PREVIEW / futures_5min / 2021-04-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-08.parquet
  size:    292 KB
  rows:    18,129

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
2021-04-08 00:00:00	ES	Futures	4594.13	4594.69	4593.85	4594.69	328.0
2021-04-08 00:05:00	ES	Futures	4594.69	4594.69	4594.41	4594.41	359.0
2021-04-08 00:10:00	ES	Futures	4594.13	4594.69	4593.85	4594.41	267.0
2021-04-08 00:15:00	ES	Futures	4594.41	4594.69	4593.85	4594.41	279.0
2021-04-08 00:20:00	ES	Futures	4594.13	4594.97	4594.13	4594.69	243.0
2021-04-08 00:25:00	ES	Futures	4594.69	4594.69	4594.13	4594.41	67.0
2021-04-08 00:30:00	ES	Futures	4594.41	4594.41	4593.57	4593.85	302.0
2021-04-08 00:35:00	ES	Futures	4593.85	4593.85	4593.29	4593.85	285.0
2021-04-08 00:40:00	ES	Futures	4593.85	4594.13	4593.29	4593.57	222.0
2021-04-08 00:45:00	ES	Futures	4593.57	4594.41	4593.29	4594.13	210.0
2021-04-08 00:50:00	ES	Futures	4594.13	4594.97	4594.13	4594.41	329.0
2021-04-08 00:55:00	ES	Futures	4594.69	4594.69	4594.13	4594.13	288.0
2021-04-08 01:00:00	ES	Futures	4594.41	4594.69	4593.57	4594.69	765.0
2021-04-08 01:05:00	ES	Futures	4594.69	4594.69	4593.85	4594.13	385.0
2021-04-08 01:10:00	ES	Futures	4594.41	4595.25	4594.13	4594.97	358.0
2021-04-08 01:15:00	ES	Futures	4594.97	4595.25	4594.41	4594.69	425.0
2021-04-08 01:20:00	ES	Futures	4594.97	4594.97	4594.41	4594.97	229.0
2021-04-08 01:25:00	ES	Futures	4594.69	4595.53	4594.41	4594.97	337.0
2021-04-08 01:30:00	ES	Futures	4595.25	4596.38	4594.97	4595.82	1000.0
2021-04-08 01:35:00	ES	Futures	4596.1	4598.34	4595.82	4597.5	1474.0
2021-04-08 01:40:00	ES	Futures	4597.78	4598.06	4596.66	4596.66	762.0
2021-04-08 01:45:00	ES	Futures	4596.94	4598.34	4596.94	4598.06	437.0
2021-04-08 01:50:00	ES	Futures	4598.34	4599.75	4598.34	4599.19	1746.0
2021-04-08 01:55:00	ES	Futures	4599.47	4599.75	4598.06	4598.91	708.0
2021-04-08 02:00:00	ES	Futures	4598.91	4599.19	4597.78	4598.91	1368.0
2021-04-08 02:05:00	ES	Futures	4599.19	4599.47	4598.34	4598.62	953.0
2021-04-08 02:10:00	ES	Futures	4598.62	4598.91	4597.78	4598.06	977.0
2021-04-08 02:15:00	ES	Futures	4598.06	4598.06	4596.38	4597.22	1408.0
2021-04-08 02:20:00	ES	Futures	4597.5	4597.78	4596.38	4596.38	809.0
2021-04-08 02:25:00	ES	Futures	4596.38	4596.66	4594.97	4595.25	931.0
2021-04-08 02:30:00	ES	Futures	4595.25	4595.53	4594.41	4594.97	907.0
2021-04-08 02:35:00	ES	Futures	4594.69	4594.69	4593.57	4593.85	889.0
2021-04-08 02:40:00	ES	Futures	4593.85	4595.53	4593.85	4594.97	666.0
2021-04-08 02:45:00	ES	Futures	4594.97	4595.53	4593.85	4594.13	1126.0
2021-04-08 02:50:00	ES	Futures	4594.41	4594.69	4593.57	4594.69	473.0
2021-04-08 02:55:00	ES	Futures	4594.41	4594.97	4593.01	4593.01	998.0
2021-04-08 03:00:00	ES	Futures	4593.29	4594.13	4592.44	4592.72	2978.0
2021-04-08 03:05:00	ES	Futures	4593.01	4593.57	4592.44	4593.29	1042.0
2021-04-08 03:10:00	ES	Futures	4593.57	4594.41	4592.72	4593.85	1646.0
2021-04-08 03:15:00	ES	Futures	4593.57	4594.41	4592.44	4593.57	1283.0
2021-04-08 03:20:00	ES	Futures	4593.57	4594.13	4591.6	4592.16	1240.0
2021-04-08 03:25:00	ES	Futures	4592.16	4593.57	4592.16	4593.01	797.0
2021-04-08 03:30:00	ES	Futures	4593.01	4593.01	4589.91	4592.16	1808.0
2021-04-08 03:35:00	ES	Futures	4592.16	4593.29	4591.6	4591.88	746.0
2021-04-08 03:40:00	ES	Futures	4591.6	4591.6	4590.76	4591.32	867.0
2021-04-08 03:45:00	ES	Futures	4591.04	4592.16	4591.04	4591.6	835.0
2021-04-08 03:50:00	ES	Futures	4591.32	4591.6	4589.63	4589.91	1652.0
2021-04-08 03:55:00	ES	Futures	4589.63	4590.2	4589.35	4589.63	1167.0
2021-04-08 04:00:00	ES	Futures	4589.35	4591.32	4589.35	4591.32	762.0
2021-04-08 04:05:00	ES	Futures	4591.32	4592.16	4590.2	4590.2	814.0

> showing 50 of 18,129 rows — these rows as CSV

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