PREVIEW / futures_5min / 2021-06-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-20.parquet
  size:    86 KB
  rows:    3,768

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
2021-06-20 18:00:00	ES	Futures	4665.82	4674.26	4665.25	4667.51	5005.0
2021-06-20 18:05:00	ES	Futures	4667.51	4670.6	4666.38	4669.76	1511.0
2021-06-20 18:10:00	ES	Futures	4670.04	4670.04	4667.51	4668.35	845.0
2021-06-20 18:15:00	ES	Futures	4668.35	4668.91	4666.38	4667.51	919.0
2021-06-20 18:20:00	ES	Futures	4667.51	4669.48	4667.51	4668.35	652.0
2021-06-20 18:25:00	ES	Futures	4668.07	4669.2	4668.07	4668.63	444.0
2021-06-20 18:30:00	ES	Futures	4668.91	4673.7	4668.91	4672.86	1552.0
2021-06-20 18:35:00	ES	Futures	4673.14	4675.67	4673.14	4674.83	1325.0
2021-06-20 18:40:00	ES	Futures	4675.11	4675.39	4672.29	4673.14	922.0
2021-06-20 18:45:00	ES	Futures	4673.42	4674.83	4673.42	4673.7	430.0
2021-06-20 18:50:00	ES	Futures	4673.7	4676.24	4672.58	4676.24	716.0
2021-06-20 18:55:00	ES	Futures	4676.24	4677.08	4675.39	4676.24	712.0
2021-06-20 19:00:00	ES	Futures	4676.24	4676.8	4673.98	4674.55	752.0
2021-06-20 19:05:00	ES	Futures	4674.55	4675.11	4671.45	4672.58	905.0
2021-06-20 19:10:00	ES	Futures	4672.58	4675.95	4672.58	4674.83	658.0
2021-06-20 19:15:00	ES	Futures	4674.55	4675.67	4674.26	4675.39	411.0
2021-06-20 19:20:00	ES	Futures	4675.39	4675.67	4674.26	4675.11	399.0
2021-06-20 19:25:00	ES	Futures	4675.39	4676.8	4674.83	4676.52	461.0
2021-06-20 19:30:00	ES	Futures	4676.24	4676.24	4674.26	4675.39	853.0
2021-06-20 19:35:00	ES	Futures	4675.39	4675.95	4671.45	4672.86	1191.0
2021-06-20 19:40:00	ES	Futures	4672.58	4675.39	4671.45	4675.39	677.0
2021-06-20 19:45:00	ES	Futures	4675.39	4675.67	4671.73	4672.86	640.0
2021-06-20 19:50:00	ES	Futures	4673.14	4675.39	4672.29	4674.55	699.0
2021-06-20 19:55:00	ES	Futures	4674.26	4675.39	4673.7	4673.98	856.0
2021-06-20 20:00:00	ES	Futures	4673.98	4675.11	4671.73	4672.58	1368.0
2021-06-20 20:05:00	ES	Futures	4672.58	4673.42	4671.73	4672.29	937.0
2021-06-20 20:10:00	ES	Futures	4672.29	4673.98	4671.17	4673.7	1145.0
2021-06-20 20:15:00	ES	Futures	4673.7	4676.24	4673.42	4675.11	1397.0
2021-06-20 20:20:00	ES	Futures	4675.11	4675.95	4672.86	4673.42	1309.0
2021-06-20 20:25:00	ES	Futures	4673.42	4673.7	4669.48	4669.76	1627.0
2021-06-20 20:30:00	ES	Futures	4669.76	4670.04	4667.51	4668.63	2632.0
2021-06-20 20:35:00	ES	Futures	4668.63	4670.04	4668.07	4669.2	1092.0
2021-06-20 20:40:00	ES	Futures	4669.2	4669.76	4667.51	4668.35	873.0
2021-06-20 20:45:00	ES	Futures	4668.35	4668.63	4667.51	4668.63	918.0
2021-06-20 20:50:00	ES	Futures	4668.91	4670.6	4668.63	4669.48	654.0
2021-06-20 20:55:00	ES	Futures	4669.2	4672.01	4669.2	4672.01	940.0
2021-06-20 21:00:00	ES	Futures	4672.01	4672.58	4670.89	4671.17	1004.0
2021-06-20 21:05:00	ES	Futures	4671.17	4671.17	4668.63	4669.2	825.0
2021-06-20 21:10:00	ES	Futures	4669.2	4670.6	4668.63	4669.76	745.0
2021-06-20 21:15:00	ES	Futures	4669.48	4669.48	4666.66	4666.94	2341.0
2021-06-20 21:20:00	ES	Futures	4667.23	4669.76	4666.94	4669.48	1103.0
2021-06-20 21:25:00	ES	Futures	4669.48	4669.76	4667.23	4667.79	637.0
2021-06-20 21:30:00	ES	Futures	4667.79	4667.79	4664.69	4665.54	2937.0
2021-06-20 21:35:00	ES	Futures	4665.54	4666.38	4664.69	4666.38	1006.0
2021-06-20 21:40:00	ES	Futures	4666.1	4666.38	4664.13	4664.13	1404.0
2021-06-20 21:45:00	ES	Futures	4664.13	4665.82	4663.56	4665.54	1444.0
2021-06-20 21:50:00	ES	Futures	4665.54	4665.82	4662.16	4662.44	2681.0
2021-06-20 21:55:00	ES	Futures	4662.44	4662.72	4660.19	4660.47	3006.0
2021-06-20 22:00:00	ES	Futures	4660.19	4661.31	4657.93	4657.93	3206.0
2021-06-20 22:05:00	ES	Futures	4657.93	4659.62	4656.81	4659.06	3211.0

> showing 50 of 3,768 rows — these rows as CSV

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