PREVIEW / futures_5min / 2021-06-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-16.parquet
  size:    321 KB
  rows:    18,441

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
2021-06-16 00:00:00	ES	Futures	4772.82	4773.1	4772.82	4773.1	212.0
2021-06-16 00:05:00	ES	Futures	4772.82	4773.38	4772.82	4773.38	110.0
2021-06-16 00:10:00	ES	Futures	4773.1	4773.1	4771.69	4771.69	328.0
2021-06-16 00:15:00	ES	Futures	4771.69	4772.54	4771.69	4771.97	176.0
2021-06-16 00:20:00	ES	Futures	4772.26	4772.82	4772.26	4772.82	121.0
2021-06-16 00:25:00	ES	Futures	4772.82	4773.1	4772.54	4773.1	155.0
2021-06-16 00:30:00	ES	Futures	4773.1	4773.1	4772.26	4772.54	266.0
2021-06-16 00:35:00	ES	Futures	4772.54	4772.54	4771.97	4772.26	132.0
2021-06-16 00:40:00	ES	Futures	4772.26	4772.26	4771.41	4771.41	177.0
2021-06-16 00:45:00	ES	Futures	4771.41	4771.69	4770.57	4771.13	304.0
2021-06-16 00:50:00	ES	Futures	4770.85	4771.69	4770.85	4771.69	272.0
2021-06-16 00:55:00	ES	Futures	4771.69	4771.97	4771.41	4771.97	310.0
2021-06-16 01:00:00	ES	Futures	4771.97	4773.1	4771.69	4772.54	533.0
2021-06-16 01:05:00	ES	Futures	4772.54	4773.38	4772.26	4772.82	408.0
2021-06-16 01:10:00	ES	Futures	4772.54	4773.38	4771.97	4772.26	473.0
2021-06-16 01:15:00	ES	Futures	4772.26	4773.38	4772.26	4773.1	272.0
2021-06-16 01:20:00	ES	Futures	4773.1	4773.1	4772.26	4772.54	234.0
2021-06-16 01:25:00	ES	Futures	4772.82	4772.82	4771.69	4771.69	231.0
2021-06-16 01:30:00	ES	Futures	4771.69	4772.26	4770.85	4771.13	539.0
2021-06-16 01:35:00	ES	Futures	4771.13	4773.1	4771.13	4772.54	388.0
2021-06-16 01:40:00	ES	Futures	4772.54	4773.1	4772.26	4773.1	255.0
2021-06-16 01:45:00	ES	Futures	4773.1	4773.1	4772.54	4772.82	187.0
2021-06-16 01:50:00	ES	Futures	4773.1	4773.66	4772.82	4773.1	574.0
2021-06-16 01:55:00	ES	Futures	4772.82	4772.82	4771.41	4771.97	872.0
2021-06-16 02:00:00	ES	Futures	4771.69	4771.97	4771.41	4771.69	697.0
2021-06-16 02:05:00	ES	Futures	4771.97	4772.26	4771.13	4771.13	355.0
2021-06-16 02:10:00	ES	Futures	4771.41	4771.41	4770.28	4770.57	540.0
2021-06-16 02:15:00	ES	Futures	4770.57	4771.69	4770.28	4771.69	518.0
2021-06-16 02:20:00	ES	Futures	4771.97	4773.1	4771.97	4773.1	566.0
2021-06-16 02:25:00	ES	Futures	4773.1	4773.1	4772.54	4772.54	457.0
2021-06-16 02:30:00	ES	Futures	4772.54	4772.82	4771.97	4772.82	458.0
2021-06-16 02:35:00	ES	Futures	4773.1	4773.94	4773.1	4773.38	522.0
2021-06-16 02:40:00	ES	Futures	4773.38	4773.38	4772.54	4772.54	374.0
2021-06-16 02:45:00	ES	Futures	4772.82	4773.1	4772.54	4773.1	504.0
2021-06-16 02:50:00	ES	Futures	4773.1	4773.66	4773.1	4773.38	254.0
2021-06-16 02:55:00	ES	Futures	4773.66	4774.51	4772.82	4772.82	869.0
2021-06-16 03:00:00	ES	Futures	4772.82	4775.07	4772.82	4774.79	1609.0
2021-06-16 03:05:00	ES	Futures	4774.51	4775.92	4774.51	4774.51	1808.0
2021-06-16 03:10:00	ES	Futures	4774.51	4774.79	4773.38	4774.23	1367.0
2021-06-16 03:15:00	ES	Futures	4774.23	4774.79	4771.69	4772.26	1892.0
2021-06-16 03:20:00	ES	Futures	4772.54	4773.38	4772.26	4772.54	869.0
2021-06-16 03:25:00	ES	Futures	4772.54	4772.82	4771.13	4771.97	864.0
2021-06-16 03:30:00	ES	Futures	4771.97	4773.38	4771.97	4771.97	924.0
2021-06-16 03:35:00	ES	Futures	4771.97	4773.1	4771.69	4772.82	769.0
2021-06-16 03:40:00	ES	Futures	4773.1	4773.38	4771.97	4771.97	569.0
2021-06-16 03:45:00	ES	Futures	4771.97	4773.1	4771.97	4772.54	683.0
2021-06-16 03:50:00	ES	Futures	4772.26	4772.54	4770.57	4771.13	730.0
2021-06-16 03:55:00	ES	Futures	4770.85	4771.13	4770.0	4770.28	727.0
2021-06-16 04:00:00	ES	Futures	4770.28	4770.57	4768.31	4769.44	2299.0
2021-06-16 04:05:00	ES	Futures	4769.16	4769.44	4768.31	4768.88	887.0

> showing 50 of 18,441 rows — these rows as CSV

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