PREVIEW / futures_5min / 2021-07-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-14.parquet
  size:    322 KB
  rows:    18,695

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
2021-07-14 00:00:00	ES	Futures	4908.82	4909.1	4907.41	4908.26	434.0
2021-07-14 00:05:00	ES	Futures	4908.54	4908.82	4907.41	4907.98	232.0
2021-07-14 00:10:00	ES	Futures	4907.98	4907.98	4905.44	4905.73	733.0
2021-07-14 00:15:00	ES	Futures	4905.44	4906.57	4902.91	4903.47	1566.0
2021-07-14 00:20:00	ES	Futures	4903.75	4905.44	4903.47	4904.6	564.0
2021-07-14 00:25:00	ES	Futures	4904.6	4905.16	4903.75	4904.88	547.0
2021-07-14 00:30:00	ES	Futures	4904.88	4904.88	4903.47	4904.04	360.0
2021-07-14 00:35:00	ES	Futures	4904.04	4904.88	4903.47	4904.32	469.0
2021-07-14 00:40:00	ES	Futures	4904.32	4905.16	4903.75	4903.75	325.0
2021-07-14 00:45:00	ES	Futures	4904.04	4904.6	4903.75	4904.04	288.0
2021-07-14 00:50:00	ES	Futures	4904.32	4904.6	4902.91	4903.19	471.0
2021-07-14 00:55:00	ES	Futures	4902.91	4903.75	4902.63	4902.63	396.0
2021-07-14 01:00:00	ES	Futures	4902.63	4904.32	4902.35	4904.32	688.0
2021-07-14 01:05:00	ES	Futures	4904.32	4904.6	4902.63	4903.75	536.0
2021-07-14 01:10:00	ES	Futures	4903.47	4905.16	4903.19	4905.16	490.0
2021-07-14 01:15:00	ES	Futures	4905.16	4905.16	4902.91	4904.32	573.0
2021-07-14 01:20:00	ES	Futures	4904.04	4904.32	4903.19	4904.04	522.0
2021-07-14 01:25:00	ES	Futures	4904.04	4905.16	4903.47	4904.6	436.0
2021-07-14 01:30:00	ES	Futures	4904.6	4906.01	4904.6	4905.16	556.0
2021-07-14 01:35:00	ES	Futures	4905.16	4906.57	4905.16	4906.01	557.0
2021-07-14 01:40:00	ES	Futures	4906.01	4906.01	4905.44	4905.44	347.0
2021-07-14 01:45:00	ES	Futures	4905.44	4906.57	4905.16	4906.01	477.0
2021-07-14 01:50:00	ES	Futures	4906.01	4906.29	4904.32	4904.32	407.0
2021-07-14 01:55:00	ES	Futures	4904.32	4904.6	4902.35	4902.35	547.0
2021-07-14 02:00:00	ES	Futures	4902.63	4904.32	4901.22	4903.19	1351.0
2021-07-14 02:05:00	ES	Futures	4902.91	4903.19	4899.53	4899.81	2327.0
2021-07-14 02:10:00	ES	Futures	4899.81	4900.94	4899.53	4900.94	1283.0
2021-07-14 02:15:00	ES	Futures	4900.66	4903.47	4900.38	4903.47	1478.0
2021-07-14 02:20:00	ES	Futures	4903.47	4904.88	4902.06	4904.88	1189.0
2021-07-14 02:25:00	ES	Futures	4904.88	4906.85	4904.32	4906.01	1052.0
2021-07-14 02:30:00	ES	Futures	4906.01	4907.7	4905.73	4907.41	895.0
2021-07-14 02:35:00	ES	Futures	4907.41	4908.26	4906.57	4907.13	1000.0
2021-07-14 02:40:00	ES	Futures	4907.13	4907.13	4904.88	4905.16	771.0
2021-07-14 02:45:00	ES	Futures	4905.16	4905.73	4904.32	4904.32	827.0
2021-07-14 02:50:00	ES	Futures	4904.6	4905.44	4902.91	4902.91	1244.0
2021-07-14 02:55:00	ES	Futures	4902.91	4902.91	4899.53	4900.94	1934.0
2021-07-14 03:00:00	ES	Futures	4900.94	4905.44	4899.53	4904.6	5042.0
2021-07-14 03:05:00	ES	Futures	4904.6	4906.57	4903.47	4905.44	1890.0
2021-07-14 03:10:00	ES	Futures	4905.16	4905.73	4903.19	4904.32	1345.0
2021-07-14 03:15:00	ES	Futures	4904.04	4906.29	4903.75	4905.73	1565.0
2021-07-14 03:20:00	ES	Futures	4905.73	4905.73	4903.75	4904.6	1584.0
2021-07-14 03:25:00	ES	Futures	4904.6	4906.85	4903.47	4906.01	1802.0
2021-07-14 03:30:00	ES	Futures	4905.73	4908.82	4905.44	4908.26	2147.0
2021-07-14 03:35:00	ES	Futures	4908.26	4912.2	4907.98	4912.2	2591.0
2021-07-14 03:40:00	ES	Futures	4912.2	4914.17	4911.64	4912.76	2326.0
2021-07-14 03:45:00	ES	Futures	4912.76	4913.05	4908.82	4910.51	1958.0
2021-07-14 03:50:00	ES	Futures	4910.23	4910.51	4907.41	4907.98	1478.0
2021-07-14 03:55:00	ES	Futures	4907.7	4908.82	4905.44	4906.57	2109.0
2021-07-14 04:00:00	ES	Futures	4906.57	4907.98	4906.01	4907.7	1748.0
2021-07-14 04:05:00	ES	Futures	4907.41	4907.41	4902.91	4903.75	2308.0

> showing 50 of 18,695 rows — these rows as CSV

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