PREVIEW / futures_5min / 2021-04-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-19.parquet
  size:    307 KB
  rows:    18,068

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
2021-04-19 00:00:00	ES	Futures	4686.57	4686.85	4685.73	4686.85	311.0
2021-04-19 00:05:00	ES	Futures	4686.85	4687.69	4686.57	4687.13	330.0
2021-04-19 00:10:00	ES	Futures	4687.13	4687.41	4686.85	4687.13	144.0
2021-04-19 00:15:00	ES	Futures	4687.41	4687.41	4686.85	4687.13	295.0
2021-04-19 00:20:00	ES	Futures	4687.41	4687.41	4686.57	4687.13	302.0
2021-04-19 00:25:00	ES	Futures	4686.85	4687.69	4686.85	4687.41	189.0
2021-04-19 00:30:00	ES	Futures	4687.41	4689.1	4687.41	4689.1	831.0
2021-04-19 00:35:00	ES	Futures	4689.1	4689.1	4687.69	4687.97	208.0
2021-04-19 00:40:00	ES	Futures	4687.69	4687.97	4687.13	4687.41	230.0
2021-04-19 00:45:00	ES	Futures	4687.41	4687.97	4687.41	4687.69	158.0
2021-04-19 00:50:00	ES	Futures	4687.41	4687.69	4687.13	4687.41	114.0
2021-04-19 00:55:00	ES	Futures	4687.41	4687.69	4687.13	4687.13	323.0
2021-04-19 01:00:00	ES	Futures	4687.13	4688.82	4686.85	4688.54	577.0
2021-04-19 01:05:00	ES	Futures	4688.54	4688.54	4685.73	4685.73	537.0
2021-04-19 01:10:00	ES	Futures	4685.73	4686.29	4684.88	4685.73	603.0
2021-04-19 01:15:00	ES	Futures	4685.44	4686.01	4684.6	4684.6	303.0
2021-04-19 01:20:00	ES	Futures	4684.6	4685.44	4684.6	4684.88	355.0
2021-04-19 01:25:00	ES	Futures	4684.88	4685.73	4684.6	4685.73	247.0
2021-04-19 01:30:00	ES	Futures	4685.44	4686.57	4685.44	4685.44	431.0
2021-04-19 01:35:00	ES	Futures	4685.44	4686.85	4685.44	4686.85	351.0
2021-04-19 01:40:00	ES	Futures	4686.57	4687.69	4686.57	4687.41	375.0
2021-04-19 01:45:00	ES	Futures	4687.41	4687.41	4686.57	4687.13	249.0
2021-04-19 01:50:00	ES	Futures	4687.13	4687.13	4686.57	4687.13	296.0
2021-04-19 01:55:00	ES	Futures	4687.13	4687.41	4686.29	4686.85	572.0
2021-04-19 02:00:00	ES	Futures	4686.85	4687.13	4684.6	4685.16	857.0
2021-04-19 02:05:00	ES	Futures	4685.16	4685.16	4683.76	4684.04	777.0
2021-04-19 02:10:00	ES	Futures	4684.04	4685.44	4684.04	4685.16	480.0
2021-04-19 02:15:00	ES	Futures	4685.16	4686.57	4685.16	4686.29	529.0
2021-04-19 02:20:00	ES	Futures	4686.29	4686.57	4685.73	4686.29	387.0
2021-04-19 02:25:00	ES	Futures	4686.29	4686.29	4685.44	4685.44	463.0
2021-04-19 02:30:00	ES	Futures	4685.44	4686.01	4684.04	4684.32	757.0
2021-04-19 02:35:00	ES	Futures	4684.32	4684.32	4682.07	4684.32	1005.0
2021-04-19 02:40:00	ES	Futures	4684.32	4684.32	4682.63	4682.92	447.0
2021-04-19 02:45:00	ES	Futures	4682.92	4684.32	4682.63	4683.76	469.0
2021-04-19 02:50:00	ES	Futures	4683.48	4683.76	4682.63	4683.2	309.0
2021-04-19 02:55:00	ES	Futures	4682.92	4684.88	4682.35	4684.6	377.0
2021-04-19 03:00:00	ES	Futures	4684.6	4686.57	4684.32	4686.29	1594.0
2021-04-19 03:05:00	ES	Futures	4686.57	4687.69	4685.44	4686.01	1381.0
2021-04-19 03:10:00	ES	Futures	4686.29	4688.82	4686.29	4688.54	1172.0
2021-04-19 03:15:00	ES	Futures	4688.54	4689.1	4687.41	4687.97	957.0
2021-04-19 03:20:00	ES	Futures	4688.25	4688.25	4685.73	4687.13	1249.0
2021-04-19 03:25:00	ES	Futures	4687.41	4687.97	4686.85	4687.13	627.0
2021-04-19 03:30:00	ES	Futures	4687.13	4688.54	4686.85	4688.25	648.0
2021-04-19 03:35:00	ES	Futures	4688.25	4688.54	4686.85	4687.41	602.0
2021-04-19 03:40:00	ES	Futures	4687.41	4687.69	4686.85	4687.13	460.0
2021-04-19 03:45:00	ES	Futures	4687.41	4688.54	4686.57	4688.25	984.0
2021-04-19 03:50:00	ES	Futures	4688.25	4689.66	4688.25	4688.82	1090.0
2021-04-19 03:55:00	ES	Futures	4688.82	4689.1	4687.69	4687.97	883.0
2021-04-19 04:00:00	ES	Futures	4687.97	4690.5	4687.97	4689.66	2796.0
2021-04-19 04:05:00	ES	Futures	4689.66	4691.91	4689.66	4690.78	2460.0

> showing 50 of 18,068 rows — these rows as CSV

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