PREVIEW / futures_5min / 2021-07-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-13.parquet
  size:    307 KB
  rows:    18,343

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
2021-07-13 00:00:00	ES	Futures	4927.41	4927.41	4926.28	4926.28	338.0
2021-07-13 00:05:00	ES	Futures	4926.28	4927.13	4926.28	4926.84	187.0
2021-07-13 00:10:00	ES	Futures	4926.84	4927.13	4926.56	4926.56	270.0
2021-07-13 00:15:00	ES	Futures	4926.56	4927.41	4926.28	4927.13	212.0
2021-07-13 00:20:00	ES	Futures	4927.13	4927.41	4926.84	4927.13	308.0
2021-07-13 00:25:00	ES	Futures	4926.84	4927.41	4926.56	4926.84	169.0
2021-07-13 00:30:00	ES	Futures	4927.13	4927.13	4926.56	4927.13	275.0
2021-07-13 00:35:00	ES	Futures	4926.84	4927.13	4926.56	4926.84	146.0
2021-07-13 00:40:00	ES	Futures	4926.84	4926.84	4926.56	4926.84	188.0
2021-07-13 00:45:00	ES	Futures	4927.13	4927.13	4926.28	4926.28	243.0
2021-07-13 00:50:00	ES	Futures	4926.28	4926.84	4926.28	4926.56	93.0
2021-07-13 00:55:00	ES	Futures	4926.56	4926.84	4926.28	4926.28	185.0
2021-07-13 01:00:00	ES	Futures	4926.28	4926.84	4926.0	4926.0	290.0
2021-07-13 01:05:00	ES	Futures	4926.0	4926.28	4925.15	4925.44	556.0
2021-07-13 01:10:00	ES	Futures	4925.44	4925.72	4924.87	4925.44	376.0
2021-07-13 01:15:00	ES	Futures	4925.15	4926.0	4925.15	4925.72	243.0
2021-07-13 01:20:00	ES	Futures	4925.72	4926.28	4925.72	4925.72	247.0
2021-07-13 01:25:00	ES	Futures	4925.72	4926.0	4924.87	4925.15	484.0
2021-07-13 01:30:00	ES	Futures	4925.44	4926.56	4925.44	4926.28	413.0
2021-07-13 01:35:00	ES	Futures	4926.28	4926.56	4926.0	4926.0	161.0
2021-07-13 01:40:00	ES	Futures	4926.28	4926.56	4925.72	4926.28	210.0
2021-07-13 01:45:00	ES	Futures	4926.28	4926.28	4925.15	4925.15	321.0
2021-07-13 01:50:00	ES	Futures	4925.15	4925.44	4925.15	4925.15	385.0
2021-07-13 01:55:00	ES	Futures	4925.15	4925.15	4924.31	4924.59	604.0
2021-07-13 02:00:00	ES	Futures	4924.59	4925.72	4924.03	4924.59	772.0
2021-07-13 02:05:00	ES	Futures	4924.59	4924.87	4923.75	4924.03	620.0
2021-07-13 02:10:00	ES	Futures	4924.03	4924.31	4922.62	4923.18	1163.0
2021-07-13 02:15:00	ES	Futures	4923.18	4924.03	4922.62	4922.9	1033.0
2021-07-13 02:20:00	ES	Futures	4922.9	4924.03	4922.34	4923.75	475.0
2021-07-13 02:25:00	ES	Futures	4923.75	4924.03	4922.34	4922.62	562.0
2021-07-13 02:30:00	ES	Futures	4922.9	4923.47	4922.34	4922.9	417.0
2021-07-13 02:35:00	ES	Futures	4923.18	4923.75	4922.9	4922.9	368.0
2021-07-13 02:40:00	ES	Futures	4922.62	4924.31	4922.62	4924.03	439.0
2021-07-13 02:45:00	ES	Futures	4924.03	4924.03	4923.47	4924.03	423.0
2021-07-13 02:50:00	ES	Futures	4924.03	4924.59	4922.62	4922.9	603.0
2021-07-13 02:55:00	ES	Futures	4922.9	4923.47	4922.62	4923.47	425.0
2021-07-13 03:00:00	ES	Futures	4923.18	4924.59	4922.06	4922.34	3715.0
2021-07-13 03:05:00	ES	Futures	4922.34	4922.34	4919.8	4921.21	3526.0
2021-07-13 03:10:00	ES	Futures	4921.21	4921.78	4920.65	4921.21	1368.0
2021-07-13 03:15:00	ES	Futures	4921.21	4923.18	4921.21	4922.9	1592.0
2021-07-13 03:20:00	ES	Futures	4922.9	4922.9	4920.65	4922.62	1316.0
2021-07-13 03:25:00	ES	Futures	4922.62	4924.31	4922.06	4924.03	1284.0
2021-07-13 03:30:00	ES	Futures	4924.03	4924.03	4922.9	4923.47	1118.0
2021-07-13 03:35:00	ES	Futures	4923.18	4924.31	4923.18	4924.03	794.0
2021-07-13 03:40:00	ES	Futures	4924.03	4924.59	4923.47	4923.47	908.0
2021-07-13 03:45:00	ES	Futures	4923.47	4924.03	4922.62	4922.9	1088.0
2021-07-13 03:50:00	ES	Futures	4922.9	4924.03	4922.62	4923.47	1398.0
2021-07-13 03:55:00	ES	Futures	4923.47	4924.59	4922.9	4923.75	2311.0
2021-07-13 04:00:00	ES	Futures	4924.03	4924.59	4923.18	4923.47	1937.0
2021-07-13 04:05:00	ES	Futures	4923.47	4924.87	4922.06	4924.59	1764.0

> showing 50 of 18,343 rows — these rows as CSV

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