PREVIEW / futures_5min / 2021-04-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-13.parquet
  size:    295 KB
  rows:    17,829

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
2021-04-13 00:00:00	ES	Futures	4630.66	4630.66	4629.53	4630.09	445.0
2021-04-13 00:05:00	ES	Futures	4630.09	4630.09	4629.25	4629.53	446.0
2021-04-13 00:10:00	ES	Futures	4629.53	4630.37	4629.25	4630.37	353.0
2021-04-13 00:15:00	ES	Futures	4630.37	4630.37	4629.81	4630.09	261.0
2021-04-13 00:20:00	ES	Futures	4630.09	4630.66	4630.09	4630.37	249.0
2021-04-13 00:25:00	ES	Futures	4630.09	4630.37	4629.53	4629.81	391.0
2021-04-13 00:30:00	ES	Futures	4629.81	4630.09	4628.41	4628.69	723.0
2021-04-13 00:35:00	ES	Futures	4628.69	4629.53	4628.41	4628.69	394.0
2021-04-13 00:40:00	ES	Futures	4628.69	4628.97	4628.41	4628.69	223.0
2021-04-13 00:45:00	ES	Futures	4628.69	4628.97	4627.28	4627.28	506.0
2021-04-13 00:50:00	ES	Futures	4627.28	4627.56	4626.16	4627.0	833.0
2021-04-13 00:55:00	ES	Futures	4627.28	4627.85	4627.28	4627.28	375.0
2021-04-13 01:00:00	ES	Futures	4627.56	4627.56	4626.16	4626.44	924.0
2021-04-13 01:05:00	ES	Futures	4626.44	4626.72	4625.04	4625.32	999.0
2021-04-13 01:10:00	ES	Futures	4625.32	4626.44	4625.04	4625.04	862.0
2021-04-13 01:15:00	ES	Futures	4625.04	4625.88	4624.19	4625.04	902.0
2021-04-13 01:20:00	ES	Futures	4625.04	4625.04	4623.35	4624.19	1125.0
2021-04-13 01:25:00	ES	Futures	4624.19	4625.88	4623.91	4625.6	519.0
2021-04-13 01:30:00	ES	Futures	4625.88	4626.44	4625.6	4625.6	567.0
2021-04-13 01:35:00	ES	Futures	4625.6	4625.88	4624.19	4625.88	975.0
2021-04-13 01:40:00	ES	Futures	4625.6	4627.0	4625.6	4627.0	458.0
2021-04-13 01:45:00	ES	Futures	4627.0	4627.28	4626.16	4627.28	421.0
2021-04-13 01:50:00	ES	Futures	4627.56	4627.56	4626.44	4626.44	403.0
2021-04-13 01:55:00	ES	Futures	4626.44	4627.0	4626.16	4626.44	466.0
2021-04-13 02:00:00	ES	Futures	4626.72	4627.85	4625.32	4627.28	818.0
2021-04-13 02:05:00	ES	Futures	4627.28	4627.28	4625.6	4625.88	630.0
2021-04-13 02:10:00	ES	Futures	4625.88	4627.0	4624.76	4626.72	656.0
2021-04-13 02:15:00	ES	Futures	4626.72	4627.85	4625.88	4627.56	534.0
2021-04-13 02:20:00	ES	Futures	4627.56	4627.85	4627.0	4627.28	394.0
2021-04-13 02:25:00	ES	Futures	4627.28	4628.97	4627.0	4628.69	829.0
2021-04-13 02:30:00	ES	Futures	4628.41	4628.97	4627.56	4628.69	624.0
2021-04-13 02:35:00	ES	Futures	4628.97	4629.25	4627.85	4628.13	455.0
2021-04-13 02:40:00	ES	Futures	4628.13	4629.25	4628.13	4628.69	275.0
2021-04-13 02:45:00	ES	Futures	4628.69	4629.25	4628.41	4628.41	700.0
2021-04-13 02:50:00	ES	Futures	4628.69	4628.69	4628.13	4628.69	370.0
2021-04-13 02:55:00	ES	Futures	4628.41	4628.69	4627.85	4628.41	725.0
2021-04-13 03:00:00	ES	Futures	4628.69	4630.37	4628.41	4629.25	1964.0
2021-04-13 03:05:00	ES	Futures	4629.25	4630.09	4628.97	4629.53	829.0
2021-04-13 03:10:00	ES	Futures	4629.25	4629.53	4628.13	4628.41	1219.0
2021-04-13 03:15:00	ES	Futures	4628.69	4630.09	4628.41	4629.53	1314.0
2021-04-13 03:20:00	ES	Futures	4629.53	4630.37	4628.97	4630.09	787.0
2021-04-13 03:25:00	ES	Futures	4630.37	4631.22	4630.37	4630.94	949.0
2021-04-13 03:30:00	ES	Futures	4630.66	4631.78	4630.09	4630.66	1000.0
2021-04-13 03:35:00	ES	Futures	4630.66	4632.9	4630.66	4632.9	909.0
2021-04-13 03:40:00	ES	Futures	4632.9	4633.18	4630.94	4630.94	1102.0
2021-04-13 03:45:00	ES	Futures	4630.94	4631.22	4628.97	4629.53	1268.0
2021-04-13 03:50:00	ES	Futures	4629.53	4631.22	4629.25	4631.22	832.0
2021-04-13 03:55:00	ES	Futures	4631.22	4632.9	4631.22	4632.9	1265.0
2021-04-13 04:00:00	ES	Futures	4632.9	4633.47	4632.06	4633.18	1945.0
2021-04-13 04:05:00	ES	Futures	4633.47	4634.31	4631.78	4632.34	1766.0

> showing 50 of 17,829 rows — these rows as CSV

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