PREVIEW / futures_5min / 2021-06-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-28.parquet
  size:    298 KB
  rows:    18,102

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
2021-06-28 00:00:00	ES	Futures	4813.37	4813.65	4813.08	4813.37	170.0
2021-06-28 00:05:00	ES	Futures	4813.08	4813.08	4812.52	4813.08	205.0
2021-06-28 00:10:00	ES	Futures	4812.8	4813.37	4812.52	4813.08	196.0
2021-06-28 00:15:00	ES	Futures	4813.08	4813.37	4812.52	4812.8	217.0
2021-06-28 00:20:00	ES	Futures	4812.8	4813.37	4812.52	4812.8	187.0
2021-06-28 00:25:00	ES	Futures	4812.8	4812.8	4812.24	4812.52	193.0
2021-06-28 00:30:00	ES	Futures	4812.52	4812.52	4811.96	4812.24	245.0
2021-06-28 00:35:00	ES	Futures	4812.24	4812.8	4812.24	4812.24	235.0
2021-06-28 00:40:00	ES	Futures	4812.24	4812.8	4811.96	4812.52	204.0
2021-06-28 00:45:00	ES	Futures	4812.24	4812.52	4811.96	4812.24	146.0
2021-06-28 00:50:00	ES	Futures	4812.24	4812.8	4812.24	4812.8	191.0
2021-06-28 00:55:00	ES	Futures	4812.52	4813.37	4812.52	4813.08	374.0
2021-06-28 01:00:00	ES	Futures	4813.37	4813.65	4812.8	4812.8	376.0
2021-06-28 01:05:00	ES	Futures	4812.8	4813.08	4812.24	4812.24	228.0
2021-06-28 01:10:00	ES	Futures	4812.52	4812.8	4812.24	4812.8	211.0
2021-06-28 01:15:00	ES	Futures	4812.52	4813.93	4812.52	4813.93	367.0
2021-06-28 01:20:00	ES	Futures	4813.93	4814.21	4813.08	4813.93	334.0
2021-06-28 01:25:00	ES	Futures	4814.21	4814.21	4813.37	4814.21	333.0
2021-06-28 01:30:00	ES	Futures	4814.21	4815.62	4813.65	4814.77	824.0
2021-06-28 01:35:00	ES	Futures	4814.77	4814.77	4813.93	4814.21	445.0
2021-06-28 01:40:00	ES	Futures	4814.49	4815.34	4814.21	4814.49	413.0
2021-06-28 01:45:00	ES	Futures	4814.77	4815.06	4813.65	4814.21	357.0
2021-06-28 01:50:00	ES	Futures	4814.49	4814.77	4813.65	4814.77	545.0
2021-06-28 01:55:00	ES	Futures	4815.06	4817.03	4815.06	4817.03	1068.0
2021-06-28 02:00:00	ES	Futures	4817.03	4817.03	4815.06	4815.9	917.0
2021-06-28 02:05:00	ES	Futures	4815.62	4815.9	4813.93	4813.93	774.0
2021-06-28 02:10:00	ES	Futures	4813.93	4814.77	4813.37	4814.49	528.0
2021-06-28 02:15:00	ES	Futures	4814.49	4814.77	4814.21	4814.21	350.0
2021-06-28 02:20:00	ES	Futures	4814.21	4814.77	4813.65	4814.49	318.0
2021-06-28 02:25:00	ES	Futures	4814.21	4814.49	4813.65	4813.93	416.0
2021-06-28 02:30:00	ES	Futures	4813.93	4814.21	4812.52	4812.8	747.0
2021-06-28 02:35:00	ES	Futures	4812.8	4814.77	4812.8	4814.21	403.0
2021-06-28 02:40:00	ES	Futures	4814.49	4815.06	4814.21	4814.49	454.0
2021-06-28 02:45:00	ES	Futures	4814.49	4814.77	4813.37	4813.37	410.0
2021-06-28 02:50:00	ES	Futures	4813.37	4814.21	4813.08	4813.37	346.0
2021-06-28 02:55:00	ES	Futures	4813.37	4814.77	4813.08	4813.37	617.0
2021-06-28 03:00:00	ES	Futures	4813.65	4814.49	4811.68	4812.52	2649.0
2021-06-28 03:05:00	ES	Futures	4812.52	4816.75	4812.52	4816.18	2099.0
2021-06-28 03:10:00	ES	Futures	4816.18	4816.46	4815.34	4815.9	1189.0
2021-06-28 03:15:00	ES	Futures	4815.9	4817.87	4815.9	4816.46	1458.0
2021-06-28 03:20:00	ES	Futures	4816.46	4817.59	4816.46	4817.31	978.0
2021-06-28 03:25:00	ES	Futures	4817.31	4817.59	4816.18	4816.75	959.0
2021-06-28 03:30:00	ES	Futures	4816.75	4817.59	4816.18	4817.03	812.0
2021-06-28 03:35:00	ES	Futures	4817.03	4817.59	4815.9	4816.75	984.0
2021-06-28 03:40:00	ES	Futures	4816.46	4816.75	4815.06	4815.06	977.0
2021-06-28 03:45:00	ES	Futures	4815.06	4816.46	4814.49	4815.06	1301.0
2021-06-28 03:50:00	ES	Futures	4814.77	4815.62	4813.93	4814.21	2035.0
2021-06-28 03:55:00	ES	Futures	4814.21	4814.77	4813.65	4813.65	694.0
2021-06-28 04:00:00	ES	Futures	4813.93	4814.77	4812.8	4813.08	1409.0
2021-06-28 04:05:00	ES	Futures	4813.08	4813.65	4811.68	4812.24	1566.0

> showing 50 of 18,102 rows — these rows as CSV

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