PREVIEW / futures_5min / 2021-07-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-12.parquet
  size:    302 KB
  rows:    18,009

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
2021-07-12 00:00:00	ES	Futures	4901.78	4902.63	4900.94	4902.06	526.0
2021-07-12 00:05:00	ES	Futures	4902.06	4902.35	4901.78	4902.06	220.0
2021-07-12 00:10:00	ES	Futures	4902.06	4902.35	4900.94	4900.94	367.0
2021-07-12 00:15:00	ES	Futures	4901.22	4901.78	4900.94	4901.78	188.0
2021-07-12 00:20:00	ES	Futures	4901.78	4902.06	4901.5	4901.78	280.0
2021-07-12 00:25:00	ES	Futures	4901.5	4902.35	4901.5	4902.06	339.0
2021-07-12 00:30:00	ES	Futures	4902.35	4903.19	4901.78	4901.78	364.0
2021-07-12 00:35:00	ES	Futures	4901.78	4902.91	4901.78	4902.63	278.0
2021-07-12 00:40:00	ES	Futures	4902.63	4903.47	4902.35	4902.63	370.0
2021-07-12 00:45:00	ES	Futures	4902.63	4903.19	4902.63	4902.91	231.0
2021-07-12 00:50:00	ES	Futures	4902.91	4903.47	4902.35	4903.47	300.0
2021-07-12 00:55:00	ES	Futures	4903.47	4904.04	4902.35	4903.75	394.0
2021-07-12 01:00:00	ES	Futures	4903.75	4904.04	4902.91	4902.91	323.0
2021-07-12 01:05:00	ES	Futures	4902.91	4903.19	4902.06	4902.35	359.0
2021-07-12 01:10:00	ES	Futures	4902.06	4903.19	4902.06	4902.63	450.0
2021-07-12 01:15:00	ES	Futures	4902.91	4902.91	4901.5	4902.06	403.0
2021-07-12 01:20:00	ES	Futures	4902.35	4902.91	4901.78	4901.78	280.0
2021-07-12 01:25:00	ES	Futures	4902.06	4902.06	4900.66	4900.94	510.0
2021-07-12 01:30:00	ES	Futures	4900.94	4901.22	4900.38	4900.94	417.0
2021-07-12 01:35:00	ES	Futures	4900.94	4901.78	4900.66	4901.5	415.0
2021-07-12 01:40:00	ES	Futures	4901.5	4901.78	4900.94	4900.94	267.0
2021-07-12 01:45:00	ES	Futures	4900.94	4901.78	4900.94	4901.5	262.0
2021-07-12 01:50:00	ES	Futures	4901.5	4902.63	4900.94	4902.06	569.0
2021-07-12 01:55:00	ES	Futures	4902.35	4902.63	4902.06	4902.06	487.0
2021-07-12 02:00:00	ES	Futures	4902.35	4904.32	4901.78	4903.47	1103.0
2021-07-12 02:05:00	ES	Futures	4903.75	4904.6	4902.91	4903.19	1132.0
2021-07-12 02:10:00	ES	Futures	4903.19	4903.47	4901.78	4902.06	540.0
2021-07-12 02:15:00	ES	Futures	4902.06	4902.63	4901.22	4902.63	624.0
2021-07-12 02:20:00	ES	Futures	4902.63	4904.6	4902.06	4904.04	778.0
2021-07-12 02:25:00	ES	Futures	4904.04	4905.16	4904.04	4905.16	585.0
2021-07-12 02:30:00	ES	Futures	4905.16	4907.13	4904.88	4906.57	1033.0
2021-07-12 02:35:00	ES	Futures	4906.57	4907.7	4906.29	4907.7	893.0
2021-07-12 02:40:00	ES	Futures	4907.7	4907.98	4905.73	4906.29	832.0
2021-07-12 02:45:00	ES	Futures	4906.57	4906.85	4905.73	4906.57	423.0
2021-07-12 02:50:00	ES	Futures	4906.57	4907.41	4906.29	4906.57	627.0
2021-07-12 02:55:00	ES	Futures	4906.57	4906.85	4905.73	4906.57	482.0
2021-07-12 03:00:00	ES	Futures	4906.29	4908.26	4901.78	4907.7	3379.0
2021-07-12 03:05:00	ES	Futures	4907.41	4907.7	4905.16	4906.29	2038.0
2021-07-12 03:10:00	ES	Futures	4906.29	4907.41	4905.44	4907.41	1897.0
2021-07-12 03:15:00	ES	Futures	4907.41	4908.26	4905.44	4905.73	1509.0
2021-07-12 03:20:00	ES	Futures	4905.73	4906.01	4902.63	4902.91	1729.0
2021-07-12 03:25:00	ES	Futures	4902.91	4904.04	4901.5	4902.35	1614.0
2021-07-12 03:30:00	ES	Futures	4902.35	4902.63	4901.22	4902.06	1298.0
2021-07-12 03:35:00	ES	Futures	4902.35	4902.91	4895.59	4896.15	4255.0
2021-07-12 03:40:00	ES	Futures	4895.87	4896.71	4894.46	4895.87	3215.0
2021-07-12 03:45:00	ES	Futures	4895.59	4895.87	4892.21	4895.03	3618.0
2021-07-12 03:50:00	ES	Futures	4895.03	4895.03	4890.24	4890.8	4313.0
2021-07-12 03:55:00	ES	Futures	4890.8	4893.62	4890.8	4892.77	1852.0
2021-07-12 04:00:00	ES	Futures	4892.77	4896.71	4891.93	4896.43	2696.0
2021-07-12 04:05:00	ES	Futures	4896.15	4901.5	4896.15	4901.22	2653.0

> showing 50 of 18,009 rows — these rows as CSV

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