PREVIEW / futures_5min / 2021-06-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-18.parquet
  size:    306 KB
  rows:    15,593

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
2021-06-18 00:00:00	ES	Futures	4750.01	4750.01	4748.04	4748.32	1120.0
2021-06-18 00:05:00	ES	Futures	4748.04	4748.88	4747.76	4748.04	566.0
2021-06-18 00:10:00	ES	Futures	4748.04	4748.04	4747.48	4747.76	779.0
2021-06-18 00:15:00	ES	Futures	4747.76	4747.76	4746.91	4747.48	419.0
2021-06-18 00:20:00	ES	Futures	4747.76	4748.04	4747.19	4747.48	508.0
2021-06-18 00:25:00	ES	Futures	4747.76	4748.04	4747.19	4747.76	487.0
2021-06-18 00:30:00	ES	Futures	4747.48	4747.76	4747.19	4747.76	280.0
2021-06-18 00:35:00	ES	Futures	4747.48	4748.04	4747.19	4747.76	304.0
2021-06-18 00:40:00	ES	Futures	4748.04	4749.17	4747.76	4748.6	538.0
2021-06-18 00:45:00	ES	Futures	4748.88	4749.17	4748.6	4749.17	202.0
2021-06-18 00:50:00	ES	Futures	4749.17	4749.45	4748.88	4749.17	303.0
2021-06-18 00:55:00	ES	Futures	4749.17	4749.17	4748.04	4748.04	431.0
2021-06-18 01:00:00	ES	Futures	4748.32	4748.32	4747.48	4747.76	423.0
2021-06-18 01:05:00	ES	Futures	4747.76	4748.04	4747.48	4747.76	397.0
2021-06-18 01:10:00	ES	Futures	4748.04	4748.6	4747.48	4747.48	382.0
2021-06-18 01:15:00	ES	Futures	4747.48	4748.04	4747.48	4748.04	308.0
2021-06-18 01:20:00	ES	Futures	4748.04	4748.32	4747.76	4747.76	280.0
2021-06-18 01:25:00	ES	Futures	4748.04	4748.32	4747.76	4748.04	617.0
2021-06-18 01:30:00	ES	Futures	4748.32	4748.6	4747.76	4748.04	330.0
2021-06-18 01:35:00	ES	Futures	4748.04	4748.32	4747.48	4748.04	323.0
2021-06-18 01:40:00	ES	Futures	4748.04	4749.73	4748.04	4749.73	506.0
2021-06-18 01:45:00	ES	Futures	4749.73	4749.73	4748.6	4749.73	501.0
2021-06-18 01:50:00	ES	Futures	4749.45	4750.29	4749.45	4749.45	963.0
2021-06-18 01:55:00	ES	Futures	4749.45	4750.29	4749.17	4749.17	674.0
2021-06-18 02:00:00	ES	Futures	4749.17	4749.45	4747.19	4748.88	1370.0
2021-06-18 02:05:00	ES	Futures	4748.88	4749.45	4747.76	4747.76	946.0
2021-06-18 02:10:00	ES	Futures	4747.48	4749.17	4747.19	4748.6	1144.0
2021-06-18 02:15:00	ES	Futures	4748.6	4749.73	4748.32	4749.45	394.0
2021-06-18 02:20:00	ES	Futures	4749.73	4750.01	4748.32	4749.17	369.0
2021-06-18 02:25:00	ES	Futures	4749.17	4749.73	4748.6	4749.17	805.0
2021-06-18 02:30:00	ES	Futures	4749.45	4749.45	4747.76	4748.04	784.0
2021-06-18 02:35:00	ES	Futures	4748.04	4748.32	4747.48	4747.48	338.0
2021-06-18 02:40:00	ES	Futures	4747.48	4748.04	4747.19	4747.76	529.0
2021-06-18 02:45:00	ES	Futures	4747.76	4748.32	4747.19	4747.19	620.0
2021-06-18 02:50:00	ES	Futures	4747.19	4748.6	4747.19	4748.6	589.0
2021-06-18 02:55:00	ES	Futures	4748.32	4748.6	4747.48	4748.04	521.0
2021-06-18 03:00:00	ES	Futures	4748.04	4748.6	4747.19	4747.76	2349.0
2021-06-18 03:05:00	ES	Futures	4747.76	4749.17	4747.76	4748.88	1501.0
2021-06-18 03:10:00	ES	Futures	4748.6	4748.88	4748.04	4748.32	1248.0
2021-06-18 03:15:00	ES	Futures	4748.32	4748.88	4746.63	4748.32	1257.0
2021-06-18 03:20:00	ES	Futures	4748.04	4749.17	4747.48	4749.17	1191.0
2021-06-18 03:25:00	ES	Futures	4748.88	4749.45	4747.76	4748.04	1300.0
2021-06-18 03:30:00	ES	Futures	4748.32	4748.32	4746.35	4746.35	1354.0
2021-06-18 03:35:00	ES	Futures	4746.35	4747.19	4745.22	4745.51	1493.0
2021-06-18 03:40:00	ES	Futures	4745.51	4745.51	4743.25	4743.82	1434.0
2021-06-18 03:45:00	ES	Futures	4743.82	4743.82	4742.41	4742.69	1476.0
2021-06-18 03:50:00	ES	Futures	4742.69	4743.82	4742.41	4743.53	1810.0
2021-06-18 03:55:00	ES	Futures	4743.53	4744.38	4741.0	4742.13	2146.0
2021-06-18 04:00:00	ES	Futures	4742.13	4744.66	4741.56	4743.82	2644.0
2021-06-18 04:05:00	ES	Futures	4743.53	4743.82	4742.13	4743.25	1878.0

> showing 50 of 15,593 rows — these rows as CSV

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