PREVIEW / futures_5min / 2021-07-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-22.parquet
  size:    319 KB
  rows:    18,671

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
2021-07-22 00:00:00	ES	Futures	4903.47	4903.75	4903.19	4903.75	113.0
2021-07-22 00:05:00	ES	Futures	4903.75	4903.75	4903.19	4903.47	108.0
2021-07-22 00:10:00	ES	Futures	4903.75	4904.04	4903.19	4903.75	172.0
2021-07-22 00:15:00	ES	Futures	4903.75	4903.75	4902.91	4903.47	80.0
2021-07-22 00:20:00	ES	Futures	4903.47	4903.47	4902.91	4902.91	92.0
2021-07-22 00:25:00	ES	Futures	4903.19	4903.19	4902.91	4902.91	137.0
2021-07-22 00:30:00	ES	Futures	4902.91	4903.75	4902.91	4903.19	142.0
2021-07-22 00:35:00	ES	Futures	4903.19	4903.47	4903.19	4903.47	31.0
2021-07-22 00:40:00	ES	Futures	4903.47	4903.47	4902.63	4902.63	166.0
2021-07-22 00:45:00	ES	Futures	4902.35	4903.19	4902.35	4903.19	178.0
2021-07-22 00:50:00	ES	Futures	4902.91	4903.47	4902.91	4903.19	72.0
2021-07-22 00:55:00	ES	Futures	4903.19	4903.47	4902.91	4902.91	111.0
2021-07-22 01:00:00	ES	Futures	4902.91	4903.19	4902.35	4903.19	360.0
2021-07-22 01:05:00	ES	Futures	4903.19	4903.19	4901.5	4902.35	405.0
2021-07-22 01:10:00	ES	Futures	4902.06	4902.63	4902.06	4902.63	163.0
2021-07-22 01:15:00	ES	Futures	4902.63	4903.19	4902.35	4902.35	191.0
2021-07-22 01:20:00	ES	Futures	4902.06	4903.19	4902.06	4902.91	135.0
2021-07-22 01:25:00	ES	Futures	4902.91	4903.19	4902.63	4903.19	174.0
2021-07-22 01:30:00	ES	Futures	4903.19	4905.16	4903.19	4905.16	402.0
2021-07-22 01:35:00	ES	Futures	4905.16	4905.73	4904.04	4904.32	455.0
2021-07-22 01:40:00	ES	Futures	4904.32	4905.44	4904.04	4905.44	128.0
2021-07-22 01:45:00	ES	Futures	4905.16	4906.01	4905.16	4905.44	295.0
2021-07-22 01:50:00	ES	Futures	4905.44	4905.73	4904.32	4904.32	394.0
2021-07-22 01:55:00	ES	Futures	4904.32	4905.16	4903.19	4904.6	466.0
2021-07-22 02:00:00	ES	Futures	4904.32	4904.6	4903.47	4903.47	429.0
2021-07-22 02:05:00	ES	Futures	4903.75	4905.16	4903.47	4904.32	790.0
2021-07-22 02:10:00	ES	Futures	4904.32	4904.32	4903.47	4903.75	376.0
2021-07-22 02:15:00	ES	Futures	4903.47	4903.75	4902.63	4902.63	477.0
2021-07-22 02:20:00	ES	Futures	4902.91	4903.75	4902.91	4903.47	381.0
2021-07-22 02:25:00	ES	Futures	4903.47	4904.6	4903.47	4903.75	298.0
2021-07-22 02:30:00	ES	Futures	4903.75	4905.16	4903.75	4904.88	344.0
2021-07-22 02:35:00	ES	Futures	4904.88	4906.85	4904.04	4906.57	893.0
2021-07-22 02:40:00	ES	Futures	4906.85	4908.26	4906.57	4906.57	1391.0
2021-07-22 02:45:00	ES	Futures	4906.57	4907.41	4906.57	4907.13	835.0
2021-07-22 02:50:00	ES	Futures	4907.41	4907.41	4905.73	4906.29	596.0
2021-07-22 02:55:00	ES	Futures	4906.01	4906.85	4905.73	4906.57	555.0
2021-07-22 03:00:00	ES	Futures	4906.57	4911.08	4906.29	4908.26	4959.0
2021-07-22 03:05:00	ES	Futures	4908.54	4909.67	4907.98	4908.82	1675.0
2021-07-22 03:10:00	ES	Futures	4908.82	4910.51	4908.26	4909.67	1677.0
2021-07-22 03:15:00	ES	Futures	4909.67	4911.08	4908.54	4908.54	1491.0
2021-07-22 03:20:00	ES	Futures	4908.82	4910.79	4908.82	4910.23	1629.0
2021-07-22 03:25:00	ES	Futures	4910.23	4910.79	4905.44	4906.01	2402.0
2021-07-22 03:30:00	ES	Futures	4906.01	4907.98	4903.75	4903.75	2161.0
2021-07-22 03:35:00	ES	Futures	4903.75	4906.29	4903.75	4905.44	962.0
2021-07-22 03:40:00	ES	Futures	4905.16	4906.57	4904.6	4905.16	1214.0
2021-07-22 03:45:00	ES	Futures	4905.16	4905.73	4904.6	4905.16	972.0
2021-07-22 03:50:00	ES	Futures	4905.16	4906.57	4904.6	4906.01	1451.0
2021-07-22 03:55:00	ES	Futures	4906.01	4907.41	4905.73	4906.85	1381.0
2021-07-22 04:00:00	ES	Futures	4906.85	4906.85	4905.16	4906.01	1378.0
2021-07-22 04:05:00	ES	Futures	4906.29	4907.7	4905.73	4907.7	1435.0

> showing 50 of 18,671 rows — these rows as CSV

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