PREVIEW / futures_5min / 2021-04-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-20.parquet
  size:    326 KB
  rows:    18,196

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
2021-04-20 00:00:00	ES	Futures	4680.11	4680.11	4678.98	4678.98	262.0
2021-04-20 00:05:00	ES	Futures	4679.26	4679.83	4678.7	4679.54	531.0
2021-04-20 00:10:00	ES	Futures	4679.54	4679.83	4678.7	4678.7	450.0
2021-04-20 00:15:00	ES	Futures	4678.7	4679.54	4678.7	4679.54	248.0
2021-04-20 00:20:00	ES	Futures	4679.54	4679.54	4678.7	4678.98	343.0
2021-04-20 00:25:00	ES	Futures	4678.98	4678.98	4677.58	4678.7	724.0
2021-04-20 00:30:00	ES	Futures	4678.98	4679.54	4678.7	4679.26	369.0
2021-04-20 00:35:00	ES	Futures	4679.26	4679.54	4678.98	4678.98	176.0
2021-04-20 00:40:00	ES	Futures	4678.98	4679.54	4678.7	4678.98	305.0
2021-04-20 00:45:00	ES	Futures	4678.98	4679.26	4678.42	4678.98	242.0
2021-04-20 00:50:00	ES	Futures	4678.98	4679.83	4678.7	4679.26	273.0
2021-04-20 00:55:00	ES	Futures	4679.26	4680.11	4679.26	4679.54	417.0
2021-04-20 01:00:00	ES	Futures	4679.26	4681.23	4678.98	4680.95	846.0
2021-04-20 01:05:00	ES	Futures	4680.95	4681.23	4680.11	4680.39	398.0
2021-04-20 01:10:00	ES	Futures	4680.11	4680.67	4679.26	4679.54	494.0
2021-04-20 01:15:00	ES	Futures	4679.54	4680.95	4679.26	4680.39	453.0
2021-04-20 01:20:00	ES	Futures	4680.11	4681.51	4680.11	4680.11	505.0
2021-04-20 01:25:00	ES	Futures	4679.83	4681.23	4679.26	4680.95	608.0
2021-04-20 01:30:00	ES	Futures	4680.95	4681.79	4680.39	4681.23	1066.0
2021-04-20 01:35:00	ES	Futures	4681.23	4681.23	4680.11	4680.95	303.0
2021-04-20 01:40:00	ES	Futures	4680.95	4681.51	4679.83	4680.39	488.0
2021-04-20 01:45:00	ES	Futures	4680.11	4680.39	4679.54	4680.11	312.0
2021-04-20 01:50:00	ES	Futures	4680.11	4680.67	4679.54	4679.83	530.0
2021-04-20 01:55:00	ES	Futures	4679.83	4682.35	4679.26	4682.07	1136.0
2021-04-20 02:00:00	ES	Futures	4682.07	4683.48	4680.95	4681.23	1220.0
2021-04-20 02:05:00	ES	Futures	4681.23	4682.07	4679.26	4680.11	757.0
2021-04-20 02:10:00	ES	Futures	4680.11	4681.51	4680.11	4680.95	601.0
2021-04-20 02:15:00	ES	Futures	4680.95	4681.79	4679.26	4680.39	695.0
2021-04-20 02:20:00	ES	Futures	4680.11	4680.95	4678.98	4679.26	633.0
2021-04-20 02:25:00	ES	Futures	4679.26	4679.83	4678.42	4679.26	535.0
2021-04-20 02:30:00	ES	Futures	4679.54	4679.54	4678.42	4678.7	327.0
2021-04-20 02:35:00	ES	Futures	4678.7	4679.83	4678.42	4678.98	360.0
2021-04-20 02:40:00	ES	Futures	4678.98	4679.26	4677.02	4677.3	860.0
2021-04-20 02:45:00	ES	Futures	4677.3	4677.58	4676.45	4676.73	670.0
2021-04-20 02:50:00	ES	Futures	4676.45	4677.3	4675.61	4676.73	756.0
2021-04-20 02:55:00	ES	Futures	4676.45	4677.3	4675.89	4676.45	469.0
2021-04-20 03:00:00	ES	Futures	4676.17	4677.86	4676.17	4677.02	1341.0
2021-04-20 03:05:00	ES	Futures	4677.02	4679.26	4677.02	4679.26	1287.0
2021-04-20 03:10:00	ES	Futures	4679.54	4680.11	4677.58	4677.58	1464.0
2021-04-20 03:15:00	ES	Futures	4677.86	4679.83	4677.58	4679.54	789.0
2021-04-20 03:20:00	ES	Futures	4679.54	4681.51	4678.7	4680.95	1105.0
2021-04-20 03:25:00	ES	Futures	4681.23	4681.23	4678.14	4678.7	963.0
2021-04-20 03:30:00	ES	Futures	4678.42	4679.54	4677.3	4679.26	1053.0
2021-04-20 03:35:00	ES	Futures	4679.26	4679.83	4678.14	4679.26	814.0
2021-04-20 03:40:00	ES	Futures	4678.98	4679.54	4678.42	4678.98	691.0
2021-04-20 03:45:00	ES	Futures	4678.98	4680.11	4677.86	4679.83	773.0
2021-04-20 03:50:00	ES	Futures	4679.54	4680.11	4678.7	4679.54	748.0
2021-04-20 03:55:00	ES	Futures	4679.26	4679.26	4675.89	4675.89	1045.0
2021-04-20 04:00:00	ES	Futures	4676.17	4677.02	4673.36	4674.49	2321.0
2021-04-20 04:05:00	ES	Futures	4674.21	4675.33	4673.08	4673.64	1414.0

> showing 50 of 18,196 rows — these rows as CSV

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