PREVIEW / futures_5min / 2021-07-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-20.parquet
  size:    342 KB
  rows:    19,333

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
2021-07-20 00:00:00	ES	Futures	4798.44	4799.01	4797.03	4798.44	763.0
2021-07-20 00:05:00	ES	Futures	4798.44	4799.29	4796.75	4797.32	1073.0
2021-07-20 00:10:00	ES	Futures	4797.6	4797.6	4794.5	4795.35	1187.0
2021-07-20 00:15:00	ES	Futures	4795.35	4795.63	4792.81	4793.37	1317.0
2021-07-20 00:20:00	ES	Futures	4793.37	4795.91	4792.53	4795.91	970.0
2021-07-20 00:25:00	ES	Futures	4795.91	4796.19	4794.22	4796.19	860.0
2021-07-20 00:30:00	ES	Futures	4796.47	4797.03	4795.63	4795.91	759.0
2021-07-20 00:35:00	ES	Futures	4795.91	4797.03	4795.91	4795.91	335.0
2021-07-20 00:40:00	ES	Futures	4795.91	4797.6	4795.63	4797.6	296.0
2021-07-20 00:45:00	ES	Futures	4797.6	4798.72	4797.03	4798.72	453.0
2021-07-20 00:50:00	ES	Futures	4798.72	4800.98	4798.72	4799.85	894.0
2021-07-20 00:55:00	ES	Futures	4800.13	4800.7	4798.16	4800.13	743.0
2021-07-20 01:00:00	ES	Futures	4800.13	4803.23	4799.01	4800.7	1542.0
2021-07-20 01:05:00	ES	Futures	4800.98	4802.38	4800.41	4801.54	622.0
2021-07-20 01:10:00	ES	Futures	4801.82	4801.82	4798.16	4799.57	945.0
2021-07-20 01:15:00	ES	Futures	4799.57	4799.85	4796.75	4799.85	923.0
2021-07-20 01:20:00	ES	Futures	4799.85	4801.26	4799.29	4800.98	653.0
2021-07-20 01:25:00	ES	Futures	4800.98	4801.26	4799.57	4801.26	818.0
2021-07-20 01:30:00	ES	Futures	4801.26	4801.54	4800.13	4800.41	679.0
2021-07-20 01:35:00	ES	Futures	4800.41	4800.98	4799.29	4800.7	652.0
2021-07-20 01:40:00	ES	Futures	4800.7	4801.26	4799.85	4800.13	389.0
2021-07-20 01:45:00	ES	Futures	4799.85	4800.7	4799.01	4800.41	576.0
2021-07-20 01:50:00	ES	Futures	4800.41	4803.23	4800.13	4803.23	635.0
2021-07-20 01:55:00	ES	Futures	4802.95	4804.07	4802.1	4803.23	1074.0
2021-07-20 02:00:00	ES	Futures	4803.51	4807.73	4802.1	4806.05	1963.0
2021-07-20 02:05:00	ES	Futures	4806.33	4806.89	4804.07	4806.61	1050.0
2021-07-20 02:10:00	ES	Futures	4806.33	4807.73	4805.48	4806.05	1190.0
2021-07-20 02:15:00	ES	Futures	4805.76	4806.89	4805.48	4806.05	768.0
2021-07-20 02:20:00	ES	Futures	4806.05	4806.61	4804.92	4806.61	758.0
2021-07-20 02:25:00	ES	Futures	4806.61	4809.14	4806.05	4808.02	1041.0
2021-07-20 02:30:00	ES	Futures	4808.02	4808.58	4806.05	4808.02	991.0
2021-07-20 02:35:00	ES	Futures	4808.02	4808.02	4806.61	4806.61	675.0
2021-07-20 02:40:00	ES	Futures	4806.61	4808.3	4806.05	4808.02	558.0
2021-07-20 02:45:00	ES	Futures	4808.02	4809.71	4807.45	4807.45	1042.0
2021-07-20 02:50:00	ES	Futures	4807.17	4808.3	4805.48	4806.05	1144.0
2021-07-20 02:55:00	ES	Futures	4805.76	4810.83	4804.92	4810.27	1842.0
2021-07-20 03:00:00	ES	Futures	4809.99	4814.49	4806.61	4812.52	5705.0
2021-07-20 03:05:00	ES	Futures	4812.52	4815.06	4810.55	4814.77	4450.0
2021-07-20 03:10:00	ES	Futures	4815.06	4815.06	4814.21	4814.49	5972.0
2021-07-20 03:15:00	ES	Futures	4814.21	4819.0	4814.21	4817.59	6250.0
2021-07-20 03:20:00	ES	Futures	4817.59	4819.84	4817.03	4817.03	3805.0
2021-07-20 03:25:00	ES	Futures	4817.03	4818.72	4813.65	4818.43	4070.0
2021-07-20 03:30:00	ES	Futures	4818.43	4819.84	4815.9	4818.43	2358.0
2021-07-20 03:35:00	ES	Futures	4818.43	4819.0	4815.06	4815.34	2875.0
2021-07-20 03:40:00	ES	Futures	4815.34	4817.31	4814.21	4817.31	3766.0
2021-07-20 03:45:00	ES	Futures	4817.59	4819.56	4817.03	4817.87	3812.0
2021-07-20 03:50:00	ES	Futures	4817.59	4817.87	4814.77	4814.77	2960.0
2021-07-20 03:55:00	ES	Futures	4814.77	4815.06	4810.55	4810.83	3617.0
2021-07-20 04:00:00	ES	Futures	4810.83	4815.62	4810.55	4814.49	2513.0
2021-07-20 04:05:00	ES	Futures	4814.21	4815.62	4811.4	4811.4	2927.0

> showing 50 of 19,333 rows — these rows as CSV

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