PREVIEW / futures_5min / 2021-04-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-06.parquet
  size:    307 KB
  rows:    18,270

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
2021-04-06 00:00:00	ES	Futures	4562.94	4563.22	4562.66	4562.66	292.0
2021-04-06 00:05:00	ES	Futures	4562.66	4562.94	4562.1	4562.66	391.0
2021-04-06 00:10:00	ES	Futures	4562.66	4562.94	4562.1	4562.94	354.0
2021-04-06 00:15:00	ES	Futures	4562.94	4562.94	4561.54	4562.1	506.0
2021-04-06 00:20:00	ES	Futures	4562.1	4563.5	4561.82	4563.22	340.0
2021-04-06 00:25:00	ES	Futures	4563.22	4563.78	4562.94	4563.78	380.0
2021-04-06 00:30:00	ES	Futures	4563.78	4564.35	4562.94	4563.78	686.0
2021-04-06 00:35:00	ES	Futures	4563.78	4564.91	4563.5	4563.5	383.0
2021-04-06 00:40:00	ES	Futures	4563.5	4563.78	4562.94	4562.94	311.0
2021-04-06 00:45:00	ES	Futures	4562.94	4563.22	4561.82	4562.94	493.0
2021-04-06 00:50:00	ES	Futures	4562.94	4562.94	4562.38	4562.66	176.0
2021-04-06 00:55:00	ES	Futures	4562.38	4562.94	4561.82	4562.38	393.0
2021-04-06 01:00:00	ES	Futures	4562.66	4562.94	4561.82	4562.1	501.0
2021-04-06 01:05:00	ES	Futures	4561.82	4562.38	4561.26	4561.54	526.0
2021-04-06 01:10:00	ES	Futures	4561.82	4563.5	4561.54	4562.94	553.0
2021-04-06 01:15:00	ES	Futures	4562.94	4563.22	4561.82	4562.66	451.0
2021-04-06 01:20:00	ES	Futures	4562.66	4562.94	4562.1	4562.94	314.0
2021-04-06 01:25:00	ES	Futures	4562.94	4563.22	4561.82	4561.82	416.0
2021-04-06 01:30:00	ES	Futures	4561.82	4562.66	4561.26	4562.38	448.0
2021-04-06 01:35:00	ES	Futures	4562.38	4562.38	4561.26	4561.82	328.0
2021-04-06 01:40:00	ES	Futures	4561.82	4561.82	4560.98	4561.54	370.0
2021-04-06 01:45:00	ES	Futures	4561.54	4563.5	4561.26	4563.5	464.0
2021-04-06 01:50:00	ES	Futures	4563.5	4564.91	4563.22	4564.63	929.0
2021-04-06 01:55:00	ES	Futures	4564.63	4564.91	4563.78	4564.35	779.0
2021-04-06 02:00:00	ES	Futures	4564.35	4566.59	4564.07	4566.03	1406.0
2021-04-06 02:05:00	ES	Futures	4566.03	4566.88	4564.35	4564.35	1130.0
2021-04-06 02:10:00	ES	Futures	4564.63	4565.19	4562.1	4562.38	932.0
2021-04-06 02:15:00	ES	Futures	4562.66	4563.22	4561.54	4562.66	649.0
2021-04-06 02:20:00	ES	Futures	4562.94	4562.94	4561.26	4561.54	650.0
2021-04-06 02:25:00	ES	Futures	4561.54	4563.5	4561.54	4563.22	1031.0
2021-04-06 02:30:00	ES	Futures	4563.22	4563.5	4561.26	4562.66	905.0
2021-04-06 02:35:00	ES	Futures	4562.38	4564.63	4562.38	4563.22	935.0
2021-04-06 02:40:00	ES	Futures	4563.22	4564.63	4563.22	4564.35	915.0
2021-04-06 02:45:00	ES	Futures	4564.35	4565.47	4564.07	4565.47	1205.0
2021-04-06 02:50:00	ES	Futures	4565.75	4566.88	4565.47	4566.03	874.0
2021-04-06 02:55:00	ES	Futures	4566.03	4566.31	4563.5	4564.63	894.0
2021-04-06 03:00:00	ES	Futures	4564.91	4565.19	4559.01	4559.29	3702.0
2021-04-06 03:05:00	ES	Futures	4559.29	4559.57	4555.07	4557.04	4940.0
2021-04-06 03:10:00	ES	Futures	4556.76	4557.04	4554.51	4554.51	1971.0
2021-04-06 03:15:00	ES	Futures	4554.79	4556.48	4554.23	4555.64	2256.0
2021-04-06 03:20:00	ES	Futures	4555.36	4559.57	4555.36	4559.57	1990.0
2021-04-06 03:25:00	ES	Futures	4559.29	4561.26	4559.01	4560.98	2398.0
2021-04-06 03:30:00	ES	Futures	4560.98	4561.26	4557.32	4559.01	2216.0
2021-04-06 03:35:00	ES	Futures	4559.01	4563.78	4558.73	4563.22	1643.0
2021-04-06 03:40:00	ES	Futures	4563.22	4565.75	4563.22	4565.75	1579.0
2021-04-06 03:45:00	ES	Futures	4566.03	4566.31	4562.1	4562.38	1695.0
2021-04-06 03:50:00	ES	Futures	4562.1	4564.35	4561.54	4564.35	1528.0
2021-04-06 03:55:00	ES	Futures	4564.35	4564.91	4560.13	4561.26	1798.0
2021-04-06 04:00:00	ES	Futures	4561.54	4563.22	4559.85	4562.66	1851.0
2021-04-06 04:05:00	ES	Futures	4562.38	4562.94	4561.54	4562.38	1402.0

> showing 50 of 18,270 rows — these rows as CSV

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