PREVIEW / futures_5min / 2021-07-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-27.parquet
  size:    326 KB
  rows:    18,807

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
2021-07-27 00:00:00	ES	Futures	4964.58	4965.14	4964.01	4964.29	135.0
2021-07-27 00:05:00	ES	Futures	4964.01	4964.29	4963.73	4964.29	121.0
2021-07-27 00:10:00	ES	Futures	4964.01	4964.86	4963.73	4964.58	191.0
2021-07-27 00:15:00	ES	Futures	4964.86	4964.86	4964.29	4964.58	104.0
2021-07-27 00:20:00	ES	Futures	4964.86	4965.7	4964.58	4964.86	235.0
2021-07-27 00:25:00	ES	Futures	4964.86	4964.86	4964.29	4964.29	117.0
2021-07-27 00:30:00	ES	Futures	4964.58	4965.7	4964.29	4965.14	231.0
2021-07-27 00:35:00	ES	Futures	4965.42	4965.7	4965.14	4965.14	135.0
2021-07-27 00:40:00	ES	Futures	4965.42	4965.7	4965.14	4965.42	93.0
2021-07-27 00:45:00	ES	Futures	4965.42	4965.7	4965.14	4965.14	90.0
2021-07-27 00:50:00	ES	Futures	4965.42	4965.42	4964.01	4964.58	257.0
2021-07-27 00:55:00	ES	Futures	4964.58	4965.42	4964.58	4964.86	165.0
2021-07-27 01:00:00	ES	Futures	4964.86	4964.86	4962.61	4962.89	520.0
2021-07-27 01:05:00	ES	Futures	4962.89	4963.45	4962.04	4962.32	592.0
2021-07-27 01:10:00	ES	Futures	4962.04	4962.89	4961.76	4962.32	512.0
2021-07-27 01:15:00	ES	Futures	4962.04	4962.89	4961.48	4961.48	454.0
2021-07-27 01:20:00	ES	Futures	4961.48	4962.89	4961.48	4962.32	452.0
2021-07-27 01:25:00	ES	Futures	4962.32	4962.89	4962.04	4962.32	302.0
2021-07-27 01:30:00	ES	Futures	4962.61	4962.61	4961.48	4961.76	737.0
2021-07-27 01:35:00	ES	Futures	4961.76	4962.32	4961.48	4961.76	476.0
2021-07-27 01:40:00	ES	Futures	4961.76	4962.32	4961.48	4962.04	988.0
2021-07-27 01:45:00	ES	Futures	4961.76	4962.04	4961.48	4961.76	570.0
2021-07-27 01:50:00	ES	Futures	4961.76	4964.01	4961.76	4963.73	634.0
2021-07-27 01:55:00	ES	Futures	4963.45	4964.01	4962.61	4963.45	606.0
2021-07-27 02:00:00	ES	Futures	4963.45	4964.01	4962.04	4962.89	887.0
2021-07-27 02:05:00	ES	Futures	4962.89	4963.17	4961.48	4962.04	888.0
2021-07-27 02:10:00	ES	Futures	4962.04	4962.89	4961.48	4962.04	1271.0
2021-07-27 02:15:00	ES	Futures	4962.04	4962.89	4961.48	4962.32	858.0
2021-07-27 02:20:00	ES	Futures	4962.32	4963.73	4962.32	4962.61	498.0
2021-07-27 02:25:00	ES	Futures	4962.61	4963.17	4961.76	4961.76	840.0
2021-07-27 02:30:00	ES	Futures	4961.76	4962.04	4961.48	4961.76	1616.0
2021-07-27 02:35:00	ES	Futures	4961.76	4962.61	4961.48	4961.76	1072.0
2021-07-27 02:40:00	ES	Futures	4961.76	4962.89	4961.76	4962.04	696.0
2021-07-27 02:45:00	ES	Futures	4961.76	4962.32	4961.48	4961.48	1912.0
2021-07-27 02:50:00	ES	Futures	4961.48	4963.17	4961.48	4962.04	1260.0
2021-07-27 02:55:00	ES	Futures	4962.04	4962.89	4961.48	4962.61	973.0
2021-07-27 03:00:00	ES	Futures	4962.89	4962.89	4958.66	4959.23	5155.0
2021-07-27 03:05:00	ES	Futures	4958.94	4958.94	4952.47	4953.03	5425.0
2021-07-27 03:10:00	ES	Futures	4952.75	4954.44	4951.06	4951.9	3051.0
2021-07-27 03:15:00	ES	Futures	4952.19	4952.75	4950.22	4951.62	4482.0
2021-07-27 03:20:00	ES	Futures	4951.62	4952.19	4950.22	4950.5	4024.0
2021-07-27 03:25:00	ES	Futures	4950.5	4951.06	4945.15	4945.99	5501.0
2021-07-27 03:30:00	ES	Futures	4945.99	4950.22	4945.15	4949.93	4560.0
2021-07-27 03:35:00	ES	Futures	4949.93	4949.93	4945.99	4946.55	2574.0
2021-07-27 03:40:00	ES	Futures	4946.55	4947.12	4945.15	4945.71	3036.0
2021-07-27 03:45:00	ES	Futures	4945.71	4947.68	4945.15	4947.4	2114.0
2021-07-27 03:50:00	ES	Futures	4947.12	4948.24	4945.15	4948.24	2495.0
2021-07-27 03:55:00	ES	Futures	4947.96	4954.72	4947.68	4953.03	3980.0
2021-07-27 04:00:00	ES	Futures	4953.03	4954.72	4951.06	4954.44	3104.0
2021-07-27 04:05:00	ES	Futures	4954.72	4958.66	4953.31	4958.66	3895.0

> showing 50 of 18,807 rows — these rows as CSV

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