-06-08 03:55:00	ES	Futures	4746.41	4747.26	4746.13	4746.98	506.0
2021-06-08 04:00:00	ES	Futures	4746.98	4748.66	4746.41	4747.54	845.0
2021-06-08 04:05:00	ES	Futures	4747.54	4747.54	4745.85	4746.41	798.0

> showing 50 of 17,886 rows — these rows as CSV

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