PREVIEW / futures_5min / 2021-04-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-16.parquet
  size:    248 KB
  rows:    14,580

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
2021-04-16 00:00:00	ES	Futures	4670.55	4671.12	4669.99	4671.12	265.0
2021-04-16 00:05:00	ES	Futures	4671.12	4671.68	4670.55	4670.83	374.0
2021-04-16 00:10:00	ES	Futures	4670.83	4671.12	4670.55	4670.83	217.0
2021-04-16 00:15:00	ES	Futures	4670.83	4671.12	4670.55	4670.55	160.0
2021-04-16 00:20:00	ES	Futures	4670.83	4671.4	4670.83	4671.12	244.0
2021-04-16 00:25:00	ES	Futures	4671.12	4672.24	4671.12	4671.96	328.0
2021-04-16 00:30:00	ES	Futures	4671.68	4672.8	4671.68	4672.52	537.0
2021-04-16 00:35:00	ES	Futures	4672.8	4673.08	4670.83	4671.4	753.0
2021-04-16 00:40:00	ES	Futures	4671.4	4671.68	4671.12	4671.4	137.0
2021-04-16 00:45:00	ES	Futures	4671.68	4672.52	4671.68	4672.24	198.0
2021-04-16 00:50:00	ES	Futures	4672.24	4673.36	4672.24	4673.36	262.0
2021-04-16 00:55:00	ES	Futures	4673.08	4674.21	4672.52	4674.21	572.0
2021-04-16 01:00:00	ES	Futures	4673.92	4674.77	4673.36	4674.49	716.0
2021-04-16 01:05:00	ES	Futures	4674.49	4675.05	4673.64	4673.64	369.0
2021-04-16 01:10:00	ES	Futures	4673.64	4673.92	4672.52	4672.8	485.0
2021-04-16 01:15:00	ES	Futures	4672.8	4673.64	4672.24	4672.52	455.0
2021-04-16 01:20:00	ES	Futures	4672.8	4673.36	4672.52	4672.8	314.0
2021-04-16 01:25:00	ES	Futures	4673.08	4673.08	4671.68	4671.96	393.0
2021-04-16 01:30:00	ES	Futures	4671.96	4672.24	4671.4	4671.96	729.0
2021-04-16 01:35:00	ES	Futures	4672.24	4674.49	4672.24	4674.21	454.0
2021-04-16 01:40:00	ES	Futures	4674.21	4674.77	4673.64	4674.77	626.0
2021-04-16 01:45:00	ES	Futures	4674.77	4675.33	4673.64	4673.64	561.0
2021-04-16 01:50:00	ES	Futures	4673.92	4675.05	4673.08	4674.49	580.0
2021-04-16 01:55:00	ES	Futures	4674.77	4675.61	4673.64	4674.21	569.0
2021-04-16 02:00:00	ES	Futures	4674.21	4674.21	4672.24	4673.08	890.0
2021-04-16 02:05:00	ES	Futures	4673.08	4674.21	4672.24	4672.8	867.0
2021-04-16 02:10:00	ES	Futures	4672.8	4673.36	4671.68	4672.52	1076.0
2021-04-16 02:15:00	ES	Futures	4672.8	4672.8	4671.4	4671.96	634.0
2021-04-16 02:20:00	ES	Futures	4671.96	4672.24	4670.83	4671.12	675.0
2021-04-16 02:25:00	ES	Futures	4671.12	4672.52	4669.99	4669.99	986.0
2021-04-16 02:30:00	ES	Futures	4670.27	4670.55	4669.71	4670.27	802.0
2021-04-16 02:35:00	ES	Futures	4670.27	4671.4	4669.99	4670.83	259.0
2021-04-16 02:40:00	ES	Futures	4670.83	4671.4	4670.27	4671.12	381.0
2021-04-16 02:45:00	ES	Futures	4671.12	4671.68	4670.83	4671.4	439.0
2021-04-16 02:50:00	ES	Futures	4671.4	4671.68	4670.55	4671.4	440.0
2021-04-16 02:55:00	ES	Futures	4671.12	4671.12	4669.99	4670.83	558.0
2021-04-16 03:00:00	ES	Futures	4671.12	4671.68	4668.87	4671.4	2528.0
2021-04-16 03:05:00	ES	Futures	4671.12	4674.77	4670.83	4674.49	2231.0
2021-04-16 03:10:00	ES	Futures	4674.21	4675.89	4674.21	4675.05	2009.0
2021-04-16 03:15:00	ES	Futures	4675.33	4676.17	4674.49	4675.05	1301.0
2021-04-16 03:20:00	ES	Futures	4675.33	4677.3	4674.77	4677.3	1694.0
2021-04-16 03:25:00	ES	Futures	4677.58	4678.42	4676.45	4676.45	1489.0
2021-04-16 03:30:00	ES	Futures	4676.45	4677.02	4675.33	4675.89	1275.0
2021-04-16 03:35:00	ES	Futures	4675.89	4676.17	4675.33	4676.17	744.0
2021-04-16 03:40:00	ES	Futures	4676.17	4676.73	4673.64	4673.92	1550.0
2021-04-16 03:45:00	ES	Futures	4673.92	4675.05	4673.36	4675.05	830.0
2021-04-16 03:50:00	ES	Futures	4674.77	4675.33	4674.49	4675.05	799.0
2021-04-16 03:55:00	ES	Futures	4675.05	4675.33	4673.64	4673.92	791.0
2021-04-16 04:00:00	ES	Futures	4673.92	4674.49	4671.68	4673.92	1516.0
2021-04-16 04:05:00	ES	Futures	4673.92	4675.33	4673.64	4675.05	1110.0

> showing 50 of 14,580 rows — these rows as CSV

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