PREVIEW / futures_5min / 2021-04-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-04.parquet
  size:    61 KB
  rows:    3,099

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
2021-04-04 18:00:00	ES	Futures	4529.23	4532.04	4522.2	4525.29	4380.0
2021-04-04 18:05:00	ES	Futures	4525.01	4525.29	4523.61	4524.73	1421.0
2021-04-04 18:10:00	ES	Futures	4524.45	4525.29	4522.48	4523.61	1258.0
2021-04-04 18:15:00	ES	Futures	4523.89	4526.13	4523.89	4525.85	508.0
2021-04-04 18:20:00	ES	Futures	4526.13	4526.42	4524.73	4525.01	517.0
2021-04-04 18:25:00	ES	Futures	4525.01	4525.57	4523.04	4524.45	565.0
2021-04-04 18:30:00	ES	Futures	4524.17	4524.45	4520.8	4521.36	974.0
2021-04-04 18:35:00	ES	Futures	4521.36	4523.04	4521.36	4523.04	555.0
2021-04-04 18:40:00	ES	Futures	4523.04	4524.17	4521.08	4522.48	628.0
2021-04-04 18:45:00	ES	Futures	4522.48	4523.61	4521.92	4522.48	438.0
2021-04-04 18:50:00	ES	Futures	4522.76	4522.76	4521.08	4521.64	483.0
2021-04-04 18:55:00	ES	Futures	4521.92	4525.29	4521.64	4523.33	853.0
2021-04-04 19:00:00	ES	Futures	4523.33	4524.73	4523.04	4523.89	401.0
2021-04-04 19:05:00	ES	Futures	4523.61	4524.45	4523.04	4523.33	296.0
2021-04-04 19:10:00	ES	Futures	4523.33	4525.01	4522.76	4524.45	450.0
2021-04-04 19:15:00	ES	Futures	4524.73	4526.7	4523.89	4526.42	685.0
2021-04-04 19:20:00	ES	Futures	4526.42	4527.54	4525.85	4526.98	490.0
2021-04-04 19:25:00	ES	Futures	4526.98	4529.23	4526.7	4527.82	642.0
2021-04-04 19:30:00	ES	Futures	4527.82	4529.79	4527.82	4528.38	632.0
2021-04-04 19:35:00	ES	Futures	4528.1	4530.63	4528.1	4530.35	644.0
2021-04-04 19:40:00	ES	Futures	4530.35	4530.91	4529.79	4530.63	704.0
2021-04-04 19:45:00	ES	Futures	4530.63	4531.47	4530.07	4530.63	653.0
2021-04-04 19:50:00	ES	Futures	4530.91	4533.44	4530.91	4532.32	1027.0
2021-04-04 19:55:00	ES	Futures	4532.6	4533.16	4531.47	4532.04	590.0
2021-04-04 20:00:00	ES	Futures	4532.04	4532.04	4529.79	4531.47	1107.0
2021-04-04 20:05:00	ES	Futures	4531.19	4532.32	4530.07	4530.35	784.0
2021-04-04 20:10:00	ES	Futures	4530.35	4530.63	4528.1	4528.38	837.0
2021-04-04 20:15:00	ES	Futures	4528.38	4528.94	4527.82	4528.66	583.0
2021-04-04 20:20:00	ES	Futures	4528.38	4528.94	4527.82	4528.66	550.0
2021-04-04 20:25:00	ES	Futures	4528.66	4529.51	4527.82	4529.51	555.0
2021-04-04 20:30:00	ES	Futures	4529.51	4531.75	4529.23	4531.75	748.0
2021-04-04 20:35:00	ES	Futures	4531.75	4532.32	4530.91	4530.91	1052.0
2021-04-04 20:40:00	ES	Futures	4530.91	4531.47	4529.79	4531.19	489.0
2021-04-04 20:45:00	ES	Futures	4531.47	4531.75	4530.35	4530.91	449.0
2021-04-04 20:50:00	ES	Futures	4530.91	4531.75	4530.35	4531.19	323.0
2021-04-04 20:55:00	ES	Futures	4531.19	4531.19	4530.07	4530.63	248.0
2021-04-04 21:00:00	ES	Futures	4530.35	4530.63	4529.51	4530.07	428.0
2021-04-04 21:05:00	ES	Futures	4530.07	4530.35	4529.51	4529.79	262.0
2021-04-04 21:10:00	ES	Futures	4530.07	4530.35	4529.51	4529.51	184.0
2021-04-04 21:15:00	ES	Futures	4529.51	4529.79	4528.94	4528.94	452.0
2021-04-04 21:20:00	ES	Futures	4528.94	4529.79	4528.66	4529.79	373.0
2021-04-04 21:25:00	ES	Futures	4529.51	4529.79	4528.38	4528.38	439.0
2021-04-04 21:30:00	ES	Futures	4528.66	4528.94	4528.1	4528.1	298.0
2021-04-04 21:35:00	ES	Futures	4528.38	4528.94	4528.1	4528.38	269.0
2021-04-04 21:40:00	ES	Futures	4528.66	4528.66	4528.1	4528.1	192.0
2021-04-04 21:45:00	ES	Futures	4528.1	4529.51	4527.54	4529.51	492.0
2021-04-04 21:50:00	ES	Futures	4529.51	4529.51	4528.38	4528.66	327.0
2021-04-04 21:55:00	ES	Futures	4528.94	4529.23	4528.66	4528.94	291.0
2021-04-04 22:00:00	ES	Futures	4528.94	4529.79	4528.38	4529.79	416.0
2021-04-04 22:05:00	ES	Futures	4530.07	4530.07	4528.94	4529.23	449.0

> showing 50 of 3,099 rows — these rows as CSV

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