PREVIEW / futures_5min / 2021-06-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-29.parquet
  size:    293 KB
  rows:    17,968

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
2021-06-29 00:00:00	ES	Futures	4813.65	4814.21	4813.08	4814.21	287.0
2021-06-29 00:05:00	ES	Futures	4814.21	4814.21	4813.65	4814.21	264.0
2021-06-29 00:10:00	ES	Futures	4814.21	4814.77	4814.21	4814.77	247.0
2021-06-29 00:15:00	ES	Futures	4814.77	4815.62	4814.49	4815.62	415.0
2021-06-29 00:20:00	ES	Futures	4815.62	4815.62	4814.77	4815.06	194.0
2021-06-29 00:25:00	ES	Futures	4815.06	4815.06	4813.65	4813.93	420.0
2021-06-29 00:30:00	ES	Futures	4813.93	4814.49	4813.37	4814.21	221.0
2021-06-29 00:35:00	ES	Futures	4813.93	4814.49	4813.65	4814.49	159.0
2021-06-29 00:40:00	ES	Futures	4814.49	4815.06	4814.21	4815.06	288.0
2021-06-29 00:45:00	ES	Futures	4815.06	4815.9	4814.77	4814.77	218.0
2021-06-29 00:50:00	ES	Futures	4815.06	4815.62	4815.06	4815.34	217.0
2021-06-29 00:55:00	ES	Futures	4815.34	4815.34	4814.49	4815.34	144.0
2021-06-29 01:00:00	ES	Futures	4815.34	4815.9	4815.06	4815.62	249.0
2021-06-29 01:05:00	ES	Futures	4815.62	4815.62	4814.77	4815.34	242.0
2021-06-29 01:10:00	ES	Futures	4815.34	4816.18	4815.34	4815.62	364.0
2021-06-29 01:15:00	ES	Futures	4815.9	4815.9	4815.06	4815.06	386.0
2021-06-29 01:20:00	ES	Futures	4815.06	4815.06	4813.37	4814.21	546.0
2021-06-29 01:25:00	ES	Futures	4814.21	4814.49	4813.93	4814.21	223.0
2021-06-29 01:30:00	ES	Futures	4814.21	4817.03	4814.21	4815.9	900.0
2021-06-29 01:35:00	ES	Futures	4816.18	4816.46	4815.34	4816.18	223.0
2021-06-29 01:40:00	ES	Futures	4816.18	4817.31	4815.9	4817.03	401.0
2021-06-29 01:45:00	ES	Futures	4817.03	4817.31	4816.18	4816.75	267.0
2021-06-29 01:50:00	ES	Futures	4816.75	4817.59	4816.46	4817.59	294.0
2021-06-29 01:55:00	ES	Futures	4817.59	4818.72	4817.59	4818.72	952.0
2021-06-29 02:00:00	ES	Futures	4818.72	4818.72	4816.75	4817.59	635.0
2021-06-29 02:05:00	ES	Futures	4817.59	4818.43	4817.31	4817.59	394.0
2021-06-29 02:10:00	ES	Futures	4817.59	4818.15	4817.31	4817.59	370.0
2021-06-29 02:15:00	ES	Futures	4817.59	4817.87	4817.03	4817.59	545.0
2021-06-29 02:20:00	ES	Futures	4817.59	4818.15	4817.03	4817.03	400.0
2021-06-29 02:25:00	ES	Futures	4817.31	4818.15	4817.31	4817.87	459.0
2021-06-29 02:30:00	ES	Futures	4817.87	4818.72	4817.03	4817.31	667.0
2021-06-29 02:35:00	ES	Futures	4817.31	4817.87	4817.03	4817.59	306.0
2021-06-29 02:40:00	ES	Futures	4817.59	4817.59	4816.75	4817.03	307.0
2021-06-29 02:45:00	ES	Futures	4817.03	4818.43	4816.75	4817.03	482.0
2021-06-29 02:50:00	ES	Futures	4817.03	4817.31	4816.46	4817.03	339.0
2021-06-29 02:55:00	ES	Futures	4816.75	4817.03	4815.06	4815.34	886.0
2021-06-29 03:00:00	ES	Futures	4815.34	4820.12	4815.06	4819.84	2557.0
2021-06-29 03:05:00	ES	Futures	4820.12	4823.22	4820.12	4821.53	3529.0
2021-06-29 03:10:00	ES	Futures	4821.53	4822.66	4820.12	4822.1	2042.0
2021-06-29 03:15:00	ES	Futures	4822.38	4823.22	4820.97	4821.25	1316.0
2021-06-29 03:20:00	ES	Futures	4821.25	4823.22	4821.25	4822.1	1084.0
2021-06-29 03:25:00	ES	Futures	4822.1	4822.38	4820.41	4820.69	866.0
2021-06-29 03:30:00	ES	Futures	4820.69	4822.1	4819.84	4820.41	932.0
2021-06-29 03:35:00	ES	Futures	4820.12	4821.25	4819.56	4820.69	857.0
2021-06-29 03:40:00	ES	Futures	4820.69	4821.25	4819.56	4820.41	778.0
2021-06-29 03:45:00	ES	Futures	4820.69	4821.53	4820.12	4820.69	697.0
2021-06-29 03:50:00	ES	Futures	4820.41	4820.41	4819.84	4820.41	689.0
2021-06-29 03:55:00	ES	Futures	4820.41	4821.25	4820.41	4820.69	576.0
2021-06-29 04:00:00	ES	Futures	4820.69	4821.53	4819.0	4819.28	1124.0
2021-06-29 04:05:00	ES	Futures	4819.56	4821.81	4819.56	4820.97	1146.0

> showing 50 of 17,968 rows — these rows as CSV

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