PREVIEW / futures_5min / 2021-07-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-26.parquet
  size:    317 KB
  rows:    18,770

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
2021-07-26 00:00:00	ES	Futures	4944.3	4945.71	4944.3	4945.43	626.0
2021-07-26 00:05:00	ES	Futures	4945.43	4945.99	4944.87	4945.71	268.0
2021-07-26 00:10:00	ES	Futures	4945.43	4946.84	4945.43	4946.27	379.0
2021-07-26 00:15:00	ES	Futures	4946.27	4946.27	4945.15	4945.71	306.0
2021-07-26 00:20:00	ES	Futures	4945.71	4946.27	4945.43	4946.27	300.0
2021-07-26 00:25:00	ES	Futures	4945.99	4946.27	4945.43	4945.43	182.0
2021-07-26 00:30:00	ES	Futures	4945.43	4945.99	4945.43	4945.43	151.0
2021-07-26 00:35:00	ES	Futures	4945.43	4945.99	4944.87	4945.71	193.0
2021-07-26 00:40:00	ES	Futures	4945.71	4945.99	4945.15	4945.99	162.0
2021-07-26 00:45:00	ES	Futures	4945.71	4945.71	4944.58	4945.71	163.0
2021-07-26 00:50:00	ES	Futures	4945.43	4945.43	4944.58	4945.43	161.0
2021-07-26 00:55:00	ES	Futures	4945.15	4945.71	4944.87	4945.43	176.0
2021-07-26 01:00:00	ES	Futures	4945.71	4946.55	4945.15	4945.99	585.0
2021-07-26 01:05:00	ES	Futures	4945.99	4945.99	4944.87	4945.15	422.0
2021-07-26 01:10:00	ES	Futures	4944.87	4944.87	4942.61	4943.74	775.0
2021-07-26 01:15:00	ES	Futures	4944.02	4944.58	4943.46	4944.3	406.0
2021-07-26 01:20:00	ES	Futures	4944.3	4944.87	4943.74	4944.3	373.0
2021-07-26 01:25:00	ES	Futures	4944.3	4944.58	4942.61	4942.89	372.0
2021-07-26 01:30:00	ES	Futures	4943.18	4943.46	4940.92	4943.46	1170.0
2021-07-26 01:35:00	ES	Futures	4943.46	4943.46	4941.2	4941.77	568.0
2021-07-26 01:40:00	ES	Futures	4941.77	4942.33	4941.2	4942.33	506.0
2021-07-26 01:45:00	ES	Futures	4942.05	4943.74	4941.49	4943.46	483.0
2021-07-26 01:50:00	ES	Futures	4943.46	4944.3	4943.18	4944.3	535.0
2021-07-26 01:55:00	ES	Futures	4944.3	4945.15	4943.74	4944.3	632.0
2021-07-26 02:00:00	ES	Futures	4944.02	4945.99	4942.61	4944.87	1172.0
2021-07-26 02:05:00	ES	Futures	4944.87	4945.15	4942.61	4942.61	902.0
2021-07-26 02:10:00	ES	Futures	4942.61	4945.71	4941.77	4944.58	1217.0
2021-07-26 02:15:00	ES	Futures	4944.87	4945.15	4942.89	4944.02	830.0
2021-07-26 02:20:00	ES	Futures	4944.02	4944.87	4943.46	4943.74	563.0
2021-07-26 02:25:00	ES	Futures	4943.74	4945.43	4942.89	4944.58	926.0
2021-07-26 02:30:00	ES	Futures	4944.58	4946.27	4944.3	4945.43	808.0
2021-07-26 02:35:00	ES	Futures	4945.43	4945.99	4944.02	4945.99	524.0
2021-07-26 02:40:00	ES	Futures	4945.99	4947.12	4944.58	4944.58	1027.0
2021-07-26 02:45:00	ES	Futures	4944.3	4944.58	4941.2	4942.05	1404.0
2021-07-26 02:50:00	ES	Futures	4942.05	4944.58	4941.49	4944.3	1605.0
2021-07-26 02:55:00	ES	Futures	4944.3	4945.43	4942.61	4945.15	1173.0
2021-07-26 03:00:00	ES	Futures	4945.43	4947.96	4942.61	4946.84	3913.0
2021-07-26 03:05:00	ES	Futures	4946.55	4947.96	4945.71	4947.96	1992.0
2021-07-26 03:10:00	ES	Futures	4947.68	4947.68	4943.18	4944.58	2264.0
2021-07-26 03:15:00	ES	Futures	4944.87	4946.27	4943.18	4944.02	2142.0
2021-07-26 03:20:00	ES	Futures	4944.02	4944.87	4942.33	4942.33	2197.0
2021-07-26 03:25:00	ES	Futures	4942.33	4943.74	4941.77	4942.61	1809.0
2021-07-26 03:30:00	ES	Futures	4942.61	4944.87	4942.33	4944.3	1834.0
2021-07-26 03:35:00	ES	Futures	4944.3	4944.58	4942.33	4942.33	1318.0
2021-07-26 03:40:00	ES	Futures	4942.33	4942.33	4936.7	4937.54	4635.0
2021-07-26 03:45:00	ES	Futures	4937.26	4938.39	4935.29	4936.98	2563.0
2021-07-26 03:50:00	ES	Futures	4936.98	4938.39	4936.42	4938.39	2616.0
2021-07-26 03:55:00	ES	Futures	4938.11	4938.95	4936.7	4936.7	1481.0
2021-07-26 04:00:00	ES	Futures	4936.98	4936.98	4929.94	4930.79	5448.0
2021-07-26 04:05:00	ES	Futures	4930.79	4932.19	4928.25	4929.1	5166.0

> showing 50 of 18,770 rows — these rows as CSV

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