PREVIEW / futures_5min / 2021-06-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-30.parquet
  size:    312 KB
  rows:    18,400

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
2021-06-30 00:00:00	ES	Futures	4828.85	4829.14	4828.29	4828.85	343.0
2021-06-30 00:05:00	ES	Futures	4828.85	4829.14	4828.57	4828.85	119.0
2021-06-30 00:10:00	ES	Futures	4828.85	4829.42	4828.85	4828.85	182.0
2021-06-30 00:15:00	ES	Futures	4828.85	4829.14	4828.57	4828.57	116.0
2021-06-30 00:20:00	ES	Futures	4828.85	4829.14	4828.57	4828.85	78.0
2021-06-30 00:25:00	ES	Futures	4828.57	4828.57	4827.73	4828.01	230.0
2021-06-30 00:30:00	ES	Futures	4828.01	4828.57	4828.01	4828.01	151.0
2021-06-30 00:35:00	ES	Futures	4828.01	4828.01	4827.73	4828.01	202.0
2021-06-30 00:40:00	ES	Futures	4828.01	4829.14	4828.01	4828.85	234.0
2021-06-30 00:45:00	ES	Futures	4828.85	4828.85	4828.29	4828.29	214.0
2021-06-30 00:50:00	ES	Futures	4828.29	4829.42	4828.29	4829.14	262.0
2021-06-30 00:55:00	ES	Futures	4829.42	4829.7	4828.85	4829.42	277.0
2021-06-30 01:00:00	ES	Futures	4829.42	4829.7	4828.57	4828.85	310.0
2021-06-30 01:05:00	ES	Futures	4828.85	4829.14	4828.29	4828.57	113.0
2021-06-30 01:10:00	ES	Futures	4828.57	4829.14	4828.29	4828.85	158.0
2021-06-30 01:15:00	ES	Futures	4828.85	4829.42	4828.57	4828.85	173.0
2021-06-30 01:20:00	ES	Futures	4828.85	4828.85	4828.01	4828.29	147.0
2021-06-30 01:25:00	ES	Futures	4828.29	4828.29	4827.73	4828.01	196.0
2021-06-30 01:30:00	ES	Futures	4828.29	4828.85	4828.01	4828.29	277.0
2021-06-30 01:35:00	ES	Futures	4828.57	4828.85	4828.29	4828.57	129.0
2021-06-30 01:40:00	ES	Futures	4828.57	4828.57	4828.01	4828.29	233.0
2021-06-30 01:45:00	ES	Futures	4828.01	4828.29	4827.73	4827.73	210.0
2021-06-30 01:50:00	ES	Futures	4827.73	4827.73	4825.76	4826.04	459.0
2021-06-30 01:55:00	ES	Futures	4826.04	4826.6	4825.19	4825.47	965.0
2021-06-30 02:00:00	ES	Futures	4825.47	4825.76	4824.07	4824.07	1290.0
2021-06-30 02:05:00	ES	Futures	4824.07	4825.47	4823.78	4824.63	1079.0
2021-06-30 02:10:00	ES	Futures	4824.35	4825.19	4823.5	4823.5	803.0
2021-06-30 02:15:00	ES	Futures	4823.5	4826.32	4823.5	4825.76	870.0
2021-06-30 02:20:00	ES	Futures	4826.04	4826.04	4824.91	4825.47	351.0
2021-06-30 02:25:00	ES	Futures	4825.19	4826.32	4824.63	4826.32	854.0
2021-06-30 02:30:00	ES	Futures	4826.04	4826.04	4824.63	4825.47	598.0
2021-06-30 02:35:00	ES	Futures	4825.76	4826.04	4824.91	4825.19	407.0
2021-06-30 02:40:00	ES	Futures	4825.19	4826.04	4825.19	4825.76	269.0
2021-06-30 02:45:00	ES	Futures	4825.76	4827.16	4825.76	4826.88	577.0
2021-06-30 02:50:00	ES	Futures	4826.88	4826.88	4826.04	4826.32	228.0
2021-06-30 02:55:00	ES	Futures	4826.6	4826.88	4824.35	4824.91	898.0
2021-06-30 03:00:00	ES	Futures	4824.91	4827.45	4824.35	4826.88	2551.0
2021-06-30 03:05:00	ES	Futures	4826.88	4828.01	4826.32	4826.88	1431.0
2021-06-30 03:10:00	ES	Futures	4826.6	4827.45	4826.04	4826.88	1265.0
2021-06-30 03:15:00	ES	Futures	4826.88	4826.88	4825.19	4826.04	1256.0
2021-06-30 03:20:00	ES	Futures	4826.32	4827.16	4825.19	4825.47	1337.0
2021-06-30 03:25:00	ES	Futures	4825.76	4828.57	4825.47	4827.16	1201.0
2021-06-30 03:30:00	ES	Futures	4826.88	4827.45	4826.32	4826.88	775.0
2021-06-30 03:35:00	ES	Futures	4826.88	4827.73	4826.04	4827.45	825.0
2021-06-30 03:40:00	ES	Futures	4827.45	4828.01	4827.16	4827.45	544.0
2021-06-30 03:45:00	ES	Futures	4827.16	4827.45	4826.6	4827.16	581.0
2021-06-30 03:50:00	ES	Futures	4827.16	4828.57	4827.16	4828.57	907.0
2021-06-30 03:55:00	ES	Futures	4828.29	4828.29	4827.16	4828.01	1006.0
2021-06-30 04:00:00	ES	Futures	4828.01	4828.29	4824.63	4825.19	1611.0
2021-06-30 04:05:00	ES	Futures	4824.91	4825.19	4822.66	4823.22	2043.0

> showing 50 of 18,400 rows — these rows as CSV

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