PREVIEW / futures_5min / 2021-04-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-23.parquet
  size:    257 KB
  rows:    14,557

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
2021-04-23 00:00:00	ES	Futures	4648.36	4648.92	4647.79	4648.08	312.0
2021-04-23 00:05:00	ES	Futures	4648.08	4648.92	4648.08	4648.64	216.0
2021-04-23 00:10:00	ES	Futures	4648.64	4648.92	4648.08	4648.64	252.0
2021-04-23 00:15:00	ES	Futures	4648.64	4649.48	4648.64	4648.64	410.0
2021-04-23 00:20:00	ES	Futures	4648.64	4649.48	4648.64	4649.2	283.0
2021-04-23 00:25:00	ES	Futures	4648.92	4649.2	4648.64	4649.2	63.0
2021-04-23 00:30:00	ES	Futures	4648.92	4649.2	4647.23	4647.79	385.0
2021-04-23 00:35:00	ES	Futures	4648.08	4648.36	4647.51	4647.79	290.0
2021-04-23 00:40:00	ES	Futures	4647.51	4648.08	4646.39	4646.67	482.0
2021-04-23 00:45:00	ES	Futures	4646.39	4646.95	4645.83	4646.95	391.0
2021-04-23 00:50:00	ES	Futures	4646.95	4647.79	4646.95	4647.51	183.0
2021-04-23 00:55:00	ES	Futures	4647.23	4647.51	4647.23	4647.51	107.0
2021-04-23 01:00:00	ES	Futures	4647.51	4648.08	4647.23	4647.51	490.0
2021-04-23 01:05:00	ES	Futures	4647.79	4648.08	4645.83	4646.39	631.0
2021-04-23 01:10:00	ES	Futures	4646.67	4646.95	4645.55	4646.67	383.0
2021-04-23 01:15:00	ES	Futures	4646.67	4647.23	4646.39	4646.95	286.0
2021-04-23 01:20:00	ES	Futures	4646.95	4646.95	4646.39	4646.67	184.0
2021-04-23 01:25:00	ES	Futures	4646.95	4647.23	4645.55	4645.83	760.0
2021-04-23 01:30:00	ES	Futures	4645.83	4645.83	4643.86	4645.83	963.0
2021-04-23 01:35:00	ES	Futures	4645.83	4646.67	4645.83	4645.83	481.0
2021-04-23 01:40:00	ES	Futures	4646.11	4646.67	4645.83	4646.11	317.0
2021-04-23 01:45:00	ES	Futures	4646.11	4648.36	4645.27	4648.36	816.0
2021-04-23 01:50:00	ES	Futures	4648.36	4648.92	4647.23	4648.08	588.0
2021-04-23 01:55:00	ES	Futures	4648.36	4648.36	4647.23	4647.79	281.0
2021-04-23 02:00:00	ES	Futures	4647.79	4648.64	4646.11	4646.67	874.0
2021-04-23 02:05:00	ES	Futures	4646.67	4647.51	4646.39	4646.95	587.0
2021-04-23 02:10:00	ES	Futures	4646.67	4646.67	4642.46	4642.74	1340.0
2021-04-23 02:15:00	ES	Futures	4642.74	4643.02	4638.8	4640.49	2178.0
2021-04-23 02:20:00	ES	Futures	4640.49	4643.02	4640.49	4641.33	934.0
2021-04-23 02:25:00	ES	Futures	4641.61	4642.46	4638.8	4639.08	1264.0
2021-04-23 02:30:00	ES	Futures	4639.08	4641.61	4638.8	4640.21	990.0
2021-04-23 02:35:00	ES	Futures	4640.21	4641.61	4639.93	4641.61	627.0
2021-04-23 02:40:00	ES	Futures	4641.89	4642.74	4640.21	4642.46	936.0
2021-04-23 02:45:00	ES	Futures	4642.46	4643.86	4642.18	4643.3	581.0
2021-04-23 02:50:00	ES	Futures	4643.58	4643.86	4642.18	4642.74	762.0
2021-04-23 02:55:00	ES	Futures	4642.74	4643.58	4640.21	4642.18	1035.0
2021-04-23 03:00:00	ES	Futures	4642.18	4645.27	4641.89	4644.42	2496.0
2021-04-23 03:05:00	ES	Futures	4644.7	4644.98	4642.46	4644.42	1722.0
2021-04-23 03:10:00	ES	Futures	4644.42	4646.67	4642.74	4646.11	2290.0
2021-04-23 03:15:00	ES	Futures	4646.11	4649.48	4646.11	4649.48	2404.0
2021-04-23 03:20:00	ES	Futures	4649.2	4650.89	4647.79	4647.79	3055.0
2021-04-23 03:25:00	ES	Futures	4647.51	4649.76	4647.51	4648.08	1136.0
2021-04-23 03:30:00	ES	Futures	4648.36	4648.36	4646.39	4646.39	1758.0
2021-04-23 03:35:00	ES	Futures	4646.39	4647.23	4646.11	4646.67	950.0
2021-04-23 03:40:00	ES	Futures	4646.95	4650.89	4646.67	4650.6	2507.0
2021-04-23 03:45:00	ES	Futures	4650.32	4652.29	4649.76	4652.29	2032.0
2021-04-23 03:50:00	ES	Futures	4652.01	4653.13	4650.89	4652.85	2040.0
2021-04-23 03:55:00	ES	Futures	4652.85	4654.54	4652.29	4653.41	1496.0
2021-04-23 04:00:00	ES	Futures	4653.69	4653.98	4650.89	4651.73	1853.0
2021-04-23 04:05:00	ES	Futures	4651.73	4651.73	4650.04	4650.89	935.0

> showing 50 of 14,557 rows — these rows as CSV

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