PREVIEW / futures_5min / 2021-07-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-25.parquet
  size:    75 KB
  rows:    3,670

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
2021-07-25 18:00:00	ES	Futures	4956.41	4959.23	4955.85	4955.85	1352.0
2021-07-25 18:05:00	ES	Futures	4955.85	4960.07	4955.85	4957.82	819.0
2021-07-25 18:10:00	ES	Futures	4958.1	4959.79	4957.82	4959.51	659.0
2021-07-25 18:15:00	ES	Futures	4959.51	4959.51	4958.38	4958.94	319.0
2021-07-25 18:20:00	ES	Futures	4958.94	4960.07	4958.66	4958.94	325.0
2021-07-25 18:25:00	ES	Futures	4958.94	4959.51	4958.66	4958.66	236.0
2021-07-25 18:30:00	ES	Futures	4958.66	4958.94	4958.1	4958.38	214.0
2021-07-25 18:35:00	ES	Futures	4958.1	4958.38	4957.82	4958.38	107.0
2021-07-25 18:40:00	ES	Futures	4958.38	4960.63	4958.38	4960.35	329.0
2021-07-25 18:45:00	ES	Futures	4960.35	4960.35	4959.51	4960.35	213.0
2021-07-25 18:50:00	ES	Futures	4960.35	4960.63	4959.51	4960.35	183.0
2021-07-25 18:55:00	ES	Futures	4960.35	4960.35	4959.23	4959.51	183.0
2021-07-25 19:00:00	ES	Futures	4959.79	4960.07	4959.23	4959.79	154.0
2021-07-25 19:05:00	ES	Futures	4959.79	4960.63	4959.51	4960.07	191.0
2021-07-25 19:10:00	ES	Futures	4959.79	4960.35	4959.51	4959.79	125.0
2021-07-25 19:15:00	ES	Futures	4960.07	4961.2	4959.79	4960.63	419.0
2021-07-25 19:20:00	ES	Futures	4960.63	4961.76	4960.35	4960.63	523.0
2021-07-25 19:25:00	ES	Futures	4960.63	4961.48	4960.35	4961.48	282.0
2021-07-25 19:30:00	ES	Futures	4961.48	4961.76	4960.07	4960.35	404.0
2021-07-25 19:35:00	ES	Futures	4960.35	4961.76	4960.07	4961.2	408.0
2021-07-25 19:40:00	ES	Futures	4961.2	4961.2	4958.94	4959.23	595.0
2021-07-25 19:45:00	ES	Futures	4959.23	4959.51	4957.25	4957.54	1004.0
2021-07-25 19:50:00	ES	Futures	4957.54	4959.79	4957.25	4958.94	761.0
2021-07-25 19:55:00	ES	Futures	4958.94	4960.07	4958.66	4958.66	591.0
2021-07-25 20:00:00	ES	Futures	4958.94	4959.51	4954.72	4955.85	1632.0
2021-07-25 20:05:00	ES	Futures	4955.85	4956.13	4954.44	4955.28	858.0
2021-07-25 20:10:00	ES	Futures	4955.0	4956.41	4955.0	4955.57	576.0
2021-07-25 20:15:00	ES	Futures	4955.57	4956.41	4950.78	4951.62	1872.0
2021-07-25 20:20:00	ES	Futures	4951.62	4951.62	4949.09	4950.22	1239.0
2021-07-25 20:25:00	ES	Futures	4950.22	4951.06	4948.81	4949.09	918.0
2021-07-25 20:30:00	ES	Futures	4949.09	4950.5	4948.81	4950.5	951.0
2021-07-25 20:35:00	ES	Futures	4950.5	4951.34	4949.09	4949.37	777.0
2021-07-25 20:40:00	ES	Futures	4949.65	4950.22	4947.12	4949.09	1309.0
2021-07-25 20:45:00	ES	Futures	4949.37	4949.65	4945.71	4948.24	1124.0
2021-07-25 20:50:00	ES	Futures	4948.24	4949.09	4947.96	4948.81	507.0
2021-07-25 20:55:00	ES	Futures	4948.81	4949.93	4947.68	4947.96	759.0
2021-07-25 21:00:00	ES	Futures	4948.24	4949.37	4947.96	4947.96	394.0
2021-07-25 21:05:00	ES	Futures	4947.96	4948.24	4945.43	4946.55	1009.0
2021-07-25 21:10:00	ES	Futures	4946.55	4946.55	4941.77	4941.77	1460.0
2021-07-25 21:15:00	ES	Futures	4942.33	4945.71	4942.05	4945.43	1467.0
2021-07-25 21:20:00	ES	Futures	4945.15	4947.12	4945.15	4946.55	895.0
2021-07-25 21:25:00	ES	Futures	4946.55	4947.68	4945.99	4947.4	666.0
2021-07-25 21:30:00	ES	Futures	4947.4	4948.53	4945.99	4948.53	1244.0
2021-07-25 21:35:00	ES	Futures	4948.53	4948.53	4944.87	4945.71	901.0
2021-07-25 21:40:00	ES	Futures	4945.71	4947.68	4945.43	4946.84	589.0
2021-07-25 21:45:00	ES	Futures	4946.84	4948.24	4946.84	4947.68	632.0
2021-07-25 21:50:00	ES	Futures	4947.96	4948.81	4947.4	4947.68	654.0
2021-07-25 21:55:00	ES	Futures	4947.68	4948.81	4945.99	4945.99	967.0
2021-07-25 22:00:00	ES	Futures	4945.99	4946.84	4945.71	4946.55	696.0
2021-07-25 22:05:00	ES	Futures	4946.84	4947.4	4945.99	4946.27	401.0

> showing 50 of 3,670 rows — these rows as CSV

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