PREVIEW / futures_5min / 2021-04-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-14.parquet
  size:    291 KB
  rows:    17,895

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
2021-04-14 00:00:00	ES	Futures	4643.86	4644.98	4643.86	4644.14	302.0
2021-04-14 00:05:00	ES	Futures	4644.14	4644.98	4643.86	4644.98	178.0
2021-04-14 00:10:00	ES	Futures	4644.98	4645.27	4644.42	4644.98	206.0
2021-04-14 00:15:00	ES	Futures	4644.98	4645.83	4644.7	4645.27	397.0
2021-04-14 00:20:00	ES	Futures	4645.27	4645.55	4644.7	4645.27	236.0
2021-04-14 00:25:00	ES	Futures	4645.27	4645.55	4644.98	4645.55	150.0
2021-04-14 00:30:00	ES	Futures	4645.27	4645.83	4644.98	4645.83	127.0
2021-04-14 00:35:00	ES	Futures	4645.55	4646.39	4645.55	4646.39	280.0
2021-04-14 00:40:00	ES	Futures	4646.39	4646.95	4646.39	4646.67	453.0
2021-04-14 00:45:00	ES	Futures	4646.67	4647.23	4646.67	4646.95	318.0
2021-04-14 00:50:00	ES	Futures	4646.67	4648.64	4646.67	4648.08	796.0
2021-04-14 00:55:00	ES	Futures	4648.08	4648.36	4647.51	4647.79	241.0
2021-04-14 01:00:00	ES	Futures	4647.79	4648.08	4646.95	4646.95	543.0
2021-04-14 01:05:00	ES	Futures	4646.95	4648.92	4646.95	4648.92	584.0
2021-04-14 01:10:00	ES	Futures	4648.64	4649.76	4648.64	4648.92	1029.0
2021-04-14 01:15:00	ES	Futures	4648.92	4648.92	4647.51	4647.51	397.0
2021-04-14 01:20:00	ES	Futures	4647.51	4648.64	4647.51	4648.64	288.0
2021-04-14 01:25:00	ES	Futures	4648.64	4648.64	4647.23	4647.51	313.0
2021-04-14 01:30:00	ES	Futures	4647.51	4648.64	4647.23	4647.51	509.0
2021-04-14 01:35:00	ES	Futures	4647.51	4648.08	4647.23	4647.23	370.0
2021-04-14 01:40:00	ES	Futures	4647.23	4649.2	4646.95	4648.36	602.0
2021-04-14 01:45:00	ES	Futures	4648.36	4649.48	4648.36	4649.48	318.0
2021-04-14 01:50:00	ES	Futures	4649.48	4649.48	4648.92	4649.2	558.0
2021-04-14 01:55:00	ES	Futures	4649.2	4650.32	4649.2	4650.04	534.0
2021-04-14 02:00:00	ES	Futures	4650.04	4650.32	4649.2	4649.48	636.0
2021-04-14 02:05:00	ES	Futures	4649.48	4649.48	4647.79	4648.08	703.0
2021-04-14 02:10:00	ES	Futures	4648.08	4648.36	4646.39	4646.67	803.0
2021-04-14 02:15:00	ES	Futures	4646.67	4648.08	4646.39	4647.79	607.0
2021-04-14 02:20:00	ES	Futures	4647.79	4647.79	4644.7	4645.27	816.0
2021-04-14 02:25:00	ES	Futures	4645.27	4646.95	4644.98	4646.67	696.0
2021-04-14 02:30:00	ES	Futures	4646.39	4647.23	4645.83	4647.23	611.0
2021-04-14 02:35:00	ES	Futures	4647.23	4648.64	4646.95	4647.79	561.0
2021-04-14 02:40:00	ES	Futures	4647.79	4648.92	4647.79	4647.79	556.0
2021-04-14 02:45:00	ES	Futures	4647.79	4648.36	4646.67	4646.95	440.0
2021-04-14 02:50:00	ES	Futures	4646.95	4647.23	4646.39	4646.67	413.0
2021-04-14 02:55:00	ES	Futures	4646.67	4647.79	4646.39	4647.51	438.0
2021-04-14 03:00:00	ES	Futures	4647.79	4648.08	4646.11	4646.67	2000.0
2021-04-14 03:05:00	ES	Futures	4646.39	4649.2	4646.11	4648.92	1713.0
2021-04-14 03:10:00	ES	Futures	4648.92	4649.48	4647.51	4649.2	1408.0
2021-04-14 03:15:00	ES	Futures	4649.2	4650.6	4647.79	4649.2	1894.0
2021-04-14 03:20:00	ES	Futures	4649.2	4649.2	4646.95	4648.36	1251.0
2021-04-14 03:25:00	ES	Futures	4648.08	4649.2	4647.51	4648.08	1068.0
2021-04-14 03:30:00	ES	Futures	4647.79	4650.32	4647.23	4650.04	995.0
2021-04-14 03:35:00	ES	Futures	4650.04	4650.6	4649.2	4649.76	1123.0
2021-04-14 03:40:00	ES	Futures	4649.48	4649.76	4648.36	4648.64	958.0
2021-04-14 03:45:00	ES	Futures	4648.64	4649.76	4646.67	4647.23	1514.0
2021-04-14 03:50:00	ES	Futures	4647.23	4647.51	4645.27	4645.55	1386.0
2021-04-14 03:55:00	ES	Futures	4645.55	4646.67	4645.55	4646.11	674.0
2021-04-14 04:00:00	ES	Futures	4645.83	4647.79	4645.27	4647.51	1215.0
2021-04-14 04:05:00	ES	Futures	4647.23	4648.36	4646.95	4647.79	1053.0

> showing 50 of 17,895 rows — these rows as CSV

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