PREVIEW / futures_5min / 2021-06-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-13.parquet
  size:    60 KB
  rows:    3,293

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
2021-06-13 18:00:00	ES	Futures	4774.23	4778.16	4772.83	4776.76	2142.0
2021-06-13 18:05:00	ES	Futures	4776.76	4777.32	4775.64	4776.2	292.0
2021-06-13 18:10:00	ES	Futures	4775.92	4776.2	4775.07	4775.92	259.0
2021-06-13 18:15:00	ES	Futures	4775.92	4777.6	4775.92	4777.04	243.0
2021-06-13 18:20:00	ES	Futures	4777.04	4777.04	4776.48	4776.76	137.0
2021-06-13 18:25:00	ES	Futures	4776.76	4776.76	4776.2	4776.2	87.0
2021-06-13 18:30:00	ES	Futures	4776.2	4776.76	4776.2	4776.2	119.0
2021-06-13 18:35:00	ES	Futures	4775.92	4776.2	4775.64	4775.92	46.0
2021-06-13 18:40:00	ES	Futures	4776.2	4776.2	4775.92	4775.92	18.0
2021-06-13 18:45:00	ES	Futures	4775.92	4776.48	4775.92	4776.2	118.0
2021-06-13 18:50:00	ES	Futures	4776.48	4776.76	4775.92	4776.2	142.0
2021-06-13 18:55:00	ES	Futures	4776.2	4776.2	4775.92	4775.92	70.0
2021-06-13 19:00:00	ES	Futures	4776.2	4776.2	4775.35	4775.35	122.0
2021-06-13 19:05:00	ES	Futures	4775.64	4775.92	4775.07	4775.07	89.0
2021-06-13 19:10:00	ES	Futures	4774.79	4775.07	4774.23	4775.07	152.0
2021-06-13 19:15:00	ES	Futures	4775.07	4775.64	4775.07	4775.64	104.0
2021-06-13 19:20:00	ES	Futures	4775.35	4776.48	4775.35	4776.48	54.0
2021-06-13 19:25:00	ES	Futures	4776.48	4776.48	4775.35	4775.35	53.0
2021-06-13 19:30:00	ES	Futures	4775.64	4776.2	4775.35	4776.2	120.0
2021-06-13 19:35:00	ES	Futures	4776.2	4777.32	4776.2	4777.04	213.0
2021-06-13 19:40:00	ES	Futures	4777.32	4777.88	4777.04	4777.32	128.0
2021-06-13 19:45:00	ES	Futures	4777.04	4777.04	4776.2	4776.48	95.0
2021-06-13 19:50:00	ES	Futures	4776.2	4776.48	4775.92	4776.2	53.0
2021-06-13 19:55:00	ES	Futures	4775.92	4776.76	4775.92	4776.2	86.0
2021-06-13 20:00:00	ES	Futures	4776.2	4779.29	4774.51	4775.07	587.0
2021-06-13 20:05:00	ES	Futures	4775.35	4775.64	4773.95	4774.23	284.0
2021-06-13 20:10:00	ES	Futures	4773.95	4774.51	4773.95	4773.95	137.0
2021-06-13 20:15:00	ES	Futures	4773.95	4774.23	4772.26	4773.67	350.0
2021-06-13 20:20:00	ES	Futures	4773.67	4773.67	4772.83	4773.39	152.0
2021-06-13 20:25:00	ES	Futures	4773.39	4775.07	4773.11	4774.79	185.0
2021-06-13 20:30:00	ES	Futures	4775.07	4775.92	4774.51	4775.64	202.0
2021-06-13 20:35:00	ES	Futures	4775.64	4776.48	4775.64	4775.92	184.0
2021-06-13 20:40:00	ES	Futures	4775.92	4776.2	4775.64	4775.92	123.0
2021-06-13 20:45:00	ES	Futures	4775.92	4776.2	4775.64	4775.92	102.0
2021-06-13 20:50:00	ES	Futures	4775.64	4776.2	4775.07	4775.07	150.0
2021-06-13 20:55:00	ES	Futures	4775.07	4775.35	4773.67	4775.07	130.0
2021-06-13 21:00:00	ES	Futures	4775.07	4775.64	4773.11	4773.39	241.0
2021-06-13 21:05:00	ES	Futures	4773.39	4773.67	4772.54	4772.83	117.0
2021-06-13 21:10:00	ES	Futures	4772.83	4773.67	4772.54	4773.11	121.0
2021-06-13 21:15:00	ES	Futures	4773.39	4774.23	4773.39	4773.67	100.0
2021-06-13 21:20:00	ES	Futures	4773.67	4774.79	4773.67	4774.51	77.0
2021-06-13 21:25:00	ES	Futures	4774.51	4774.79	4774.23	4774.79	122.0
2021-06-13 21:30:00	ES	Futures	4775.07	4775.07	4774.23	4774.23	78.0
2021-06-13 21:35:00	ES	Futures	4773.95	4774.79	4773.95	4774.51	35.0
2021-06-13 21:40:00	ES	Futures	4774.51	4775.35	4774.51	4775.35	77.0
2021-06-13 21:45:00	ES	Futures	4775.35	4775.64	4775.07	4775.35	56.0
2021-06-13 21:50:00	ES	Futures	4775.07	4775.35	4774.23	4775.35	105.0
2021-06-13 21:55:00	ES	Futures	4775.35	4775.92	4775.07	4775.92	76.0
2021-06-13 22:00:00	ES	Futures	4775.64	4775.92	4775.07	4775.64	81.0
2021-06-13 22:05:00	ES	Futures	4775.64	4775.92	4775.64	4775.64	52.0

> showing 50 of 3,293 rows — these rows as CSV

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