PREVIEW / futures_5min / 2021-07-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-11.parquet
  size:    69 KB
  rows:    3,471

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
2021-07-11 18:00:00	ES	Futures	4913.05	4916.71	4911.64	4915.02	2351.0
2021-07-11 18:05:00	ES	Futures	4915.02	4915.3	4913.05	4914.17	531.0
2021-07-11 18:10:00	ES	Futures	4913.89	4914.45	4913.05	4913.89	246.0
2021-07-11 18:15:00	ES	Futures	4913.61	4915.3	4913.61	4915.02	350.0
2021-07-11 18:20:00	ES	Futures	4915.3	4915.86	4914.74	4914.74	349.0
2021-07-11 18:25:00	ES	Futures	4914.74	4915.3	4914.74	4914.74	131.0
2021-07-11 18:30:00	ES	Futures	4914.74	4914.74	4913.33	4913.89	300.0
2021-07-11 18:35:00	ES	Futures	4914.17	4914.74	4913.61	4914.45	306.0
2021-07-11 18:40:00	ES	Futures	4914.45	4914.74	4913.61	4913.61	353.0
2021-07-11 18:45:00	ES	Futures	4913.89	4914.45	4913.33	4913.33	179.0
2021-07-11 18:50:00	ES	Futures	4913.33	4914.45	4913.33	4913.89	235.0
2021-07-11 18:55:00	ES	Futures	4913.89	4914.45	4913.33	4913.33	230.0
2021-07-11 19:00:00	ES	Futures	4913.61	4913.61	4911.08	4911.36	573.0
2021-07-11 19:05:00	ES	Futures	4911.36	4911.92	4911.08	4911.36	334.0
2021-07-11 19:10:00	ES	Futures	4911.36	4911.92	4910.79	4911.92	340.0
2021-07-11 19:15:00	ES	Futures	4911.92	4911.92	4910.51	4911.36	240.0
2021-07-11 19:20:00	ES	Futures	4911.36	4911.36	4910.79	4911.08	168.0
2021-07-11 19:25:00	ES	Futures	4911.08	4912.76	4911.08	4912.76	334.0
2021-07-11 19:30:00	ES	Futures	4912.48	4914.17	4912.48	4913.61	528.0
2021-07-11 19:35:00	ES	Futures	4913.89	4914.17	4913.33	4913.89	198.0
2021-07-11 19:40:00	ES	Futures	4913.61	4915.02	4913.61	4915.02	452.0
2021-07-11 19:45:00	ES	Futures	4915.02	4916.43	4914.17	4916.43	671.0
2021-07-11 19:50:00	ES	Futures	4916.14	4916.14	4914.17	4914.45	655.0
2021-07-11 19:55:00	ES	Futures	4914.17	4915.86	4914.17	4914.45	415.0
2021-07-11 20:00:00	ES	Futures	4914.17	4915.02	4912.2	4912.48	1279.0
2021-07-11 20:05:00	ES	Futures	4912.2	4913.61	4909.95	4910.79	1185.0
2021-07-11 20:10:00	ES	Futures	4910.79	4912.2	4909.95	4911.64	844.0
2021-07-11 20:15:00	ES	Futures	4911.64	4911.64	4908.82	4911.08	1066.0
2021-07-11 20:20:00	ES	Futures	4911.08	4911.36	4909.39	4909.67	586.0
2021-07-11 20:25:00	ES	Futures	4909.67	4910.51	4909.67	4910.23	430.0
2021-07-11 20:30:00	ES	Futures	4909.95	4911.36	4909.95	4909.95	524.0
2021-07-11 20:35:00	ES	Futures	4910.23	4911.92	4909.95	4910.23	610.0
2021-07-11 20:40:00	ES	Futures	4909.95	4910.23	4907.98	4908.82	1322.0
2021-07-11 20:45:00	ES	Futures	4908.82	4909.95	4908.82	4909.67	392.0
2021-07-11 20:50:00	ES	Futures	4909.67	4910.51	4909.39	4909.95	422.0
2021-07-11 20:55:00	ES	Futures	4909.95	4911.36	4909.67	4910.79	450.0
2021-07-11 21:00:00	ES	Futures	4911.08	4911.64	4909.1	4909.95	883.0
2021-07-11 21:05:00	ES	Futures	4910.23	4910.51	4909.39	4909.95	553.0
2021-07-11 21:10:00	ES	Futures	4909.95	4910.79	4908.54	4909.1	940.0
2021-07-11 21:15:00	ES	Futures	4909.1	4909.39	4906.57	4907.7	1229.0
2021-07-11 21:20:00	ES	Futures	4907.41	4908.54	4907.41	4907.7	704.0
2021-07-11 21:25:00	ES	Futures	4907.7	4907.98	4906.57	4907.7	696.0
2021-07-11 21:30:00	ES	Futures	4907.7	4907.98	4905.16	4905.73	1291.0
2021-07-11 21:35:00	ES	Futures	4905.44	4906.85	4905.44	4906.85	660.0
2021-07-11 21:40:00	ES	Futures	4906.85	4906.85	4905.16	4905.16	772.0
2021-07-11 21:45:00	ES	Futures	4905.16	4905.73	4904.32	4904.6	980.0
2021-07-11 21:50:00	ES	Futures	4904.32	4905.73	4904.32	4905.73	687.0
2021-07-11 21:55:00	ES	Futures	4905.73	4906.29	4904.6	4904.88	634.0
2021-07-11 22:00:00	ES	Futures	4904.88	4906.01	4904.6	4905.44	400.0
2021-07-11 22:05:00	ES	Futures	4905.44	4906.29	4904.6	4905.73	630.0

> showing 50 of 3,471 rows — these rows as CSV

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