PREVIEW / futures_5min / 2021-06-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-09.parquet
  size:    292 KB
  rows:    17,927

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
2021-06-09 00:00:00	ES	Futures	4749.51	4750.07	4748.94	4750.07	122.0
2021-06-09 00:05:00	ES	Futures	4750.07	4750.35	4749.22	4749.51	140.0
2021-06-09 00:10:00	ES	Futures	4749.79	4749.79	4748.66	4749.79	221.0
2021-06-09 00:15:00	ES	Futures	4749.79	4749.79	4748.1	4748.66	386.0
2021-06-09 00:20:00	ES	Futures	4748.94	4749.51	4748.94	4749.22	113.0
2021-06-09 00:25:00	ES	Futures	4749.51	4749.51	4749.22	4749.51	136.0
2021-06-09 00:30:00	ES	Futures	4749.22	4749.79	4748.38	4749.22	374.0
2021-06-09 00:35:00	ES	Futures	4749.51	4749.51	4748.38	4748.38	129.0
2021-06-09 00:40:00	ES	Futures	4748.38	4748.94	4748.38	4748.94	127.0
2021-06-09 00:45:00	ES	Futures	4748.66	4748.94	4748.1	4748.38	359.0
2021-06-09 00:50:00	ES	Futures	4748.66	4748.94	4748.1	4748.94	255.0
2021-06-09 00:55:00	ES	Futures	4748.66	4748.94	4748.38	4748.94	173.0
2021-06-09 01:00:00	ES	Futures	4748.94	4748.94	4747.82	4748.38	413.0
2021-06-09 01:05:00	ES	Futures	4748.38	4748.94	4748.1	4748.66	184.0
2021-06-09 01:10:00	ES	Futures	4748.94	4749.22	4748.38	4749.22	236.0
2021-06-09 01:15:00	ES	Futures	4749.51	4750.91	4749.51	4750.07	478.0
2021-06-09 01:20:00	ES	Futures	4750.07	4751.19	4750.07	4750.91	198.0
2021-06-09 01:25:00	ES	Futures	4750.63	4751.19	4750.35	4750.91	308.0
2021-06-09 01:30:00	ES	Futures	4750.63	4750.63	4748.94	4749.22	321.0
2021-06-09 01:35:00	ES	Futures	4749.22	4749.22	4748.38	4748.38	259.0
2021-06-09 01:40:00	ES	Futures	4748.38	4749.22	4748.1	4749.22	219.0
2021-06-09 01:45:00	ES	Futures	4748.94	4748.94	4748.38	4748.38	185.0
2021-06-09 01:50:00	ES	Futures	4748.38	4749.22	4748.1	4748.94	430.0
2021-06-09 01:55:00	ES	Futures	4748.66	4749.79	4748.66	4748.66	239.0
2021-06-09 02:00:00	ES	Futures	4748.66	4749.51	4748.1	4748.66	637.0
2021-06-09 02:05:00	ES	Futures	4748.66	4748.66	4747.26	4747.54	291.0
2021-06-09 02:10:00	ES	Futures	4747.54	4747.82	4746.7	4746.98	543.0
2021-06-09 02:15:00	ES	Futures	4746.98	4747.26	4746.13	4746.7	446.0
2021-06-09 02:20:00	ES	Futures	4746.7	4748.38	4746.41	4748.1	534.0
2021-06-09 02:25:00	ES	Futures	4748.1	4748.38	4747.26	4747.54	337.0
2021-06-09 02:30:00	ES	Futures	4747.82	4748.1	4746.98	4747.82	470.0
2021-06-09 02:35:00	ES	Futures	4748.1	4749.51	4747.82	4749.51	605.0
2021-06-09 02:40:00	ES	Futures	4749.51	4749.79	4748.38	4749.51	523.0
2021-06-09 02:45:00	ES	Futures	4749.79	4750.07	4748.94	4749.22	634.0
2021-06-09 02:50:00	ES	Futures	4749.22	4749.51	4748.38	4748.66	266.0
2021-06-09 02:55:00	ES	Futures	4748.66	4750.07	4748.66	4749.79	479.0
2021-06-09 03:00:00	ES	Futures	4749.79	4750.07	4747.54	4748.66	1648.0
2021-06-09 03:05:00	ES	Futures	4748.66	4750.63	4748.66	4750.07	1608.0
2021-06-09 03:10:00	ES	Futures	4750.07	4750.07	4748.1	4749.22	1180.0
2021-06-09 03:15:00	ES	Futures	4749.22	4750.63	4749.22	4749.79	1594.0
2021-06-09 03:20:00	ES	Futures	4749.79	4750.91	4749.79	4750.35	1083.0
2021-06-09 03:25:00	ES	Futures	4750.35	4752.32	4750.35	4751.75	1259.0
2021-06-09 03:30:00	ES	Futures	4751.75	4754.0	4751.75	4753.72	1552.0
2021-06-09 03:35:00	ES	Futures	4753.44	4753.72	4752.6	4753.44	1085.0
2021-06-09 03:40:00	ES	Futures	4753.16	4753.44	4751.47	4751.75	1057.0
2021-06-09 03:45:00	ES	Futures	4752.03	4752.32	4751.47	4751.75	577.0
2021-06-09 03:50:00	ES	Futures	4751.75	4751.75	4749.51	4749.51	977.0
2021-06-09 03:55:00	ES	Futures	4749.51	4750.07	4748.38	4749.22	1934.0
2021-06-09 04:00:00	ES	Futures	4749.22	4751.47	4748.94	4751.47	1711.0
2021-06-09 04:05:00	ES	Futures	4751.47	4752.6	4750.63	4752.32	1041.0

> showing 50 of 17,927 rows — these rows as CSV

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