PREVIEW / futures_5min / 2021-04-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-09.parquet
  size:    250 KB
  rows:    14,728

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
2021-04-09 00:00:00	ES	Futures	4602.56	4602.84	4601.72	4601.72	335.0
2021-04-09 00:05:00	ES	Futures	4601.72	4602.0	4601.43	4602.0	198.0
2021-04-09 00:10:00	ES	Futures	4602.0	4602.28	4601.43	4602.0	263.0
2021-04-09 00:15:00	ES	Futures	4602.0	4602.84	4602.0	4602.56	217.0
2021-04-09 00:20:00	ES	Futures	4602.28	4602.56	4602.0	4602.56	141.0
2021-04-09 00:25:00	ES	Futures	4602.28	4602.56	4602.28	4602.56	197.0
2021-04-09 00:30:00	ES	Futures	4602.56	4603.68	4602.56	4603.4	407.0
2021-04-09 00:35:00	ES	Futures	4603.12	4603.96	4603.12	4603.96	416.0
2021-04-09 00:40:00	ES	Futures	4603.96	4603.96	4603.68	4603.96	181.0
2021-04-09 00:45:00	ES	Futures	4603.96	4604.24	4603.68	4604.24	271.0
2021-04-09 00:50:00	ES	Futures	4603.96	4604.53	4603.68	4604.24	735.0
2021-04-09 00:55:00	ES	Futures	4603.96	4603.96	4602.56	4603.12	437.0
2021-04-09 01:00:00	ES	Futures	4602.84	4603.96	4602.28	4602.56	724.0
2021-04-09 01:05:00	ES	Futures	4602.56	4602.56	4600.87	4600.87	558.0
2021-04-09 01:10:00	ES	Futures	4600.59	4600.87	4598.91	4599.19	887.0
2021-04-09 01:15:00	ES	Futures	4598.91	4599.75	4598.06	4599.47	1295.0
2021-04-09 01:20:00	ES	Futures	4599.19	4600.31	4599.19	4599.19	446.0
2021-04-09 01:25:00	ES	Futures	4599.19	4599.47	4598.34	4599.19	441.0
2021-04-09 01:30:00	ES	Futures	4598.91	4599.19	4597.78	4598.34	779.0
2021-04-09 01:35:00	ES	Futures	4598.34	4598.34	4595.53	4595.82	1976.0
2021-04-09 01:40:00	ES	Futures	4596.1	4596.38	4594.97	4594.97	841.0
2021-04-09 01:45:00	ES	Futures	4595.25	4595.25	4593.29	4594.13	1978.0
2021-04-09 01:50:00	ES	Futures	4593.85	4597.5	4593.85	4597.22	1116.0
2021-04-09 01:55:00	ES	Futures	4597.22	4597.22	4595.82	4596.38	875.0
2021-04-09 02:00:00	ES	Futures	4596.1	4597.5	4595.82	4596.94	1675.0
2021-04-09 02:05:00	ES	Futures	4596.94	4599.75	4596.38	4598.06	2077.0
2021-04-09 02:10:00	ES	Futures	4598.34	4599.19	4597.78	4598.06	623.0
2021-04-09 02:15:00	ES	Futures	4598.06	4598.34	4597.22	4597.78	638.0
2021-04-09 02:20:00	ES	Futures	4597.78	4599.19	4597.5	4598.34	535.0
2021-04-09 02:25:00	ES	Futures	4598.34	4598.91	4597.78	4597.78	479.0
2021-04-09 02:30:00	ES	Futures	4597.78	4598.06	4595.82	4597.5	1210.0
2021-04-09 02:35:00	ES	Futures	4597.22	4597.78	4595.25	4595.82	1141.0
2021-04-09 02:40:00	ES	Futures	4596.1	4596.66	4594.97	4596.38	818.0
2021-04-09 02:45:00	ES	Futures	4596.66	4597.5	4596.38	4597.22	724.0
2021-04-09 02:50:00	ES	Futures	4597.22	4597.78	4596.94	4597.22	383.0
2021-04-09 02:55:00	ES	Futures	4597.22	4598.06	4596.94	4597.5	623.0
2021-04-09 03:00:00	ES	Futures	4597.5	4598.06	4595.82	4597.22	1742.0
2021-04-09 03:05:00	ES	Futures	4597.22	4598.34	4596.38	4596.94	1520.0
2021-04-09 03:10:00	ES	Futures	4596.94	4597.5	4596.1	4596.66	1274.0
2021-04-09 03:15:00	ES	Futures	4596.66	4598.91	4596.66	4597.5	1402.0
2021-04-09 03:20:00	ES	Futures	4597.5	4599.19	4596.94	4597.5	1089.0
2021-04-09 03:25:00	ES	Futures	4597.78	4599.47	4596.94	4597.5	1069.0
2021-04-09 03:30:00	ES	Futures	4597.5	4597.5	4595.82	4596.38	1133.0
2021-04-09 03:35:00	ES	Futures	4596.1	4599.47	4594.13	4598.62	2381.0
2021-04-09 03:40:00	ES	Futures	4598.62	4602.28	4598.62	4599.75	1961.0
2021-04-09 03:45:00	ES	Futures	4600.03	4601.72	4599.75	4601.43	1022.0
2021-04-09 03:50:00	ES	Futures	4601.15	4602.56	4600.03	4602.56	1142.0
2021-04-09 03:55:00	ES	Futures	4602.56	4603.96	4602.0	4603.12	1574.0
2021-04-09 04:00:00	ES	Futures	4602.84	4603.12	4600.87	4600.87	1067.0
2021-04-09 04:05:00	ES	Futures	4600.59	4601.15	4599.19	4599.19	1006.0

> showing 50 of 14,728 rows — these rows as CSV

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