PREVIEW / futures_5min / 2021-04-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-11.parquet
  size:    69 KB
  rows:    3,414

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
2021-04-11 18:00:00	ES	Futures	4623.91	4625.04	4621.1	4621.95	1775.0
2021-04-11 18:05:00	ES	Futures	4621.95	4624.19	4621.66	4623.63	563.0
2021-04-11 18:10:00	ES	Futures	4623.63	4626.72	4622.79	4626.44	1113.0
2021-04-11 18:15:00	ES	Futures	4626.44	4627.28	4625.04	4625.6	699.0
2021-04-11 18:20:00	ES	Futures	4625.6	4626.16	4625.6	4625.88	173.0
2021-04-11 18:25:00	ES	Futures	4625.88	4626.44	4625.6	4626.16	216.0
2021-04-11 18:30:00	ES	Futures	4626.16	4626.16	4625.04	4626.16	280.0
2021-04-11 18:35:00	ES	Futures	4626.16	4628.13	4625.88	4627.56	487.0
2021-04-11 18:40:00	ES	Futures	4627.56	4627.56	4625.88	4626.16	276.0
2021-04-11 18:45:00	ES	Futures	4626.16	4626.72	4625.6	4625.88	174.0
2021-04-11 18:50:00	ES	Futures	4625.88	4626.72	4625.6	4626.44	190.0
2021-04-11 18:55:00	ES	Futures	4626.44	4626.72	4621.66	4624.47	1155.0
2021-04-11 19:00:00	ES	Futures	4624.76	4624.76	4621.66	4623.07	1143.0
2021-04-11 19:05:00	ES	Futures	4622.79	4623.63	4621.95	4623.07	536.0
2021-04-11 19:10:00	ES	Futures	4623.35	4623.91	4622.51	4623.35	247.0
2021-04-11 19:15:00	ES	Futures	4623.35	4624.19	4623.35	4624.19	213.0
2021-04-11 19:20:00	ES	Futures	4624.19	4625.88	4624.19	4625.32	573.0
2021-04-11 19:25:00	ES	Futures	4625.04	4625.04	4622.79	4623.07	534.0
2021-04-11 19:30:00	ES	Futures	4623.07	4623.63	4621.95	4621.95	344.0
2021-04-11 19:35:00	ES	Futures	4621.95	4621.95	4619.7	4621.1	830.0
2021-04-11 19:40:00	ES	Futures	4621.1	4621.95	4620.82	4621.1	455.0
2021-04-11 19:45:00	ES	Futures	4620.82	4621.95	4619.7	4621.1	641.0
2021-04-11 19:50:00	ES	Futures	4621.1	4621.38	4619.98	4621.1	463.0
2021-04-11 19:55:00	ES	Futures	4621.1	4621.38	4619.7	4619.7	596.0
2021-04-11 20:00:00	ES	Futures	4619.7	4620.54	4616.89	4618.01	1879.0
2021-04-11 20:05:00	ES	Futures	4617.73	4619.14	4616.89	4618.01	1250.0
2021-04-11 20:10:00	ES	Futures	4618.01	4618.57	4614.64	4615.48	1231.0
2021-04-11 20:15:00	ES	Futures	4615.76	4618.29	4615.2	4617.73	1208.0
2021-04-11 20:20:00	ES	Futures	4617.73	4618.01	4616.61	4618.01	506.0
2021-04-11 20:25:00	ES	Futures	4617.73	4619.7	4617.45	4618.85	817.0
2021-04-11 20:30:00	ES	Futures	4618.85	4620.82	4618.57	4620.82	874.0
2021-04-11 20:35:00	ES	Futures	4620.54	4621.38	4619.7	4621.38	535.0
2021-04-11 20:40:00	ES	Futures	4621.38	4623.63	4621.1	4623.63	1234.0
2021-04-11 20:45:00	ES	Futures	4623.35	4623.63	4621.95	4622.23	821.0
2021-04-11 20:50:00	ES	Futures	4621.95	4623.07	4621.66	4622.23	478.0
2021-04-11 20:55:00	ES	Futures	4622.23	4623.91	4621.95	4623.07	635.0
2021-04-11 21:00:00	ES	Futures	4623.07	4623.91	4621.1	4621.1	996.0
2021-04-11 21:05:00	ES	Futures	4621.38	4623.63	4621.1	4622.79	701.0
2021-04-11 21:10:00	ES	Futures	4622.79	4623.35	4622.23	4623.07	387.0
2021-04-11 21:15:00	ES	Futures	4623.07	4624.47	4622.23	4622.51	929.0
2021-04-11 21:20:00	ES	Futures	4622.51	4624.19	4622.23	4622.51	572.0
2021-04-11 21:25:00	ES	Futures	4622.23	4622.79	4621.66	4621.95	431.0
2021-04-11 21:30:00	ES	Futures	4621.95	4622.23	4618.57	4618.85	1212.0
2021-04-11 21:35:00	ES	Futures	4618.85	4620.26	4618.01	4619.7	1056.0
2021-04-11 21:40:00	ES	Futures	4619.7	4621.1	4618.57	4621.1	709.0
2021-04-11 21:45:00	ES	Futures	4621.1	4622.79	4620.26	4620.82	1275.0
2021-04-11 21:50:00	ES	Futures	4620.82	4620.82	4618.29	4618.85	723.0
2021-04-11 21:55:00	ES	Futures	4618.85	4619.98	4618.29	4618.57	575.0
2021-04-11 22:00:00	ES	Futures	4618.85	4619.14	4616.33	4617.73	1065.0
2021-04-11 22:05:00	ES	Futures	4617.45	4617.73	4615.76	4616.89	921.0

> showing 50 of 3,414 rows — these rows as CSV

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