PREVIEW / futures_5min / 2021-07-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-16.parquet
  size:    278 KB
  rows:    15,152

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
2021-07-16 00:00:00	ES	Futures	4900.38	4901.22	4900.09	4900.94	289.0
2021-07-16 00:05:00	ES	Futures	4900.94	4901.22	4899.25	4899.53	356.0
2021-07-16 00:10:00	ES	Futures	4899.81	4900.09	4899.53	4899.81	193.0
2021-07-16 00:15:00	ES	Futures	4900.09	4900.38	4899.53	4899.81	194.0
2021-07-16 00:20:00	ES	Futures	4899.81	4900.09	4899.25	4899.81	164.0
2021-07-16 00:25:00	ES	Futures	4899.81	4899.81	4899.25	4899.81	166.0
2021-07-16 00:30:00	ES	Futures	4899.81	4900.66	4899.81	4900.66	230.0
2021-07-16 00:35:00	ES	Futures	4900.66	4901.22	4900.38	4900.94	199.0
2021-07-16 00:40:00	ES	Futures	4900.94	4900.94	4900.38	4900.94	135.0
2021-07-16 00:45:00	ES	Futures	4900.66	4902.06	4900.66	4901.5	469.0
2021-07-16 00:50:00	ES	Futures	4901.5	4901.5	4900.38	4900.94	202.0
2021-07-16 00:55:00	ES	Futures	4900.94	4901.78	4900.94	4901.5	113.0
2021-07-16 01:00:00	ES	Futures	4901.78	4903.47	4901.5	4902.63	822.0
2021-07-16 01:05:00	ES	Futures	4902.63	4903.19	4902.06	4902.06	297.0
2021-07-16 01:10:00	ES	Futures	4902.35	4902.63	4901.78	4902.06	317.0
2021-07-16 01:15:00	ES	Futures	4902.35	4902.91	4902.06	4902.91	195.0
2021-07-16 01:20:00	ES	Futures	4902.91	4903.19	4901.78	4902.35	223.0
2021-07-16 01:25:00	ES	Futures	4902.35	4902.91	4902.06	4902.63	371.0
2021-07-16 01:30:00	ES	Futures	4902.63	4903.47	4902.63	4903.19	541.0
2021-07-16 01:35:00	ES	Futures	4903.19	4903.47	4902.06	4902.63	484.0
2021-07-16 01:40:00	ES	Futures	4902.91	4902.91	4902.06	4902.06	289.0
2021-07-16 01:45:00	ES	Futures	4902.35	4902.35	4900.09	4900.38	523.0
2021-07-16 01:50:00	ES	Futures	4900.09	4901.78	4900.09	4901.22	404.0
2021-07-16 01:55:00	ES	Futures	4901.22	4901.5	4899.25	4899.53	418.0
2021-07-16 02:00:00	ES	Futures	4899.25	4899.81	4895.87	4895.87	1525.0
2021-07-16 02:05:00	ES	Futures	4895.87	4896.71	4894.46	4895.59	1143.0
2021-07-16 02:10:00	ES	Futures	4895.59	4898.4	4895.31	4898.12	658.0
2021-07-16 02:15:00	ES	Futures	4897.84	4899.25	4897.56	4898.69	639.0
2021-07-16 02:20:00	ES	Futures	4898.69	4901.5	4898.69	4900.94	818.0
2021-07-16 02:25:00	ES	Futures	4900.94	4902.63	4900.94	4902.06	551.0
2021-07-16 02:30:00	ES	Futures	4902.35	4902.63	4900.66	4900.94	543.0
2021-07-16 02:35:00	ES	Futures	4900.94	4901.22	4900.38	4900.38	618.0
2021-07-16 02:40:00	ES	Futures	4900.38	4901.78	4900.38	4901.78	343.0
2021-07-16 02:45:00	ES	Futures	4901.78	4902.06	4900.94	4901.5	276.0
2021-07-16 02:50:00	ES	Futures	4901.78	4903.47	4900.94	4903.47	654.0
2021-07-16 02:55:00	ES	Futures	4903.19	4904.04	4902.63	4902.63	833.0
2021-07-16 03:00:00	ES	Futures	4902.35	4905.16	4899.53	4899.53	4243.0
2021-07-16 03:05:00	ES	Futures	4899.53	4904.04	4897.84	4902.63	2496.0
2021-07-16 03:10:00	ES	Futures	4902.35	4907.13	4901.78	4906.01	3771.0
2021-07-16 03:15:00	ES	Futures	4906.01	4907.41	4903.47	4903.75	1873.0
2021-07-16 03:20:00	ES	Futures	4903.75	4906.01	4903.75	4904.6	1390.0
2021-07-16 03:25:00	ES	Futures	4904.32	4905.16	4902.91	4902.91	1554.0
2021-07-16 03:30:00	ES	Futures	4902.91	4904.32	4902.35	4904.04	1567.0
2021-07-16 03:35:00	ES	Futures	4904.04	4904.6	4902.63	4904.32	1370.0
2021-07-16 03:40:00	ES	Futures	4904.6	4905.16	4902.91	4903.19	919.0
2021-07-16 03:45:00	ES	Futures	4903.19	4904.04	4902.35	4903.75	1509.0
2021-07-16 03:50:00	ES	Futures	4903.47	4903.47	4902.35	4902.63	526.0
2021-07-16 03:55:00	ES	Futures	4902.63	4905.16	4902.63	4904.32	1111.0
2021-07-16 04:00:00	ES	Futures	4904.04	4904.88	4902.06	4902.91	1357.0
2021-07-16 04:05:00	ES	Futures	4902.63	4903.75	4898.97	4899.53	1792.0

> showing 50 of 15,152 rows — these rows as CSV

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