PREVIEW / futures_5min / 2021-06-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-25.parquet
  size:    247 KB
  rows:    14,509

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
2021-06-25 00:00:00	ES	Futures	4802.38	4802.67	4801.82	4802.1	217.0
2021-06-25 00:05:00	ES	Futures	4802.1	4802.38	4801.26	4801.54	265.0
2021-06-25 00:10:00	ES	Futures	4801.54	4801.54	4800.98	4800.98	137.0
2021-06-25 00:15:00	ES	Futures	4800.98	4801.54	4800.98	4801.26	287.0
2021-06-25 00:20:00	ES	Futures	4801.26	4801.54	4800.98	4801.54	250.0
2021-06-25 00:25:00	ES	Futures	4801.54	4801.54	4800.41	4800.7	347.0
2021-06-25 00:30:00	ES	Futures	4800.41	4800.41	4798.72	4798.72	825.0
2021-06-25 00:35:00	ES	Futures	4798.72	4799.01	4798.16	4798.72	295.0
2021-06-25 00:40:00	ES	Futures	4798.72	4799.29	4798.44	4799.01	362.0
2021-06-25 00:45:00	ES	Futures	4798.72	4799.29	4798.44	4799.01	242.0
2021-06-25 00:50:00	ES	Futures	4799.01	4799.57	4798.72	4799.01	365.0
2021-06-25 00:55:00	ES	Futures	4799.01	4799.29	4798.72	4798.72	497.0
2021-06-25 01:00:00	ES	Futures	4799.01	4800.7	4799.01	4800.41	932.0
2021-06-25 01:05:00	ES	Futures	4800.41	4800.7	4799.85	4799.85	229.0
2021-06-25 01:10:00	ES	Futures	4800.13	4800.41	4799.29	4799.57	482.0
2021-06-25 01:15:00	ES	Futures	4799.57	4799.57	4798.16	4798.44	366.0
2021-06-25 01:20:00	ES	Futures	4798.72	4799.29	4798.44	4799.01	297.0
2021-06-25 01:25:00	ES	Futures	4798.72	4799.57	4798.44	4799.57	301.0
2021-06-25 01:30:00	ES	Futures	4799.57	4799.85	4798.72	4799.57	306.0
2021-06-25 01:35:00	ES	Futures	4799.57	4799.57	4798.44	4798.44	224.0
2021-06-25 01:40:00	ES	Futures	4798.44	4799.85	4798.44	4799.57	359.0
2021-06-25 01:45:00	ES	Futures	4799.57	4800.7	4799.29	4800.41	280.0
2021-06-25 01:50:00	ES	Futures	4800.41	4800.7	4800.13	4800.7	393.0
2021-06-25 01:55:00	ES	Futures	4800.98	4801.54	4800.13	4800.41	445.0
2021-06-25 02:00:00	ES	Futures	4800.7	4800.98	4797.88	4797.88	830.0
2021-06-25 02:05:00	ES	Futures	4797.88	4799.01	4797.6	4798.16	644.0
2021-06-25 02:10:00	ES	Futures	4798.16	4798.44	4796.47	4797.88	771.0
2021-06-25 02:15:00	ES	Futures	4797.88	4798.16	4796.47	4797.03	578.0
2021-06-25 02:20:00	ES	Futures	4797.03	4797.88	4796.47	4796.75	546.0
2021-06-25 02:25:00	ES	Futures	4796.75	4796.75	4795.91	4796.47	490.0
2021-06-25 02:30:00	ES	Futures	4796.19	4796.75	4795.63	4796.19	609.0
2021-06-25 02:35:00	ES	Futures	4796.19	4797.03	4795.91	4796.75	527.0
2021-06-25 02:40:00	ES	Futures	4797.03	4797.88	4796.75	4796.75	430.0
2021-06-25 02:45:00	ES	Futures	4796.47	4797.32	4795.91	4795.91	484.0
2021-06-25 02:50:00	ES	Futures	4796.19	4797.03	4796.19	4796.75	231.0
2021-06-25 02:55:00	ES	Futures	4796.75	4796.75	4794.78	4796.19	758.0
2021-06-25 03:00:00	ES	Futures	4796.19	4796.75	4794.78	4795.91	1636.0
2021-06-25 03:05:00	ES	Futures	4795.63	4796.47	4795.35	4796.19	1060.0
2021-06-25 03:10:00	ES	Futures	4795.91	4796.75	4795.35	4795.63	744.0
2021-06-25 03:15:00	ES	Futures	4795.63	4795.63	4793.09	4793.09	1591.0
2021-06-25 03:20:00	ES	Futures	4793.09	4793.66	4790.84	4791.97	2058.0
2021-06-25 03:25:00	ES	Futures	4791.97	4795.06	4791.4	4794.5	1280.0
2021-06-25 03:30:00	ES	Futures	4794.22	4795.91	4793.66	4795.06	1083.0
2021-06-25 03:35:00	ES	Futures	4794.78	4795.06	4793.94	4795.06	678.0
2021-06-25 03:40:00	ES	Futures	4795.06	4796.19	4794.78	4796.19	542.0
2021-06-25 03:45:00	ES	Futures	4796.19	4797.03	4795.63	4796.75	691.0
2021-06-25 03:50:00	ES	Futures	4796.75	4797.03	4795.63	4796.75	422.0
2021-06-25 03:55:00	ES	Futures	4796.75	4796.75	4795.35	4795.91	376.0
2021-06-25 04:00:00	ES	Futures	4795.91	4796.47	4795.63	4795.63	664.0
2021-06-25 04:05:00	ES	Futures	4795.91	4796.19	4793.66	4796.19	1031.0

> showing 50 of 14,509 rows — these rows as CSV

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