PREVIEW / futures_5min / 2021-07-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-15.parquet
  size:    319 KB
  rows:    18,789

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
2021-07-15 00:00:00	ES	Futures	4916.14	4916.71	4915.86	4916.14	232.0
2021-07-15 00:05:00	ES	Futures	4915.86	4916.71	4915.3	4916.43	352.0
2021-07-15 00:10:00	ES	Futures	4916.14	4916.71	4915.58	4915.58	135.0
2021-07-15 00:15:00	ES	Futures	4915.58	4916.71	4915.58	4916.43	278.0
2021-07-15 00:20:00	ES	Futures	4916.71	4916.99	4915.86	4916.71	266.0
2021-07-15 00:25:00	ES	Futures	4916.43	4916.71	4916.14	4916.71	135.0
2021-07-15 00:30:00	ES	Futures	4916.71	4916.71	4916.14	4916.14	196.0
2021-07-15 00:35:00	ES	Futures	4916.14	4916.71	4915.86	4915.86	269.0
2021-07-15 00:40:00	ES	Futures	4915.86	4915.86	4915.3	4915.86	254.0
2021-07-15 00:45:00	ES	Futures	4915.58	4915.86	4915.3	4915.86	167.0
2021-07-15 00:50:00	ES	Futures	4915.86	4916.14	4914.45	4914.45	584.0
2021-07-15 00:55:00	ES	Futures	4914.17	4914.45	4913.61	4914.17	300.0
2021-07-15 01:00:00	ES	Futures	4914.17	4915.58	4913.89	4915.3	468.0
2021-07-15 01:05:00	ES	Futures	4915.58	4916.14	4915.58	4915.86	251.0
2021-07-15 01:10:00	ES	Futures	4915.86	4916.14	4915.3	4915.58	247.0
2021-07-15 01:15:00	ES	Futures	4915.58	4915.86	4914.45	4914.45	245.0
2021-07-15 01:20:00	ES	Futures	4914.45	4915.86	4914.45	4915.58	201.0
2021-07-15 01:25:00	ES	Futures	4915.58	4916.99	4915.3	4916.43	411.0
2021-07-15 01:30:00	ES	Futures	4916.43	4916.71	4915.58	4915.58	470.0
2021-07-15 01:35:00	ES	Futures	4915.3	4916.71	4915.3	4916.14	615.0
2021-07-15 01:40:00	ES	Futures	4916.14	4916.14	4915.02	4915.58	244.0
2021-07-15 01:45:00	ES	Futures	4915.58	4916.43	4915.02	4915.86	473.0
2021-07-15 01:50:00	ES	Futures	4915.86	4916.43	4915.58	4916.14	283.0
2021-07-15 01:55:00	ES	Futures	4916.14	4916.14	4915.02	4915.86	422.0
2021-07-15 02:00:00	ES	Futures	4916.14	4918.12	4916.14	4917.27	865.0
2021-07-15 02:05:00	ES	Futures	4917.27	4917.55	4916.43	4916.71	403.0
2021-07-15 02:10:00	ES	Futures	4916.71	4916.99	4915.86	4916.14	604.0
2021-07-15 02:15:00	ES	Futures	4916.14	4916.71	4915.58	4915.58	347.0
2021-07-15 02:20:00	ES	Futures	4915.86	4915.86	4915.58	4915.58	300.0
2021-07-15 02:25:00	ES	Futures	4915.58	4916.71	4915.3	4916.14	550.0
2021-07-15 02:30:00	ES	Futures	4916.14	4916.71	4915.58	4916.14	690.0
2021-07-15 02:35:00	ES	Futures	4915.86	4915.86	4914.74	4915.3	568.0
2021-07-15 02:40:00	ES	Futures	4915.3	4915.86	4914.74	4915.02	480.0
2021-07-15 02:45:00	ES	Futures	4915.02	4915.58	4914.17	4914.74	546.0
2021-07-15 02:50:00	ES	Futures	4914.45	4914.74	4913.33	4914.17	502.0
2021-07-15 02:55:00	ES	Futures	4913.89	4915.3	4913.61	4915.3	500.0
2021-07-15 03:00:00	ES	Futures	4915.3	4915.86	4911.64	4914.74	2682.0
2021-07-15 03:05:00	ES	Futures	4914.74	4915.3	4911.92	4913.61	2118.0
2021-07-15 03:10:00	ES	Futures	4913.33	4916.99	4913.05	4916.14	2274.0
2021-07-15 03:15:00	ES	Futures	4916.43	4916.43	4914.17	4915.02	1494.0
2021-07-15 03:20:00	ES	Futures	4914.74	4915.3	4907.41	4907.98	3407.0
2021-07-15 03:25:00	ES	Futures	4907.98	4909.39	4906.29	4907.98	2885.0
2021-07-15 03:30:00	ES	Futures	4907.7	4907.98	4903.75	4907.7	3530.0
2021-07-15 03:35:00	ES	Futures	4907.41	4912.48	4907.13	4911.92	2378.0
2021-07-15 03:40:00	ES	Futures	4911.92	4913.33	4910.51	4913.05	2480.0
2021-07-15 03:45:00	ES	Futures	4913.05	4913.33	4911.36	4913.05	1414.0
2021-07-15 03:50:00	ES	Futures	4913.05	4914.45	4911.08	4912.2	1462.0
2021-07-15 03:55:00	ES	Futures	4912.2	4912.48	4909.95	4911.36	1389.0
2021-07-15 04:00:00	ES	Futures	4911.36	4914.45	4908.26	4914.45	3108.0
2021-07-15 04:05:00	ES	Futures	4914.45	4916.14	4912.76	4914.45	2267.0

> showing 50 of 18,789 rows — these rows as CSV

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