PREVIEW / futures_5min / 2021-07-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-21.parquet
  size:    342 KB
  rows:    19,000

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
2021-07-21 00:00:00	ES	Futures	4858.14	4860.67	4857.86	4860.67	720.0
2021-07-21 00:05:00	ES	Futures	4860.67	4860.95	4860.11	4860.67	503.0
2021-07-21 00:10:00	ES	Futures	4860.67	4860.95	4858.98	4858.98	359.0
2021-07-21 00:15:00	ES	Futures	4858.98	4860.11	4858.98	4859.83	212.0
2021-07-21 00:20:00	ES	Futures	4859.83	4859.83	4858.98	4859.26	179.0
2021-07-21 00:25:00	ES	Futures	4859.26	4859.83	4858.7	4858.7	173.0
2021-07-21 00:30:00	ES	Futures	4858.7	4859.26	4857.86	4858.7	344.0
2021-07-21 00:35:00	ES	Futures	4858.98	4860.11	4858.7	4859.83	284.0
2021-07-21 00:40:00	ES	Futures	4859.55	4860.11	4858.98	4859.26	206.0
2021-07-21 00:45:00	ES	Futures	4858.98	4859.26	4858.7	4858.7	157.0
2021-07-21 00:50:00	ES	Futures	4858.42	4858.42	4857.29	4857.29	319.0
2021-07-21 00:55:00	ES	Futures	4857.29	4857.29	4854.48	4854.48	1265.0
2021-07-21 01:00:00	ES	Futures	4854.48	4858.42	4854.48	4857.86	1266.0
2021-07-21 01:05:00	ES	Futures	4858.14	4858.98	4857.57	4858.42	379.0
2021-07-21 01:10:00	ES	Futures	4858.14	4859.26	4857.57	4858.7	378.0
2021-07-21 01:15:00	ES	Futures	4858.7	4858.98	4857.86	4858.42	263.0
2021-07-21 01:20:00	ES	Futures	4858.42	4859.26	4858.42	4858.98	222.0
2021-07-21 01:25:00	ES	Futures	4858.98	4860.95	4858.98	4860.95	671.0
2021-07-21 01:30:00	ES	Futures	4860.95	4863.77	4860.95	4861.8	1496.0
2021-07-21 01:35:00	ES	Futures	4861.8	4862.08	4860.95	4861.52	351.0
2021-07-21 01:40:00	ES	Futures	4861.52	4862.36	4860.67	4862.08	472.0
2021-07-21 01:45:00	ES	Futures	4861.8	4862.36	4861.24	4862.36	356.0
2021-07-21 01:50:00	ES	Futures	4862.08	4862.92	4858.42	4858.98	804.0
2021-07-21 01:55:00	ES	Futures	4858.98	4859.26	4857.86	4858.98	829.0
2021-07-21 02:00:00	ES	Futures	4858.98	4864.33	4858.7	4862.36	1787.0
2021-07-21 02:05:00	ES	Futures	4862.08	4862.08	4858.98	4859.83	755.0
2021-07-21 02:10:00	ES	Futures	4859.83	4862.64	4859.83	4862.64	990.0
2021-07-21 02:15:00	ES	Futures	4862.64	4863.77	4861.52	4862.08	961.0
2021-07-21 02:20:00	ES	Futures	4862.08	4862.64	4860.95	4861.24	518.0
2021-07-21 02:25:00	ES	Futures	4861.24	4862.64	4859.55	4860.11	1001.0
2021-07-21 02:30:00	ES	Futures	4860.39	4860.95	4858.7	4859.26	933.0
2021-07-21 02:35:00	ES	Futures	4859.26	4860.39	4858.98	4859.55	534.0
2021-07-21 02:40:00	ES	Futures	4859.83	4861.8	4858.98	4861.52	534.0
2021-07-21 02:45:00	ES	Futures	4861.24	4862.64	4860.39	4862.08	539.0
2021-07-21 02:50:00	ES	Futures	4862.08	4863.21	4861.52	4862.92	827.0
2021-07-21 02:55:00	ES	Futures	4862.92	4866.59	4862.36	4866.02	2092.0
2021-07-21 03:00:00	ES	Futures	4866.02	4869.68	4864.33	4867.99	6133.0
2021-07-21 03:05:00	ES	Futures	4867.71	4867.71	4861.24	4866.87	4099.0
2021-07-21 03:10:00	ES	Futures	4866.87	4866.87	4861.8	4866.02	2964.0
2021-07-21 03:15:00	ES	Futures	4866.02	4867.99	4863.21	4865.74	2611.0
2021-07-21 03:20:00	ES	Futures	4866.02	4867.71	4862.64	4866.87	2355.0
2021-07-21 03:25:00	ES	Futures	4866.87	4869.4	4866.02	4867.71	2294.0
2021-07-21 03:30:00	ES	Futures	4867.71	4870.25	4866.87	4868.84	2453.0
2021-07-21 03:35:00	ES	Futures	4868.84	4870.81	4868.27	4870.81	1877.0
2021-07-21 03:40:00	ES	Futures	4870.53	4876.16	4869.68	4875.03	4318.0
2021-07-21 03:45:00	ES	Futures	4874.75	4880.95	4874.19	4878.13	6027.0
2021-07-21 03:50:00	ES	Futures	4877.85	4881.51	4877.57	4879.54	3208.0
2021-07-21 03:55:00	ES	Futures	4879.54	4883.48	4877.85	4880.1	3693.0
2021-07-21 04:00:00	ES	Futures	4879.82	4880.66	4876.72	4876.72	3132.0
2021-07-21 04:05:00	ES	Futures	4876.72	4877.85	4875.6	4877.0	2122.0

> showing 50 of 19,000 rows — these rows as CSV

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