PREVIEW / futures_5min / 2021-07-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-01.parquet
  size:    311 KB
  rows:    18,644

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
2021-07-01 00:00:00	ES	Futures	4838.71	4839.27	4838.43	4838.99	295.0
2021-07-01 00:05:00	ES	Futures	4838.99	4839.55	4838.99	4839.55	255.0
2021-07-01 00:10:00	ES	Futures	4839.27	4839.84	4838.99	4839.27	177.0
2021-07-01 00:15:00	ES	Futures	4839.27	4839.55	4838.71	4838.99	171.0
2021-07-01 00:20:00	ES	Futures	4838.71	4838.99	4838.15	4838.71	202.0
2021-07-01 00:25:00	ES	Futures	4838.71	4838.99	4838.43	4838.99	166.0
2021-07-01 00:30:00	ES	Futures	4838.71	4838.99	4837.3	4838.15	510.0
2021-07-01 00:35:00	ES	Futures	4837.86	4838.15	4837.3	4837.86	446.0
2021-07-01 00:40:00	ES	Futures	4837.86	4838.43	4837.86	4838.15	128.0
2021-07-01 00:45:00	ES	Futures	4838.15	4838.43	4837.86	4838.43	186.0
2021-07-01 00:50:00	ES	Futures	4838.43	4838.71	4836.74	4837.58	449.0
2021-07-01 00:55:00	ES	Futures	4837.86	4838.15	4837.3	4837.86	272.0
2021-07-01 01:00:00	ES	Futures	4837.58	4838.43	4837.58	4838.43	202.0
2021-07-01 01:05:00	ES	Futures	4838.43	4838.71	4837.86	4837.86	179.0
2021-07-01 01:10:00	ES	Futures	4837.86	4838.43	4837.58	4837.86	176.0
2021-07-01 01:15:00	ES	Futures	4838.15	4838.43	4837.02	4837.58	357.0
2021-07-01 01:20:00	ES	Futures	4837.86	4837.86	4837.58	4837.86	250.0
2021-07-01 01:25:00	ES	Futures	4837.58	4838.15	4837.3	4837.58	245.0
2021-07-01 01:30:00	ES	Futures	4837.86	4838.43	4837.58	4838.43	324.0
2021-07-01 01:35:00	ES	Futures	4838.71	4838.99	4838.15	4838.71	382.0
2021-07-01 01:40:00	ES	Futures	4838.71	4838.99	4838.43	4838.71	159.0
2021-07-01 01:45:00	ES	Futures	4838.71	4839.27	4838.43	4839.27	214.0
2021-07-01 01:50:00	ES	Futures	4839.27	4839.55	4838.99	4839.27	233.0
2021-07-01 01:55:00	ES	Futures	4839.27	4839.27	4838.15	4838.71	293.0
2021-07-01 02:00:00	ES	Futures	4838.99	4839.84	4837.86	4838.43	755.0
2021-07-01 02:05:00	ES	Futures	4838.43	4838.71	4837.86	4838.15	723.0
2021-07-01 02:10:00	ES	Futures	4838.15	4839.84	4838.15	4839.27	549.0
2021-07-01 02:15:00	ES	Futures	4839.27	4839.55	4837.86	4838.71	489.0
2021-07-01 02:20:00	ES	Futures	4838.71	4839.27	4837.3	4837.86	798.0
2021-07-01 02:25:00	ES	Futures	4837.58	4838.15	4837.3	4838.15	743.0
2021-07-01 02:30:00	ES	Futures	4838.15	4839.27	4838.15	4838.15	547.0
2021-07-01 02:35:00	ES	Futures	4838.15	4838.43	4837.86	4837.86	313.0
2021-07-01 02:40:00	ES	Futures	4837.58	4838.43	4837.3	4838.43	542.0
2021-07-01 02:45:00	ES	Futures	4838.43	4838.43	4837.3	4837.86	535.0
2021-07-01 02:50:00	ES	Futures	4837.86	4838.15	4837.58	4838.15	277.0
2021-07-01 02:55:00	ES	Futures	4837.86	4839.27	4837.86	4838.43	600.0
2021-07-01 03:00:00	ES	Futures	4838.71	4840.12	4837.3	4840.12	3252.0
2021-07-01 03:05:00	ES	Futures	4839.84	4840.68	4838.71	4839.55	2313.0
2021-07-01 03:10:00	ES	Futures	4839.27	4841.24	4838.99	4840.4	2576.0
2021-07-01 03:15:00	ES	Futures	4840.4	4842.37	4839.84	4840.96	3111.0
2021-07-01 03:20:00	ES	Futures	4840.96	4844.62	4840.4	4843.5	3972.0
2021-07-01 03:25:00	ES	Futures	4843.21	4844.62	4842.65	4843.5	2391.0
2021-07-01 03:30:00	ES	Futures	4843.5	4844.9	4843.5	4844.34	3409.0
2021-07-01 03:35:00	ES	Futures	4844.34	4848.56	4844.34	4846.31	4853.0
2021-07-01 03:40:00	ES	Futures	4846.31	4847.72	4845.47	4845.75	1799.0
2021-07-01 03:45:00	ES	Futures	4845.75	4847.44	4845.75	4846.59	1473.0
2021-07-01 03:50:00	ES	Futures	4846.87	4847.44	4846.31	4846.87	1563.0
2021-07-01 03:55:00	ES	Futures	4846.87	4849.41	4846.31	4846.87	3696.0
2021-07-01 04:00:00	ES	Futures	4847.16	4849.13	4846.87	4848.56	2758.0
2021-07-01 04:05:00	ES	Futures	4848.56	4849.41	4848.28	4848.85	1814.0

> showing 50 of 18,644 rows — these rows as CSV

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