PREVIEW / futures_5min / 2021-06-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-21.parquet
  size:    350 KB
  rows:    19,118

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
2021-06-21 00:00:00	ES	Futures	4653.15	4653.99	4651.18	4653.43	1142.0
2021-06-21 00:05:00	ES	Futures	4653.43	4657.65	4652.86	4657.09	1534.0
2021-06-21 00:10:00	ES	Futures	4657.09	4658.21	4655.4	4655.68	981.0
2021-06-21 00:15:00	ES	Futures	4655.96	4655.96	4653.71	4653.71	847.0
2021-06-21 00:20:00	ES	Futures	4653.71	4654.27	4652.86	4653.71	559.0
2021-06-21 00:25:00	ES	Futures	4653.43	4653.43	4651.74	4653.43	495.0
2021-06-21 00:30:00	ES	Futures	4653.43	4657.09	4652.86	4655.68	1095.0
2021-06-21 00:35:00	ES	Futures	4655.68	4655.68	4653.43	4654.27	576.0
2021-06-21 00:40:00	ES	Futures	4654.27	4657.65	4654.27	4656.53	775.0
2021-06-21 00:45:00	ES	Futures	4656.81	4657.09	4655.12	4655.96	513.0
2021-06-21 00:50:00	ES	Futures	4655.96	4656.53	4655.12	4655.68	390.0
2021-06-21 00:55:00	ES	Futures	4655.68	4657.65	4655.12	4657.65	359.0
2021-06-21 01:00:00	ES	Futures	4657.37	4657.93	4656.24	4656.81	610.0
2021-06-21 01:05:00	ES	Futures	4657.09	4657.37	4655.96	4656.24	301.0
2021-06-21 01:10:00	ES	Futures	4656.24	4657.37	4655.68	4656.53	441.0
2021-06-21 01:15:00	ES	Futures	4656.81	4656.81	4655.4	4655.96	610.0
2021-06-21 01:20:00	ES	Futures	4655.68	4657.65	4655.4	4657.37	751.0
2021-06-21 01:25:00	ES	Futures	4657.37	4659.06	4656.81	4657.09	798.0
2021-06-21 01:30:00	ES	Futures	4657.09	4659.06	4656.24	4657.37	1162.0
2021-06-21 01:35:00	ES	Futures	4657.37	4659.06	4656.81	4657.09	530.0
2021-06-21 01:40:00	ES	Futures	4656.81	4657.93	4656.53	4657.93	663.0
2021-06-21 01:45:00	ES	Futures	4657.93	4659.34	4657.37	4658.21	541.0
2021-06-21 01:50:00	ES	Futures	4658.5	4659.34	4658.21	4658.5	843.0
2021-06-21 01:55:00	ES	Futures	4658.5	4659.62	4658.21	4659.34	602.0
2021-06-21 02:00:00	ES	Futures	4659.34	4663.56	4658.78	4660.19	2611.0
2021-06-21 02:05:00	ES	Futures	4660.19	4663.85	4659.62	4663.56	2053.0
2021-06-21 02:10:00	ES	Futures	4663.56	4667.79	4663.28	4667.23	1956.0
2021-06-21 02:15:00	ES	Futures	4667.51	4670.32	4666.94	4669.48	2575.0
2021-06-21 02:20:00	ES	Futures	4669.48	4672.01	4669.2	4671.45	1516.0
2021-06-21 02:25:00	ES	Futures	4671.45	4673.7	4671.45	4672.86	1417.0
2021-06-21 02:30:00	ES	Futures	4672.86	4677.93	4672.29	4677.36	2649.0
2021-06-21 02:35:00	ES	Futures	4677.36	4677.36	4673.42	4673.7	1490.0
2021-06-21 02:40:00	ES	Futures	4673.7	4673.98	4670.6	4671.17	1878.0
2021-06-21 02:45:00	ES	Futures	4671.45	4672.86	4671.17	4672.58	1355.0
2021-06-21 02:50:00	ES	Futures	4672.58	4672.86	4670.04	4672.01	1377.0
2021-06-21 02:55:00	ES	Futures	4672.01	4674.83	4670.04	4670.6	2238.0
2021-06-21 03:00:00	ES	Futures	4670.89	4676.52	4670.32	4671.17	5827.0
2021-06-21 03:05:00	ES	Futures	4671.17	4673.7	4669.76	4670.04	4657.0
2021-06-21 03:10:00	ES	Futures	4670.32	4672.58	4669.48	4670.6	3722.0
2021-06-21 03:15:00	ES	Futures	4670.6	4673.7	4669.76	4673.42	3798.0
2021-06-21 03:20:00	ES	Futures	4673.42	4674.83	4671.45	4673.98	3564.0
2021-06-21 03:25:00	ES	Futures	4673.98	4674.83	4670.89	4672.01	2704.0
2021-06-21 03:30:00	ES	Futures	4672.01	4677.08	4671.45	4676.52	3421.0
2021-06-21 03:35:00	ES	Futures	4676.8	4681.59	4675.39	4680.18	4821.0
2021-06-21 03:40:00	ES	Futures	4679.9	4687.5	4679.9	4686.94	4635.0
2021-06-21 03:45:00	ES	Futures	4686.94	4694.26	4686.94	4690.88	6388.0
2021-06-21 03:50:00	ES	Futures	4690.88	4695.1	4690.6	4692.57	4022.0
2021-06-21 03:55:00	ES	Futures	4692.57	4693.13	4690.6	4691.44	2954.0
2021-06-21 04:00:00	ES	Futures	4691.44	4692.57	4686.09	4686.09	4688.0
2021-06-21 04:05:00	ES	Futures	4686.09	4688.91	4686.09	4686.37	2521.0

> showing 50 of 19,118 rows — these rows as CSV

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