PREVIEW / futures_5min / 2021-07-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-29.parquet
  size:    316 KB
  rows:    18,720

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
2021-07-29 00:00:00	ES	Futures	4941.2	4941.77	4940.92	4941.49	249.0
2021-07-29 00:05:00	ES	Futures	4941.49	4941.77	4941.2	4941.49	166.0
2021-07-29 00:10:00	ES	Futures	4941.49	4943.18	4941.49	4942.89	278.0
2021-07-29 00:15:00	ES	Futures	4942.61	4942.89	4942.05	4942.33	162.0
2021-07-29 00:20:00	ES	Futures	4942.33	4943.18	4942.33	4943.18	102.0
2021-07-29 00:25:00	ES	Futures	4943.18	4943.18	4942.05	4942.33	169.0
2021-07-29 00:30:00	ES	Futures	4942.33	4943.74	4942.33	4943.74	233.0
2021-07-29 00:35:00	ES	Futures	4943.74	4944.02	4942.61	4942.89	194.0
2021-07-29 00:40:00	ES	Futures	4942.89	4943.46	4942.61	4942.61	132.0
2021-07-29 00:45:00	ES	Futures	4942.61	4944.58	4942.61	4944.02	365.0
2021-07-29 00:50:00	ES	Futures	4944.02	4944.3	4942.61	4943.18	249.0
2021-07-29 00:55:00	ES	Futures	4942.89	4943.18	4942.61	4942.89	168.0
2021-07-29 01:00:00	ES	Futures	4942.89	4943.46	4942.33	4942.61	373.0
2021-07-29 01:05:00	ES	Futures	4942.61	4944.02	4941.77	4943.18	421.0
2021-07-29 01:10:00	ES	Futures	4943.18	4944.3	4942.61	4942.61	495.0
2021-07-29 01:15:00	ES	Futures	4942.89	4944.02	4942.89	4943.74	361.0
2021-07-29 01:20:00	ES	Futures	4943.74	4944.87	4943.46	4944.02	404.0
2021-07-29 01:25:00	ES	Futures	4944.02	4945.99	4943.74	4945.99	615.0
2021-07-29 01:30:00	ES	Futures	4945.99	4948.24	4945.43	4947.12	1426.0
2021-07-29 01:35:00	ES	Futures	4947.12	4947.4	4946.84	4947.12	291.0
2021-07-29 01:40:00	ES	Futures	4947.12	4947.68	4946.55	4947.4	316.0
2021-07-29 01:45:00	ES	Futures	4947.68	4947.68	4946.84	4946.84	275.0
2021-07-29 01:50:00	ES	Futures	4947.12	4947.12	4945.71	4946.84	329.0
2021-07-29 01:55:00	ES	Futures	4946.84	4947.4	4945.99	4947.4	461.0
2021-07-29 02:00:00	ES	Futures	4947.4	4948.81	4946.84	4947.68	1072.0
2021-07-29 02:05:00	ES	Futures	4947.68	4948.24	4946.27	4947.96	650.0
2021-07-29 02:10:00	ES	Futures	4948.24	4951.9	4947.96	4951.34	1709.0
2021-07-29 02:15:00	ES	Futures	4951.34	4951.62	4950.22	4951.06	662.0
2021-07-29 02:20:00	ES	Futures	4951.06	4952.19	4950.5	4951.9	660.0
2021-07-29 02:25:00	ES	Futures	4951.9	4952.75	4951.34	4951.9	968.0
2021-07-29 02:30:00	ES	Futures	4951.9	4953.03	4951.34	4952.47	993.0
2021-07-29 02:35:00	ES	Futures	4952.47	4953.31	4951.34	4951.9	948.0
2021-07-29 02:40:00	ES	Futures	4951.9	4952.19	4950.78	4951.62	596.0
2021-07-29 02:45:00	ES	Futures	4951.62	4952.75	4951.62	4951.62	580.0
2021-07-29 02:50:00	ES	Futures	4951.62	4954.16	4951.62	4953.31	1044.0
2021-07-29 02:55:00	ES	Futures	4953.31	4954.72	4953.03	4953.31	967.0
2021-07-29 03:00:00	ES	Futures	4953.59	4957.82	4953.03	4955.0	3935.0
2021-07-29 03:05:00	ES	Futures	4955.0	4955.57	4953.03	4954.72	2526.0
2021-07-29 03:10:00	ES	Futures	4955.0	4955.85	4954.16	4955.0	1536.0
2021-07-29 03:15:00	ES	Futures	4954.72	4955.85	4953.31	4953.59	1603.0
2021-07-29 03:20:00	ES	Futures	4953.59	4957.25	4953.31	4956.41	1927.0
2021-07-29 03:25:00	ES	Futures	4956.69	4957.25	4955.0	4955.57	1545.0
2021-07-29 03:30:00	ES	Futures	4955.57	4955.57	4953.88	4955.0	1429.0
2021-07-29 03:35:00	ES	Futures	4954.72	4955.0	4951.34	4951.34	1258.0
2021-07-29 03:40:00	ES	Futures	4951.34	4953.59	4949.93	4953.03	2015.0
2021-07-29 03:45:00	ES	Futures	4953.31	4954.72	4952.47	4953.03	1121.0
2021-07-29 03:50:00	ES	Futures	4953.03	4954.44	4952.75	4954.16	862.0
2021-07-29 03:55:00	ES	Futures	4953.88	4954.16	4953.31	4953.59	618.0
2021-07-29 04:00:00	ES	Futures	4953.59	4953.88	4952.47	4953.03	1559.0
2021-07-29 04:05:00	ES	Futures	4953.03	4953.59	4951.34	4952.75	1318.0

> showing 50 of 18,720 rows — these rows as CSV

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