PREVIEW / futures_5min / 2021-07-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-18.parquet
  size:    78 KB
  rows:    3,739

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
2021-07-18 18:00:00	ES	Futures	4865.74	4865.74	4861.52	4865.46	3676.0
2021-07-18 18:05:00	ES	Futures	4865.46	4866.59	4859.83	4860.11	2286.0
2021-07-18 18:10:00	ES	Futures	4860.11	4860.39	4857.01	4858.98	1923.0
2021-07-18 18:15:00	ES	Futures	4858.7	4858.98	4855.04	4858.14	2005.0
2021-07-18 18:20:00	ES	Futures	4857.86	4858.98	4857.29	4858.42	588.0
2021-07-18 18:25:00	ES	Futures	4858.42	4858.7	4857.01	4857.29	394.0
2021-07-18 18:30:00	ES	Futures	4857.29	4860.11	4857.29	4860.11	969.0
2021-07-18 18:35:00	ES	Futures	4860.39	4861.8	4858.98	4859.26	651.0
2021-07-18 18:40:00	ES	Futures	4859.55	4860.11	4857.57	4858.98	625.0
2021-07-18 18:45:00	ES	Futures	4858.98	4860.11	4858.14	4858.42	526.0
2021-07-18 18:50:00	ES	Futures	4858.7	4858.7	4856.73	4857.57	810.0
2021-07-18 18:55:00	ES	Futures	4857.86	4859.83	4857.86	4859.26	332.0
2021-07-18 19:00:00	ES	Futures	4859.26	4859.55	4858.14	4858.7	391.0
2021-07-18 19:05:00	ES	Futures	4858.7	4859.83	4857.86	4858.14	238.0
2021-07-18 19:10:00	ES	Futures	4858.14	4858.98	4856.45	4857.57	767.0
2021-07-18 19:15:00	ES	Futures	4857.86	4857.86	4856.17	4856.73	299.0
2021-07-18 19:20:00	ES	Futures	4856.73	4856.73	4853.35	4854.76	1245.0
2021-07-18 19:25:00	ES	Futures	4854.48	4855.04	4852.22	4853.35	1523.0
2021-07-18 19:30:00	ES	Futures	4853.07	4853.07	4847.16	4847.44	2658.0
2021-07-18 19:35:00	ES	Futures	4847.72	4848.85	4847.16	4848.56	1000.0
2021-07-18 19:40:00	ES	Futures	4848.56	4850.82	4848.28	4849.69	1371.0
2021-07-18 19:45:00	ES	Futures	4849.97	4851.38	4849.41	4851.38	1197.0
2021-07-18 19:50:00	ES	Futures	4851.38	4854.48	4851.38	4854.48	1865.0
2021-07-18 19:55:00	ES	Futures	4854.48	4854.48	4851.94	4852.22	1113.0
2021-07-18 20:00:00	ES	Futures	4852.22	4853.07	4850.25	4850.54	1591.0
2021-07-18 20:05:00	ES	Futures	4850.54	4851.1	4846.87	4847.16	2049.0
2021-07-18 20:10:00	ES	Futures	4846.87	4852.79	4846.03	4852.22	1909.0
2021-07-18 20:15:00	ES	Futures	4852.22	4853.63	4850.54	4852.22	2429.0
2021-07-18 20:20:00	ES	Futures	4851.94	4852.51	4850.25	4850.25	1319.0
2021-07-18 20:25:00	ES	Futures	4850.25	4853.07	4850.25	4851.38	1092.0
2021-07-18 20:30:00	ES	Futures	4851.66	4851.66	4844.62	4845.47	2716.0
2021-07-18 20:35:00	ES	Futures	4845.47	4847.72	4845.47	4845.75	1481.0
2021-07-18 20:40:00	ES	Futures	4845.75	4846.31	4843.78	4844.34	1573.0
2021-07-18 20:45:00	ES	Futures	4844.34	4844.34	4839.55	4840.96	3496.0
2021-07-18 20:50:00	ES	Futures	4840.68	4842.65	4840.12	4842.37	1550.0
2021-07-18 20:55:00	ES	Futures	4842.37	4843.21	4841.24	4841.52	1084.0
2021-07-18 21:00:00	ES	Futures	4841.24	4842.93	4841.24	4842.65	1379.0
2021-07-18 21:05:00	ES	Futures	4842.65	4846.03	4842.09	4844.9	1495.0
2021-07-18 21:10:00	ES	Futures	4844.9	4845.47	4842.37	4844.06	1154.0
2021-07-18 21:15:00	ES	Futures	4844.34	4846.59	4844.34	4846.31	1105.0
2021-07-18 21:20:00	ES	Futures	4846.59	4846.59	4844.9	4845.75	960.0
2021-07-18 21:25:00	ES	Futures	4845.47	4846.03	4844.06	4845.19	598.0
2021-07-18 21:30:00	ES	Futures	4845.19	4845.47	4842.37	4842.93	1238.0
2021-07-18 21:35:00	ES	Futures	4843.21	4843.78	4841.24	4841.81	1213.0
2021-07-18 21:40:00	ES	Futures	4841.81	4842.93	4840.4	4840.68	1323.0
2021-07-18 21:45:00	ES	Futures	4840.68	4843.21	4840.12	4842.09	991.0
2021-07-18 21:50:00	ES	Futures	4842.09	4842.93	4841.81	4842.09	656.0
2021-07-18 21:55:00	ES	Futures	4842.09	4842.09	4840.4	4841.24	655.0
2021-07-18 22:00:00	ES	Futures	4840.96	4841.81	4839.55	4841.52	1046.0
2021-07-18 22:05:00	ES	Futures	4841.52	4841.81	4839.84	4840.12	751.0

> showing 50 of 3,739 rows — these rows as CSV

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