PREVIEW / futures_5min / 2021-04-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-18.parquet
  size:    70 KB
  rows:    3,508

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
2021-04-18 18:00:00	ES	Futures	4680.95	4683.76	4678.7	4683.2	3315.0
2021-04-18 18:05:00	ES	Futures	4683.48	4683.48	4681.51	4682.35	1120.0
2021-04-18 18:10:00	ES	Futures	4682.63	4682.63	4681.51	4682.07	610.0
2021-04-18 18:15:00	ES	Futures	4682.07	4682.07	4681.51	4682.07	367.0
2021-04-18 18:20:00	ES	Futures	4682.07	4682.92	4681.79	4682.07	574.0
2021-04-18 18:25:00	ES	Futures	4682.35	4682.92	4682.35	4682.63	399.0
2021-04-18 18:30:00	ES	Futures	4682.63	4683.2	4682.63	4682.92	398.0
2021-04-18 18:35:00	ES	Futures	4682.63	4683.48	4682.63	4683.2	260.0
2021-04-18 18:40:00	ES	Futures	4683.48	4683.76	4683.2	4683.76	191.0
2021-04-18 18:45:00	ES	Futures	4683.76	4683.76	4683.2	4683.48	185.0
2021-04-18 18:50:00	ES	Futures	4683.76	4684.32	4683.48	4684.32	294.0
2021-04-18 18:55:00	ES	Futures	4684.32	4684.88	4684.04	4684.32	647.0
2021-04-18 19:00:00	ES	Futures	4684.6	4684.6	4683.76	4684.04	675.0
2021-04-18 19:05:00	ES	Futures	4684.04	4685.16	4684.04	4684.88	444.0
2021-04-18 19:10:00	ES	Futures	4684.88	4685.16	4684.32	4684.6	337.0
2021-04-18 19:15:00	ES	Futures	4684.32	4684.6	4683.48	4683.76	401.0
2021-04-18 19:20:00	ES	Futures	4684.04	4684.6	4684.04	4684.32	253.0
2021-04-18 19:25:00	ES	Futures	4684.04	4684.32	4683.48	4683.48	161.0
2021-04-18 19:30:00	ES	Futures	4683.48	4684.04	4682.92	4683.76	417.0
2021-04-18 19:35:00	ES	Futures	4683.76	4683.76	4683.48	4683.48	196.0
2021-04-18 19:40:00	ES	Futures	4683.48	4683.48	4682.07	4682.63	536.0
2021-04-18 19:45:00	ES	Futures	4682.63	4683.48	4682.63	4682.63	375.0
2021-04-18 19:50:00	ES	Futures	4682.63	4683.2	4681.51	4681.51	446.0
2021-04-18 19:55:00	ES	Futures	4681.79	4681.79	4680.11	4680.39	860.0
2021-04-18 20:00:00	ES	Futures	4680.39	4681.23	4678.98	4680.11	2093.0
2021-04-18 20:05:00	ES	Futures	4679.83	4679.83	4676.17	4677.58	2178.0
2021-04-18 20:10:00	ES	Futures	4677.86	4679.54	4677.58	4679.26	1194.0
2021-04-18 20:15:00	ES	Futures	4678.98	4680.11	4678.7	4679.54	901.0
2021-04-18 20:20:00	ES	Futures	4679.54	4679.83	4678.7	4678.7	670.0
2021-04-18 20:25:00	ES	Futures	4678.98	4680.11	4678.98	4679.83	438.0
2021-04-18 20:30:00	ES	Futures	4679.83	4681.79	4678.42	4680.95	1133.0
2021-04-18 20:35:00	ES	Futures	4680.95	4681.79	4679.83	4681.51	888.0
2021-04-18 20:40:00	ES	Futures	4681.51	4681.51	4680.39	4680.39	505.0
2021-04-18 20:45:00	ES	Futures	4680.67	4682.63	4680.39	4682.07	866.0
2021-04-18 20:50:00	ES	Futures	4682.07	4682.92	4681.79	4682.92	624.0
2021-04-18 20:55:00	ES	Futures	4682.92	4682.92	4681.51	4682.07	484.0
2021-04-18 21:00:00	ES	Futures	4682.07	4683.48	4680.67	4680.95	964.0
2021-04-18 21:05:00	ES	Futures	4680.67	4681.79	4680.67	4681.51	457.0
2021-04-18 21:10:00	ES	Futures	4681.23	4682.35	4680.39	4682.35	565.0
2021-04-18 21:15:00	ES	Futures	4682.35	4682.92	4680.95	4681.51	856.0
2021-04-18 21:20:00	ES	Futures	4681.51	4681.51	4679.83	4680.11	646.0
2021-04-18 21:25:00	ES	Futures	4679.83	4680.95	4679.26	4680.39	637.0
2021-04-18 21:30:00	ES	Futures	4680.67	4680.95	4678.42	4678.98	1495.0
2021-04-18 21:35:00	ES	Futures	4679.26	4680.95	4678.42	4680.67	758.0
2021-04-18 21:40:00	ES	Futures	4680.95	4682.92	4680.39	4682.92	1099.0
2021-04-18 21:45:00	ES	Futures	4682.63	4684.04	4682.07	4683.76	1135.0
2021-04-18 21:50:00	ES	Futures	4683.76	4684.88	4683.48	4684.04	1649.0
2021-04-18 21:55:00	ES	Futures	4684.04	4684.6	4683.48	4683.76	833.0
2021-04-18 22:00:00	ES	Futures	4683.48	4686.01	4682.92	4685.16	1350.0
2021-04-18 22:05:00	ES	Futures	4685.16	4685.73	4684.32	4685.16	756.0

> showing 50 of 3,508 rows — these rows as CSV

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