PREVIEW / futures_5min / 2021-04-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-22.parquet
  size:    305 KB
  rows:    17,999

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
2021-04-22 00:00:00	ES	Futures	4674.49	4675.33	4674.21	4674.49	232.0
2021-04-22 00:05:00	ES	Futures	4674.49	4674.77	4674.21	4674.49	210.0
2021-04-22 00:10:00	ES	Futures	4674.49	4674.49	4673.08	4673.08	333.0
2021-04-22 00:15:00	ES	Futures	4673.36	4673.92	4673.08	4673.36	286.0
2021-04-22 00:20:00	ES	Futures	4673.64	4674.77	4673.64	4674.21	291.0
2021-04-22 00:25:00	ES	Futures	4674.21	4675.05	4673.92	4673.92	209.0
2021-04-22 00:30:00	ES	Futures	4673.92	4675.05	4673.64	4673.92	419.0
2021-04-22 00:35:00	ES	Futures	4673.92	4674.21	4672.8	4673.08	577.0
2021-04-22 00:40:00	ES	Futures	4673.08	4675.05	4673.08	4675.05	443.0
2021-04-22 00:45:00	ES	Futures	4675.05	4675.61	4674.77	4675.33	441.0
2021-04-22 00:50:00	ES	Futures	4675.33	4677.02	4675.05	4676.17	561.0
2021-04-22 00:55:00	ES	Futures	4676.17	4677.3	4676.17	4677.3	471.0
2021-04-22 01:00:00	ES	Futures	4677.3	4677.58	4675.05	4675.89	886.0
2021-04-22 01:05:00	ES	Futures	4675.61	4676.45	4674.77	4676.17	426.0
2021-04-22 01:10:00	ES	Futures	4676.17	4676.17	4674.49	4674.77	386.0
2021-04-22 01:15:00	ES	Futures	4675.05	4677.3	4675.05	4676.73	532.0
2021-04-22 01:20:00	ES	Futures	4676.73	4677.3	4675.89	4676.17	416.0
2021-04-22 01:25:00	ES	Futures	4676.17	4677.02	4675.33	4677.02	352.0
2021-04-22 01:30:00	ES	Futures	4677.3	4677.3	4675.89	4676.17	361.0
2021-04-22 01:35:00	ES	Futures	4676.45	4677.02	4675.05	4676.45	512.0
2021-04-22 01:40:00	ES	Futures	4676.45	4677.3	4676.17	4677.02	873.0
2021-04-22 01:45:00	ES	Futures	4676.73	4676.73	4675.61	4676.73	532.0
2021-04-22 01:50:00	ES	Futures	4676.73	4679.26	4676.73	4678.14	1239.0
2021-04-22 01:55:00	ES	Futures	4678.42	4679.54	4677.58	4679.26	736.0
2021-04-22 02:00:00	ES	Futures	4679.26	4683.2	4678.7	4682.92	2981.0
2021-04-22 02:05:00	ES	Futures	4682.92	4682.92	4680.39	4680.67	1175.0
2021-04-22 02:10:00	ES	Futures	4680.67	4680.67	4678.7	4679.26	1118.0
2021-04-22 02:15:00	ES	Futures	4679.26	4679.83	4678.42	4679.54	709.0
2021-04-22 02:20:00	ES	Futures	4679.54	4679.83	4678.98	4679.26	777.0
2021-04-22 02:25:00	ES	Futures	4679.26	4680.11	4678.98	4679.83	518.0
2021-04-22 02:30:00	ES	Futures	4680.11	4680.39	4679.26	4680.11	718.0
2021-04-22 02:35:00	ES	Futures	4680.11	4680.39	4678.98	4679.26	525.0
2021-04-22 02:40:00	ES	Futures	4679.26	4679.26	4677.3	4678.42	758.0
2021-04-22 02:45:00	ES	Futures	4678.42	4678.7	4677.58	4678.42	611.0
2021-04-22 02:50:00	ES	Futures	4678.42	4679.26	4678.42	4678.7	396.0
2021-04-22 02:55:00	ES	Futures	4678.42	4678.42	4677.58	4677.58	511.0
2021-04-22 03:00:00	ES	Futures	4677.58	4678.42	4675.61	4677.86	2434.0
2021-04-22 03:05:00	ES	Futures	4677.86	4680.39	4677.86	4679.26	1346.0
2021-04-22 03:10:00	ES	Futures	4679.26	4680.11	4678.42	4678.98	1177.0
2021-04-22 03:15:00	ES	Futures	4679.26	4680.67	4677.86	4679.83	1176.0
2021-04-22 03:20:00	ES	Futures	4679.83	4680.11	4679.26	4680.11	664.0
2021-04-22 03:25:00	ES	Futures	4680.39	4680.95	4680.11	4680.11	697.0
2021-04-22 03:30:00	ES	Futures	4679.83	4681.23	4678.14	4678.42	1559.0
2021-04-22 03:35:00	ES	Futures	4678.42	4679.26	4677.3	4678.42	1262.0
2021-04-22 03:40:00	ES	Futures	4678.42	4678.98	4677.86	4678.7	901.0
2021-04-22 03:45:00	ES	Futures	4678.7	4679.26	4677.3	4677.58	834.0
2021-04-22 03:50:00	ES	Futures	4677.58	4678.42	4677.58	4678.14	916.0
2021-04-22 03:55:00	ES	Futures	4678.14	4678.7	4676.17	4676.17	1153.0
2021-04-22 04:00:00	ES	Futures	4676.17	4676.73	4675.05	4676.45	1798.0
2021-04-22 04:05:00	ES	Futures	4676.17	4678.14	4675.89	4677.3	960.0

> showing 50 of 17,999 rows — these rows as CSV

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