PREVIEW / futures_5min / 2021-06-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-14.parquet
  size:    287 KB
  rows:    17,736

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
2021-06-14 00:00:00	ES	Futures	4776.2	4776.76	4776.2	4776.2	225.0
2021-06-14 00:05:00	ES	Futures	4776.48	4776.76	4776.48	4776.76	217.0
2021-06-14 00:10:00	ES	Futures	4776.76	4777.04	4776.2	4776.48	229.0
2021-06-14 00:15:00	ES	Futures	4776.48	4776.48	4775.92	4776.48	156.0
2021-06-14 00:20:00	ES	Futures	4776.2	4776.48	4775.92	4776.48	148.0
2021-06-14 00:25:00	ES	Futures	4776.48	4777.32	4776.48	4777.04	193.0
2021-06-14 00:30:00	ES	Futures	4777.04	4777.04	4776.48	4776.76	165.0
2021-06-14 00:35:00	ES	Futures	4776.48	4776.48	4776.2	4776.48	111.0
2021-06-14 00:40:00	ES	Futures	4776.48	4776.48	4776.2	4776.2	37.0
2021-06-14 00:45:00	ES	Futures	4776.48	4776.48	4775.92	4776.2	121.0
2021-06-14 00:50:00	ES	Futures	4775.92	4775.92	4775.35	4775.35	245.0
2021-06-14 00:55:00	ES	Futures	4775.35	4775.92	4775.35	4775.63	83.0
2021-06-14 01:00:00	ES	Futures	4775.63	4776.48	4775.63	4775.63	200.0
2021-06-14 01:05:00	ES	Futures	4775.63	4775.92	4775.35	4775.35	119.0
2021-06-14 01:10:00	ES	Futures	4775.35	4775.63	4775.07	4775.63	181.0
2021-06-14 01:15:00	ES	Futures	4775.63	4776.2	4775.35	4775.63	272.0
2021-06-14 01:20:00	ES	Futures	4775.92	4775.92	4775.63	4775.63	71.0
2021-06-14 01:25:00	ES	Futures	4775.92	4776.48	4775.63	4776.48	239.0
2021-06-14 01:30:00	ES	Futures	4776.48	4776.48	4775.92	4775.92	101.0
2021-06-14 01:35:00	ES	Futures	4776.2	4776.2	4775.63	4775.92	140.0
2021-06-14 01:40:00	ES	Futures	4775.92	4776.48	4775.63	4776.48	171.0
2021-06-14 01:45:00	ES	Futures	4776.76	4776.76	4775.92	4776.2	171.0
2021-06-14 01:50:00	ES	Futures	4776.2	4776.48	4775.92	4776.2	128.0
2021-06-14 01:55:00	ES	Futures	4776.2	4776.2	4775.63	4775.63	134.0
2021-06-14 02:00:00	ES	Futures	4775.63	4775.63	4773.66	4773.66	888.0
2021-06-14 02:05:00	ES	Futures	4773.94	4775.35	4773.66	4775.35	468.0
2021-06-14 02:10:00	ES	Futures	4775.35	4775.35	4774.51	4774.79	169.0
2021-06-14 02:15:00	ES	Futures	4774.51	4774.51	4773.38	4774.23	412.0
2021-06-14 02:20:00	ES	Futures	4774.51	4774.51	4773.66	4774.51	299.0
2021-06-14 02:25:00	ES	Futures	4774.23	4774.51	4773.94	4774.23	226.0
2021-06-14 02:30:00	ES	Futures	4774.23	4774.23	4773.66	4773.94	259.0
2021-06-14 02:35:00	ES	Futures	4773.94	4773.94	4773.66	4773.66	145.0
2021-06-14 02:40:00	ES	Futures	4773.66	4774.79	4773.66	4774.51	379.0
2021-06-14 02:45:00	ES	Futures	4774.51	4776.76	4774.23	4776.76	872.0
2021-06-14 02:50:00	ES	Futures	4777.04	4777.89	4776.48	4777.89	686.0
2021-06-14 02:55:00	ES	Futures	4777.89	4778.17	4776.76	4777.61	735.0
2021-06-14 03:00:00	ES	Futures	4777.61	4781.83	4776.76	4781.55	2896.0
2021-06-14 03:05:00	ES	Futures	4781.55	4781.83	4780.42	4781.55	1779.0
2021-06-14 03:10:00	ES	Futures	4781.55	4782.11	4779.86	4781.55	1912.0
2021-06-14 03:15:00	ES	Futures	4781.55	4784.08	4781.27	4782.11	2292.0
2021-06-14 03:20:00	ES	Futures	4782.11	4782.39	4779.58	4779.58	1638.0
2021-06-14 03:25:00	ES	Futures	4779.86	4779.86	4777.04	4777.32	2077.0
2021-06-14 03:30:00	ES	Futures	4777.32	4777.61	4774.51	4775.63	2044.0
2021-06-14 03:35:00	ES	Futures	4775.63	4777.04	4775.63	4776.2	1862.0
2021-06-14 03:40:00	ES	Futures	4776.2	4777.04	4775.63	4777.04	1037.0
2021-06-14 03:45:00	ES	Futures	4777.04	4777.04	4776.2	4776.48	650.0
2021-06-14 03:50:00	ES	Futures	4776.48	4776.76	4775.92	4776.48	707.0
2021-06-14 03:55:00	ES	Futures	4776.48	4777.61	4776.48	4776.76	881.0
2021-06-14 04:00:00	ES	Futures	4776.76	4776.76	4775.07	4776.2	1411.0
2021-06-14 04:05:00	ES	Futures	4776.2	4777.04	4775.35	4775.92	899.0

> showing 50 of 17,736 rows — these rows as CSV

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