PREVIEW / futures_5min / 2021-06-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-24.parquet
  size:    289 KB
  rows:    17,685

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
2021-06-24 00:00:00	ES	Futures	4778.45	4778.73	4777.89	4777.89	128.0
2021-06-24 00:05:00	ES	Futures	4777.89	4778.17	4777.61	4777.61	181.0
2021-06-24 00:10:00	ES	Futures	4777.89	4778.45	4777.61	4778.17	114.0
2021-06-24 00:15:00	ES	Futures	4778.45	4778.45	4778.17	4778.17	51.0
2021-06-24 00:20:00	ES	Futures	4778.17	4778.45	4777.89	4778.17	63.0
2021-06-24 00:25:00	ES	Futures	4778.17	4778.17	4777.61	4777.61	91.0
2021-06-24 00:30:00	ES	Futures	4777.89	4777.89	4777.32	4777.32	288.0
2021-06-24 00:35:00	ES	Futures	4777.32	4777.61	4777.04	4777.32	70.0
2021-06-24 00:40:00	ES	Futures	4777.32	4777.61	4776.76	4776.76	246.0
2021-06-24 00:45:00	ES	Futures	4776.76	4777.61	4776.76	4777.32	125.0
2021-06-24 00:50:00	ES	Futures	4777.32	4777.61	4777.32	4777.32	36.0
2021-06-24 00:55:00	ES	Futures	4777.32	4777.61	4777.04	4777.04	184.0
2021-06-24 01:00:00	ES	Futures	4777.32	4777.32	4776.2	4777.04	310.0
2021-06-24 01:05:00	ES	Futures	4777.04	4777.61	4777.04	4777.32	340.0
2021-06-24 01:10:00	ES	Futures	4777.32	4777.89	4777.04	4777.32	279.0
2021-06-24 01:15:00	ES	Futures	4777.61	4777.61	4775.35	4775.63	403.0
2021-06-24 01:20:00	ES	Futures	4775.63	4776.2	4775.63	4775.63	286.0
2021-06-24 01:25:00	ES	Futures	4775.63	4775.63	4774.51	4775.07	338.0
2021-06-24 01:30:00	ES	Futures	4775.35	4775.92	4774.51	4775.92	564.0
2021-06-24 01:35:00	ES	Futures	4775.92	4776.48	4775.35	4775.63	274.0
2021-06-24 01:40:00	ES	Futures	4775.35	4775.35	4774.79	4775.35	175.0
2021-06-24 01:45:00	ES	Futures	4775.63	4775.63	4774.79	4775.63	265.0
2021-06-24 01:50:00	ES	Futures	4775.35	4775.92	4775.35	4775.63	188.0
2021-06-24 01:55:00	ES	Futures	4775.92	4776.2	4775.07	4775.63	233.0
2021-06-24 02:00:00	ES	Futures	4775.63	4776.2	4774.79	4775.92	395.0
2021-06-24 02:05:00	ES	Futures	4775.92	4777.61	4775.63	4777.32	692.0
2021-06-24 02:10:00	ES	Futures	4777.04	4777.61	4775.92	4776.2	573.0
2021-06-24 02:15:00	ES	Futures	4776.2	4776.76	4775.63	4776.48	475.0
2021-06-24 02:20:00	ES	Futures	4776.76	4777.61	4776.48	4777.32	787.0
2021-06-24 02:25:00	ES	Futures	4777.32	4777.61	4776.76	4777.61	384.0
2021-06-24 02:30:00	ES	Futures	4777.61	4777.89	4777.04	4777.61	751.0
2021-06-24 02:35:00	ES	Futures	4777.61	4778.45	4776.76	4776.76	922.0
2021-06-24 02:40:00	ES	Futures	4776.76	4777.04	4776.2	4776.76	421.0
2021-06-24 02:45:00	ES	Futures	4777.04	4777.32	4776.76	4777.04	391.0
2021-06-24 02:50:00	ES	Futures	4777.04	4777.32	4776.48	4777.32	293.0
2021-06-24 02:55:00	ES	Futures	4777.04	4777.32	4776.48	4776.76	389.0
2021-06-24 03:00:00	ES	Futures	4777.04	4778.17	4775.35	4777.89	2038.0
2021-06-24 03:05:00	ES	Futures	4778.17	4781.27	4777.61	4779.58	3641.0
2021-06-24 03:10:00	ES	Futures	4779.58	4780.7	4779.58	4780.14	1354.0
2021-06-24 03:15:00	ES	Futures	4780.14	4781.27	4778.73	4779.01	2096.0
2021-06-24 03:20:00	ES	Futures	4779.01	4779.86	4778.73	4779.29	1229.0
2021-06-24 03:25:00	ES	Futures	4779.29	4779.58	4778.45	4778.45	1305.0
2021-06-24 03:30:00	ES	Futures	4778.17	4778.45	4776.2	4777.32	1372.0
2021-06-24 03:35:00	ES	Futures	4777.04	4780.42	4777.04	4780.42	1537.0
2021-06-24 03:40:00	ES	Futures	4780.42	4780.7	4779.29	4780.14	1387.0
2021-06-24 03:45:00	ES	Futures	4780.14	4780.98	4779.58	4780.7	1060.0
2021-06-24 03:50:00	ES	Futures	4780.42	4780.98	4779.58	4780.42	766.0
2021-06-24 03:55:00	ES	Futures	4780.42	4781.27	4780.14	4780.42	766.0
2021-06-24 04:00:00	ES	Futures	4780.14	4785.49	4779.86	4784.93	4836.0
2021-06-24 04:05:00	ES	Futures	4785.21	4786.62	4783.52	4785.21	2903.0

> showing 50 of 17,685 rows — these rows as CSV

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