PREVIEW / futures_5min / 2021-07-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-19.parquet
  size:    383 KB
  rows:    19,453

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
2021-07-19 00:00:00	ES	Futures	4848.28	4848.85	4848.0	4848.28	388.0
2021-07-19 00:05:00	ES	Futures	4848.28	4848.56	4848.0	4848.28	277.0
2021-07-19 00:10:00	ES	Futures	4848.28	4848.28	4847.16	4847.16	280.0
2021-07-19 00:15:00	ES	Futures	4847.16	4847.72	4845.75	4846.31	428.0
2021-07-19 00:20:00	ES	Futures	4846.31	4846.87	4845.75	4846.59	339.0
2021-07-19 00:25:00	ES	Futures	4846.59	4848.28	4846.59	4848.28	312.0
2021-07-19 00:30:00	ES	Futures	4848.28	4848.28	4847.16	4847.44	491.0
2021-07-19 00:35:00	ES	Futures	4847.16	4848.0	4846.87	4847.16	218.0
2021-07-19 00:40:00	ES	Futures	4847.16	4847.44	4845.19	4845.19	623.0
2021-07-19 00:45:00	ES	Futures	4845.47	4845.47	4841.81	4842.93	1377.0
2021-07-19 00:50:00	ES	Futures	4842.93	4843.78	4842.65	4842.93	770.0
2021-07-19 00:55:00	ES	Futures	4842.93	4843.78	4842.09	4843.5	467.0
2021-07-19 01:00:00	ES	Futures	4843.5	4846.87	4843.5	4846.87	742.0
2021-07-19 01:05:00	ES	Futures	4846.87	4849.69	4846.59	4848.56	1122.0
2021-07-19 01:10:00	ES	Futures	4848.56	4848.85	4846.87	4847.72	573.0
2021-07-19 01:15:00	ES	Futures	4848.0	4848.0	4846.31	4846.31	328.0
2021-07-19 01:20:00	ES	Futures	4846.59	4848.0	4846.59	4847.72	326.0
2021-07-19 01:25:00	ES	Futures	4847.72	4848.0	4846.59	4846.59	295.0
2021-07-19 01:30:00	ES	Futures	4846.31	4849.13	4846.31	4848.56	579.0
2021-07-19 01:35:00	ES	Futures	4848.56	4849.13	4847.44	4848.85	354.0
2021-07-19 01:40:00	ES	Futures	4848.56	4848.85	4846.87	4846.87	294.0
2021-07-19 01:45:00	ES	Futures	4846.87	4847.44	4844.34	4844.62	674.0
2021-07-19 01:50:00	ES	Futures	4844.62	4846.03	4844.62	4845.75	445.0
2021-07-19 01:55:00	ES	Futures	4845.75	4846.59	4844.34	4845.75	1283.0
2021-07-19 02:00:00	ES	Futures	4845.75	4849.13	4844.62	4847.16	1931.0
2021-07-19 02:05:00	ES	Futures	4847.16	4848.28	4846.03	4847.44	1470.0
2021-07-19 02:10:00	ES	Futures	4847.44	4849.41	4847.16	4847.72	1029.0
2021-07-19 02:15:00	ES	Futures	4847.72	4848.28	4846.87	4848.0	640.0
2021-07-19 02:20:00	ES	Futures	4848.0	4850.54	4848.0	4849.97	1265.0
2021-07-19 02:25:00	ES	Futures	4850.25	4850.82	4848.85	4849.41	858.0
2021-07-19 02:30:00	ES	Futures	4849.13	4849.97	4848.28	4849.13	931.0
2021-07-19 02:35:00	ES	Futures	4848.85	4849.69	4848.28	4848.56	876.0
2021-07-19 02:40:00	ES	Futures	4848.28	4849.69	4848.28	4849.41	560.0
2021-07-19 02:45:00	ES	Futures	4849.41	4851.94	4849.41	4851.66	1631.0
2021-07-19 02:50:00	ES	Futures	4851.66	4852.22	4851.38	4851.66	1028.0
2021-07-19 02:55:00	ES	Futures	4851.94	4852.22	4849.69	4850.25	1372.0
2021-07-19 03:00:00	ES	Futures	4850.25	4852.51	4845.75	4846.59	6918.0
2021-07-19 03:05:00	ES	Futures	4846.59	4846.59	4840.12	4842.37	8093.0
2021-07-19 03:10:00	ES	Futures	4842.65	4845.19	4840.4	4845.19	4679.0
2021-07-19 03:15:00	ES	Futures	4845.19	4849.69	4844.06	4849.13	4068.0
2021-07-19 03:20:00	ES	Futures	4848.85	4849.97	4843.5	4844.9	4060.0
2021-07-19 03:25:00	ES	Futures	4844.62	4846.59	4842.09	4846.31	3528.0
2021-07-19 03:30:00	ES	Futures	4846.03	4846.59	4840.4	4840.96	4273.0
2021-07-19 03:35:00	ES	Futures	4840.96	4840.96	4836.17	4836.46	6644.0
2021-07-19 03:40:00	ES	Futures	4836.46	4841.52	4835.61	4840.96	4067.0
2021-07-19 03:45:00	ES	Futures	4840.96	4841.52	4836.74	4839.84	3113.0
2021-07-19 03:50:00	ES	Futures	4839.84	4843.78	4837.86	4840.96	3296.0
2021-07-19 03:55:00	ES	Futures	4840.68	4842.09	4839.27	4840.12	2270.0
2021-07-19 04:00:00	ES	Futures	4840.12	4848.0	4840.12	4846.03	4566.0
2021-07-19 04:05:00	ES	Futures	4846.03	4846.59	4843.21	4843.5	2272.0

> showing 50 of 19,453 rows — these rows as CSV

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