PREVIEW / futures_5min / 2021-04-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-27.parquet
  size:    297 KB
  rows:    18,315

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
2021-04-27 00:00:00	ES	Futures	4700.34	4700.34	4700.05	4700.05	93.0
2021-04-27 00:05:00	ES	Futures	4700.05	4700.62	4700.05	4700.34	168.0
2021-04-27 00:10:00	ES	Futures	4700.05	4700.62	4700.05	4700.34	135.0
2021-04-27 00:15:00	ES	Futures	4700.34	4700.9	4700.34	4700.62	88.0
2021-04-27 00:20:00	ES	Futures	4700.34	4700.9	4700.34	4700.62	87.0
2021-04-27 00:25:00	ES	Futures	4700.34	4701.46	4700.34	4701.18	264.0
2021-04-27 00:30:00	ES	Futures	4701.46	4701.46	4700.9	4701.18	178.0
2021-04-27 00:35:00	ES	Futures	4701.18	4701.18	4700.62	4700.62	93.0
2021-04-27 00:40:00	ES	Futures	4700.62	4700.9	4700.34	4700.62	132.0
2021-04-27 00:45:00	ES	Futures	4700.34	4700.9	4700.34	4700.9	63.0
2021-04-27 00:50:00	ES	Futures	4700.9	4701.46	4700.62	4701.18	159.0
2021-04-27 00:55:00	ES	Futures	4701.46	4701.46	4700.9	4701.18	134.0
2021-04-27 01:00:00	ES	Futures	4701.18	4702.02	4700.9	4702.02	470.0
2021-04-27 01:05:00	ES	Futures	4702.02	4702.86	4701.46	4702.3	312.0
2021-04-27 01:10:00	ES	Futures	4702.3	4702.58	4702.02	4702.3	210.0
2021-04-27 01:15:00	ES	Futures	4702.58	4702.58	4702.3	4702.58	233.0
2021-04-27 01:20:00	ES	Futures	4702.58	4702.86	4702.02	4702.02	380.0
2021-04-27 01:25:00	ES	Futures	4702.3	4703.71	4702.02	4703.43	437.0
2021-04-27 01:30:00	ES	Futures	4703.43	4707.92	4703.43	4707.92	2182.0
2021-04-27 01:35:00	ES	Futures	4708.2	4708.2	4705.96	4705.96	689.0
2021-04-27 01:40:00	ES	Futures	4706.24	4707.08	4706.24	4707.08	484.0
2021-04-27 01:45:00	ES	Futures	4706.8	4707.92	4706.8	4707.64	752.0
2021-04-27 01:50:00	ES	Futures	4707.92	4711.86	4707.64	4708.2	2149.0
2021-04-27 01:55:00	ES	Futures	4708.48	4708.48	4707.64	4707.64	660.0
2021-04-27 02:00:00	ES	Futures	4707.92	4708.48	4707.08	4707.64	735.0
2021-04-27 02:05:00	ES	Futures	4707.64	4707.64	4706.24	4706.8	627.0
2021-04-27 02:10:00	ES	Futures	4706.8	4707.08	4705.39	4705.67	604.0
2021-04-27 02:15:00	ES	Futures	4705.67	4705.67	4704.27	4704.27	662.0
2021-04-27 02:20:00	ES	Futures	4704.27	4705.11	4704.27	4704.55	439.0
2021-04-27 02:25:00	ES	Futures	4704.27	4704.55	4703.99	4704.27	603.0
2021-04-27 02:30:00	ES	Futures	4704.27	4705.11	4703.71	4704.27	601.0
2021-04-27 02:35:00	ES	Futures	4703.99	4705.11	4703.71	4704.83	361.0
2021-04-27 02:40:00	ES	Futures	4704.55	4705.11	4704.27	4704.55	316.0
2021-04-27 02:45:00	ES	Futures	4704.83	4705.11	4703.99	4703.99	378.0
2021-04-27 02:50:00	ES	Futures	4703.71	4703.71	4702.3	4703.15	794.0
2021-04-27 02:55:00	ES	Futures	4702.86	4704.55	4702.3	4704.55	863.0
2021-04-27 03:00:00	ES	Futures	4704.27	4704.83	4702.58	4704.27	1836.0
2021-04-27 03:05:00	ES	Futures	4703.99	4703.99	4702.58	4703.43	1301.0
2021-04-27 03:10:00	ES	Futures	4703.15	4703.71	4701.74	4701.74	1056.0
2021-04-27 03:15:00	ES	Futures	4702.02	4704.27	4701.74	4703.71	796.0
2021-04-27 03:20:00	ES	Futures	4703.99	4704.27	4703.43	4703.43	689.0
2021-04-27 03:25:00	ES	Futures	4703.15	4704.27	4702.58	4702.58	787.0
2021-04-27 03:30:00	ES	Futures	4702.58	4703.43	4702.3	4703.43	752.0
2021-04-27 03:35:00	ES	Futures	4703.43	4703.71	4702.3	4702.58	366.0
2021-04-27 03:40:00	ES	Futures	4702.3	4703.43	4701.74	4702.3	657.0
2021-04-27 03:45:00	ES	Futures	4702.3	4703.15	4702.02	4702.3	608.0
2021-04-27 03:50:00	ES	Futures	4702.3	4703.15	4702.02	4702.86	584.0
2021-04-27 03:55:00	ES	Futures	4703.15	4703.43	4702.3	4703.43	761.0
2021-04-27 04:00:00	ES	Futures	4703.43	4704.27	4702.3	4704.27	823.0
2021-04-27 04:05:00	ES	Futures	4704.27	4705.39	4701.74	4701.74	1241.0

> showing 50 of 18,315 rows — these rows as CSV

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