PREVIEW / futures_5min / 2021-04-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-25.parquet
  size:    71 KB
  rows:    3,525

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
2021-04-25 18:00:00	ES	Futures	4687.41	4688.25	4684.32	4687.97	2765.0
2021-04-25 18:05:00	ES	Futures	4687.97	4687.97	4685.73	4685.73	478.0
2021-04-25 18:10:00	ES	Futures	4685.73	4686.01	4684.6	4685.44	695.0
2021-04-25 18:15:00	ES	Futures	4685.44	4687.13	4685.44	4686.85	489.0
2021-04-25 18:20:00	ES	Futures	4686.85	4687.97	4686.57	4687.41	460.0
2021-04-25 18:25:00	ES	Futures	4687.69	4687.97	4687.13	4687.69	184.0
2021-04-25 18:30:00	ES	Futures	4687.69	4689.66	4687.41	4688.54	727.0
2021-04-25 18:35:00	ES	Futures	4688.54	4689.1	4688.25	4688.82	268.0
2021-04-25 18:40:00	ES	Futures	4689.1	4689.1	4687.69	4687.69	326.0
2021-04-25 18:45:00	ES	Futures	4687.97	4689.1	4687.69	4688.25	265.0
2021-04-25 18:50:00	ES	Futures	4688.25	4688.54	4687.69	4687.97	140.0
2021-04-25 18:55:00	ES	Futures	4687.69	4687.69	4686.57	4686.85	252.0
2021-04-25 19:00:00	ES	Futures	4686.85	4687.69	4685.44	4687.41	524.0
2021-04-25 19:05:00	ES	Futures	4687.41	4687.97	4687.13	4687.13	206.0
2021-04-25 19:10:00	ES	Futures	4687.13	4687.13	4685.73	4686.57	225.0
2021-04-25 19:15:00	ES	Futures	4686.57	4687.13	4686.29	4687.13	151.0
2021-04-25 19:20:00	ES	Futures	4687.13	4687.13	4686.29	4686.57	116.0
2021-04-25 19:25:00	ES	Futures	4686.57	4686.57	4685.16	4685.73	284.0
2021-04-25 19:30:00	ES	Futures	4686.01	4686.29	4684.04	4685.44	460.0
2021-04-25 19:35:00	ES	Futures	4685.44	4685.44	4683.76	4684.32	655.0
2021-04-25 19:40:00	ES	Futures	4684.32	4686.01	4684.04	4685.44	612.0
2021-04-25 19:45:00	ES	Futures	4685.44	4685.44	4682.92	4683.2	539.0
2021-04-25 19:50:00	ES	Futures	4682.92	4684.04	4682.92	4684.04	304.0
2021-04-25 19:55:00	ES	Futures	4684.04	4684.88	4682.07	4682.92	699.0
2021-04-25 20:00:00	ES	Futures	4682.92	4684.04	4680.39	4683.76	2370.0
2021-04-25 20:05:00	ES	Futures	4683.48	4684.32	4682.92	4684.32	1171.0
2021-04-25 20:10:00	ES	Futures	4684.32	4685.44	4683.48	4684.6	784.0
2021-04-25 20:15:00	ES	Futures	4684.6	4685.73	4684.32	4684.32	633.0
2021-04-25 20:20:00	ES	Futures	4684.32	4685.73	4684.32	4685.44	585.0
2021-04-25 20:25:00	ES	Futures	4685.44	4688.25	4685.44	4687.13	1582.0
2021-04-25 20:30:00	ES	Futures	4687.13	4687.69	4686.57	4687.69	637.0
2021-04-25 20:35:00	ES	Futures	4687.69	4687.69	4686.85	4687.41	503.0
2021-04-25 20:40:00	ES	Futures	4687.41	4687.41	4686.01	4686.57	418.0
2021-04-25 20:45:00	ES	Futures	4686.29	4686.57	4686.01	4686.29	377.0
2021-04-25 20:50:00	ES	Futures	4686.29	4687.41	4686.29	4687.41	367.0
2021-04-25 20:55:00	ES	Futures	4687.13	4687.41	4686.29	4686.57	343.0
2021-04-25 21:00:00	ES	Futures	4686.57	4686.85	4684.6	4686.01	932.0
2021-04-25 21:05:00	ES	Futures	4686.29	4686.57	4685.16	4686.57	499.0
2021-04-25 21:10:00	ES	Futures	4686.57	4688.25	4684.88	4685.16	846.0
2021-04-25 21:15:00	ES	Futures	4685.16	4686.01	4683.76	4685.44	927.0
2021-04-25 21:20:00	ES	Futures	4685.73	4687.41	4685.16	4686.85	687.0
2021-04-25 21:25:00	ES	Futures	4686.85	4687.69	4686.57	4687.41	560.0
2021-04-25 21:30:00	ES	Futures	4687.41	4687.97	4685.73	4686.57	1241.0
2021-04-25 21:35:00	ES	Futures	4686.57	4687.13	4685.44	4686.01	593.0
2021-04-25 21:40:00	ES	Futures	4686.01	4687.41	4685.44	4687.13	496.0
2021-04-25 21:45:00	ES	Futures	4687.13	4690.78	4687.13	4690.22	2049.0
2021-04-25 21:50:00	ES	Futures	4690.22	4690.5	4689.38	4690.5	794.0
2021-04-25 21:55:00	ES	Futures	4690.5	4691.34	4689.66	4689.94	918.0
2021-04-25 22:00:00	ES	Futures	4690.22	4690.5	4689.66	4690.22	701.0
2021-04-25 22:05:00	ES	Futures	4690.22	4691.34	4689.66	4691.34	706.0

> showing 50 of 3,525 rows — these rows as CSV

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