PREVIEW / futures_5min / 2021-06-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-10.parquet
  size:    282 KB
  rows:    16,790

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
2021-06-10 00:00:00	ES	Futures	4747.82	4748.38	4747.82	4748.38	190.0
2021-06-10 00:05:00	ES	Futures	4748.38	4748.38	4747.82	4748.38	179.0
2021-06-10 00:10:00	ES	Futures	4748.38	4748.66	4747.82	4748.38	111.0
2021-06-10 00:15:00	ES	Futures	4748.1	4748.38	4747.82	4747.82	90.0
2021-06-10 00:20:00	ES	Futures	4747.82	4747.82	4747.26	4747.54	185.0
2021-06-10 00:25:00	ES	Futures	4747.82	4747.82	4747.26	4747.26	129.0
2021-06-10 00:30:00	ES	Futures	4747.26	4747.54	4746.98	4747.26	87.0
2021-06-10 00:35:00	ES	Futures	4746.98	4747.26	4746.7	4746.7	97.0
2021-06-10 00:40:00	ES	Futures	4746.98	4747.26	4746.7	4746.98	122.0
2021-06-10 00:45:00	ES	Futures	4746.98	4747.82	4746.98	4747.82	119.0
2021-06-10 00:50:00	ES	Futures	4747.54	4747.82	4747.26	4747.54	70.0
2021-06-10 00:55:00	ES	Futures	4747.26	4747.54	4746.41	4746.98	383.0
2021-06-10 01:00:00	ES	Futures	4746.98	4746.98	4746.41	4746.7	644.0
2021-06-10 01:05:00	ES	Futures	4746.7	4746.98	4745.57	4746.7	448.0
2021-06-10 01:10:00	ES	Futures	4746.7	4746.7	4746.13	4746.41	313.0
2021-06-10 01:15:00	ES	Futures	4746.41	4746.7	4745.29	4745.57	218.0
2021-06-10 01:20:00	ES	Futures	4745.29	4746.13	4745.29	4745.57	185.0
2021-06-10 01:25:00	ES	Futures	4745.57	4746.13	4745.01	4745.57	481.0
2021-06-10 01:30:00	ES	Futures	4745.57	4745.57	4745.29	4745.57	262.0
2021-06-10 01:35:00	ES	Futures	4745.57	4745.85	4745.01	4745.01	206.0
2021-06-10 01:40:00	ES	Futures	4744.73	4745.01	4743.32	4745.01	867.0
2021-06-10 01:45:00	ES	Futures	4745.01	4745.85	4744.73	4745.29	475.0
2021-06-10 01:50:00	ES	Futures	4745.29	4745.29	4744.45	4745.01	453.0
2021-06-10 01:55:00	ES	Futures	4744.73	4745.57	4744.45	4745.29	241.0
2021-06-10 02:00:00	ES	Futures	4745.01	4745.29	4744.17	4744.73	600.0
2021-06-10 02:05:00	ES	Futures	4744.45	4745.01	4743.32	4743.61	405.0
2021-06-10 02:10:00	ES	Futures	4743.61	4744.45	4742.48	4743.89	1092.0
2021-06-10 02:15:00	ES	Futures	4744.17	4745.01	4743.61	4744.73	507.0
2021-06-10 02:20:00	ES	Futures	4744.73	4745.01	4744.17	4744.73	367.0
2021-06-10 02:25:00	ES	Futures	4744.73	4745.29	4744.73	4745.01	313.0
2021-06-10 02:30:00	ES	Futures	4744.73	4745.29	4744.17	4744.17	562.0
2021-06-10 02:35:00	ES	Futures	4744.45	4744.45	4740.8	4742.48	2242.0
2021-06-10 02:40:00	ES	Futures	4742.2	4742.76	4741.64	4742.76	599.0
2021-06-10 02:45:00	ES	Futures	4742.76	4743.32	4741.64	4742.76	737.0
2021-06-10 02:50:00	ES	Futures	4742.76	4742.76	4741.92	4742.76	595.0
2021-06-10 02:55:00	ES	Futures	4742.48	4743.32	4742.48	4743.04	512.0
2021-06-10 03:00:00	ES	Futures	4743.04	4743.89	4741.08	4742.2	2880.0
2021-06-10 03:05:00	ES	Futures	4741.92	4742.48	4740.51	4740.8	1731.0
2021-06-10 03:10:00	ES	Futures	4740.8	4741.08	4732.93	4735.74	5465.0
2021-06-10 03:15:00	ES	Futures	4735.74	4738.83	4735.18	4738.27	2595.0
2021-06-10 03:20:00	ES	Futures	4738.27	4740.8	4737.99	4739.39	2301.0
2021-06-10 03:25:00	ES	Futures	4739.39	4740.8	4738.83	4738.83	1988.0
2021-06-10 03:30:00	ES	Futures	4738.83	4740.51	4737.99	4737.99	1608.0
2021-06-10 03:35:00	ES	Futures	4737.99	4739.67	4737.42	4739.67	1474.0
2021-06-10 03:40:00	ES	Futures	4739.67	4741.92	4739.67	4740.8	1406.0
2021-06-10 03:45:00	ES	Futures	4741.08	4743.61	4740.23	4743.61	1613.0
2021-06-10 03:50:00	ES	Futures	4743.32	4744.17	4742.2	4742.76	1302.0
2021-06-10 03:55:00	ES	Futures	4743.04	4744.45	4742.76	4743.89	1361.0
2021-06-10 04:00:00	ES	Futures	4743.89	4744.45	4739.39	4740.8	3349.0
2021-06-10 04:05:00	ES	Futures	4740.51	4740.8	4738.83	4738.83	1773.0

> showing 50 of 16,790 rows — these rows as CSV

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