PREVIEW / futures_5min / 2021-07-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-23.parquet
  size:    255 KB
  rows:    15,015

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
2021-07-23 00:00:00	ES	Futures	4922.34	4922.34	4921.78	4922.06	213.0
2021-07-23 00:05:00	ES	Futures	4922.06	4922.06	4920.93	4920.93	321.0
2021-07-23 00:10:00	ES	Futures	4920.93	4921.49	4920.65	4920.65	185.0
2021-07-23 00:15:00	ES	Futures	4920.65	4920.93	4919.8	4920.65	331.0
2021-07-23 00:20:00	ES	Futures	4920.65	4921.78	4920.65	4921.21	188.0
2021-07-23 00:25:00	ES	Futures	4921.49	4922.06	4921.21	4921.78	117.0
2021-07-23 00:30:00	ES	Futures	4921.78	4922.9	4921.78	4922.62	248.0
2021-07-23 00:35:00	ES	Futures	4922.62	4923.18	4922.62	4922.9	103.0
2021-07-23 00:40:00	ES	Futures	4922.9	4923.18	4922.34	4922.34	196.0
2021-07-23 00:45:00	ES	Futures	4922.62	4923.18	4922.62	4922.9	138.0
2021-07-23 00:50:00	ES	Futures	4922.9	4923.47	4922.62	4923.47	184.0
2021-07-23 00:55:00	ES	Futures	4923.18	4923.47	4922.62	4922.62	150.0
2021-07-23 01:00:00	ES	Futures	4922.9	4922.9	4920.93	4921.21	545.0
2021-07-23 01:05:00	ES	Futures	4921.21	4922.34	4920.93	4922.06	258.0
2021-07-23 01:10:00	ES	Futures	4922.06	4922.9	4922.06	4922.34	140.0
2021-07-23 01:15:00	ES	Futures	4922.34	4923.18	4922.06	4922.34	206.0
2021-07-23 01:20:00	ES	Futures	4922.34	4922.9	4922.34	4922.9	149.0
2021-07-23 01:25:00	ES	Futures	4922.9	4922.9	4922.62	4922.9	138.0
2021-07-23 01:30:00	ES	Futures	4922.9	4922.9	4921.78	4922.34	266.0
2021-07-23 01:35:00	ES	Futures	4922.34	4922.9	4922.34	4922.62	228.0
2021-07-23 01:40:00	ES	Futures	4922.62	4922.62	4921.78	4922.06	135.0
2021-07-23 01:45:00	ES	Futures	4922.34	4922.62	4922.06	4922.62	106.0
2021-07-23 01:50:00	ES	Futures	4922.34	4922.62	4921.78	4922.34	128.0
2021-07-23 01:55:00	ES	Futures	4922.06	4922.9	4921.78	4922.62	293.0
2021-07-23 02:00:00	ES	Futures	4922.62	4924.59	4922.06	4924.59	897.0
2021-07-23 02:05:00	ES	Futures	4924.59	4925.15	4923.47	4923.75	660.0
2021-07-23 02:10:00	ES	Futures	4924.03	4924.59	4923.18	4924.03	631.0
2021-07-23 02:15:00	ES	Futures	4924.31	4926.28	4923.75	4926.28	752.0
2021-07-23 02:20:00	ES	Futures	4926.28	4927.41	4925.15	4926.0	1112.0
2021-07-23 02:25:00	ES	Futures	4926.0	4926.28	4925.44	4925.44	595.0
2021-07-23 02:30:00	ES	Futures	4925.72	4926.56	4924.87	4926.0	943.0
2021-07-23 02:35:00	ES	Futures	4926.28	4926.56	4925.15	4926.0	417.0
2021-07-23 02:40:00	ES	Futures	4926.0	4926.56	4925.72	4926.28	298.0
2021-07-23 02:45:00	ES	Futures	4926.28	4926.84	4925.72	4925.72	601.0
2021-07-23 02:50:00	ES	Futures	4925.44	4926.0	4924.87	4925.44	617.0
2021-07-23 02:55:00	ES	Futures	4925.44	4926.0	4924.87	4925.72	581.0
2021-07-23 03:00:00	ES	Futures	4925.72	4926.28	4923.47	4925.72	3332.0
2021-07-23 03:05:00	ES	Futures	4925.44	4926.56	4924.03	4924.87	1727.0
2021-07-23 03:10:00	ES	Futures	4925.15	4926.56	4924.03	4925.15	1409.0
2021-07-23 03:15:00	ES	Futures	4924.87	4924.87	4922.34	4923.18	1683.0
2021-07-23 03:20:00	ES	Futures	4923.18	4924.87	4922.34	4924.87	1597.0
2021-07-23 03:25:00	ES	Futures	4924.87	4926.0	4924.59	4925.15	1081.0
2021-07-23 03:30:00	ES	Futures	4925.15	4926.84	4924.87	4925.72	1414.0
2021-07-23 03:35:00	ES	Futures	4925.72	4926.28	4924.87	4925.72	1216.0
2021-07-23 03:40:00	ES	Futures	4925.72	4926.0	4924.87	4925.44	1008.0
2021-07-23 03:45:00	ES	Futures	4925.72	4927.13	4925.44	4926.84	1054.0
2021-07-23 03:50:00	ES	Futures	4926.56	4929.1	4926.56	4928.53	2069.0
2021-07-23 03:55:00	ES	Futures	4928.82	4929.1	4928.25	4929.1	1259.0
2021-07-23 04:00:00	ES	Futures	4929.1	4929.94	4928.82	4928.82	1812.0
2021-07-23 04:05:00	ES	Futures	4928.82	4929.66	4927.69	4929.66	1512.0

> showing 50 of 15,015 rows — these rows as CSV

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