PREVIEW / futures_5min / 2021-04-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-12.parquet
  size:    280 KB
  rows:    17,609

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
2021-04-12 00:00:00	ES	Futures	4617.45	4617.45	4616.33	4616.61	212.0
2021-04-12 00:05:00	ES	Futures	4616.89	4617.17	4616.05	4616.61	404.0
2021-04-12 00:10:00	ES	Futures	4616.33	4616.89	4616.33	4616.61	183.0
2021-04-12 00:15:00	ES	Futures	4616.89	4616.89	4616.33	4616.61	203.0
2021-04-12 00:20:00	ES	Futures	4616.89	4617.17	4616.33	4616.61	202.0
2021-04-12 00:25:00	ES	Futures	4616.61	4618.29	4616.33	4618.29	529.0
2021-04-12 00:30:00	ES	Futures	4618.29	4618.29	4616.89	4616.89	369.0
2021-04-12 00:35:00	ES	Futures	4616.89	4617.45	4616.05	4616.33	353.0
2021-04-12 00:40:00	ES	Futures	4616.33	4616.61	4615.48	4616.05	257.0
2021-04-12 00:45:00	ES	Futures	4616.05	4616.05	4615.48	4616.05	263.0
2021-04-12 00:50:00	ES	Futures	4615.76	4616.61	4615.48	4615.76	197.0
2021-04-12 00:55:00	ES	Futures	4615.76	4616.05	4614.64	4614.92	742.0
2021-04-12 01:00:00	ES	Futures	4615.2	4615.76	4614.36	4614.92	693.0
2021-04-12 01:05:00	ES	Futures	4614.92	4615.76	4614.92	4615.76	457.0
2021-04-12 01:10:00	ES	Futures	4615.76	4615.76	4612.95	4612.95	1017.0
2021-04-12 01:15:00	ES	Futures	4612.95	4616.89	4612.95	4616.33	807.0
2021-04-12 01:20:00	ES	Futures	4616.61	4617.45	4616.33	4616.33	557.0
2021-04-12 01:25:00	ES	Futures	4616.33	4616.89	4616.05	4616.61	310.0
2021-04-12 01:30:00	ES	Futures	4616.61	4617.73	4616.05	4616.89	781.0
2021-04-12 01:35:00	ES	Futures	4616.61	4616.61	4614.92	4615.2	492.0
2021-04-12 01:40:00	ES	Futures	4615.2	4615.76	4614.08	4614.64	451.0
2021-04-12 01:45:00	ES	Futures	4614.36	4615.48	4614.36	4614.64	512.0
2021-04-12 01:50:00	ES	Futures	4614.64	4615.76	4614.36	4615.2	414.0
2021-04-12 01:55:00	ES	Futures	4615.48	4616.05	4615.2	4615.2	520.0
2021-04-12 02:00:00	ES	Futures	4615.48	4616.05	4614.08	4614.64	1333.0
2021-04-12 02:05:00	ES	Futures	4614.64	4617.45	4614.64	4617.45	1150.0
2021-04-12 02:10:00	ES	Futures	4617.73	4617.73	4615.48	4615.76	672.0
2021-04-12 02:15:00	ES	Futures	4615.76	4617.17	4614.92	4616.33	729.0
2021-04-12 02:20:00	ES	Futures	4616.33	4616.61	4614.92	4616.05	407.0
2021-04-12 02:25:00	ES	Futures	4616.05	4618.01	4616.05	4618.01	670.0
2021-04-12 02:30:00	ES	Futures	4618.01	4618.85	4617.45	4618.01	972.0
2021-04-12 02:35:00	ES	Futures	4618.29	4619.14	4617.73	4618.29	585.0
2021-04-12 02:40:00	ES	Futures	4618.29	4619.14	4618.01	4618.57	600.0
2021-04-12 02:45:00	ES	Futures	4618.57	4620.26	4618.01	4619.7	780.0
2021-04-12 02:50:00	ES	Futures	4619.7	4621.1	4619.14	4620.82	836.0
2021-04-12 02:55:00	ES	Futures	4620.54	4622.23	4619.98	4620.82	1106.0
2021-04-12 03:00:00	ES	Futures	4621.1	4621.66	4616.33	4616.89	3254.0
2021-04-12 03:05:00	ES	Futures	4616.89	4619.98	4616.89	4619.98	1868.0
2021-04-12 03:10:00	ES	Futures	4619.98	4622.51	4619.98	4621.38	2007.0
2021-04-12 03:15:00	ES	Futures	4621.66	4622.23	4620.54	4620.54	1336.0
2021-04-12 03:20:00	ES	Futures	4620.26	4620.26	4617.17	4617.73	1930.0
2021-04-12 03:25:00	ES	Futures	4617.73	4618.57	4616.61	4618.29	1416.0
2021-04-12 03:30:00	ES	Futures	4618.01	4619.14	4616.89	4618.85	2060.0
2021-04-12 03:35:00	ES	Futures	4619.14	4620.54	4617.73	4618.01	1363.0
2021-04-12 03:40:00	ES	Futures	4618.01	4618.85	4617.17	4617.73	1125.0
2021-04-12 03:45:00	ES	Futures	4617.45	4618.57	4616.89	4618.57	1605.0
2021-04-12 03:50:00	ES	Futures	4618.85	4619.7	4618.29	4618.85	1097.0
2021-04-12 03:55:00	ES	Futures	4618.85	4619.42	4617.17	4618.01	726.0
2021-04-12 04:00:00	ES	Futures	4617.73	4620.82	4617.73	4620.54	1532.0
2021-04-12 04:05:00	ES	Futures	4620.26	4621.1	4617.45	4619.14	1093.0

> showing 50 of 17,609 rows — these rows as CSV

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