PREVIEW / futures_5min / 2021-07-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-02.parquet
  size:    269 KB
  rows:    14,972

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
2021-07-02 00:00:00	ES	Futures	4857.29	4858.14	4857.01	4857.86	303.0
2021-07-02 00:05:00	ES	Futures	4858.14	4858.14	4857.29	4857.57	145.0
2021-07-02 00:10:00	ES	Futures	4857.29	4858.7	4857.29	4858.42	344.0
2021-07-02 00:15:00	ES	Futures	4858.42	4858.42	4857.86	4858.14	187.0
2021-07-02 00:20:00	ES	Futures	4858.42	4858.7	4858.14	4858.42	111.0
2021-07-02 00:25:00	ES	Futures	4858.42	4858.7	4857.86	4858.14	231.0
2021-07-02 00:30:00	ES	Futures	4858.14	4858.14	4857.29	4857.57	243.0
2021-07-02 00:35:00	ES	Futures	4857.29	4858.14	4857.29	4858.14	160.0
2021-07-02 00:40:00	ES	Futures	4858.14	4858.42	4857.86	4858.14	167.0
2021-07-02 00:45:00	ES	Futures	4857.86	4858.14	4857.86	4857.86	93.0
2021-07-02 00:50:00	ES	Futures	4858.14	4858.14	4857.57	4857.86	92.0
2021-07-02 00:55:00	ES	Futures	4857.86	4858.14	4857.29	4857.86	239.0
2021-07-02 01:00:00	ES	Futures	4857.86	4858.14	4857.57	4857.86	307.0
2021-07-02 01:05:00	ES	Futures	4858.14	4858.14	4857.01	4857.29	343.0
2021-07-02 01:10:00	ES	Futures	4857.29	4857.29	4856.45	4856.45	268.0
2021-07-02 01:15:00	ES	Futures	4856.73	4857.01	4855.89	4855.89	326.0
2021-07-02 01:20:00	ES	Futures	4855.89	4856.17	4855.6	4856.17	406.0
2021-07-02 01:25:00	ES	Futures	4856.17	4857.29	4855.89	4857.01	435.0
2021-07-02 01:30:00	ES	Futures	4857.29	4857.29	4857.01	4857.01	345.0
2021-07-02 01:35:00	ES	Futures	4857.29	4857.29	4856.73	4856.73	266.0
2021-07-02 01:40:00	ES	Futures	4857.01	4857.29	4856.73	4857.01	413.0
2021-07-02 01:45:00	ES	Futures	4857.01	4857.29	4856.45	4856.45	196.0
2021-07-02 01:50:00	ES	Futures	4856.45	4857.01	4855.89	4856.17	374.0
2021-07-02 01:55:00	ES	Futures	4856.17	4856.45	4854.76	4855.32	767.0
2021-07-02 02:00:00	ES	Futures	4855.6	4855.89	4854.2	4855.32	1570.0
2021-07-02 02:05:00	ES	Futures	4855.32	4855.6	4854.48	4854.48	650.0
2021-07-02 02:10:00	ES	Futures	4854.76	4855.04	4853.91	4854.48	696.0
2021-07-02 02:15:00	ES	Futures	4854.48	4855.04	4853.91	4853.91	562.0
2021-07-02 02:20:00	ES	Futures	4854.2	4854.76	4853.35	4854.48	1091.0
2021-07-02 02:25:00	ES	Futures	4854.76	4854.76	4853.63	4854.2	422.0
2021-07-02 02:30:00	ES	Futures	4854.48	4855.04	4853.91	4855.04	560.0
2021-07-02 02:35:00	ES	Futures	4855.04	4855.32	4853.91	4853.91	497.0
2021-07-02 02:40:00	ES	Futures	4853.91	4854.76	4853.91	4854.76	293.0
2021-07-02 02:45:00	ES	Futures	4854.76	4855.04	4853.91	4853.91	462.0
2021-07-02 02:50:00	ES	Futures	4853.91	4855.32	4853.91	4855.04	709.0
2021-07-02 02:55:00	ES	Futures	4855.04	4856.17	4854.48	4855.6	851.0
2021-07-02 03:00:00	ES	Futures	4855.89	4858.14	4854.48	4855.04	3891.0
2021-07-02 03:05:00	ES	Futures	4855.32	4855.89	4853.91	4855.32	2316.0
2021-07-02 03:10:00	ES	Futures	4855.32	4857.86	4854.76	4857.01	2404.0
2021-07-02 03:15:00	ES	Futures	4857.01	4858.42	4856.45	4858.14	1702.0
2021-07-02 03:20:00	ES	Futures	4858.14	4859.83	4857.57	4859.26	2140.0
2021-07-02 03:25:00	ES	Futures	4859.26	4863.49	4858.98	4863.21	3634.0
2021-07-02 03:30:00	ES	Futures	4863.49	4863.77	4861.24	4862.08	3086.0
2021-07-02 03:35:00	ES	Futures	4862.08	4863.49	4861.52	4862.36	1599.0
2021-07-02 03:40:00	ES	Futures	4862.36	4862.92	4861.8	4862.08	1402.0
2021-07-02 03:45:00	ES	Futures	4862.36	4862.36	4858.98	4859.55	2319.0
2021-07-02 03:50:00	ES	Futures	4859.55	4861.52	4859.55	4861.24	1383.0
2021-07-02 03:55:00	ES	Futures	4860.95	4861.8	4860.67	4861.24	1575.0
2021-07-02 04:00:00	ES	Futures	4860.95	4862.36	4860.39	4861.52	1824.0
2021-07-02 04:05:00	ES	Futures	4861.52	4861.8	4859.83	4860.39	1438.0

> showing 50 of 14,972 rows — these rows as CSV

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