PREVIEW / futures_5min / 2021-04-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-26.parquet
  size:    294 KB
  rows:    18,134

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
2021-04-26 00:00:00	ES	Futures	4691.34	4693.03	4691.06	4693.03	599.0
2021-04-26 00:05:00	ES	Futures	4693.03	4693.31	4692.19	4692.47	535.0
2021-04-26 00:10:00	ES	Futures	4692.75	4693.03	4691.91	4693.03	227.0
2021-04-26 00:15:00	ES	Futures	4693.03	4693.03	4692.19	4692.47	119.0
2021-04-26 00:20:00	ES	Futures	4692.75	4692.75	4691.63	4691.91	194.0
2021-04-26 00:25:00	ES	Futures	4691.91	4692.19	4691.63	4692.19	144.0
2021-04-26 00:30:00	ES	Futures	4691.91	4692.19	4691.63	4692.19	115.0
2021-04-26 00:35:00	ES	Futures	4692.19	4692.47	4691.91	4692.19	160.0
2021-04-26 00:40:00	ES	Futures	4692.19	4692.75	4691.91	4692.19	138.0
2021-04-26 00:45:00	ES	Futures	4692.19	4692.75	4691.63	4692.19	154.0
2021-04-26 00:50:00	ES	Futures	4692.19	4692.47	4691.91	4692.47	109.0
2021-04-26 00:55:00	ES	Futures	4692.19	4692.75	4692.19	4692.75	73.0
2021-04-26 01:00:00	ES	Futures	4692.75	4693.03	4691.34	4692.75	413.0
2021-04-26 01:05:00	ES	Futures	4692.47	4692.47	4690.5	4691.34	426.0
2021-04-26 01:10:00	ES	Futures	4691.34	4691.34	4690.22	4690.78	349.0
2021-04-26 01:15:00	ES	Futures	4690.78	4691.34	4690.22	4691.06	157.0
2021-04-26 01:20:00	ES	Futures	4691.34	4691.91	4690.22	4690.78	345.0
2021-04-26 01:25:00	ES	Futures	4690.78	4691.34	4690.5	4690.78	120.0
2021-04-26 01:30:00	ES	Futures	4691.06	4692.47	4691.06	4692.47	397.0
2021-04-26 01:35:00	ES	Futures	4692.19	4692.47	4690.78	4691.06	525.0
2021-04-26 01:40:00	ES	Futures	4691.34	4691.34	4689.66	4690.5	661.0
2021-04-26 01:45:00	ES	Futures	4690.22	4690.5	4688.82	4689.38	737.0
2021-04-26 01:50:00	ES	Futures	4689.1	4689.94	4688.82	4689.66	406.0
2021-04-26 01:55:00	ES	Futures	4689.38	4689.94	4689.1	4689.38	444.0
2021-04-26 02:00:00	ES	Futures	4689.38	4690.5	4689.1	4689.66	605.0
2021-04-26 02:05:00	ES	Futures	4689.66	4689.94	4688.25	4689.1	838.0
2021-04-26 02:10:00	ES	Futures	4689.1	4690.22	4688.54	4689.66	338.0
2021-04-26 02:15:00	ES	Futures	4689.66	4690.5	4689.38	4690.5	380.0
2021-04-26 02:20:00	ES	Futures	4690.5	4690.5	4688.82	4689.66	342.0
2021-04-26 02:25:00	ES	Futures	4689.66	4691.06	4689.66	4690.5	382.0
2021-04-26 02:30:00	ES	Futures	4690.78	4691.06	4689.94	4690.22	445.0
2021-04-26 02:35:00	ES	Futures	4690.22	4690.5	4689.66	4690.22	245.0
2021-04-26 02:40:00	ES	Futures	4690.22	4691.06	4690.22	4690.78	190.0
2021-04-26 02:45:00	ES	Futures	4690.5	4690.78	4689.38	4689.38	220.0
2021-04-26 02:50:00	ES	Futures	4689.66	4690.22	4689.66	4689.94	158.0
2021-04-26 02:55:00	ES	Futures	4689.94	4690.22	4689.38	4689.94	337.0
2021-04-26 03:00:00	ES	Futures	4689.94	4690.5	4688.54	4689.38	1413.0
2021-04-26 03:05:00	ES	Futures	4689.1	4691.91	4689.1	4691.63	1307.0
2021-04-26 03:10:00	ES	Futures	4691.63	4692.47	4688.82	4689.94	1722.0
2021-04-26 03:15:00	ES	Futures	4689.94	4690.22	4689.1	4689.1	656.0
2021-04-26 03:20:00	ES	Futures	4689.1	4690.22	4689.1	4690.22	727.0
2021-04-26 03:25:00	ES	Futures	4690.22	4691.63	4689.94	4690.22	825.0
2021-04-26 03:30:00	ES	Futures	4690.5	4690.5	4688.25	4688.82	1144.0
2021-04-26 03:35:00	ES	Futures	4689.1	4689.1	4687.41	4688.82	1547.0
2021-04-26 03:40:00	ES	Futures	4688.82	4689.1	4688.54	4689.1	858.0
2021-04-26 03:45:00	ES	Futures	4688.82	4689.1	4687.41	4687.41	1339.0
2021-04-26 03:50:00	ES	Futures	4687.69	4687.97	4686.85	4687.13	1389.0
2021-04-26 03:55:00	ES	Futures	4687.13	4688.25	4687.13	4687.97	657.0
2021-04-26 04:00:00	ES	Futures	4687.69	4689.1	4687.69	4688.82	1038.0
2021-04-26 04:05:00	ES	Futures	4688.82	4688.82	4687.41	4687.97	901.0

> showing 50 of 18,134 rows — these rows as CSV

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