PREVIEW / futures_5min / 2021-07-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-09.parquet
  size:    280 KB
  rows:    15,169

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
2021-07-09 00:00:00	ES	Futures	4845.47	4847.44	4845.47	4847.16	505.0
2021-07-09 00:05:00	ES	Futures	4847.16	4847.72	4846.87	4847.16	283.0
2021-07-09 00:10:00	ES	Futures	4847.16	4848.56	4846.87	4847.72	526.0
2021-07-09 00:15:00	ES	Futures	4847.72	4848.28	4844.62	4844.9	586.0
2021-07-09 00:20:00	ES	Futures	4844.9	4845.75	4844.34	4845.75	516.0
2021-07-09 00:25:00	ES	Futures	4845.75	4846.31	4844.62	4845.47	392.0
2021-07-09 00:30:00	ES	Futures	4845.47	4846.59	4844.9	4846.03	455.0
2021-07-09 00:35:00	ES	Futures	4846.31	4846.59	4844.34	4845.47	540.0
2021-07-09 00:40:00	ES	Futures	4845.47	4845.47	4844.62	4844.9	320.0
2021-07-09 00:45:00	ES	Futures	4844.9	4845.19	4843.78	4844.34	417.0
2021-07-09 00:50:00	ES	Futures	4844.34	4849.97	4844.34	4848.85	1214.0
2021-07-09 00:55:00	ES	Futures	4848.85	4850.82	4848.56	4849.69	1068.0
2021-07-09 01:00:00	ES	Futures	4849.41	4851.66	4849.13	4851.66	1203.0
2021-07-09 01:05:00	ES	Futures	4851.94	4854.76	4851.94	4853.63	1676.0
2021-07-09 01:10:00	ES	Futures	4853.91	4856.73	4853.63	4853.63	1605.0
2021-07-09 01:15:00	ES	Futures	4853.91	4855.04	4852.79	4854.2	937.0
2021-07-09 01:20:00	ES	Futures	4854.48	4855.6	4853.07	4853.35	686.0
2021-07-09 01:25:00	ES	Futures	4853.35	4853.91	4851.94	4851.94	769.0
2021-07-09 01:30:00	ES	Futures	4851.94	4853.63	4851.1	4852.79	943.0
2021-07-09 01:35:00	ES	Futures	4852.51	4852.79	4851.1	4851.94	688.0
2021-07-09 01:40:00	ES	Futures	4851.94	4853.91	4851.66	4853.91	749.0
2021-07-09 01:45:00	ES	Futures	4853.91	4855.04	4852.22	4854.48	1090.0
2021-07-09 01:50:00	ES	Futures	4854.2	4854.48	4851.94	4853.35	928.0
2021-07-09 01:55:00	ES	Futures	4853.35	4855.89	4852.22	4854.48	1717.0
2021-07-09 02:00:00	ES	Futures	4854.48	4855.89	4852.51	4855.32	1789.0
2021-07-09 02:05:00	ES	Futures	4855.32	4858.98	4855.32	4855.89	2909.0
2021-07-09 02:10:00	ES	Futures	4856.17	4858.42	4856.17	4858.42	1550.0
2021-07-09 02:15:00	ES	Futures	4858.42	4860.11	4857.86	4859.55	1625.0
2021-07-09 02:20:00	ES	Futures	4859.55	4861.8	4859.55	4860.11	1625.0
2021-07-09 02:25:00	ES	Futures	4860.11	4861.8	4858.98	4860.39	1510.0
2021-07-09 02:30:00	ES	Futures	4860.39	4861.8	4859.83	4861.8	1039.0
2021-07-09 02:35:00	ES	Futures	4861.8	4864.33	4861.24	4863.49	1708.0
2021-07-09 02:40:00	ES	Futures	4863.21	4864.05	4861.8	4862.36	830.0
2021-07-09 02:45:00	ES	Futures	4862.08	4862.64	4860.39	4860.67	789.0
2021-07-09 02:50:00	ES	Futures	4860.67	4861.52	4858.98	4859.83	787.0
2021-07-09 02:55:00	ES	Futures	4859.83	4860.95	4858.42	4858.7	605.0
2021-07-09 03:00:00	ES	Futures	4858.7	4864.61	4858.14	4863.77	3634.0
2021-07-09 03:05:00	ES	Futures	4863.77	4868.56	4863.49	4868.27	4678.0
2021-07-09 03:10:00	ES	Futures	4868.27	4869.68	4865.74	4867.71	2955.0
2021-07-09 03:15:00	ES	Futures	4867.99	4870.81	4867.71	4867.71	2489.0
2021-07-09 03:20:00	ES	Futures	4867.43	4870.53	4866.87	4867.99	2911.0
2021-07-09 03:25:00	ES	Futures	4867.99	4869.12	4861.8	4862.08	3304.0
2021-07-09 03:30:00	ES	Futures	4861.8	4864.05	4861.24	4862.36	3183.0
2021-07-09 03:35:00	ES	Futures	4862.36	4867.15	4862.36	4866.59	2753.0
2021-07-09 03:40:00	ES	Futures	4866.59	4867.71	4865.74	4866.3	1570.0
2021-07-09 03:45:00	ES	Futures	4866.59	4868.56	4865.74	4867.15	1553.0
2021-07-09 03:50:00	ES	Futures	4867.15	4868.27	4865.46	4866.02	1692.0
2021-07-09 03:55:00	ES	Futures	4865.74	4867.43	4862.92	4864.61	1654.0
2021-07-09 04:00:00	ES	Futures	4864.61	4868.27	4864.61	4867.43	1847.0
2021-07-09 04:05:00	ES	Futures	4867.71	4870.53	4867.71	4869.12	2563.0

> showing 50 of 15,169 rows — these rows as CSV

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