PREVIEW / futures_5min / 2021-06-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-11.parquet
  size:    252 KB
  rows:    14,053

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
2021-06-11 00:00:00	ES	Futures	4766.08	4766.08	4765.8	4765.8	55.0
2021-06-11 00:05:00	ES	Futures	4765.8	4766.08	4765.8	4765.8	66.0
2021-06-11 00:10:00	ES	Futures	4766.08	4766.08	4765.52	4765.52	122.0
2021-06-11 00:15:00	ES	Futures	4765.8	4766.08	4765.52	4766.08	120.0
2021-06-11 00:20:00	ES	Futures	4766.08	4766.36	4765.8	4766.08	119.0
2021-06-11 00:25:00	ES	Futures	4766.08	4766.36	4765.8	4766.08	67.0
2021-06-11 00:30:00	ES	Futures	4766.36	4766.36	4766.08	4766.08	116.0
2021-06-11 00:35:00	ES	Futures	4766.08	4766.64	4766.08	4766.36	68.0
2021-06-11 00:40:00	ES	Futures	4766.36	4766.93	4766.36	4766.64	100.0
2021-06-11 00:45:00	ES	Futures	4766.64	4766.93	4766.36	4766.64	143.0
2021-06-11 00:50:00	ES	Futures	4766.36	4766.64	4765.8	4765.8	136.0
2021-06-11 00:55:00	ES	Futures	4765.8	4766.08	4765.8	4766.08	85.0
2021-06-11 01:00:00	ES	Futures	4766.08	4766.08	4764.96	4765.8	208.0
2021-06-11 01:05:00	ES	Futures	4765.8	4766.36	4765.24	4765.24	119.0
2021-06-11 01:10:00	ES	Futures	4765.52	4765.52	4764.96	4764.96	69.0
2021-06-11 01:15:00	ES	Futures	4764.96	4765.52	4764.68	4765.24	169.0
2021-06-11 01:20:00	ES	Futures	4765.52	4765.8	4765.52	4765.52	91.0
2021-06-11 01:25:00	ES	Futures	4765.52	4765.8	4765.24	4765.24	56.0
2021-06-11 01:30:00	ES	Futures	4765.24	4765.52	4765.24	4765.24	48.0
2021-06-11 01:35:00	ES	Futures	4765.24	4766.36	4765.24	4765.8	127.0
2021-06-11 01:40:00	ES	Futures	4765.8	4766.36	4765.8	4766.08	141.0
2021-06-11 01:45:00	ES	Futures	4766.36	4766.36	4766.08	4766.08	66.0
2021-06-11 01:50:00	ES	Futures	4766.08	4766.36	4765.8	4766.36	104.0
2021-06-11 01:55:00	ES	Futures	4766.36	4766.36	4765.8	4766.36	145.0
2021-06-11 02:00:00	ES	Futures	4766.36	4766.36	4764.68	4764.68	313.0
2021-06-11 02:05:00	ES	Futures	4764.68	4765.24	4764.4	4764.96	119.0
2021-06-11 02:10:00	ES	Futures	4765.24	4765.8	4763.83	4764.12	293.0
2021-06-11 02:15:00	ES	Futures	4764.12	4764.68	4763.27	4763.27	292.0
2021-06-11 02:20:00	ES	Futures	4763.27	4763.83	4761.03	4761.31	606.0
2021-06-11 02:25:00	ES	Futures	4761.31	4762.43	4761.31	4761.87	383.0
2021-06-11 02:30:00	ES	Futures	4761.87	4762.99	4761.59	4762.43	273.0
2021-06-11 02:35:00	ES	Futures	4762.71	4762.71	4762.15	4762.71	109.0
2021-06-11 02:40:00	ES	Futures	4762.71	4762.71	4762.15	4762.43	206.0
2021-06-11 02:45:00	ES	Futures	4762.71	4762.71	4762.15	4762.43	117.0
2021-06-11 02:50:00	ES	Futures	4762.71	4762.99	4762.43	4762.99	54.0
2021-06-11 02:55:00	ES	Futures	4762.99	4764.68	4762.99	4764.4	500.0
2021-06-11 03:00:00	ES	Futures	4764.4	4764.68	4762.15	4762.71	399.0
2021-06-11 03:05:00	ES	Futures	4762.71	4763.55	4762.15	4763.55	248.0
2021-06-11 03:10:00	ES	Futures	4763.55	4763.55	4762.15	4762.71	289.0
2021-06-11 03:15:00	ES	Futures	4762.43	4762.71	4762.15	4762.15	228.0
2021-06-11 03:20:00	ES	Futures	4762.43	4764.12	4762.43	4763.83	311.0
2021-06-11 03:25:00	ES	Futures	4763.83	4763.83	4762.43	4762.71	217.0
2021-06-11 03:30:00	ES	Futures	4762.71	4762.99	4762.15	4762.15	296.0
2021-06-11 03:35:00	ES	Futures	4762.15	4762.99	4761.59	4762.43	382.0
2021-06-11 03:40:00	ES	Futures	4762.43	4764.12	4761.87	4763.83	274.0
2021-06-11 03:45:00	ES	Futures	4763.83	4765.24	4763.83	4764.96	426.0
2021-06-11 03:50:00	ES	Futures	4764.68	4764.68	4763.27	4763.55	276.0
2021-06-11 03:55:00	ES	Futures	4763.55	4763.55	4762.43	4762.43	219.0
2021-06-11 04:00:00	ES	Futures	4762.43	4762.99	4761.59	4761.59	361.0
2021-06-11 04:05:00	ES	Futures	4761.59	4762.15	4761.59	4761.87	458.0

> showing 50 of 14,053 rows — these rows as CSV

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