PREVIEW / futures_5min / 2021-04-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-21.parquet
  size:    316 KB
  rows:    18,200

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
2021-04-21 00:00:00	ES	Futures	4629.53	4629.81	4628.97	4629.81	367.0
2021-04-21 00:05:00	ES	Futures	4629.81	4631.5	4629.81	4630.94	1187.0
2021-04-21 00:10:00	ES	Futures	4630.66	4631.22	4630.37	4630.94	236.0
2021-04-21 00:15:00	ES	Futures	4630.94	4631.22	4629.81	4630.37	553.0
2021-04-21 00:20:00	ES	Futures	4630.09	4630.66	4629.53	4629.81	425.0
2021-04-21 00:25:00	ES	Futures	4629.81	4630.37	4627.85	4628.13	557.0
2021-04-21 00:30:00	ES	Futures	4627.85	4629.81	4627.85	4628.69	434.0
2021-04-21 00:35:00	ES	Futures	4628.69	4629.53	4628.13	4628.13	242.0
2021-04-21 00:40:00	ES	Futures	4628.41	4629.53	4627.28	4628.69	693.0
2021-04-21 00:45:00	ES	Futures	4628.41	4630.09	4628.13	4629.53	316.0
2021-04-21 00:50:00	ES	Futures	4629.81	4630.37	4629.53	4629.81	348.0
2021-04-21 00:55:00	ES	Futures	4629.81	4630.37	4629.81	4629.81	185.0
2021-04-21 01:00:00	ES	Futures	4630.09	4630.94	4628.13	4628.41	769.0
2021-04-21 01:05:00	ES	Futures	4628.41	4628.41	4626.72	4627.56	724.0
2021-04-21 01:10:00	ES	Futures	4627.85	4627.85	4625.32	4625.32	769.0
2021-04-21 01:15:00	ES	Futures	4625.32	4626.72	4624.76	4626.72	535.0
2021-04-21 01:20:00	ES	Futures	4626.72	4628.13	4626.72	4627.56	492.0
2021-04-21 01:25:00	ES	Futures	4627.56	4629.53	4627.56	4629.25	529.0
2021-04-21 01:30:00	ES	Futures	4629.25	4630.37	4628.41	4629.81	651.0
2021-04-21 01:35:00	ES	Futures	4629.81	4630.09	4628.69	4629.53	423.0
2021-04-21 01:40:00	ES	Futures	4629.53	4630.09	4628.13	4629.53	367.0
2021-04-21 01:45:00	ES	Futures	4629.25	4630.66	4628.41	4629.81	678.0
2021-04-21 01:50:00	ES	Futures	4629.81	4630.37	4629.25	4629.53	597.0
2021-04-21 01:55:00	ES	Futures	4629.81	4630.94	4629.25	4629.53	620.0
2021-04-21 02:00:00	ES	Futures	4629.53	4633.18	4628.13	4632.62	1904.0
2021-04-21 02:05:00	ES	Futures	4632.34	4633.47	4631.78	4632.06	1141.0
2021-04-21 02:10:00	ES	Futures	4631.78	4633.47	4630.66	4632.9	1127.0
2021-04-21 02:15:00	ES	Futures	4632.62	4635.15	4632.62	4634.87	1075.0
2021-04-21 02:20:00	ES	Futures	4634.87	4635.71	4634.31	4634.59	869.0
2021-04-21 02:25:00	ES	Futures	4634.59	4636.84	4634.31	4636.84	959.0
2021-04-21 02:30:00	ES	Futures	4636.84	4637.68	4636.27	4636.27	1185.0
2021-04-21 02:35:00	ES	Futures	4636.56	4638.52	4635.99	4637.96	737.0
2021-04-21 02:40:00	ES	Futures	4637.68	4639.37	4637.68	4638.52	1216.0
2021-04-21 02:45:00	ES	Futures	4638.52	4638.8	4637.4	4637.4	1170.0
2021-04-21 02:50:00	ES	Futures	4637.12	4637.4	4636.56	4637.12	985.0
2021-04-21 02:55:00	ES	Futures	4637.12	4638.24	4636.84	4638.24	567.0
2021-04-21 03:00:00	ES	Futures	4637.96	4639.65	4636.56	4637.12	2821.0
2021-04-21 03:05:00	ES	Futures	4637.4	4640.49	4636.84	4639.08	2175.0
2021-04-21 03:10:00	ES	Futures	4638.8	4641.05	4637.68	4638.8	3374.0
2021-04-21 03:15:00	ES	Futures	4638.52	4641.33	4638.24	4638.52	2500.0
2021-04-21 03:20:00	ES	Futures	4638.8	4641.61	4638.24	4640.49	2261.0
2021-04-21 03:25:00	ES	Futures	4640.49	4640.49	4635.99	4637.96	2324.0
2021-04-21 03:30:00	ES	Futures	4637.68	4639.08	4636.56	4637.96	1570.0
2021-04-21 03:35:00	ES	Futures	4637.96	4639.65	4637.4	4639.65	1355.0
2021-04-21 03:40:00	ES	Futures	4639.65	4640.77	4638.24	4640.49	1550.0
2021-04-21 03:45:00	ES	Futures	4640.49	4640.77	4639.37	4639.65	1244.0
2021-04-21 03:50:00	ES	Futures	4639.65	4641.05	4639.37	4639.93	1103.0
2021-04-21 03:55:00	ES	Futures	4640.21	4641.61	4639.93	4641.33	1025.0
2021-04-21 04:00:00	ES	Futures	4641.05	4641.33	4639.65	4640.49	1225.0
2021-04-21 04:05:00	ES	Futures	4640.49	4641.33	4639.65	4641.05	1709.0

> showing 50 of 18,200 rows — these rows as CSV

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