PREVIEW / futures_5min / 2021-04-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-28.parquet
  size:    314 KB
  rows:    18,503

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
2021-04-28 00:00:00	ES	Futures	4702.86	4702.86	4702.3	4702.58	61.0
2021-04-28 00:05:00	ES	Futures	4702.58	4702.58	4702.3	4702.58	65.0
2021-04-28 00:10:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	114.0
2021-04-28 00:15:00	ES	Futures	4702.58	4702.86	4702.3	4702.86	106.0
2021-04-28 00:20:00	ES	Futures	4702.86	4703.43	4702.86	4703.43	164.0
2021-04-28 00:25:00	ES	Futures	4703.15	4703.43	4702.86	4703.15	103.0
2021-04-28 00:30:00	ES	Futures	4703.15	4703.15	4702.86	4703.15	50.0
2021-04-28 00:35:00	ES	Futures	4703.15	4703.43	4703.15	4703.15	106.0
2021-04-28 00:40:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	80.0
2021-04-28 00:45:00	ES	Futures	4703.43	4703.43	4703.15	4703.43	83.0
2021-04-28 00:50:00	ES	Futures	4703.15	4703.43	4702.58	4702.58	85.0
2021-04-28 00:55:00	ES	Futures	4702.58	4702.86	4702.02	4702.58	111.0
2021-04-28 01:00:00	ES	Futures	4702.3	4703.43	4702.3	4702.86	409.0
2021-04-28 01:05:00	ES	Futures	4702.86	4703.15	4702.58	4703.15	318.0
2021-04-28 01:10:00	ES	Futures	4703.15	4703.43	4702.86	4703.15	392.0
2021-04-28 01:15:00	ES	Futures	4703.43	4703.43	4702.86	4702.86	168.0
2021-04-28 01:20:00	ES	Futures	4702.86	4703.15	4702.86	4703.15	324.0
2021-04-28 01:25:00	ES	Futures	4702.86	4703.43	4702.86	4703.15	458.0
2021-04-28 01:30:00	ES	Futures	4702.86	4703.71	4702.86	4703.71	608.0
2021-04-28 01:35:00	ES	Futures	4703.43	4703.71	4702.3	4702.86	515.0
2021-04-28 01:40:00	ES	Futures	4702.86	4703.15	4701.18	4701.46	626.0
2021-04-28 01:45:00	ES	Futures	4701.46	4701.46	4700.62	4701.18	690.0
2021-04-28 01:50:00	ES	Futures	4701.46	4701.74	4700.9	4701.74	264.0
2021-04-28 01:55:00	ES	Futures	4701.74	4701.74	4700.62	4701.18	450.0
2021-04-28 02:00:00	ES	Futures	4701.18	4702.02	4700.9	4701.74	541.0
2021-04-28 02:05:00	ES	Futures	4701.74	4701.74	4700.9	4701.18	459.0
2021-04-28 02:10:00	ES	Futures	4700.9	4701.46	4700.34	4701.18	564.0
2021-04-28 02:15:00	ES	Futures	4701.46	4702.3	4700.9	4700.9	343.0
2021-04-28 02:20:00	ES	Futures	4701.18	4701.18	4700.62	4700.9	346.0
2021-04-28 02:25:00	ES	Futures	4700.9	4701.74	4700.9	4701.46	533.0
2021-04-28 02:30:00	ES	Futures	4701.18	4702.3	4701.18	4702.02	449.0
2021-04-28 02:35:00	ES	Futures	4702.02	4702.3	4702.02	4702.02	240.0
2021-04-28 02:40:00	ES	Futures	4702.02	4702.58	4702.02	4702.02	259.0
2021-04-28 02:45:00	ES	Futures	4702.3	4702.86	4702.3	4702.86	269.0
2021-04-28 02:50:00	ES	Futures	4702.86	4703.43	4702.86	4703.15	390.0
2021-04-28 02:55:00	ES	Futures	4702.86	4703.43	4702.3	4702.86	244.0
2021-04-28 03:00:00	ES	Futures	4702.58	4704.27	4702.3	4702.58	1869.0
2021-04-28 03:05:00	ES	Futures	4702.58	4703.71	4700.62	4702.02	1863.0
2021-04-28 03:10:00	ES	Futures	4702.3	4702.58	4700.34	4700.62	1141.0
2021-04-28 03:15:00	ES	Futures	4700.34	4701.18	4700.05	4700.62	918.0
2021-04-28 03:20:00	ES	Futures	4700.9	4700.9	4694.15	4696.96	3841.0
2021-04-28 03:25:00	ES	Futures	4696.68	4696.96	4695.28	4695.56	1468.0
2021-04-28 03:30:00	ES	Futures	4695.84	4696.96	4695.0	4696.4	1383.0
2021-04-28 03:35:00	ES	Futures	4696.12	4698.37	4696.12	4698.09	1278.0
2021-04-28 03:40:00	ES	Futures	4698.37	4698.37	4697.53	4697.53	562.0
2021-04-28 03:45:00	ES	Futures	4697.53	4698.09	4696.68	4697.53	696.0
2021-04-28 03:50:00	ES	Futures	4697.53	4697.81	4696.96	4696.96	769.0
2021-04-28 03:55:00	ES	Futures	4696.96	4698.09	4696.12	4697.53	945.0
2021-04-28 04:00:00	ES	Futures	4697.53	4698.09	4696.4	4696.68	1198.0
2021-04-28 04:05:00	ES	Futures	4696.68	4697.25	4695.84	4696.96	745.0

> showing 50 of 18,503 rows — these rows as CSV

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