PREVIEW / futures_5min / 2021-06-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-23.parquet
  size:    295 KB
  rows:    18,140

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
2021-06-23 00:00:00	ES	Futures	4778.73	4778.73	4777.61	4777.61	376.0
2021-06-23 00:05:00	ES	Futures	4777.61	4778.45	4777.61	4778.17	228.0
2021-06-23 00:10:00	ES	Futures	4778.45	4778.45	4777.89	4778.45	173.0
2021-06-23 00:15:00	ES	Futures	4778.17	4779.01	4778.17	4778.73	156.0
2021-06-23 00:20:00	ES	Futures	4778.73	4779.29	4778.45	4779.01	128.0
2021-06-23 00:25:00	ES	Futures	4779.01	4779.29	4778.73	4779.01	146.0
2021-06-23 00:30:00	ES	Futures	4779.01	4779.58	4778.73	4779.01	238.0
2021-06-23 00:35:00	ES	Futures	4779.29	4779.58	4779.29	4779.58	115.0
2021-06-23 00:40:00	ES	Futures	4779.29	4779.29	4778.73	4779.01	152.0
2021-06-23 00:45:00	ES	Futures	4779.01	4779.01	4778.73	4778.73	30.0
2021-06-23 00:50:00	ES	Futures	4778.73	4779.29	4778.45	4778.73	150.0
2021-06-23 00:55:00	ES	Futures	4778.73	4778.73	4777.32	4777.32	359.0
2021-06-23 01:00:00	ES	Futures	4777.61	4778.17	4777.32	4777.32	475.0
2021-06-23 01:05:00	ES	Futures	4777.32	4777.89	4777.04	4777.04	527.0
2021-06-23 01:10:00	ES	Futures	4777.04	4777.32	4776.76	4777.04	240.0
2021-06-23 01:15:00	ES	Futures	4777.04	4777.61	4776.76	4777.61	255.0
2021-06-23 01:20:00	ES	Futures	4777.32	4779.29	4777.32	4778.73	554.0
2021-06-23 01:25:00	ES	Futures	4778.73	4779.29	4778.45	4779.29	213.0
2021-06-23 01:30:00	ES	Futures	4779.29	4779.29	4778.45	4778.73	433.0
2021-06-23 01:35:00	ES	Futures	4778.73	4779.86	4778.45	4779.29	500.0
2021-06-23 01:40:00	ES	Futures	4779.29	4779.86	4779.01	4779.58	327.0
2021-06-23 01:45:00	ES	Futures	4779.58	4780.7	4779.01	4780.7	589.0
2021-06-23 01:50:00	ES	Futures	4780.98	4780.98	4779.86	4780.42	401.0
2021-06-23 01:55:00	ES	Futures	4780.42	4784.36	4780.42	4782.11	2004.0
2021-06-23 02:00:00	ES	Futures	4782.39	4783.24	4780.14	4780.42	1392.0
2021-06-23 02:05:00	ES	Futures	4780.42	4780.42	4779.01	4779.58	807.0
2021-06-23 02:10:00	ES	Futures	4779.58	4780.42	4778.73	4778.73	898.0
2021-06-23 02:15:00	ES	Futures	4779.01	4780.7	4778.73	4780.7	822.0
2021-06-23 02:20:00	ES	Futures	4780.7	4782.11	4780.42	4781.55	906.0
2021-06-23 02:25:00	ES	Futures	4781.55	4782.39	4781.27	4782.11	379.0
2021-06-23 02:30:00	ES	Futures	4782.11	4782.39	4780.98	4780.98	486.0
2021-06-23 02:35:00	ES	Futures	4780.98	4782.96	4780.7	4782.67	652.0
2021-06-23 02:40:00	ES	Futures	4782.39	4784.93	4782.11	4783.8	1281.0
2021-06-23 02:45:00	ES	Futures	4783.8	4783.8	4781.55	4782.39	990.0
2021-06-23 02:50:00	ES	Futures	4782.11	4783.24	4782.11	4782.11	566.0
2021-06-23 02:55:00	ES	Futures	4782.39	4782.67	4781.83	4782.39	500.0
2021-06-23 03:00:00	ES	Futures	4782.39	4783.24	4780.14	4781.55	2631.0
2021-06-23 03:05:00	ES	Futures	4781.55	4782.39	4780.42	4781.27	1082.0
2021-06-23 03:10:00	ES	Futures	4781.27	4781.27	4777.61	4777.89	1962.0
2021-06-23 03:15:00	ES	Futures	4777.61	4780.7	4776.48	4779.58	2710.0
2021-06-23 03:20:00	ES	Futures	4779.29	4779.86	4778.73	4779.29	591.0
2021-06-23 03:25:00	ES	Futures	4779.29	4779.29	4775.07	4776.76	1645.0
2021-06-23 03:30:00	ES	Futures	4776.76	4778.73	4775.07	4775.92	1801.0
2021-06-23 03:35:00	ES	Futures	4775.92	4776.2	4773.94	4774.51	1438.0
2021-06-23 03:40:00	ES	Futures	4774.51	4775.63	4774.23	4775.35	1091.0
2021-06-23 03:45:00	ES	Futures	4775.07	4776.76	4774.79	4775.63	1001.0
2021-06-23 03:50:00	ES	Futures	4775.63	4775.92	4774.23	4774.23	600.0
2021-06-23 03:55:00	ES	Futures	4774.23	4775.35	4773.1	4775.07	979.0
2021-06-23 04:00:00	ES	Futures	4775.07	4776.48	4774.23	4774.51	899.0
2021-06-23 04:05:00	ES	Futures	4774.51	4776.2	4774.23	4775.35	1017.0

> showing 50 of 18,140 rows — these rows as CSV

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