PREVIEW / futures_5min / 2021-04-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-01.parquet
  size:    304 KB
  rows:    16,957

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
2021-04-01 00:00:00	ES	Futures	4459.55	4460.11	4458.42	4459.26	411.0
2021-04-01 00:05:00	ES	Futures	4459.26	4459.83	4459.26	4459.83	223.0
2021-04-01 00:10:00	ES	Futures	4459.55	4460.11	4458.98	4459.26	186.0
2021-04-01 00:15:00	ES	Futures	4459.26	4459.83	4459.26	4459.26	175.0
2021-04-01 00:20:00	ES	Futures	4459.26	4459.83	4459.26	4459.83	130.0
2021-04-01 00:25:00	ES	Futures	4459.83	4459.83	4459.55	4459.83	91.0
2021-04-01 00:30:00	ES	Futures	4459.55	4460.11	4459.26	4459.83	153.0
2021-04-01 00:35:00	ES	Futures	4459.83	4461.51	4459.55	4461.23	484.0
2021-04-01 00:40:00	ES	Futures	4460.95	4461.23	4460.11	4460.11	269.0
2021-04-01 00:45:00	ES	Futures	4460.11	4460.67	4459.26	4459.26	430.0
2021-04-01 00:50:00	ES	Futures	4459.26	4459.26	4457.86	4458.7	456.0
2021-04-01 00:55:00	ES	Futures	4458.7	4460.39	4458.7	4460.11	305.0
2021-04-01 01:00:00	ES	Futures	4460.11	4460.67	4459.26	4460.67	355.0
2021-04-01 01:05:00	ES	Futures	4460.67	4460.67	4459.83	4460.39	694.0
2021-04-01 01:10:00	ES	Futures	4460.39	4461.23	4459.26	4459.83	562.0
2021-04-01 01:15:00	ES	Futures	4459.83	4460.67	4459.55	4460.39	306.0
2021-04-01 01:20:00	ES	Futures	4460.39	4461.79	4460.11	4461.51	503.0
2021-04-01 01:25:00	ES	Futures	4461.23	4462.07	4460.11	4461.51	633.0
2021-04-01 01:30:00	ES	Futures	4461.51	4461.51	4459.83	4460.67	449.0
2021-04-01 01:35:00	ES	Futures	4460.67	4462.64	4460.11	4462.64	619.0
2021-04-01 01:40:00	ES	Futures	4462.35	4463.76	4462.35	4463.2	693.0
2021-04-01 01:45:00	ES	Futures	4463.48	4464.04	4462.64	4463.2	382.0
2021-04-01 01:50:00	ES	Futures	4463.2	4463.48	4461.79	4462.35	344.0
2021-04-01 01:55:00	ES	Futures	4462.35	4462.35	4461.51	4461.79	353.0
2021-04-01 02:00:00	ES	Futures	4461.51	4462.64	4460.67	4462.64	650.0
2021-04-01 02:05:00	ES	Futures	4462.35	4463.76	4462.35	4462.64	833.0
2021-04-01 02:10:00	ES	Futures	4462.35	4463.2	4460.67	4462.07	1124.0
2021-04-01 02:15:00	ES	Futures	4462.35	4464.04	4462.07	4463.76	447.0
2021-04-01 02:20:00	ES	Futures	4463.76	4464.88	4463.76	4464.6	763.0
2021-04-01 02:25:00	ES	Futures	4464.32	4464.6	4463.48	4463.76	527.0
2021-04-01 02:30:00	ES	Futures	4463.76	4465.16	4463.48	4465.16	908.0
2021-04-01 02:35:00	ES	Futures	4465.16	4466.57	4464.88	4466.57	1104.0
2021-04-01 02:40:00	ES	Futures	4466.29	4467.97	4466.29	4466.85	1530.0
2021-04-01 02:45:00	ES	Futures	4466.85	4468.54	4466.85	4467.69	658.0
2021-04-01 02:50:00	ES	Futures	4467.69	4468.26	4467.41	4468.26	591.0
2021-04-01 02:55:00	ES	Futures	4467.97	4468.82	4467.41	4468.54	1083.0
2021-04-01 03:00:00	ES	Futures	4468.54	4468.82	4465.73	4466.85	2200.0
2021-04-01 03:05:00	ES	Futures	4467.13	4467.13	4465.73	4466.57	1414.0
2021-04-01 03:10:00	ES	Futures	4466.57	4467.41	4465.16	4466.29	1163.0
2021-04-01 03:15:00	ES	Futures	4466.01	4466.29	4464.88	4465.16	824.0
2021-04-01 03:20:00	ES	Futures	4465.16	4468.26	4465.16	4468.26	1345.0
2021-04-01 03:25:00	ES	Futures	4468.26	4469.94	4467.69	4469.1	1760.0
2021-04-01 03:30:00	ES	Futures	4468.82	4469.38	4466.29	4469.38	2061.0
2021-04-01 03:35:00	ES	Futures	4469.1	4471.63	4468.82	4470.78	1843.0
2021-04-01 03:40:00	ES	Futures	4470.78	4473.03	4470.5	4472.47	2120.0
2021-04-01 03:45:00	ES	Futures	4472.75	4473.03	4471.06	4471.06	1955.0
2021-04-01 03:50:00	ES	Futures	4471.06	4471.63	4469.66	4471.63	2063.0
2021-04-01 03:55:00	ES	Futures	4471.63	4474.16	4471.63	4473.03	2321.0
2021-04-01 04:00:00	ES	Futures	4473.31	4473.31	4471.91	4473.03	2060.0
2021-04-01 04:05:00	ES	Futures	4473.03	4474.72	4472.47	4473.87	1890.0

> showing 50 of 16,957 rows — these rows as CSV

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