PREVIEW / futures_5min / 2021-06-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-17.parquet
  size:    347 KB
  rows:    18,884

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
2021-06-17 00:00:00	ES	Futures	4729.17	4730.02	4728.61	4730.02	433.0
2021-06-17 00:05:00	ES	Futures	4730.02	4730.02	4728.89	4728.89	222.0
2021-06-17 00:10:00	ES	Futures	4728.89	4728.89	4728.05	4728.61	362.0
2021-06-17 00:15:00	ES	Futures	4728.61	4728.89	4728.05	4728.05	211.0
2021-06-17 00:20:00	ES	Futures	4728.33	4728.33	4727.48	4728.05	200.0
2021-06-17 00:25:00	ES	Futures	4728.33	4729.45	4728.05	4729.45	265.0
2021-06-17 00:30:00	ES	Futures	4729.45	4730.02	4728.89	4729.45	351.0
2021-06-17 00:35:00	ES	Futures	4729.45	4729.45	4728.05	4728.89	216.0
2021-06-17 00:40:00	ES	Futures	4729.17	4729.74	4728.89	4729.74	317.0
2021-06-17 00:45:00	ES	Futures	4729.74	4730.58	4729.45	4730.3	195.0
2021-06-17 00:50:00	ES	Futures	4730.02	4730.3	4729.45	4730.3	360.0
2021-06-17 00:55:00	ES	Futures	4730.3	4731.99	4730.02	4731.43	536.0
2021-06-17 01:00:00	ES	Futures	4731.14	4732.27	4730.58	4732.27	637.0
2021-06-17 01:05:00	ES	Futures	4731.99	4732.83	4730.58	4730.58	672.0
2021-06-17 01:10:00	ES	Futures	4730.86	4731.43	4730.58	4731.14	441.0
2021-06-17 01:15:00	ES	Futures	4730.86	4732.27	4730.3	4731.99	363.0
2021-06-17 01:20:00	ES	Futures	4731.71	4731.99	4729.74	4730.58	478.0
2021-06-17 01:25:00	ES	Futures	4730.58	4730.86	4730.02	4730.86	344.0
2021-06-17 01:30:00	ES	Futures	4730.86	4732.27	4730.58	4731.99	587.0
2021-06-17 01:35:00	ES	Futures	4731.99	4733.4	4731.71	4731.99	1079.0
2021-06-17 01:40:00	ES	Futures	4731.99	4732.55	4730.58	4730.58	551.0
2021-06-17 01:45:00	ES	Futures	4730.58	4730.86	4729.74	4730.58	694.0
2021-06-17 01:50:00	ES	Futures	4730.58	4731.14	4730.02	4730.58	432.0
2021-06-17 01:55:00	ES	Futures	4730.58	4731.71	4729.74	4730.02	468.0
2021-06-17 02:00:00	ES	Futures	4729.74	4731.14	4724.67	4725.51	2287.0
2021-06-17 02:05:00	ES	Futures	4725.51	4726.08	4722.98	4724.1	2056.0
2021-06-17 02:10:00	ES	Futures	4724.1	4725.23	4722.42	4724.1	1515.0
2021-06-17 02:15:00	ES	Futures	4724.1	4725.51	4722.98	4723.26	1168.0
2021-06-17 02:20:00	ES	Futures	4723.54	4725.23	4722.7	4724.95	1024.0
2021-06-17 02:25:00	ES	Futures	4724.95	4728.61	4724.95	4726.08	1535.0
2021-06-17 02:30:00	ES	Futures	4726.08	4726.36	4723.82	4724.39	1416.0
2021-06-17 02:35:00	ES	Futures	4724.1	4724.67	4722.13	4722.7	1715.0
2021-06-17 02:40:00	ES	Futures	4722.7	4723.82	4721.57	4723.82	1123.0
2021-06-17 02:45:00	ES	Futures	4723.82	4724.67	4721.57	4723.82	1208.0
2021-06-17 02:50:00	ES	Futures	4724.1	4727.77	4723.82	4725.23	1858.0
2021-06-17 02:55:00	ES	Futures	4725.51	4727.77	4725.51	4726.36	1320.0
2021-06-17 03:00:00	ES	Futures	4726.08	4729.74	4724.39	4728.89	3498.0
2021-06-17 03:05:00	ES	Futures	4728.89	4731.43	4727.2	4729.74	3341.0
2021-06-17 03:10:00	ES	Futures	4729.74	4729.74	4726.08	4728.89	2078.0
2021-06-17 03:15:00	ES	Futures	4728.61	4731.14	4727.2	4730.58	2173.0
2021-06-17 03:20:00	ES	Futures	4730.58	4731.99	4729.17	4729.74	1680.0
2021-06-17 03:25:00	ES	Futures	4729.45	4731.99	4729.45	4729.74	1893.0
2021-06-17 03:30:00	ES	Futures	4729.74	4730.3	4728.33	4730.02	1762.0
2021-06-17 03:35:00	ES	Futures	4730.02	4730.3	4727.2	4727.2	1527.0
2021-06-17 03:40:00	ES	Futures	4727.2	4728.61	4726.64	4726.92	2088.0
2021-06-17 03:45:00	ES	Futures	4726.64	4729.45	4726.64	4726.92	1875.0
2021-06-17 03:50:00	ES	Futures	4726.92	4727.48	4723.54	4724.1	1646.0
2021-06-17 03:55:00	ES	Futures	4724.1	4726.08	4723.82	4724.67	1894.0
2021-06-17 04:00:00	ES	Futures	4724.39	4731.71	4724.39	4731.43	3035.0
2021-06-17 04:05:00	ES	Futures	4731.43	4731.99	4729.45	4730.02	1699.0

> showing 50 of 18,884 rows — these rows as CSV

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